NPORT-P false 0000356476 XXXXXXXX S000023758 C000155784 C000069835 EMPOWER FUNDS, INC. 811-03364 0000356476 RUYOMHMDMSPQ01U66388 8515 E Orchard Road Greenwood Village 80111 866-831-7129 Empower Global Bond Fund S000023758 7GR1S1AD7LQ0IIU4UM51 2024-12-31 2024-03-31 N 612052047.990000000000 71979675.150000000000 540072372.840000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 KRW NZD EUR JPY MXN ZAR USD AUD CNY GBP CHF N Securities Portfolio 7GR1S1AD7LQ0IIU4UM51 HSBC SECURITIES (USA) INC CYYGQCGNHMHPSMRL3R97 BYM4GUDZ8 2232464 PA USD 2232464 0.4133638587 Long RA CORP US N 2 Repurchase Y 5.34 2024-04-01 2232463.999999999928 USD 2277113.280054120277 USD ABS N N RBC DOMINION SECURITIES INC 549300QJJX6CVVUXLE15 BYM4GUDW5 1913543 PA USD 1913543 0.3543123285 Long RA CORP US N 2 Repurchase Y 5.33 2024-04-01 1913542.999999999878 USD 1951813.862981423328 USD ABS N N CITIGROUP GLOBAL MARKETS INC MBNUM2BPBDO7JBLYG310 BYM4GUE20 2232464 PA USD 2232464 0.4133638587 Long RA CORP US N 2 Repurchase Y 5.34 2024-04-01 2232463.999999999988 USD 2277113.28165202336 USD ABS N N AT&T Inc 549300Z40J86GGSTL398 00206RCP5 160000 NS USD 149446.48 0.0276715654 Long DBT CORP US N 2 2035-05-15 Fixed 4.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132E0Z39 3122373.75 NS USD 3144774.25 0.5822875615 Long ABS-MBS USGA US N 2 2053-09-01 Fixed 5.500000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397E25 1053000 NS USD 1060487.25 0.1963602108 Long DBT CORP US N 2 2031-03-05 Fixed 6.050000000000 N N N N N N OSCAR US Funding X LLC 353800SUUA8QI9Y7NC83 68784YAF1 12213.6 NS USD 12206.9 0.0022602341 Long ABS-O CORP JP N 2 2026-05-11 Fixed 3.270000000000 N N N N N N REGATTA XXV FUNDING LTD N/A 758978AA8 575000 NS USD 579518.94 0.1073039409 Long ABS-CBDO CORP KY N 2 2036-07-15 Floating 0.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAT7 1320000 NS USD 1318743.38 0.2441790112 Long DBT NUSS RO N 2 2029-01-30 Fixed 5.875000000000 N N N N N N ITRAXX EUROPE SERIES 40 N/A AA9M66TJ1 -42900000 NS USD -2341.91 -0.0004336289 Short DCR US N 2 2024-04-17 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written CDX OPTIONS CDX OPTIONS -42900000 0.675000000000 EUR 2024-04-17 XXXX 29130.4 N N N Canada (Government of) 4BFD7AQU0A75QLAHK410 135087M68 1900000 NS 981188.56 0.1816772361 Long DBT NUSS CA N 2 2053-12-01 Fixed 1.750000000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 D1T7F65H7 1300000 NS 1233549.15 0.2284044162 Long DBT CORP DE N 2 2030-11-19 Fixed 1.750000000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 168000 NS 165015.58 0.0305543457 Long DBT NUSS XX N 2 2048-02-04 Fixed 2.625000000000 N N N N N N Credit Agricole S.A. 969500TJ5KRTCJQWXH05 F2R125K95 1100000 NS 1250393 0.2315232296 Long DBT CORP FR N 2 2033-11-27 Fixed 4.375000000000 N N N N N N Italy (Republic Of) 815600DE60799F5A9309 T6052BJ90 394000 NS 289435.79 0.0535920378 Long DBT NUSS IT N 2 2052-09-01 Fixed 2.150000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39KUZ7 163700000 NS 914840.5 0.1693922048 Long DBT NUSS JP N 2 2047-12-20 Fixed 0.800000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 P4R07XP34 259800000 NS 14043061.69 2.6002184885 Long DBT NUSS MX N 2 2027-03-04 Fixed 5.500000000000 N N N N N N Peru (Republic of) 254900STKLK2DBJJZ530 P6S32DFH1 7220000 NS 1948579.63 0.3607997239 Long DBT NUSS PE N 2 2033-08-12 Fixed 7.300000000000 N N N N N N Telefonica Europe B V 7245007FZS0M65WUGP67 N85023V68 700000 NS 709796.44 0.1314261710 Long DBT CORP NL N 2 2500-12-31 Fixed 2.875000000000 N N N N N N National Grid PLC 8R95QZMKZLJX5Q2XR704 G6S98DGA6 1150000 NS 950734.19 0.1760382937 Long DBT CORP GB N 2 2033-09-01 Fixed 0.750000000000 N N N N N N Autostrade per l'Italia S.p.A. 815600149448CEB9B230 T0R553AK3 629000 NS 597981.25 0.1107224291 Long DBT CORP IT N 2 2032-01-25 Fixed 2.250000000000 N N N N N N Banco Santander, S.A. 5493006QMFDDMYWIAM13 E2R99D2E4 800000 NS 918744.63 0.1701150950 Long DBT CORP ES N 2 2031-10-18 Fixed 4.875000000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RGY4 370000 NS USD 372708.22 0.0690107917 Long ABS-O CORP US N 2 2029-06-20 Fixed 5.490000000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAM9 200000 NS USD 201897.41 0.0373833990 Long DBT CORP GB N 2 2054-03-26 Fixed 5.500000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 05565AM34 990000 NS USD 1013446.19 0.1876500708 Long DBT CORP FR N 2 2500-12-31 Fixed 7.750000000000 N N N N N N BALLYROCK CLO 24 LTD N/A 05875AAA6 545000 NS USD 546475.31 0.1011855702 Long ABS-CBDO CORP JE N 2 2036-07-15 Floating 0.000000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EK0 303000 NS USD 311600.38 0.0576960414 Long DBT CORP US N 2 2054-02-22 Fixed 5.550000000000 N N N N N N COMM MORTGAGE TRUST N/A 12656KAA5 1150000 NS USD 934468.06 0.1730264511 Long ABS-O CORP US N 2 2046-11-10 Fixed 2.173000000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDF9 240000 NS USD 244345.73 0.0452431456 Long DBT CORP US N 2 2035-02-01 Fixed 6.051000000000 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CBD5 150000 NS USD 165168.66 0.0305826901 Long DBT CORP US N 2 2054-03-15 Fixed 6.200000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CK8 558000 NS USD 441916.31 0.0818253872 Long DBT CORP US N 2 2053-04-01 Fixed 5.250000000000 N N N N N N Citigroup Inc. 6SHGI4ZSSLCXXQSBB395 172967NU1 500000 NS USD 482033.75 0.0892535472 Long DBT CORP US N 2 2033-05-24 Fixed 4.910000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H032647 11060000 NS USD 10063244 1.8633139753 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 3.500000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAU4 334000 NS USD 358546.5 0.0663886023 Long DBT CORP US N 2 2033-12-01 Fixed 6.550000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DNKA0 2522890.75 NS USD 2464125.25 0.4562583413 Long ABS-MBS USGA US N 2 2052-07-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DWD26 2118280.75 NS USD 1896711.13 0.3511957333 Long ABS-MBS USGA US N 2 2052-06-01 Fixed 3.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QDWM2 2782382.25 NS USD 2439266.75 0.4516555322 Long ABS-MBS USGSE US N 2 2050-06-01 Fixed 3.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140QEYX4 3932508.5 NS USD 3329971.5 0.6165787527 Long ABS-MBS USGSE US N 2 2050-09-01 Fixed 2.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XMUE4 3184158 NS USD 3224947 0.5971323775 Long ABS-MBS USGSE US N 2 2053-09-01 Fixed 6.000000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XN4H4 1028774.38 NS USD 1063464 0.1969113870 Long ABS-MBS USGSE US N 2 2054-02-01 Fixed 6.000000000000 N N N N N N A&D MORTGAGE TRUST 2023-NQM2 N/A 00002DAA7 460345.97 NS USD 457682.97 0.0847447477 Long ABS-O CORP US N 2 2068-05-25 Floating 6.132000000000 N N N N N N AMSR TRUST N/A 00178XAB9 500000 NS USD 468494.59 0.0867466313 Long ABS-O CORP US N 2 2039-01-20 Fixed 3.023000000000 N N N N N N Alexandria Real Estate Equities, Inc. MGCJBT4MKTQBVLNUIS88 015271BC2 503000 NS USD 493665.16 0.0914072233 Long DBT CORP US N 2 2036-05-15 Fixed 5.250000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F022642 3790000 NS USD 3132284.63 0.5799749788 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 2.500000000000 N N N N N N American Tower Corporation 5493006ORUSIL88JOE18 03027XCG3 1900000 NS USD 1899075.88 0.3516335913 Long DBT CORP US N 2 2029-02-15 Fixed 5.200000000000 N N N N N N BAE Systems PLC 8SVCSVKSGDWMW2QHOH83 05523RAL1 593000 NS USD 595972.63 0.1103505123 Long DBT CORP GB N 2 2034-03-26 Fixed 5.300000000000 N N N N N N Bank of America Corp. 9DJT3UXIJIZJI4WXO774 06051GMA4 600000 NS USD 603910.94 0.1118203727 Long DBT CORP US N 2 2035-01-23 Fixed 5.468000000000 N N N N N N Berry Global Inc 549300AP2Q7ERHX6RI89 08576PAP6 400000 NS USD 397815.16 0.0736596019 Long DBT CORP US N 2 2034-01-15 Fixed 5.650000000000 N N N N N N Capital One Financial Corp. ZUE8T73ROZOF6FLBAR73 14040HDC6 960000 NS USD 1060315.47 0.1963284040 Long DBT CORP US N 2 2031-10-30 Fixed 7.624000000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBG2 540000 NS USD 539137.94 0.0998269801 Long DBT CORP CL N 2 2034-01-08 Fixed 5.950000000000 N N N N N N Corporacion Nacional del Cobre de Chile 549300UVMBCBCIPSUI70 21987BBH0 220000 NS USD 219425.23 0.0406288566 Long DBT CORP CL N 2 2053-09-08 Fixed 6.300000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H060648 5220000 NS USD 5265623.25 0.9749847455 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 6.000000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H062644 3500000 NS USD 3558355 0.6588663259 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 6.500000000000 N N N N N N John Deere Capital Corp. E0KSF7PFQ210NWI8Z391 24422EXH7 1518000 NS USD 1502975.88 0.2782915690 Long DBT CORP US N 2 2029-01-16 Fixed 4.500000000000 N N N N N N ENT AUTO RECEIVABLES TRUST 2023-1 N/A 293601AE0 212000 NS USD 214620.77 0.0397392610 Long ABS-O CORP US N 2 2029-01-16 Fixed 6.240000000000 N N N N N N Enterprise Products Operating LLC 5493004LGN656HWLDA30 29379VCF8 1836000 NS USD 1808492.63 0.3348611632 Long DBT CORP US N 2 2034-01-31 Fixed 4.850000000000 N N N N N N FARM MORTGAGE TRUST N/A 30768WAA6 517066.66 NS USD 407256.75 0.0754078102 Long ABS-O CORP US N 2 2051-01-25 Floating 2.180000000000 N N N N N N FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD S6XOOCT0IEG5ABCC6L87 3137FCJG0 280490.63 NS USD 264253.88 0.0489293460 Long ABS-O CORP US N 2 2027-11-25 Fixed 3.089000000000 N N N N N N HCA Inc. L3CJ6J7LJ2DX62FTXD46 404119CT4 1880000 NS USD 1889806.63 0.3499172935 Long DBT CORP US N 2 2031-04-01 Fixed 5.450000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CB4 520000 NS USD 485421.84 0.0898808872 Long DBT CORP US N 2 2052-08-05 Fixed 4.900000000000 N N N N N N Inversiones CMPC SA 549300G475ACIABB4385 46128MAS0 200000 NS USD 202856.78 0.0375610363 Long DBT CORP CL N 2 2033-06-23 Fixed 6.125000000000 N N N N N Israel (State Of) 213800T8ZHTFZIBYPE21 46514BRL3 1297000 NS USD 1279944.5 0.2369949963 Long DBT NUSS IL N 2 2034-03-12 Fixed 5.500000000000 N N N N N N M&T Bank Corporation 549300WYXDDBYRASEG81 55261FAT1 460000 NS USD 458889.09 0.0849680734 Long DBT CORP US N 2 2032-03-13 Fixed 6.082000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFL4 600000 NS USD 605363.06 0.1120892477 Long DBT CORP US N 2 2035-01-18 Fixed 5.466000000000 N N N N N N MOSAIC SOLAR LOAN TRUST 2023-2 N/A 61945WAA7 245938.47 NS USD 242059.91 0.0448199023 Long ABS-O CORP US N 2 2053-09-22 Fixed 5.360000000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAL5 296000 NS USD 315622.41 0.0584407620 Long DBT CORP US N 2 2063-06-28 Fixed 6.100000000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BJ3 440000 NS USD 454912.13 0.0842316980 Long DBT CORP US N 2 2033-10-28 Fixed 6.037000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EGT1 3393397.75 NS USD 3313830.75 0.6135901254 Long ABS-MBS USGSE US N 2 2052-07-01 Fixed 5.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3142GQQ39 816475.31 NS USD 833424 0.1543170956 Long ABS-MBS USGA US N 2 2053-12-01 Fixed 6.000000000000 N N N N N N Panama (Republic of) 549300SHS4T08CL0LP14 698299BY9 355000 NS USD 371901.5 0.0688614191 Long DBT NUSS PA N 2 2038-03-01 Fixed 8.000000000000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 716973AH5 380000 NS USD 372355.06 0.0689454004 Long DBT CORP SG N 2 2063-05-19 Fixed 5.340000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAQ3 680000 NS USD 700060 0.1296233681 Long DBT NUSS RO N 2 2028-02-17 Fixed 6.625000000000 N N N N N N SBA Tower Trust N/A 78403DAN0 600000 NS USD 585615.44 0.1084327711 Long ABS-O CORP US N 2 2050-01-15 Fixed 2.836000000000 N N N N N N Smurfit Kappa Treasury Unlimited Company 635400B3DOXSWFOWJT40 83272GAC5 840000 NS USD 840319.94 0.1555939504 Long DBT CORP IE N 2 2034-04-03 Fixed 5.438000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810TT5 1447000 NS USD 1390702.66 0.2575030181 Long DBT UST US N 2 2053-08-15 Fixed 4.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128283F5 2900000 NS USD 2697453.25 0.4994614399 Long DBT UST US N 2 2027-11-15 Fixed 2.250000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CGM7 1000000 NS USD 947070.31 0.1753598883 Long DBT UST US N 2 2033-02-15 Fixed 3.500000000000 N N N N N N VERUS SECURITIZATION TRUST 2023-5 984500BADC7CFE3B0756 924934AA0 297875.34 NS USD 298906.06 0.0553455565 Long ABS-O CORP US N 2 2068-06-25 Floating 6.476000000000 N N N N N N WEA Finance LLC / Westfield UK & Europe Finance PLC 3CYEJKBUJZO3UW777J80 92890HAD4 703000 NS USD 518660.63 0.0960353938 Long DBT CORP US N 2 2044-09-17 Fixed 4.750000000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAD0 90000 NS USD 63581.34 0.0117727444 Long DBT CORP US N 2 2048-09-20 Fixed 4.625000000000 N N N N N N CDX.NA.IG 42 N/A AA9M6QJN1 -53200000 NS USD -16981.44 -0.0031442897 Short DCR US N 2 2024-05-15 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written CDX OPTIONS CDX OPTIONS -53200000 0.625000000000 USD 2024-05-15 XXXX 12278.56 N N N B.A.T. International Finance PLC 21380041YBGOQDFAC823 G08820HW8 825000 NS 816961.06 0.1512688116 Long DBT CORP GB N 2 2030-01-16 Fixed 2.250000000000 N N N N N N Austria (Republic of) 529900QWWUI4XRVR7I03 A0654UZA2 1480000 NS 1616917.25 0.2993889951 Long DBT NUSS AT N 2 2029-05-23 Fixed 2.900000000000 N N N N N N Tower Bridge Funding 2021-2 plc 63540046RPZ8IOOPGL28 G8962BAA5 223030.34 NS 281407.25 0.0521054703 Long ABS-O CORP GB N 2 2063-11-20 Floating N/A N N N N N N Belgium (Kingdom Of) 549300SZ25JZFHRHWD76 B1121KHY4 750000 NS 802068.19 0.1485112423 Long DBT NUSS BE N 2 2054-06-22 Fixed 3.300000000000 N N N N N N Allianz SE 529900K9B0N5BT694847 D0R6AW6C1 500000 NS 598960.94 0.1109038288 Long DBT CORP DE N 2 2053-07-25 Fixed 5.824000000000 N N N N N N Denmark (Kingdom Of) 549300PTO6LS1PTM6607 K5675SHC6 1550000 NS 281682.53 0.0521564413 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.500000000000 N N N N N N Freddie Mac Seasoned Credit Risk Transfer Trust S6XOOCT0IEG5ABCC6L87 35563PSU4 108.18 NS USD 97.35 0.0000180254 Long ABS-O USGSE US N 2 2060-05-25 Fixed 2.500000000000 N N N N N N General Motors Financial Company Inc 5493008B6JBRUJ90QL97 37045XEG7 228000 NS USD 232547.48 0.0430585773 Long DBT CORP US N 2 2030-04-06 Fixed 5.850000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F4065QLF5 200000 NS 197728.38 0.0366114599 Long DBT CORP FR N 2 2500-12-31 Fixed 3.000000000000 N N N N N N France (Republic Of) 969500KCGF3SUYJHPV70 F26348CC8 950000 NS 563061.38 0.1042566531 Long DBT NUSS FR N 2 2052-05-25 Fixed 0.750000000000 N N N N N N TDF Infrastructure SAS 969500BWNQ1B0PI06I59 F9053PAD7 1100000 NS 1248325.75 0.2311404569 Long DBT CORP FR N 2 2028-07-21 Fixed 5.625000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HQQ7 450000 NS 508879.28 0.0942242754 Long DBT NUSS GB N 2 2052-07-22 Fixed 3.750000000000 N N N N N N Indonesia (Republic of) 529900FWX0GRR7WG5W79 Y6S86ZNH8 10350000128 NS 688248.5 0.1274363464 Long DBT NUSS ID N 2 2040-04-15 Fixed 7.500000000000 N N N N N N Ireland (Republic Of) 549300KXBEJAOJ9OVF93 G4R49GBB8 450000 NS 478574.63 0.0886130552 Long DBT NUSS IE N 2 2034-10-18 Fixed 2.600000000000 N N N N N N Italy (Republic Of) 815600DE60799F5A9309 T6052BVK1 100000 NS 80037.54 0.0148197805 Long DBT NUSS IT N 2 2050-09-01 Fixed 2.450000000000 N N N N N N Digital Euro Finco LLC 635400OUEAPTXSW3SC91 U2538NAG8 325000 NS 350387.53 0.0648778845 Long DBT CORP US N 2 2024-04-15 Fixed 2.625000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39KRZ1 669400000 NS 4407878.06 0.8161643294 Long DBT NUSS JP N 2 2027-03-20 Fixed 0.100000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2615QSH9 431500000 NS 3060947.5 0.5667661695 Long DBT NUSS JP N 2 2034-06-20 Fixed 1.500000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 P4R07X3Z7 89850000 NS 5226265.6 0.9676972685 Long DBT NUSS MX N 2 2029-03-01 Fixed 8.500000000000 N N N N N N Novo Banco, S.A. 5493009W2E2YDCXY6S81 X5872BAM5 300000 NS 372348.12 0.0689441154 Long DBT CORP PT N 2 2033-12-01 Fixed 9.875000000000 N N N N N N New Zealand (Government Of) 549300237GPHG2AI7C34 Q54627BK1 12247000 NS 6753052.25 1.2503976485 Long DBT NUSS NZ N 2 2033-04-14 Fixed 3.500000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WAG7 362000 NS 336845 0.0623703446 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.875000000000 N N N N N N Autostrade per l'Italia S.p.A. 815600149448CEB9B230 T0R553AG2 250000 NS 243385 0.0450652565 Long DBT CORP IT N 2 2029-09-26 Fixed 1.875000000000 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 G6S17GNU5 427000 NS 509969.38 0.0944261187 Long DBT CORP GB N 2 2500-12-31 Fixed 5.750000000000 N N N N N N Diageo Finance plc BPF79TJMIH3DK8XCKI50 G2756XVK5 2220000 NS 2276499.32 0.4215174548 Long DBT CORP GB N 2 2032-03-27 Fixed 2.500000000000 N N N N N N Eurogrid GmbH 967600Q53854Z2NBCC81 D25727AF1 200000 NS 179696.84 0.0332727333 Long DBT CORP DE N 2 2032-05-15 Fixed 1.113000000000 N N N N N N Estonia (Republic of) 254900EIG0O7C6C9R437 X2235CAT7 504000 NS 453505.92 0.0839713236 Long DBT NUSS EE N 2 2030-06-10 Fixed 0.125000000000 N N N N N N Autostrade per l'Italia S.p.A. 815600149448CEB9B230 T0R553AJ6 1976000 NS 1933129.2 0.3579389166 Long DBT CORP IT N 2 2030-01-15 Fixed 2.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBT8 1894000 NS 1565781.01 0.2899205900 Long DBT NUSS RO N 2 2033-04-14 Fixed 2.000000000000 N N N N N N SELP Finance S.a r.l. 549300Y4VYEJE1MH6D45 L8177FAD5 266000 NS 247013.15 0.0457370461 Long DBT CORP LU N 2 2029-05-27 Fixed 0.875000000000 N N N N N N National Grid North America Inc. 5Q3U0WRKWZZGRMPYFT08 U6300ABN7 1493000 NS 1356545.58 0.2511784806 Long DBT CORP US N 2 2031-01-20 Fixed 1.054000000000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 A6S36JBB7 300000 NS 336656.63 0.0623354659 Long DBT CORP AT N 2 2032-12-20 Fixed 7.375000000000 N N N N N N Motability Operations Group PLC AZ3NL8JCZDCNUXFWI720 G62893AT2 1950000 NS 2112684.03 0.3911853552 Long DBT CORP GB N 2 2031-07-17 Fixed 3.500000000000 N N N N N N ESB Finance Designated Activity Co. 635400VCPRSU89DLMZ57 G31206AJ7 510000 NS 542467.13 0.1004434141 Long DBT CORP IE N 2 2043-01-25 Fixed 3.750000000000 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 G0809LJC4 320000 NS 416375.63 0.0770962654 Long DBT CORP GB N 2 2500-12-31 Fixed 9.250000000000 N N N N Y Barclays PLC GBP XXXX N N N Robert Bosch GmbH 529900F0LT5OP4SV6122 D12376AL9 1400000 NS 1573366.13 0.2913250537 Long DBT CORP DE N 2 2035-06-02 Fixed 4.000000000000 N N N N N N International Distributions Services PLC 213800TCZZU84G8Z2M70 G7368GSQ2 385000 NS 431599.09 0.0799150469 Long DBT CORP GB N 2 2028-09-14 Fixed 5.250000000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 D0R154AA9 600000 NS 650781.63 0.1204989669 Long DBT CORP DE N 2 2083-09-25 Fixed 7.000000000000 N N N N N N Intel Corporation KNX4USFCNGPY45LOCE31 458140CJ7 450000 NS USD 465176.13 0.0861321840 Long DBT CORP US N 2 2053-02-10 Fixed 5.700000000000 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 46115HBV8 650000 NS USD 725530.94 0.1343395768 Long DBT CORP IT N 2 2033-11-21 Fixed 8.248000000000 N N N N N N BNI (Finance) BV 636700OS71V1HAQHB380 N1R31QAA7 1003000 NS 1112659.02 0.2060203550 Long DBT CORP NL N 2 2030-12-01 Fixed 3.875000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 ZF8249715 1033000 NS 1120221.75 0.2074206729 Long DBT CORP CA N 2 2036-02-12 Fixed 4.011000000000 N N N N N N NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM1 N/A 64830JAA8 526807.63 NS USD 450608.59 0.0834348529 Long ABS-O CORP US N 2 2061-04-25 Floating 2.276530000000 N N N N N N OCTAGON 61 LTD N/A 675947AA3 539672 NS USD 542155.56 0.1003857237 Long ABS-CBDO CORP KY N 2 2036-04-21 Floating 7.265820000000 N N N N N N Oracle Corp. 1Z4GXXU7ZHVWFCD8TV52 68389XBZ7 1074000 NS USD 843301.81 0.1561460746 Long DBT CORP US N 2 2041-03-25 Fixed 3.650000000000 N N N N N N PNC Financial Services Group Inc. CFGNEKW0P8842LEUIA51 693475BS3 500000 NS USD 513005.56 0.0949882989 Long DBT CORP US N 2 2034-08-18 Fixed 5.939000000000 N N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 731011AZ5 1306000 NS USD 1295708.75 0.2399139106 Long DBT NUSS PL N 2 2054-03-18 Fixed 5.500000000000 N N N N N N Posco 9884000N94NH7G6LQ816 73730EAD5 200000 NS USD 202870.44 0.0375635656 Long DBT CORP KR N 2 2028-01-17 Fixed 5.750000000000 N N N N N Retained Vantage Data Centers Issuer LLC / Vantage Data Centers Cda Qc4 Ltd. 254900N4NW6XZ9B4HM15 76134KAA2 565000 NS USD 546303.69 0.1011537930 Long ABS-O CORP US N 2 2048-09-15 Fixed 5.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAS9 270000 NS USD 298728 0.0553125868 Long DBT NUSS RO N 2 2053-01-17 Fixed 7.625000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 77586RAU4 422000 NS USD 427460.69 0.0791487792 Long DBT NUSS RO N 2 2034-01-30 Fixed 6.375000000000 N N N N N N Smurfit Kappa Treasury Unlimited Company 635400B3DOXSWFOWJT40 83272GAB7 540000 NS USD 546207.81 0.1011360398 Long DBT CORP IE N 2 2054-04-03 Fixed 5.777000000000 N N N N N N Standard Chartered PLC U4LOSYZ7YG4W3S5F2G91 853254CZ1 700000 NS USD 720853 0.1334734077 Long DBT CORP GB N 2 2035-01-11 Fixed 6.097000000000 N N N N N N Tricon American Homes Trust N/A 89612LAA4 568023.56 NS USD 538428.88 0.0996956903 Long ABS-O CORP US N 2 2038-03-18 Fixed 2.750000000000 N N N N N N TRINITY RAIL LEASING 2020-2 LLC N/A 89656YAA3 435640.69 NS USD 405632.38 0.0751070413 Long ABS-O CORP US N 2 2050-11-19 Fixed 1.830000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAM4 366000 NS USD 352285.19 0.0652292559 Long DBT CORP US N 2 2034-01-26 Fixed 5.122000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAP7 822000 NS USD 832078.48 0.1540679586 Long DBT CORP US N 2 2034-06-08 Fixed 5.867000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CFF3 1050000 NS USD 941759.75 0.1743765831 Long DBT UST US N 2 2032-08-15 Fixed 2.750000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJJ1 463000 NS USD 473272.81 0.0876313683 Long DBT UST US N 2 2033-11-15 Fixed 4.500000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJZ5 13625000 NS USD 13399336 2.4810260020 Long DBT UST US N 2 2034-02-15 Fixed 4.000000000000 N N N N N N CDX.NA.IG 42 N/A AA9M6QGX1 26600000 NS USD 21498.12 0.0039805998 Long DCR US N 2 2024-05-15 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased CDX OPTIONS CDX OPTIONS 26600000 0.550000000000 USD 2024-05-15 XXXX -13081.88 N N N Austria (Republic of) 529900QWWUI4XRVR7I03 A0654UD40 1100000 NS 1194642.38 0.2212004243 Long DBT NUSS AT N 2 2034-02-20 Fixed 2.900000000000 N N N N N N Fluvius System Operator CV 549300WSQWO0M3PK2J78 B4S13TJZ5 1200000 NS 1321381.38 0.2446674643 Long DBT CORP BE N 2 2033-05-09 Fixed 3.875000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBX9 2174000 NS 1600824.48 0.2964092519 Long DBT NUSS RO N 2 2042-04-13 Fixed 2.875000000000 N N N N N N Switzerland (Government Of) 5067006OA1BJ88912Q83 H210694S7 1250000 NS 1365390.57 0.2528162222 Long DBT NUSS CH N 2 2032-06-27 Fixed 0.500000000000 N N N N N N Amprion GmbH 529900ZIV0ETYHYZM863 D03614BJ8 700000 NS 785048.81 0.1453599276 Long DBT CORP DE N 2 2034-09-07 Fixed 4.125000000000 N N N N N N Amprion GmbH 529900ZIV0ETYHYZM863 D03614AR1 1400000 NS 1159209.81 0.2146397165 Long DBT CORP DE N 2 2033-09-23 Fixed 0.625000000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 1087000 NS 860361.38 0.1593048308 Long DBT NUSS XX N 2 2037-02-04 Fixed 0.400000000000 N N N N N N BARCLAYS BANK INTL AC28XWWI3WIBK2824319 N/A -326131.419999999 OU Swap Contracts USD -325832.369999999 -0.0603312420 Long DCR US N 2 2029-06-20 Fixed 1 N N N BARCLAYS BANK INTL AC28XWWI3WIBK2824319 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -326131.419999999000 USD 0.000000000000 USD 14375000 USD 299.04999999998836 N N N Deutsche Bank AG New York Branch N/A 251526CD9 1700000 NS USD 1497088.13 0.2772013910 Long DBT CORP DE N 2 2031-09-18 Fixed 3.547000000000 N N N N N N European Union 529900FZRK8FGMPEOM08 N/A 429000 NS 474378.44 0.0878360871 Long DBT NUSS XX N 2 2042-11-04 Fixed 3.375000000000 N N N N N N Finland (Republic Of) 743700M6Y2OQRVSBRD14 X27717MY4 150000 NS 164607.23 0.0304787355 Long DBT NUSS FI N 2 2033-09-15 Fixed 3.000000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3133KH5K8 743143.63 NS USD 649257.06 0.1202166770 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 3.000000000000 N N N N N N Kite Realty Group, L.P. 549300X6R2GYI8Y3OD81 49803XAE3 138000 NS USD 137128.88 0.0253908341 Long DBT CORP US N 2 2034-03-01 Fixed 5.500000000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAJ0 375000 NS USD 381325.56 0.0706063815 Long DBT CORP US N 2 2034-02-15 Fixed 5.550000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508CH5 330000 NS USD 331589.63 0.0613972583 Long DBT CORP US N 2 2034-02-08 Fixed 4.850000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F4065QHA1 500000 NS 535381.02 0.0991313474 Long DBT CORP FR N 2 2500-12-31 Fixed 4.000000000000 N N N N N N Suez SA 5493007LKZ37MXEN5D79 F9155XNG6 1500000 NS 1503705.84 0.2784267286 Long DBT CORP FR N 2 2034-05-24 Fixed 2.875000000000 N N N N N N La Banque Postale 96950066U5XAAIRCPA78 F5407GY75 200000 NS 226082.36 0.0418614933 Long DBT NUSS FR N 2 2034-03-05 Fixed 5.500000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F3R505JM9 400000 NS 467052.03 0.0864795264 Long DBT CORP FR N 2 2500-12-31 Fixed 7.500000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAQ5 266000 NS USD 283662.69 0.0525230884 Long DBT CORP US N 2 2029-10-30 Fixed 7.161000000000 N N N N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 1370.88 OU Swap Contracts USD -19880.58 -0.0036810955 Long DCR US N 2 2028-12-20 Fixed 5 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2028-12-20 1370.880000000000 USD 0.000000000000 USD 310000 USD -21251.460000000003 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 27097.08 0.0050173053 Long DCR US N 2 2028-12-20 Fixed 0 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Credit Default Swaps Credit Default Swaps Y 2028-12-20 0.000000000000 USD 21682.759999999900 USD 366300 USD 5414.320000000102 N N N CITICORP E57ODZWZ7FF32TWEFA76 N/A -1967.32 OU Swap Contracts USD -8467.1 -0.0015677714 Long DCR US N 2 2028-12-20 Fixed 1 N N N CITICORP E57ODZWZ7FF32TWEFA76 Credit Default Swaps Credit Default Swaps Y 2028-12-20 -1967.320000000000 USD 0.000000000000 USD 960000 USD -6499.780000000001 N N N CITICORP E57ODZWZ7FF32TWEFA76 N/A 6908.72 OU Swap Contracts USD -480.48 -0.0000889659 Long DCR US N 2 2028-12-20 Fixed 1 N N N CITICORP E57ODZWZ7FF32TWEFA76 Credit Default Swaps Credit Default Swaps Y 2028-12-20 6908.720000000000 USD 0.000000000000 USD 433778.32 USD -7389.200000000001 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 N/A 5988.98 OU Swap Contracts USD -444.44 -0.0000822927 Long DCR US N 2 2028-12-20 Fixed 1 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 Credit Default Swaps Credit Default Swaps Y 2028-12-20 5988.980000000000 USD 0.000000000000 USD 399378.27 USD -6433.419999999999 N N N Engie SA LAXUQCHT4FH58LRZDY46 F3R09S2G2 500000 NS 565006.31 0.1046167770 Long DBT CORP FR N 2 2034-09-06 Fixed 4.250000000000 N N N N N N Kering S.A. 549300VGEJKB7SVUZR78 F5433LBZ5 500000 NS 554025.74 0.1025836106 Long DBT CORP FR N 2 2035-09-05 Fixed 3.875000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F020646 6100000 NS USD 4825025.63 0.8934035275 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 2.000000000000 N N N N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD -7176.03 -0.0013287164 Long DCR US N 2 2028-12-20 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2028-12-20 0.000000000000 USD -8899.709999999990 USD 312459.599999999 USD 1723.6799999999903 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 N/A 0 OU Swap Contracts USD -5196.43 -0.0009621729 Long DCR US N 2 2028-12-20 Fixed 0 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 Credit Default Swaps Credit Default Swaps Y 2028-12-20 0.000000000000 USD -6136.940000000000 USD 227019.66 USD 940.5099999999993 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 16682.68 0.0030889712 Long DIR US N 2 2024-06-20 Fixed 0 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Total Return Swaps Total Return Swaps Y 2024-06-20 0.000000000000 USD 0.000000000000 USD 1477848.68999999 USD 16682.68 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 F105CVH69 2300000 NS 2631252 0.4872035920 Long DBT CORP FR N 2 2032-11-15 Fixed 4.750000000000 N N N N N N Hungary (Republic Of) 5299003F3UFKGCCMAP43 X51627SP7 184820000 NS 441735.22 0.0817918565 Long DBT NUSS HU N 2 2032-11-24 Fixed 4.750000000000 N N N N N N Italy (Republic Of) 815600DE60799F5A9309 T6052BZK7 699000 NS 473462.76 0.0876665395 Long DBT NUSS IT N 2 2072-03-01 Fixed 2.150000000000 N N N N N N The Republic of Korea 549300O0QCVSQGPGDT58 Y7277FV64 1030000000 NS 741290.13 0.1372575542 Long DBT NUSS KR N 2 2052-09-10 Fixed 3.125000000000 N N N N N N Avis Budget Rental Car Funding AESOP LLC IHXLB8SL0QWSSG2VG640 05377RHM9 281000 NS USD 289788.84 0.0536574086 Long ABS-O CORP US N 2 2030-02-20 Fixed 6.020000000000 N N N N N N Banco Bilbao Vizcaya Argentaria, S.A. K8MS7FD7N5Z2WQ51AZ71 05946KAR2 600000 NS USD 608897.69 0.1127437211 Long DBT CORP ES N 2 2035-03-13 Fixed 6.033000000000 N N N N N N African Export-Import Bank 21380068LJCDYA42GJ76 M0R08QAG6 3334000 NS USD 2830566 0.5241086459 Long DBT NUSS XX N 2 2031-05-17 Fixed 3.798000000000 N N N N N N New Zealand (Government Of) 549300237GPHG2AI7C34 Q54627DM5 6658000 NS 3304655.7 0.6118912698 Long DBT NUSS NZ N 2 2032-05-15 Fixed 2.000000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EB0 336000 NS USD 378487.03 0.0700807982 Long DBT CORP US N 2 2053-11-15 Fixed 6.250000000000 N N N N N N COLT 2023-2 MORTGAGE LOAN TRUST 213800IHRVKO9R6JZ883 12598UAA4 295976.19 NS USD 298073.63 0.0551914234 Long ABS-O CORP US N 2 2068-07-25 Floating 6.595999700000 N N N N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 101213.75 0.0187407753 Long DIR US N 2 2024-06-20 Floating 3.929 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Total Return Swaps Total Return Swaps Y 2024-06-20 0.000000000000 USD 0.000000000000 USD 8812357 USD 101213.75 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 103898.4899999998 0.0192378828 Long DIR US N 2 2024-06-20 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Total Return Swaps Total Return Swaps Y 2024-06-20 0.000000000000 USD 0.000000000000 USD 7938784.21999999 USD 103898.4899999998 N N N CNH Capital Canada Receivables Trust 984500F690CEB062EF31 12614ADF4 412743.13 NS 295014.97 0.0546250808 Long ABS-O CORP CA N 2 2026-11-16 Fixed 1.001000000000 N N N N N N CVS Health Corp 549300EJG376EN5NQE29 126650CZ1 360000 NS USD 326944 0.0605370718 Long DBT CORP US N 2 2048-03-25 Fixed 5.050000000000 N N N N N N Singapore (Republic of) 549300ZSV6VOGFH1ER70 V81778CZ9 630000 NS 476597.75 0.0882470154 Long DBT NUSS SG N 2 2033-09-01 Fixed 3.375000000000 N N N N N N Deutsche Bahn Finance GmbH (Berlin) 52990002BAIDUAIIYU29 D1T0VZCB5 710000 NS 757259.81 0.1402145061 Long DBT CORP DE N 2 2029-03-19 Fixed 2.750000000000 N N N N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 360476.959999998 0.0667460470 Long DIR US N 2 2024-06-20 Floating 3.922 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Total Return Swaps Total Return Swaps Y 2024-06-20 0.000000000000 USD 0.000000000000 USD 24740281.7699999 USD 360476.959999998 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 37247.36 0.0068967349 Long DIR US N 2 2024-06-20 Floating 5.34 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Total Return Swaps Total Return Swaps Y 2024-06-20 0.000000000000 USD 0.000000000000 USD 2650000 USD 37247.36 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 159346.2 0.0295046012 Long DCR US N 2 2029-06-20 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2029-06-20 0.000000000000 USD 154524.799999999000 USD 7030000 USD 4821.400000001013 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A -159266.709999999 OU Swap Contracts USD -164704.279999999 -0.0304967053 Long DCR US N 2 2029-06-20 Fixed 1 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -159266.709999999000 USD 0.000000000000 USD 9462602.78999999 USD -5437.570000000007 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A -275266.799999999 OU Swap Contracts USD -278119.869999999 -0.0514967778 Long DCR US N 2 2029-06-20 Fixed 1 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -275266.799999999000 USD 0.000000000000 USD 12782431.1199999 USD -2853.070000000007 N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N93695NF2 100000 NS 102965.77 0.0190651800 Long DBT CORP NL N 2 2500-12-31 Fixed 3.875000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WAT9 298000 NS 254109.04 0.0470509237 Long DBT NUSS RO N 2 2038-02-08 Fixed 3.375000000000 N N N N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 23925 0.0044299618 Long DCR US N 2 2029-06-20 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2029-06-20 0.000000000000 USD 23156.099999999900 USD 330000 USD 768.9000000000997 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A -26276.08 OU Swap Contracts USD -27370.79 -0.0050679856 Long DCR US N 2 2028-12-20 Fixed 5 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2028-12-20 -26276.080000000000 USD 0.000000000000 USD 370000 USD -1094.7099999999991 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A -1783.03 OU Swap Contracts USD -1813.33 -0.0003357569 Long DCR US N 2 2029-06-20 Fixed 1 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -1783.030000000000 USD 0.000000000000 USD 80000 USD -30.299999999999955 N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBC5 409000 NS 350220.96 0.0648470423 Long DBT NUSS RO N 2 2032-01-28 Fixed 2.000000000000 N N N N N N Medtronic Global Holdings SCA 549300JXMTTP8GKYIX14 58507LAW9 100000 NS 73001.05 0.0135169014 Long DBT CORP LU N 2 2050-10-15 Fixed 1.625000000000 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 14448CBC7 208000 NS USD 218607.61 0.0404774658 Long DBT CORP US N 2 2034-03-15 Fixed 5.900000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BY9 924000 NS USD 548236.63 0.1015116969 Long DBT CORP US N 2 2061-04-01 Fixed 3.850000000000 N N N N N N Abertis Infraestructuras Finance B.V. 5493007WHKI5H75YJ358 N0021LAD5 1300000 NS 1356911 0.2512461419 Long DBT CORP NL N 2 2500-12-31 Fixed 3.248000000000 N N N N N N Logicor Financing S.a r.l. 254900IS16Q1A2TQFN22 L6075ZAL0 806000 NS 691029.06 0.1279511959 Long DBT CORP LU N 2 2031-01-14 Fixed 0.875000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175CA0 1060000 NS USD 674124 0.1248210488 Long DBT CORP US N 2 2052-06-01 Fixed 3.900000000000 N N N N N N Comerica Incorporated I9Q57JVPWHHZ3ZGBW498 200340AW7 440000 NS USD 434708.94 0.0804908679 Long DBT CORP US N 2 2030-01-30 Fixed 5.982000000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAA4 774000 NS USD 794101.53 0.1470361326 Long DBT CORP US N 2 2030-08-15 Fixed 5.927000000000 N N N N N N Constellation Energy Generation LLC S2PEWKCZFFECR4533P43 210385AF7 990000 NS USD 991660.75 0.1836162707 Long DBT CORP US N 2 2054-03-15 Fixed 5.750000000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I LLC N/A 23284BAE4 502000 NS USD 491486.97 0.0910039089 Long ABS-O CORP US N 2 2048-11-20 Fixed 5.560000000000 N N N N N N CITICORP E57ODZWZ7FF32TWEFA76 N/A 0 OU Swap Contracts USD -7574.07 -0.0014024176 Long DCR US N 2 2029-06-20 Fixed 0 N N N CITICORP E57ODZWZ7FF32TWEFA76 Credit Default Swaps Credit Default Swaps Y 2029-06-20 0.000000000000 USD -8052.670000000000 USD 610000 USD 478.60000000000036 N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 A6S36JAT9 900000 NS 877502.67 0.1624787184 Long DBT CORP AT N 2 2032-06-18 Fixed 2.875000000000 N N N N N N Iceland (Republic Of) 254900IPCJWRC6XAJN15 BU9357890 286078016 NS 1665768 0.3084342180 Long DBT NUSS IS N 2 2042-02-17 Fixed 4.500000000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XNE67 1873930.13 NS USD 1927031.63 0.3568098883 Long ABS-MBS USGSE US N 2 2053-11-01 Fixed 6.000000000000 N N N N N N INVESCO U.S. CLO 2023-3 LTD N/A 46091RAA1 550000 NS USD 553478.19 0.1024822261 Long ABS-CBDO CORP JE N 2 2036-07-15 Floating 0.000000000000 N N N N N N Banque Ouest Africaine de Developpement 529900LIZJABE4JJS826 V0136BAA6 1514000 NS 1257705.71 0.2328772537 Long DBT NUSS XX N 2 2033-01-22 Fixed 2.750000000000 N N N N N N Banco de Credito Social Cooperativo S.A. 95980020140005881190 E1408TAC1 1100000 NS 1140757.33 0.2112230485 Long DBT CORP ES N 2 2031-11-27 Fixed 5.250000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F3R92TAK0 400000 NS 491228.06 0.0909559690 Long DBT CORP FR N 2 2500-12-31 Fixed 6.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBG6 2229000 NS 2353542.75 0.4357828447 Long DBT NUSS RO N 2 2026-02-26 Fixed 2.750000000000 N N N N N N Keurig Dr Pepper Inc DYTQ8KRTKO7Y2BVU5K74 49271VAV2 1620000 NS USD 1625582.13 0.3009933875 Long DBT CORP US N 2 2034-03-15 Fixed 5.300000000000 N N N N N N Metronet Infrastructure Issuer LLC. 5493000BIROCAEATAQ61 59170JAG3 187818 NS USD 187968.25 0.0348042706 Long ABS-O CORP US N 2 2054-04-20 Fixed 6.230000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAT7 317000 NS USD 334616.5 0.0619577147 Long DBT CORP US N 2 2030-12-01 Fixed 6.400000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 3136AV6R5 544912.63 NS USD 513250.31 0.0950336169 Long ABS-O USGSE US N 2 2027-06-25 Fixed 2.898000000000 N N N N N N Israel (State Of) 213800T8ZHTFZIBYPE21 M87068BA5 1640000 NS 1362606.13 0.2523006542 Long DBT NUSS IL N 2 2032-01-18 Fixed 0.625000000000 N N N N N N Cooperatieve Rabobank U.A. DG3RU1DBUFHT4ZF9WN62 N22616MH1 400000 NS 406188.31 0.0752099775 Long DBT CORP NL N 2 2500-12-31 Fixed 4.875000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418ED80 2353276.75 NS USD 2182786.5 0.4041655544 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EJ76 446306 NS USD 435772.06 0.0806877156 Long ABS-MBS USGSE US N 2 2052-10-01 Fixed 5.000000000000 N N N N N N Texas Instruments Incorporated WDJNR2L6D8RWOEB8T652 882508CJ1 354000 NS USD 355359.53 0.0657985018 Long DBT CORP US N 2 2054-02-08 Fixed 5.150000000000 N N N N N N TIF FUNDING III LLC N/A 88655AAA8 873000 NS USD 872738.13 0.1615965144 Long ABS-O CORP US N 2 2049-04-20 Fixed 0.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBS0 2035000 NS 1496210.49 0.2770388869 Long DBT NUSS RO N 2 2041-04-14 Fixed 2.750000000000 N N N N N N Thames Water Utilities Finance PLC 213800ESMPQ4RQ7G8351 G8787BBK5 315000 NS 314714.15 0.0582725882 Long DBT CORP GB N 2 2031-01-18 Fixed 4.375000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 9128285M8 2825000 NS USD 2690702.13 0.4982114000 Long DBT UST US N 2 2028-11-15 Fixed 3.125000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CEK3 5385000 NS USD 5372556 0.9947844530 Long DBT UST US N 2 2024-04-30 Fixed 2.500000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 35563FAA9 137067.08 NS USD 134158.23 0.0248407874 Long ABS-O USGA US N 2 2051-01-25 Floating 7.321650200000 N N N N N N GFL Environmental Inc. 549300FYK4MBXWIVZU26 36168QAQ7 510000 NS USD 522654.63 0.0967749243 Long DBT CORP CA N 2 2031-01-15 Fixed 6.750000000000 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAX1 880000 NS USD 885193.94 0.1639028368 Long DBT CORP GB N 2 2035-01-05 Fixed 5.679000000000 N N N N N N Metropolitan Life Global Funding I 635400MMSOCXNNNZDZ82 59217GFR5 1402000 NS USD 1391309.5 0.2576153808 Long DBT CORP US N 2 2029-01-08 Fixed 4.850000000000 N N N N N N CDX.NA.IG.41 N/A AA9M66U11 28400000 NS USD 1207 0.0002234886 Long DCR US N 2 2024-04-17 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased CDX OPTIONS CDX OPTIONS 28400000 0.575000000000 USD 2024-04-17 XXXX -29323 N N N Chile (Republic of) 549300FLZTJM5YJF8D34 P9T38EAW8 90000000 NS 87109.24 0.0161291790 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.700000000000 N N N N N N Nissan Motor Co Ltd. 353800DRBDH1LUTNAY26 654744AD3 1062000 NS USD 991670.06 0.1836179945 Long DBT CORP JP N 2 2030-09-17 Fixed 4.810000000000 N N N N N N Pfizer Investment Enterprises Pte Ltd. 5493000FQO8XF9C0RT95 716973AG7 680000 NS USD 676079.13 0.1251830614 Long DBT CORP SG N 2 2053-05-19 Fixed 5.300000000000 N N N N N N Berkshire Hathaway Finance Corporation 549300RLHFT5RU20WM87 084664DC2 251000 NS 246610.99 0.0456625820 Long DBT CORP US N 2 2030-03-18 Fixed 1.500000000000 N N N N N N SELP Finance S.a r.l. 549300Y4VYEJE1MH6D45 L8177FAE3 120000 NS 128669.32 0.0238244588 Long DBT CORP LU N 2 2027-08-10 Fixed 3.750000000000 N N N N N N Germany (Federal Republic Of) 529900AQBND3S6YJLY83 D2R8H4FJ3 353000 NS 330997.63 0.0612876434 Long DBT NUSS DE N 2 2030-08-15 Fixed 0.000000000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 D9581TCH1 100000 NS 89496.5 0.0165712050 Long DBT CORP DE N 2 2029-09-14 Fixed 0.500000000000 N N N N N N Public Service Enterprise Group Incorporated PUSS41EMO3E6XXNV3U28 744573AZ9 352000 NS USD 352650.13 0.0652968283 Long DBT CORP US N 2 2034-04-01 Fixed 5.450000000000 N N N N N N SBA Tower Trust N/A 78403DAP5 840000 NS USD 784123.56 0.1451886079 Long ABS-O CORP US N 2 2050-07-15 Fixed 1.884000000000 N N N N N N Spain (Kingdom of) 9598007A56S18711AH60 E8922APE4 2750000 NS 2990522.25 0.5537262042 Long DBT NUSS ES N 2 2034-04-30 Fixed 3.250000000000 N N N N N N Ubisoft Entertainment S.A. 969500I7C8V1LBIMSM05 F9396NFJ0 1000000 NS 917465.56 0.1698782619 Long DBT CORP FR N 2 2027-11-24 Fixed 0.878000000000 N N N N N N Saudi Arabia (Kingdom of) 635400FMICXSM3SI3H65 80413TBG3 1460000 NS USD 1450875 0.2686445508 Long DBT NUSS SA N 2 2034-01-16 Fixed 5.000000000000 N N N N N N Societe Generale S.A. O2RNE8IBXP4R0TD8PU41 83370RAC2 350000 NS USD 362447.06 0.0671108315 Long DBT CORP FR N 2 2500-12-31 Fixed 9.375000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HYX3 3050000 NS 3671544.81 0.6798245929 Long DBT NUSS GB N 2 2033-01-31 Fixed 3.250000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39KUX2 600000000 NS 3941141.25 0.7297431693 Long DBT NUSS JP N 2 2027-12-20 Fixed 0.100000000000 N N N N N N Springcastle I Spv Llc N/A 85022WAP9 283344.56 NS USD 262885.63 0.0486760003 Long ABS-O CORP US N 2 2037-09-25 Fixed 1.970000000000 N N N N N N Stack Infrastructure Issuer Llc N/A 85236KAF9 156000 NS USD 155477.98 0.0287883602 Long ABS-O CORP US N 2 2048-03-25 Fixed 5.900000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 P9767HEK1 70600000 NS 3902078.5 0.7225102961 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.750000000000 N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 X8T024CH6 1325000 NS 345036.06 0.0638870043 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.000000000000 N N N N N N SUNNOVA HESTIA I ISSUER, LLC N/A 86746BAA1 97671.56 NS USD 99119.2 0.0183529477 Long ABS-O CORP US N 2 2050-12-20 Fixed 5.750000000000 N N N N N N Textainer Marine Containers Ltd 549300X48KLHDDGPK024 88315LAL2 809833.31 NS USD 714573.25 0.1323106469 Long ABS-O CORP BM N 2 2046-02-20 Fixed 1.680000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAK8 86000 NS USD 88869.91 0.0164551854 Long DBT CORP US N 2 2033-10-28 Fixed 6.123000000000 N N N N N N Truist Financial Corp. 549300DRQQI75D2JP341 89788MAS1 520000 NS USD 522245.06 0.0966990882 Long DBT CORP US N 2 2035-01-24 Fixed 5.711000000000 N N N N N N Thailand (Kingdom Of) 254900PHJ6MSKT6C7026 N/A 22850000 NS 607610.69 0.1125054197 Long DBT NUSS TH N 2 2031-12-17 Fixed 2.000000000000 N N N N N N Africa Finance Corporation 213800LXFHRRXIJRXW97 V0055BAJ4 363000 NS USD 350295 0.0648607516 Long DBT NUSS XX N 2 2026-04-17 Fixed 4.375000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 91087BAZ3 1104000 NS USD 1106270.1 0.2048373803 Long DBT NUSS MX N 2 2036-05-07 Fixed 6.000000000000 N N N N N N U.S. Bancorp. N1GZ7BBF3NP8GI976H15 91159HJN1 574000 NS USD 585051.63 0.1083283759 Long DBT CORP US N 2 2034-06-12 Fixed 5.836000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810FE3 1200000 NS USD 1259343.75 0.2331805538 Long DBT UST US N 2 2028-08-15 Fixed 5.500000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CCB5 6760000 NS USD 5696884.32 1.0548372045 Long DBT UST US N 2 2031-05-15 Fixed 1.625000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGR9 200000 NS 226024.09 0.0418507040 Long DBT CORP US N 2 2030-10-31 Fixed 4.250000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CG9 206000 NS 234353.42 0.0433929658 Long DBT CORP US N 2 2034-11-02 Fixed 4.125000000000 N N N N N N Autostrade per l'Italia S.p.A. 815600149448CEB9B230 T0R553AM9 350000 NS 393675.34 0.0728930713 Long DBT CORP IT N 2 2031-01-24 Fixed 4.750000000000 N N N N N N Bayer AG 549300J4U55H3WP1XT59 D07112XJ5 346000 NS 380545.11 0.0704618731 Long DBT CORP DE N 2 2029-08-26 Fixed 4.250000000000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N93695TS8 100000 NS 98972.79 0.0183258383 Long DBT CORP NL N 2 2500-12-31 Fixed 4.375000000000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 A6S36JBE1 600000 NS 652399.94 0.1207986138 Long DBT CORP AT N 2 2027-01-26 Fixed 4.750000000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 N307063W8 240000 NS 270497.72 0.0500854577 Long DBT CORP NL N 2 2043-02-20 Fixed 4.500000000000 N N N N N N RELX Finance BV 54930086P8MBY4IN4E29 N7S84NKA5 571000 NS 632202.13 0.1170587799 Long DBT CORP NL N 2 2031-06-12 Fixed 3.750000000000 N N N N N N JDE Peets N.V 724500EHG519SE5ZRT89 N44664AK1 1802000 NS 2018498.13 0.3737458592 Long DBT CORP NL N 2 2034-01-23 Fixed 4.500000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109BU7 677000 NS 773314.25 0.1431871521 Long DBT CORP US N 2 2030-07-06 Fixed 4.875000000000 N N N N N N Latvia (Republic Of) 25490002QDEB2KTLNK39 X7S904CP4 1500000 NS 1675405.38 0.3102186789 Long DBT NUSS LV N 2 2033-07-12 Fixed 3.875000000000 N N N N N N VANTAGE DATA CENTERS ISSUER LLC N/A 92212KAE6 574000 NS USD 579444.06 0.1072900761 Long ABS-O CORP US N 2 2048-03-16 Fixed 6.316000000000 N N N N N N VERUS SECURITIZATION TRUST 2023-4 2138008DC17PCNG48R87 92539TAA1 268350.56 NS USD 266767.13 0.0493947003 Long ABS-O CORP US N 2 2068-05-25 Floating 5.811000000000 N N N N N N East Japan Railway Co. 353800SENYJ2DSM6PS44 J1257MKC2 1000000 NS 1158580.63 0.2145232173 Long DBT CORP JP N 2 2043-09-05 Fixed 4.389000000000 N N N N N N Hungary (Republic Of) 5299003F3UFKGCCMAP43 X93622GQ9 456000 NS 518432.63 0.0959931772 Long DBT NUSS HU N 2 2033-09-12 Fixed 5.375000000000 N N N N N N Volkswagen Leasing GmbH 5299004GLEUX88BSNB74 D9T70CNL4 317000 NS 362400.03 0.0671021234 Long DBT CORP DE N 2 2031-09-25 Fixed 4.750000000000 N N N N N N Carlsberg Breweries A/S 5493008YL42784DMWN61 K3662HDX8 1910000 NS 2190201.79 0.4055385723 Long DBT CORP DK N 2 2033-10-05 Fixed 4.250000000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAG7 1051000 NS USD 998580.75 0.1848975804 Long DBT CORP US N 2 2027-01-30 Fixed 3.700000000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAE8 125000 NS USD 114439.68 0.0211896934 Long DBT CORP US N 2 2028-09-20 Fixed 4.125000000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 92928QAH1 683000 NS USD 624618.44 0.1156545810 Long DBT CORP US N 2 2027-01-15 Fixed 2.875000000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3D3 410000 NS USD 407446.84 0.0754430074 Long DBT CORP US N 2 2034-04-24 Fixed 5.389000000000 N N N N N N Wells Fargo & Co. PBLD0EJDB5FWOLXP3B76 95000U3F8 690000 NS USD 692664.63 0.1282540387 Long DBT CORP US N 2 2034-07-25 Fixed 5.557000000000 N N N N N N CDX.NA.IG.41 N/A AA9M66U01 -56800000 NS USD -658.88 -0.0001219985 Short DCR US N 2 2024-04-17 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written CDX OPTIONS CDX OPTIONS -56800000 0.650000000000 USD 2024-04-17 XXXX 29161.12 N N N ITRAXX EUROPE SERIES 41 N/A AA9M6QAN1 20150000 NS USD 25725.81 0.0047634005 Long DCR US N 2 2024-05-15 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Call Purchased CDX OPTIONS CDX OPTIONS 20150000 0.575000000000 EUR 2024-05-15 XXXX -5578.2 N N N ITRAXX EUROPE SERIES 41 N/A AA9M6QAP1 -40300000 NS USD -23817.13 -0.0044099886 Short DCR US N 2 2024-05-15 Fixed 0 N N N CITIBANK NA E57ODZWZ7FF32TWEFA76 Put Written CDX OPTIONS CDX OPTIONS -40300000 0.650000000000 EUR 2024-05-15 XXXX 3573.87 N N N Australia (Commonwealth of) 213800J6B7JSBDETCB42 Q08184MK8 2675000 NS 1816449.19 0.3363344028 Long DBT NUSS AU N 2 2033-04-21 Fixed 4.500000000000 N N N N N N Australia (Commonwealth of) 213800J6B7JSBDETCB42 Q08184MX0 500000 NS 262018.8 0.0485154978 Long DBT NUSS AU N 2 2047-03-21 Fixed 3.000000000000 N N N N N N Treasury Corporation of Victoria 549300ZJM7BQW1P9UV75 Q9194YRJ5 4733000 NS 3030021.25 0.5610398536 Long DBT CORP AU N 2 2036-09-15 Fixed 4.750000000000 N N N N N N Thermo Fisher Scientific (Finance I) B.V. 549300SM0PJC1F3RPL91 N8578GAC8 150000 NS 121461.63 0.0224898803 Long DBT CORP NL N 2 2041-10-18 Fixed 1.625000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 H42097CN5 1029000 NS 903016.88 0.1672029390 Long DBT CORP CH N 2 2031-11-03 Fixed 0.875000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 H3698DDK7 2550000 NS 2579519 0.4776246906 Long DBT CORP CH N 2 2032-04-02 Fixed 2.875000000000 N N N N N N China (People's Republic Of) 300300CHN201808MOF68 Y6S39BYR5 49950000 NS 8401994.98 1.5557164933 Long DBT NUSS CN N 2 2050-09-14 Fixed 3.810000000000 N N N N N N Germany (Federal Republic Of) 529900AQBND3S6YJLY83 D2R8H4JB6 380464 NS 345127.9 0.0639040094 Long DBT NUSS DE N 2 2032-02-15 Fixed 0.000000000000 N N N N N N Germany (Federal Republic Of) 529900AQBND3S6YJLY83 D2R8H4JD2 1905000 NS 1971527.34 0.3650487303 Long DBT NUSS DE N 2 2032-08-15 Fixed 1.700000000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 D9581TAG5 100000 NS 89552.17 0.0165815129 Long DBT CORP DE N 2 2029-12-14 Fixed 0.625000000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 D9581TAP5 700000 NS 669429.6 0.1239518320 Long DBT CORP DE N 2 2032-03-25 Fixed 2.375000000000 N N N N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 D1T7F6D70 300000 NS 326897.75 0.0605285081 Long DBT CORP DE N 2 2031-05-19 Fixed 5.625000000000 N N N N N N EDP Servicios Financieros Espana S.A 5299003GHAFB78O1NU77 E4R22XAA7 748000 NS 846790.85 0.1567921065 Long DBT CORP ES N 2 2032-04-04 Fixed 4.375000000000 N N N N N N Var Energi ASA 549300LIVN3FFOJN2K47 R9576ZAG3 540000 NS 626295.38 0.1159650838 Long DBT CORP NO N 2 2083-11-15 Fixed 7.862000000000 N N N N N N Piraeus Financial Holdings S.A N/A X5S2FJAM3 365000 NS 422259.77 0.0781857750 Long DBT CORP GR N 2 2029-12-05 Fixed 6.750000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 N/A 1089000 NS 1170665.25 0.2167608100 Long DBT NUSS RO N 2 2036-02-22 Fixed 5.625000000000 N N N N N N COLT 2023-4 MORTGAGE LOAN TRUST N/A 12598WAA0 694329.75 NS USD 706950.88 0.1308992860 Long ABS-O CORP US N 2 2068-10-25 Floating 7.162999900000 N N N N N N CARVANA AUTO RECEIVABLES TRUST N/A 14686KAD9 152467.16 NS USD 143293.7 0.0265323144 Long ABS-O CORP US N 2 2028-03-10 Fixed 1.070000000000 N N N N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 N/A -534946.739999999 OU Swap Contracts USD -544121.75 -0.1007497842 Long DCR US N 2 2029-06-20 Fixed 1 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -534946.739999999000 USD 0.000000000000 USD 25007917.3599999 USD -9175.010000001057 N N N DEUTSCHE BANK 9J6MBOOO7BECTDTUZW19 N/A -407763.89 OU Swap Contracts USD -389453.02 -0.0721112650 Long DCR US N 2 2029-06-20 Fixed 5 N N N DEUTSCHE BANK 9J6MBOOO7BECTDTUZW19 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -407763.890000000000 USD 0.000000000000 USD 4474123.9 USD 18310.869999999995 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A -413715.419999999 OU Swap Contracts USD -409902.789999999 -0.0758977520 Long DCR US N 2 2029-06-20 Fixed 1 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -413715.419999999000 USD 0.000000000000 USD 18084000 USD 3812.6300000000047 N N N South Africa (Republic of) 378900AAFB4F17004C49 S69124TY1 83721477 NS 3258683.9 0.6033791143 Long DBT NUSS ZA N 2 2037-01-31 Fixed 8.500000000000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 S69124WF8 31557347 NS 1328274.37 0.2459437729 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.875000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F4065QLG3 1000000 NS 713486.75 0.1321094701 Long DBT CORP FR N 2 2049-12-09 Fixed 2.000000000000 N N N N N N Engie SA LAXUQCHT4FH58LRZDY46 F3R09S2F4 400000 NS 458062.16 0.0848149587 Long DBT CORP FR N 2 2042-09-06 Fixed 4.500000000000 N N N N N N Indigo Group SAS 213800H5J9NKEXSUQX44 F5197NAD7 500000 NS 560415.81 0.1037667983 Long DBT CORP FR N 2 2030-04-18 Fixed 4.500000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HA76 1550000 NS 1998977.63 0.3701314362 Long DBT NUSS GB N 2 2028-06-07 Fixed 4.500000000000 N N N N N N South Africa (Republic of) 378900AAFB4F17004C49 S69124WH4 68645867 NS 2673346.96 0.4949979104 Long DBT NUSS ZA N 2 2040-01-31 Fixed 9.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 ZI8421425 1450000 NS 1611064.13 0.2983052293 Long DBT NUSS RO N 2 2028-09-18 Fixed 5.500000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39LUV4 289600000 NS 1473156.72 0.2727702423 Long DBT NUSS JP N 2 2062-03-20 Fixed 1.000000000000 N N N N N N ASTM S.p.A. 8156003F2286CFA55E20 T0510NAB7 600000 NS 550764.13 0.1019796897 Long DBT CORP IT N 2 2033-11-25 Fixed 2.375000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 U04644AG2 1010000 NS 1095619.75 0.2028653575 Long DBT CORP US N 2 2032-12-17 Fixed 3.550000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WAR3 151000 NS 143670.82 0.0266021421 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.500000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBH4 98000 NS 97405.81 0.0180356958 Long DBT NUSS RO N 2 2030-05-26 Fixed 3.624000000000 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 T5R13HX27 1234000 NS 1253543.53 0.2321065829 Long DBT CORP IT N 2 2500-12-31 Fixed 5.875000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBR2 2579000 NS 1895596.07 0.3509892684 Long DBT NUSS RO N 2 2040-12-02 Fixed 2.625000000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 N30706VA5 682000 NS 621997.58 0.1151693016 Long DBT CORP NL N 2 2030-06-17 Fixed 0.500000000000 N N N N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 N/A -374594.7 OU Swap Contracts USD -370757.58 -0.0686496104 Long DCR US N 2 2029-06-20 Fixed 1 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -374594.700000000000 USD 0.000000000000 USD 16357000 USD 3837.1199999999953 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A -118139.05 OU Swap Contracts USD -117050.32 -0.0216730805 Long DCR US N 2 2029-06-20 Fixed 1 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Credit Default Swaps Credit Default Swaps Y 2029-06-20 -118139.050000000000 USD 0.000000000000 USD 5164000 USD 1088.729999999996 N N N Discover Financial Services Z1YLO2USPORE63VVUL20 254709AT5 560000 NS USD 634312.38 0.1174495145 Long DBT CORP US N 2 2034-11-02 Fixed 7.964000000000 N N N N N N Thames Water Utilities Finance PLC 213800ESMPQ4RQ7G8351 G8787BBJ8 946000 NS 763699.19 0.1414068240 Long DBT CORP GB N 2 2032-01-31 Fixed 1.250000000000 N N N N N N Global Payments Inc 549300NOMHGVQBX6S778 37940XAS1 517000 NS 587476.13 0.1087772972 Long DBT CORP US N 2 2031-03-17 Fixed 4.875000000000 N N N N N N Energy Transfer LP MTLVN9N7JE8MIBIJ1H73 29273VAY6 332000 NS USD 333011.28 0.0616604916 Long DBT CORP US N 2 2034-05-15 Fixed 5.550000000000 N N N N N N ENEL Finance International N.V. 0YQH6LCEF474UTUV4B96 29278GBA5 310000 NS USD 349314.34 0.0646791722 Long DBT CORP NL N 2 2032-10-14 Fixed 7.500000000000 N N N N N N Deutsche Bahn Finance GmbH (Berlin) 52990002BAIDUAIIYU29 D1T0VZDY4 513000 NS 568906.37 0.1053389136 Long DBT CORP DE N 2 2033-05-19 Fixed 3.250000000000 N N N N N N Athora Holding Ltd. 98450059DQ10TFC4B020 G0684EAA3 100000 NS 114342.01 0.0211716088 Long DBT CORP BM N 2 2028-06-16 Fixed 6.625000000000 N N N N N N Sartorius Finance BV 529900JCAKTMRXK9EA58 N7750FAD0 700000 NS 795298.38 0.1472577417 Long DBT CORP NL N 2 2032-09-14 Fixed 4.500000000000 N N N N N N Eurofins Scientific SE 529900JEHFM47DYY3S57 L31839CP3 790000 NS 891612.25 0.1650912535 Long DBT CORP LU N 2 2030-09-06 Fixed 4.750000000000 N N N N N N Energie Baden-Wurttemberg International Finance 724500CNCIO1ZTJ0X675 N2960PMY6 1300000 NS 1472977.13 0.2727369894 Long DBT CORP NL N 2 2034-05-23 Fixed 4.300000000000 N N N N N N LKQ Dutch Bond BV 724500O7KBK1ICWRWC17 N5354JAA2 392000 NS 428670.56 0.0793727992 Long DBT CORP NL N 2 2031-03-13 Fixed 4.125000000000 N N N N N N Endurlan Rikissjods 254900IPCJWRC6XAJN15 X20146BU3 141644768 NS 1048038.11 0.1940551235 Long DBT NUSS IS N 2 2035-09-17 Fixed N/A N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJW2 10500000 NS USD 10391719 1.9241345276 Long DBT UST US N 2 2029-01-31 Fixed 4.000000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CKC4 4225000 NS USD 4232261.75 0.7836471486 Long DBT UST US N 2 2031-02-28 Fixed 4.250000000000 N N N N N N Kreditanstalt Fur Wiederaufbau 549300GDPG70E3MBBU98 D4S46MCX1 1070000 NS 1008566.57 0.1867465586 Long DBT NUSS DE N 2 2030-04-23 Fixed 0.375000000000 N N N N N N JAB Holdings B.V. 529900RRNKUM3INJGF98 N4717KBL9 500000 NS 581330.13 0.1076393016 Long DBT CORP NL N 2 2033-06-12 Fixed 5.000000000000 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 P78625DC4 171180000 NS 9990108 1.8497720866 Long DBT CORP MX N 2 2024-09-12 Fixed 7.190000000000 N N N N N N Italy (Republic Of) 815600DE60799F5A9309 T6052BYU6 1002000 NS 769788 0.1425342304 Long DBT NUSS IT N 2 2037-03-01 Fixed 0.950000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39KGX8 589699968 NS 3896935.75 0.7215580626 Long DBT NUSS JP N 2 2045-03-20 Fixed 1.500000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39LKG8 88950000 NS 464222.84 0.0859556725 Long DBT NUSS JP N 2 2050-12-20 Fixed 0.700000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WAK8 654000 NS 664570.83 0.1230521803 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.875000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBA9 849000 NS 792458.63 0.1467319326 Long DBT NUSS RO N 2 2049-04-03 Fixed 4.625000000000 N N N N N N Agco Corporation LYOM0B2GCF1JWXK5ZG04 001084AS1 450000 NS USD 455617.38 0.0843622823 Long DBT CORP US N 2 2034-03-21 Fixed 5.800000000000 N N N N N N ALIGNED DATA CENTERS ISSUER LLC N/A 01627AAD0 397000 NS USD 397868.44 0.0736694673 Long ABS-O CORP US N 2 2048-08-17 Fixed 6.000000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F030645 6290000 NS USD 5410728 1.0018523946 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 3.000000000000 N N N N N N BXHPP LTD N/A 05609JAJ1 900000 NS USD 848414.44 0.1570927310 Long ABS-O CORP US N 2 2036-08-15 Floating 6.332000000000 N N N N N N Bimbo Bakeries USA, Inc. 549300HOXXHHT7926W92 09031WAE3 220000 NS USD 216882.59 0.0401580605 Long DBT CORP US N 2 2036-01-09 Fixed 5.375000000000 N N N N N N Brass No 10 PLC 213800UCE3NFG8SQKH09 10554PAA1 121922.5 NS USD 119223.87 0.0220755358 Long ABS-O CORP GB N 2 2069-04-16 Fixed 0.868000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EH7 207000 NS USD 210172.22 0.0389155659 Long DBT CORP US N 2 2034-02-22 Fixed 5.200000000000 N N N N N N Charter Communications Operating, LLC/Charter Communications Operating Capital Corp. 549300TPZNMN50BJ3745 161175BT0 683000 NS USD 505564.53 0.0936105151 Long DBT CORP US N 2 2050-03-01 Fixed 4.800000000000 N N N N N N Cheniere Energy Inc MIHC87W9WTYSYZWV1J40 16411RAL3 650000 NS USD 654641.5 0.1212136619 Long DBT CORP US N 2 2034-04-15 Fixed 5.650000000000 N N N N N N Citizens Financial Group Inc 2138004JDDA4ZQUPFW65 174610BF1 1190000 NS USD 1188291.88 0.2200245633 Long DBT CORP US N 2 2030-01-23 Fixed 5.841000000000 N N N N N N Columbia Pipelines Operating Co. LLC N/A 19828TAB2 1287000 NS USD 1333389.82 0.2468909515 Long DBT CORP US N 2 2033-11-15 Fixed 6.036000000000 N N N N N N Government National Mortgage Association 549300M8ZYFG0OCMTT87 21H022648 2300000 NS USD 1958718.13 0.3626769723 Long ABS-MBS USGA US N 2 2054-04-15 Fixed 2.500000000000 N N N N N N Credit Agricole S.A. London Branch N/A 22535WAK3 1089000 NS USD 1085895.88 0.2010648822 Long DBT CORP FR N 2 2030-01-10 Fixed 5.335000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 225401BB3 830000 NS USD 1007077.19 0.1864707844 Long DBT CORP CH N 2 2033-11-15 Fixed 9.016000000000 N N N N N N CYRUSONE DATA CENTERS ISSUER I LLC N/A 23284BAC8 116591.22 NS USD 108446.93 0.0200800736 Long ABS-O CORP US N 2 2048-04-20 Fixed 5.450000000000 N N N N N N Duke Energy Carolinas LLC MWIUSDMN17TCR56VW396 26442CBM5 1785000 NS USD 1754717.63 0.3249041644 Long DBT CORP US N 2 2034-01-15 Fixed 4.850000000000 N N N N N N Enbridge Inc. 98TPTUM4IVMFCZBCUR27 29250NBT1 480000 NS USD 521536.81 0.0965679483 Long DBT CORP CA N 2 2084-01-15 Fixed 8.500000000000 N N N N N N EXETER AUTOMOBILE RECEIVABLES TRUST N/A 30165XAE5 152653.94 NS USD 151471.98 0.0280466078 Long ABS-O CORP US N 2 2026-06-15 Fixed 0.980000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FHQ22 275777.56 NS USD 269583.13 0.0499161119 Long ABS-O USGSE US N 2 2025-07-25 Fixed 3.370000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3137FJF20 400721.22 NS USD 401285.47 0.0743021658 Long ABS-O USGSE US N 2 2025-08-25 Floating 2.710560000000 N N N N N N Fnma Pass-Thru I B1V7KEBTPIMZEU4LTD58 3140XKTX8 2076990.75 NS USD 1744836.5 0.3230745707 Long ABS-MBS USGSE US N 2 2052-04-01 Fixed 2.500000000000 N N N N N N Ford Auto Securitization Trust II 549300OMOD4L2OWKWN21 345214AE0 1232000 NS 915700.13 0.1695513742 Long ABS-O CORP CA N 2 2028-09-15 Fixed 5.399000000000 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397D67 200000 NS USD 215182.23 0.0398432212 Long DBT CORP US N 2 2033-11-07 Fixed 7.122000000000 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837BH5 218000 NS USD 226337.05 0.0419086518 Long DBT CORP NL N 2 2034-09-11 Fixed 6.114000000000 N N N N N N Invitation Homes Trust 2018-Sfr4 N/A 46187XAA3 399975.31 NS USD 400950.91 0.0742402186 Long ABS-O CORP US N 2 2038-01-19 Floating 6.765782800000 N N N N N N Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc P77IMDGVZE8EFBTF2M92 46590XAU0 540000 NS USD 462042.94 0.0855520414 Long DBT CORP LU N 2 2032-01-15 Fixed 3.625000000000 N N N N N N KeyCorp RKPI3RZGV1V1FJTH5T61 49326EEP4 680000 NS USD 694419.69 0.1285790062 Long DBT CORP US N 2 2035-03-06 Fixed 6.401000000000 N N N N N N Macquarie Group Ltd. ACMHD8HWFMFUIQQ8Y590 55608JBQ0 1040000 NS USD 1088040.88 0.2014620511 Long DBT CORP AU N 2 2034-12-07 Fixed 6.255000000000 N N N N N PUREWEST FUNDING LLC 549300CU0IQI7FATI376 746245AA7 202708.17 NS USD 196202.77 0.0363289773 Long ABS-O CORP US N 2 2036-12-20 Fixed 4.091000000000 N N N N N N Tapestry Inc 549300LJNVY5SW3VTN33 876030AE7 191000 NS USD 203685.02 0.0377143935 Long DBT CORP US N 2 2030-11-27 Fixed 7.700000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SN9 6400000 NS USD 3273250 0.6060761788 Long DBT UST US N 2 2050-05-15 Fixed 1.250000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CHZ7 2375000 NS USD 2427046 0.4493927337 Long DBT UST US N 2 2030-09-30 Fixed 4.625000000000 N N N N N N United States Treasury Notes 254900HROIFWPRGM1V77 91282CJE2 15048000 NS USD 15090322.25 2.7941296406 Long DBT UST US N 2 2025-10-31 Fixed 5.000000000000 N N N N N N Viatris Inc 254900ZZTSW7NL773X71 92556VAF3 646000 NS USD 445041.94 0.0824041300 Long DBT CORP US N 2 2050-06-22 Fixed 4.000000000000 N N N N N N Vistra Operations Co LLC 549300ZH5GKBTJZ7NM23 92840VAE2 834000 NS USD 782168.38 0.1448265861 Long DBT CORP US N 2 2029-07-15 Fixed 4.300000000000 N N N N N N ITRAXX EUROPE SERIES 40 N/A AA9M66SF1 21450000 NS USD 3133.35 0.0005801722 Long DCR US N 2 2024-04-17 Fixed 0 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Call Purchased CDX OPTIONS CDX OPTONS 21450000 0.600000000000 EUR 2024-04-17 XXXX -29958.86 N N N USD/JPY CURRENCY N/A N/A -2047000 NS USD -4642.6 -0.0008596255 Short DE US N 2 2024-05-21 Fixed 0 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Put Written FX PUT OPTION @ 144 FX PUT OPTION @ 144 -2047000 144.000000000000 USD 2024-05-21 XXXX 855.62 N N N Finland (Republic Of) 743700M6Y2OQRVSBRD14 X8T03RBC6 750000 NS 749982.63 0.1388670607 Long DBT NUSS FI N 2 2027-09-15 Fixed 0.500000000000 N N N N N N Belgium (Kingdom Of) 549300SZ25JZFHRHWD76 B1121KHX6 1518000 NS 1664059.88 0.3081179419 Long DBT NUSS BE N 2 2033-06-22 Fixed 3.000000000000 N N N N N N Raiffeisen Bank International AG 9ZHRYM6F437SQJ6OUG95 A6S36JAX0 100000 NS 94362.78 0.0174722472 Long DBT CORP AT N 2 2027-09-01 Fixed 0.050000000000 N N N N N N Thermo Fisher Scientific (Finance I) B.V. 549300SM0PJC1F3RPL91 N8578GAB0 260000 NS 201928.27 0.0373891130 Long DBT CORP NL N 2 2051-10-18 Fixed 2.000000000000 N N N N N N Canada (Government of) 4BFD7AQU0A75QLAHK410 135087Q49 2150000 NS 1568751.63 0.2904706311 Long DBT NUSS CA N 2 2028-09-01 Fixed 3.250000000000 N N N N N N Vonovia SE 5299005A2ZEP6AP7KM81 D9581TAL4 1300000 NS 1062628.13 0.1967566170 Long DBT CORP DE N 2 2032-09-01 Fixed 0.750000000000 N N N N N N Germany (Federal Republic Of) 529900AQBND3S6YJLY83 D2R8H4KD0 284000 NS 306979.59 0.0568404542 Long DBT NUSS DE N 2 2028-10-19 Fixed 2.400000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HDA6 2729140 NS 3025506 0.5602038083 Long DBT NUSS GB N 2 2045-01-22 Fixed 3.500000000000 N N N N N N Spain (Kingdom of) 9598007A56S18711AH60 E8922ACY4 3988000 NS 4053698.78 0.7505843631 Long DBT NUSS ES N 2 2033-07-30 Fixed 2.350000000000 N N N N N N France (Republic Of) 969500KCGF3SUYJHPV70 F43750JP8 1475000 NS 1771421.03 0.3279969721 Long DBT NUSS FR N 2 2038-10-25 Fixed 4.000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 F1883FA91 1400000 NS 1238115.88 0.2292499936 Long DBT CORP FR N 2 2046-10-13 Fixed 2.125000000000 N N N N N N Orano SA 969500161UMNDC85C891 F6861GAC7 700000 NS 785382.64 0.1454217397 Long DBT CORP FR N 2 2027-05-15 Fixed 5.375000000000 N N N N N N Veolia Environnement S.A. 5493007LKZ37MXEN5D79 F9155XNJ0 200000 NS 235641.86 0.0436315338 Long DBT CORP FR N 2 2032-11-03 Fixed 5.000000000000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 F1883HGB6 800000 NS 907120.63 0.1679627908 Long DBT CORP FR N 2 2033-01-13 Fixed 4.500000000000 N N N N N N France (Republic Of) 969500KCGF3SUYJHPV70 F26348BQ8 2400000 NS 2637667.07 0.4883914088 Long DBT NUSS FR N 2 2033-05-25 Fixed 3.000000000000 N N N N N N Banque Federative du Credit Mutuel VBHFXSYT7OG62HNT8T76 F07337PG1 1200000 NS 1375905.75 0.2547632168 Long DBT CORP FR N 2 2031-11-10 Fixed 4.750000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HNZ0 569541 NS 760681.95 0.1408481508 Long DBT NUSS GB N 2 2030-12-07 Fixed 4.750000000000 N N N N N N Greece (Republic Of) 2138003EKTMKZ5598902 X32332U34 361000 NS 419143.38 0.0776087430 Long DBT NUSS GR N 2 2038-07-18 Fixed 4.375000000000 N N N N N N Indonesia (Republic of) 529900FWX0GRR7WG5W79 Y6S86ZMP1 18826999808 NS 1210327 0.2241045943 Long DBT NUSS ID N 2 2030-09-15 Fixed 7.000000000000 N N N N N N Italy (Republic Of) 815600DE60799F5A9309 T6052BS90 5250000 NS 6042107.5 1.1187588560 Long DBT NUSS IT N 2 2033-05-01 Fixed 4.400000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39LA61 385900000 NS 2554261.25 0.4729479563 Long DBT NUSS JP N 2 2042-12-20 Fixed 1.400000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 N/A 89400000 NS 570711.88 0.1056732225 Long DBT NUSS JP N 2 2053-12-20 Fixed 1.600000000000 N N N N N N The Republic of Korea 549300O0QCVSQGPGDT58 Y7277FV80 11336899712 NS 8966704.44 1.6602783055 Long DBT NUSS KR N 2 2032-12-10 Fixed 4.250000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 P4R07XU53 11400000 NS 610331.5 0.1130092059 Long DBT NUSS MX N 2 2033-05-26 Fixed 7.500000000000 N N N N N N Poland (Republic of) 259400R9L8QEP0TPXS31 X8T024MN2 2312000 NS 564798.75 0.1045783451 Long DBT NUSS PL N 2 2025-07-25 Fixed 3.250000000000 N N N N N Sweden (Kingdom Of) ERE94C0BSULG2RM19605 W7S736LX4 4425000 NS 406195.5 0.0752113088 Long DBT NUSS SE N 2 2035-05-11 Fixed 2.250000000000 N N N N N N Slovak (Republic of) 097900BHFM0000074794 X5S008DC6 2237000 NS 1291697.3 0.2391711491 Long DBT NUSS SK N 2 2051-10-13 Fixed 1.000000000000 N N N N N N WEA Finance LLC 3CYEJKBUJZO3UW777J80 U94303AF8 277000 NS USD 253322.56 0.0469052988 Long DBT CORP US N 2 2027-01-15 Fixed 2.875000000000 N N N N N N Mexico (United Mexican States) 254900EGTWEU67VP6075 P9767G4W8 3990000 NS 3385286.25 0.6268208522 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.000000000000 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 T5R13HZX7 1120000 NS 1251201.31 0.2316728966 Long DBT CORP IT N 2 2500-12-31 Fixed 7.750000000000 N N N N N N Wintershall Dea Finance B.V. 529900SUC9JUI6M74U66 N9639XAD4 400000 NS 363596.03 0.0673235752 Long DBT CORP NL N 2 2031-09-25 Fixed 1.823000000000 N N N N N N Commerzbank AG 851WYGNLUQLFZBSYGB56 D1706B7V2 1200000 NS 1276823 0.2364170182 Long DBT CORP DE N 2 2500-12-31 Fixed 6.125000000000 N N N N N N Cellnex Telecom S.A.U 5493008T4YG3AQUI7P67 E2R41MDT8 600000 NS 593318.44 0.1098590615 Long DBT CORP ES N 2 2029-06-26 Fixed 1.875000000000 N N N N N N Cellnex Telecom S.A.U 5493008T4YG3AQUI7P67 E2R41MDW1 800000 NS 767945.09 0.1421929965 Long DBT CORP ES N 2 2030-10-23 Fixed 1.750000000000 N N N N N N Autostrade per l'Italia S.p.A. 815600149448CEB9B230 T0R553AH0 650000 NS 649217.38 0.1202093298 Long DBT CORP IT N 2 2028-12-04 Fixed 2.000000000000 N N N N N N Permanent TSB Group Holdings PLC 635400DTNHVYGZODKQ93 G7015DAD4 465000 NS 472947.42 0.0875711189 Long DBT CORP IE N 2 2031-08-19 Fixed 3.000000000000 N N N N N N Cellnex Finance Company S.A.U. 549300OUROMFTRFA7T23 E2R41NAE2 700000 NS 660305.32 0.1222623769 Long DBT CORP ES N 2 2032-09-15 Fixed 2.000000000000 N N N N N N ASTM S.p.A. 8156003F2286CFA55E20 T0510NAC5 800000 NS 752073 0.1392541144 Long DBT CORP IT N 2 2030-01-25 Fixed 1.500000000000 N N N N N N Logicor Financing S.a r.l. 254900IS16Q1A2TQFN22 L6075ZAN6 144000 NS 121572.97 0.0225104960 Long DBT CORP LU N 2 2034-01-17 Fixed 2.000000000000 N N N N N N Linde PLC 5299003QR1WT0EF88V51 G5494JAD5 900000 NS 820582.56 0.1519393698 Long DBT CORP IE N 2 2035-03-31 Fixed 1.625000000000 N N N N N N Athora Netherlands N.V. 724500MKKXKEVWMN9E13 N0795YAB5 1022000 NS 1079047.92 0.1997969114 Long DBT CORP NL N 2 2032-08-31 Fixed 5.375000000000 N N N N N N Deutsche Bahn Finance GmbH (Berlin) 52990002BAIDUAIIYU29 D1T0VZDP3 892000 NS 903224.71 0.1672414209 Long DBT CORP DE N 2 2030-05-24 Fixed 1.875000000000 N N N N N N Mizuho Financial Group Inc. 353800CI5L6DDAN5XZ33 J4S19BCG9 570000 NS 635239.69 0.1176212156 Long DBT CORP JP N 2 2032-09-05 Fixed 4.029000000000 N N N N N N Permanent TSB Group Holdings PLC 635400DTNHVYGZODKQ93 G7015DAG7 433000 NS 496713.71 0.0919716940 Long DBT CORP IE N 2 2028-04-25 Fixed 6.625000000000 N N N N N N Nasdaq Inc 549300L8X1Q78ERXFD06 63111XAM3 1580000 NS 1798848.75 0.3330754989 Long DBT CORP US N 2 2032-02-15 Fixed 4.500000000000 N N N N N N Realty Income Corporation 549300CUWDAUZSH43859 756109BV5 111000 NS 130650.95 0.0241913782 Long DBT CORP US N 2 2034-07-06 Fixed 5.125000000000 N N N N N N SW (Finance) I PLC 549300BHN1HB5BNG2R96 G3310QAA2 815000 NS 1080784.81 0.2001185145 Long DBT CORP KY N 2 2041-12-12 Fixed 7.375000000000 N N N N N N Verizon Communications Inc. 2S72QS2UO2OESLG6Y829 92343VGU2 1881000 NS 2034660.32 0.3767384562 Long DBT CORP US N 2 2032-06-28 Fixed 3.500000000000 N N N N N N Honeywell International Inc. ISRPG12PN4EIEOEMW547 438516CV6 1404000 NS 1516764.13 0.2808446064 Long DBT CORP US N 2 2030-03-01 Fixed 3.375000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F052649 2170000 NS USD 2159228.75 0.3998035927 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 5.500000000000 N N N N N N Bristol-Myers Squibb Company HLYYNH7UQUORYSJQCN42 110122EC8 354000 NS USD 404589.63 0.0749139653 Long DBT CORP US N 2 2063-11-15 Fixed 6.400000000000 N N N N N N JPMorgan Chase & Co. 8I5DZWZKVSZI1NUHU748 46647PEC6 714000 NS USD 716789.94 0.1327210900 Long DBT CORP US N 2 2035-01-23 Fixed 5.336000000000 N N N N N N ONEMAIN FINANCIAL ISSUANCE TRUST N/A 682696AA7 975000 NS USD 908075.88 0.1681396653 Long ABS-O CORP US N 2 2035-09-14 Fixed 1.750000000000 N N N N N N Raizen Fuels Finance SA 52990010NH26VC32Q522 75102XAB2 320000 NS USD 328316.16 0.0607911414 Long DBT CORP LU N 2 2034-03-05 Fixed 6.450000000000 N N N N N WELLS FARGO COMMERCIAL MORTGAGE TRUST N/A 95003LAA8 372219.66 NS USD 369437.03 0.0684050969 Long ABS-O CORP US N 2 2040-02-15 Floating 6.583000000000 N N N N N N United Kingdom of Great Britain and Northern Ireland ECTRVYYCEF89VWYS6K36 G4527HUU3 4880000 NS 3109822 0.5758157900 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.250000000000 N N N N N N UBS Group AG 549300SZJ9VS8SGXAN81 H3698DDX9 2600000 NS 3198170.3 0.5921743938 Long DBT CORP CH N 2 2029-03-01 Fixed 7.750000000000 N N N N N N LEG Immobilien SE 391200SO40AKONBO0Z96 D4960ABS1 100000 NS 93888.94 0.0173845108 Long DBT CORP DE N 2 2029-01-17 Fixed 0.875000000000 N N N N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 F105CUKR1 1100000 NS 1056475.13 0.1956173252 Long DBT CORP FR N 2 2032-04-07 Fixed 2.100000000000 N N N N N N Japan (Government Of) 353800WZS8AXZXFUC241 J2S39LE83 204750000 NS 1284874.42 0.2379078221 Long DBT NUSS JP N 2 2043-03-20 Fixed 1.100000000000 N N N N N N The Republic of Korea 549300O0QCVSQGPGDT58 Y7277FX88 857000000 NS 631902.57 0.1170033132 Long DBT NUSS KR N 2 2053-03-10 Fixed 3.250000000000 N N N N N N Malaysia (Government Of) 254900GSIL471JOBYY43 Y2R35QBZ3 4710000 NS 1056252.13 0.1955760345 Long DBT NUSS MY N 2 2033-11-07 Fixed 4.642000000000 N N N N N N Peru (Republic of) 254900STKLK2DBJJZ530 P6S32DDY6 393000 NS 99205.9 0.0183690011 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.150000000000 N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBB7 584000 NS 513929.58 0.0951593908 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.124000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBF8 1329000 NS 1007241.8 0.1865012637 Long DBT NUSS RO N 2 2050-01-28 Fixed 3.375000000000 N N N N N N Simon International Finance SCA 549300KMCOJGU910PF77 L84465CJ7 1416000 NS 1229514.87 0.2276574274 Long DBT CORP LU N 2 2033-03-19 Fixed 1.125000000000 N N N N N N Eurogrid GmbH 967600Q53854Z2NBCC81 D25727AJ3 200000 NS 170012.19 0.0314795199 Long DBT CORP DE N 2 2033-04-21 Fixed 0.741000000000 N N N N N N AT&T Inc 549300Z40J86GGSTL398 00206RMR0 572000 NS 635619.75 0.1176915876 Long DBT CORP US N 2 2031-04-30 Fixed 3.950000000000 N N N N N N Stellantis N.V 549300LKT9PW7ZIBDF31 N82405AL0 320000 NS 359181.88 0.0665062495 Long DBT CORP NL N 2 2031-06-16 Fixed 4.250000000000 N N N N N N Banco de Credito Social Cooperativo S.A. 95980020140005881190 E1408TAF4 500000 NS 594989.8 0.1101685311 Long DBT CORP ES N 2 2029-09-14 Fixed 7.500000000000 N N N N N N Alimentation Couche-Tard Inc. 549300OSW32RVX8CCZ87 N/A 1096000 NS 1185656 0.2195365028 Long DBT CORP CA N 2 2031-05-12 Fixed 3.647000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 01F060642 8750000 NS USD 8829659.69 1.6349030489 Long ABS-MBS USGSE US N 2 2054-04-15 Fixed 6.000000000000 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 02005NBT6 430000 NS USD 445787.66 0.0825422078 Long DBT CORP US N 2 2029-06-13 Fixed 6.992000000000 N N N N N N Avolon Holdings Funding Ltd. 635400ZRKEX9L1BKCH30 05401AAP6 1692000 NS USD 1513916.25 0.2803172919 Long DBT CORP KY N 2 2028-02-21 Fixed 2.750000000000 N N N N N N Consumers Energy Company 7NKTFWJ1G6MELP9TU740 210518DW3 629000 NS USD 621684.13 0.1151112631 Long DBT CORP US N 2 2029-05-30 Fixed 4.600000000000 N N N N N N Federal Home Loan Mortgage Corp. S6XOOCT0IEG5ABCC6L87 3132DVLF0 1142016.13 NS USD 962199.63 0.1781612388 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 2.500000000000 N N N N N N Federal National Mortgage Association B1V7KEBTPIMZEU4LTD58 31418EF21 3599089 NS USD 3427165.25 0.6345751833 Long ABS-MBS USGSE US N 2 2052-06-01 Fixed 4.500000000000 N N N N N N Fifth Third Bancorp THRNG6BD57P9QWTQLG42 316773DL1 248000 NS USD 248253.91 0.0459667857 Long DBT CORP US N 2 2032-01-29 Fixed 5.631000000000 N N N N N N Morgan Stanley IGJSJL3JD5P30I6NJZ34 61747YFE0 1070000 NS USD 1061636.88 0.1965730768 Long DBT CORP US N 2 2034-04-21 Fixed 5.250000000000 N N N N N N United States Treasury Bonds 254900HROIFWPRGM1V77 912810SR0 6600000 NS USD 4123711.06 0.7635478627 Long DBT UST US N 2 2040-05-15 Fixed 1.125000000000 N N N N N N USD/JPY CURRENCY N/A N/A -2047000 NS USD -9434.62 -0.0017469177 Short DE US N 2 2024-05-21 Fixed 0 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Call Written FX CALL OPTION @ 153 FX CALL OPTION @ 153 -2047000 153.000000000000 USD 2024-05-21 XXXX -1936.46 N N N USD/JPY CURRENCY N/A N/A 2047000 NS USD 19737.17 0.0036545417 Long DE US N 2 2024-05-21 Fixed 0 N N N GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Call Purchased FX CALL OPTION @ 150.85 FX CALL OPTION @ 150.85 2047000 150.850000000000 USD 2024-05-21 XXXX 3887.23 N N N Germany (Federal Republic Of) 529900AQBND3S6YJLY83 D2R8H4JK6 1046000 NS 1057393.13 0.1957873024 Long DBT NUSS DE N 2 2026-10-09 Fixed 0.000000000000 N N N N N N Spain (Kingdom of) 9598007A56S18711AH60 E8922AMC1 6630000 NS 5994044.69 1.1098595284 Long DBT NUSS ES N 2 2032-04-30 Fixed 0.700000000000 N N N N N N European Union 529900FZRK8FGMPEOM08 B3S09CAP1 460000 NS 320540.66 0.0593514270 Long DBT NUSS XX N 2 2041-07-04 Fixed 0.450000000000 N N N N N N Suez SA 5493007LKZ37MXEN5D79 F9155XNH4 800000 NS 806214.18 0.1492789153 Long DBT CORP FR N 2 2030-05-24 Fixed 2.375000000000 N N N N N N Electricite de France SA 549300X3UK4GG3FNMO06 F3R505JR8 500000 NS 561523.75 0.1039719449 Long DBT CORP FR N 2 2043-01-25 Fixed 4.625000000000 N N N N N N France (Republic Of) 969500KCGF3SUYJHPV70 F26348BS4 1025000 NS 1110579.75 0.2056353566 Long DBT NUSS FR N 2 2029-02-25 Fixed 2.750000000000 N N N N N N Volkswagen International Finance N.V. 5299004PWNHKYTR23649 N9373NHS6 100000 NS 104918.49 0.0194267464 Long DBT CORP NL N 2 2500-12-31 Fixed 4.625000000000 N N N N N N Wintershall Dea Finance 2 B.V. 529900DV88FUQZSVVL48 N963A2AA6 1300000 NS 1230730 0.2278824213 Long DBT CORP NL N 2 2500-12-31 Fixed 3.000000000000 N N N N N N Romania (Republic Of) 315700IASY927EDWBK92 X7360WBZ4 911000 NS 805925.04 0.1492253780 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.750000000000 N N N N N N DS Smith PLC 39RSBE4RCI4M15BLWH36 G2848QAE7 333000 NS 375121.6 0.0694576540 Long DBT CORP GB N 2 2030-07-27 Fixed 4.500000000000 N N N N N N Sartorius Finance BV 529900JCAKTMRXK9EA58 N7750FAC2 700000 NS 813287.19 0.1505885564 Long DBT CORP NL N 2 2035-09-14 Fixed 4.875000000000 N N N N N N Carrier Global Corporation 549300JE3W6CWY2NAN77 ZG1381976 425000 NS 479897.16 0.0888579354 Long DBT CORP US N 2 2032-11-29 Fixed 4.500000000000 N N N N N N OSAKA EXCHANGE N/A 00002JBM4 -36 NC -7269.92 -0.0013461011 Short DIR JP N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short JPN 10YR BOND (OSE) FUTURES JPN 10YR BOND (OSE) FUTURES 2024-06-01 34849728.3456 USD -7555.53 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 0002UXYM4 52 NC USD 3375.00 0.0006249162 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 10YR ULTRA FUT JUN 24 US 10YR ULTRA FUT JUN 24 2024-06-01 5959687.500 USD 3282.96 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 0002UXYM4 99 NC USD 64258.6699999999 0.0118981591 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 10YR ULTRA FUT JUN 24 US 10YR ULTRA FUT JUN 24 2024-06-01 11346328.125 USD 64096.3399999999 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002USM4 17 NC USD 19125 0.0035411921 Long DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 Long US LONG BOND JUNE 2024 US LONG BOND JUNE 2024 2024-06-01 2047437.5 USD 19093.72 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002USM4 5 NC USD 8000 0.0014812830 Long DIR CORP US N 1 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US LONG BOND JUNE 2024 US LONG BOND JUNE 2024 2024-06-01 602187.5 USD 7991.30 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002USM4 4 NC USD 5407.37 0.0010012306 Long DIR CORP US N 1 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US LONG BOND JUNE 2024 US LONG BOND JUNE 2024 2024-06-01 481750 USD 5400.21 N N N BUDAPEST STOCK EXCHANGE N/A 00002CNM4 119 NC 14171.45 0.0026239909 Long DFE CORP HU N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 Long CANADIAN 10YR BOND FUTURES CANADIAN 10YR BOND FUTURES 2024-06-01 10602250.68479192 USD 13938.6399999999 N N N Long Gilt Future N/A 00002G9M4 -63 NC USD -186190.97999999969 -0.0344751906 Short DIR US N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short LONG GILT LONG GILT 2024-06-01 7973864.9754999196 USD -186263.5699999999 N N N Long Gilt Future N/A 00002G9M4 -48 NC USD -145235.3899999998 -0.0268918384 Short DIR US N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Short LONG GILT LONG GILT 2024-06-01 6073610.77852032 USD -145289.9099999999 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002TUM4 2 NC USD -342.79 -0.0000634711 Long DIR CORP US N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 2 TREASURY NOTE FUTURE US 2 TREASURY NOTE FUTURE 2024-06-01 408968.752 USD -345.33 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002TUM4 56 NC USD -7874.94 -0.0014581268 Long DIR CORP US N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long US 2 TREASURY NOTE FUTURE US 2 TREASURY NOTE FUTURE 2024-06-01 11451125.056 USD -7960.06 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002TUM4 39 NC USD -9752.24 -0.0018057284 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 2 TREASURY NOTE FUTURE US 2 TREASURY NOTE FUTURE 2024-06-01 7974890.664 USD -9815.41999999999 N N N ASX - TRADE24 N/A 00002XMM4 -49 NC -33011.04 -0.0061123364 Short DIR AU N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short 10 YEAR COMMONWEALTH TREASURY 10 YEAR COMMONWEALTH TREASURY 2024-06-01 3072453.6422421504 USD -33100.45 N N N BUDAPEST STOCK EXCHANGE N/A 00002CNM4 -275 NC -141275.5399999999 -0.0261586312 Short DFE CORP HU N 1 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short CANADIAN 10YR BOND FUTURES CANADIAN 10YR BOND FUTURES 2024-06-01 24525454.613636902 USD -141785.1299999999 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002IKM4 19 NC 35154.2399999999 0.0065091721 Long DIR CORP DE N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Long EURO BTP FUTURE EURO BTP FUTURE 2024-06-01 2450570.05317696 USD 35135.3799999999 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 0002OATM4 -24 NC -2284.14 -0.0004229322 Short DIR CORP DE N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Short EUR OAT FUTURE EUR OAT FUTURE 2024-06-01 3331254.06006792 USD -2307.96 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002UBM4 -20 NC -59078.00999999999 -0.0109389061 Short DIR CORP DE N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 Short EURO BUXL 30YR BND EURO BUXL 30YR BND 2024-06-01 2943471.47494400044 USD -59097.8599999998 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002UBM4 -24 NC -61106.26 -0.0113144577 Short DIR CORP DE N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 Short EURO BUXL 30YR BND EURO BUXL 30YR BND 2024-06-01 3532165.769932801 USD -61130.8499999999 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002FVM4 -7 NC USD -1033.34 -0.0001913336 Short DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short US 5YR NOTE (CBT) JUN24 US 5YR NOTE (CBT) JUN24 2024-06-01 749109.375 USD -1045.38 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002FVM4 127 NC USD 30928.66 0.0057267621 Long DIR CORP US N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 5YR NOTE (CBT) JUN24 US 5YR NOTE (CBT) JUN24 2024-06-01 13590984.375 USD 30731.02 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002WNM4 -4 NC USD -5793.52 -0.0010727303 Short DIR CORP US N 1 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short US ULTRA BOND CBT JUN 24 US ULTRA BOND CBT JUN 24 2024-06-01 516000 USD -5801 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002WNM4 -1 NC USD -1656.25 -0.0003066719 Short DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short US ULTRA BOND CBT JUN 24 US ULTRA BOND CBT JUN 24 2024-06-01 129000 USD -1658.21 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002WNM4 -3 NC USD 1593.75 0.0002950993 Short DIR CORP US N 1 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 Short US ULTRA BOND CBT JUN 24 US ULTRA BOND CBT JUN 24 2024-06-01 387000 USD 1589.04 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002WNM4 -44 NC USD -83196.1199999999 -0.0154046243 Short DIR CORP US N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short US ULTRA BOND CBT JUN 24 US ULTRA BOND CBT JUN 24 2024-06-01 5676000 USD -83276.1999999999 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002UBM4 -12 NC -14586.10 -0.0027007677 Short DIR CORP DE N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short EURO BUXL 30YR BND EURO BUXL 30YR BND 2024-06-01 1777299.6770703999 USD -14595.41 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002UBM4 -4 NC -11319.16 -0.0020958598 Short DIR CORP DE N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short EURO BUXL 30YR BND EURO BUXL 30YR BND 2024-06-01 588694.2949888001 USD -11323.1299999999 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002RXM4 -213 NC -229833.4799999999 -0.0425560520 Short DIR CORP DE N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 Short EUROBUND FUTURES EUROBUND FUTURES 2024-06-01 30789340.204296963 USD -230044.8899999998 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002RXM4 -175 NC -249916.4099999988 -0.0462746148 Short DIR CORP DE N 1 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 Short EUROBUND FUTURES EUROBUND FUTURES 2024-06-01 25319644.34681682 USD -250095.1899999998 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002OEM4 6 NC -239.38 -0.0000443237 Long DIR CORP DE N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long EURO BOBL FUTURE EURO BOBL FUTURE 2024-06-01 775198.0333845 USD -244.04 N N N EUREX DEUTSCHLAND 529900UT4DG0LG5R9O07 00002OEM4 -59 NC -25601.18 -0.0047403239 Short DIR CORP DE N 1 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Short EURO BOBL FUTURE EURO BOBL FUTURE 2024-06-01 7566583.20110549994 USD -25659.28 N N N THE MONTREAL EXCHANGE / BOURSE DE MONTREAL 529900UT4DG0LG5R9O07 00002DUM4 33 NC 835.45 0.0001546922 Long DE CORP CA N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long EURO-SCHATZ FUTURE EURO-SCHATZ FUTURE 2024-06-01 3780236.6906304 USD 802.69 N N N THE MONTREAL EXCHANGE / BOURSE DE MONTREAL 529900UT4DG0LG5R9O07 00002DUM4 31 NC 668.89 0.0001238519 Long DE CORP CA N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long EURO-SCHATZ FUTURE EURO-SCHATZ FUTURE 2024-06-01 3551131.4366528005 USD 638.12 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002TYM4 42 NC USD 17812.5 0.0032981691 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 10YR NOTE US 10YR NOTE 2024-06-01 4653468.75 USD 17742.36 N N N Chicago Board of Trade 549300EX04Q2QBFQTQ27 00002TYM4 177 NC USD -13218.75 -0.0024475886 Long DIR CORP US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 Long US 10YR NOTE US 10YR NOTE 2024-06-01 19611046.875 USD -13532.04 N N N Long Gilt Future N/A 00002G9M4 -39 NC USD -121090.5 -0.0224211617 Short DIR US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 Short LONG GILT LONG GILT 2024-06-01 4934808.757547759 USD -121134.8 N N N Long Gilt Future N/A 00002G9M4 -36 NC USD -111775.839999999 -0.0206964558 Short DIR US N 1 CITIGROUP GLOBAL MKTS XKZZ2JZF41MRHTR1V493 GOLDMAN SACHS & CO FOR8UP27PHTHYVLBNG30 MORGAN STANLEY & CO LLC 4PQUHN3JPFGFNF3BB653 BNP PARIBAS SEC CORP RCNB6OTYUAMMP879YW96 Short LONG GILT LONG GILT 2024-06-01 4555208.08389024 USD -111807.649999999 N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 N/A 0 OU Swap Contracts USD 6067.409999998985 0.0011234439 Long DIR CORP N/A N 2 2033-12-15 Fixed 3.214 N N N TORONTO DOMINION BANK PT3QB789TSUIDF371261 Interest Rate Swaps Interest Rate Swaps Y 2033-12-15 0.000000000000 USD 0.000000000000 USD 298384.989999999 USD 6067.409999998985 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 18932 0.0035054561 Long DIR CORP N/A N 2 2025-10-19 Floating 5.64 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Interest Rate Swaps Interest Rate Swaps Y 2025-10-19 0.000000000000 USD 0.000000000000 USD 6332480.55999999 USD 18932 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 14766.959999999963 0.0027342558 Long DIR CORP N/A N 2 2025-10-19 Floating 5.64 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Interest Rate Swaps Interest Rate Swaps Y 2025-10-19 0.000000000000 USD 0.000000000000 USD 4939334.83999999 USD 14766.959999999963 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 36568.230000010226 0.0067709870 Long DIR CORP N/A N 2 2028-10-19 Floating 4.98 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Interest Rate Swaps Interest Rate Swaps Y 2028-10-19 0.000000000000 USD 0.000000000000 USD 2569689.50999999 USD 36568.230000010226 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 N/A 0 OU Swap Contracts USD 34908.04000000004 0.0064635856 Long DIR CORP N/A N 2 2028-10-19 Floating 4.98 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 Interest Rate Swaps Interest Rate Swaps Y 2028-10-19 0.000000000000 USD 0.000000000000 USD 2442938.29 USD 34908.04000000004 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 N/A 0 OU Swap Contracts USD -2858.4499999999534 -0.0005292717 Long DIR CORP N/A N 2 2028-10-19 Floating 3.58 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 Interest Rate Swaps Interest Rate Swaps Y 2028-10-19 0.000000000000 USD 0.000000000000 USD 1830464.14999999 USD -2858.4499999999534 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 N/A 0 OU Swap Contracts USD 157250.59000000008 0.0291165773 Long DIR CORP N/A N 2 2033-01-19 Floating 3.71 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 Interest Rate Swaps Interest Rate Swaps Y 2033-01-19 0.000000000000 USD 0.000000000000 USD 2593145.06999999 USD 157250.59000000008 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 N/A 0 OU Swap Contracts USD -5586.599999989849 -0.0010344169 Long DIR CORP N/A N 2 2027-01-04 Floating 0 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 Interest Rate Swaps Interest Rate Swaps Y 2027-01-04 0.000000000000 USD 0.000000000000 USD 2629658.22 USD -5586.599999989849 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A -62207.2399999999 OU Swap Contracts USD -43282.01000001002 -0.0080141130 Long DIR US N 2 2053-07-28 Fixed 2.53 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Inflation Swaps Inflation Swaps Y 2053-07-28 -62207.239999999900 USD 0.000000000000 USD 6253000 USD 18925.229999989882 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 12143.9699999999 OU Swap Contracts USD 238567.25 0.0441732001 Long DIR CORP N/A N 2 2028-12-21 Fixed 3.45 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Interest Rate Swaps Interest Rate Swaps Y 2028-12-21 12143.969999999900 USD 0.000000000000 USD 14361654.88 USD 226423.2800000001 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 41461.080000000075 0.0076769489 Long DIR CORP N/A N 2 2025-10-19 Floating 5.64 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Interest Rate Swaps Interest Rate Swaps Y 2025-10-19 0.000000000000 USD 0.000000000000 USD 13868132.4299999 USD 41461.080000000075 N N N MORGAN STANLEY XKZZ2JZF41MRHTR1V493 N/A 0 OU Swap Contracts USD -4533.229999999981 -0.0008393745 Long DIR CORP N/A N 2 2028-10-19 Floating 4.455 N N N MORGAN STANLEY XKZZ2JZF41MRHTR1V493 Interest Rate Swaps Interest Rate Swaps Y 2028-10-19 0.000000000000 USD 0.000000000000 USD 486677.21 USD -4533.229999999981 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 N/A 0 OU Swap Contracts USD 124607.60999989882 0.0230723911 Long DIR CORP N/A N 2 2029-03-20 Floating 2 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 Interest Rate Swaps Interest Rate Swaps Y 2029-03-20 0.000000000000 USD 0.000000000000 USD 28770969.5 USD 124607.60999989882 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD -106976.37000000011 -0.0198077842 Long DIR CORP N/A N 2 2033-10-30 Fixed 1.118 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2033-10-30 0.000000000000 USD -129.590000000000 USD 3858505.81 USD -106846.78000000012 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD -26368.30000001006 -0.0048823642 Long DIR CORP N/A N 2 2033-03-22 Floating 4.495 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2033-03-22 0.000000000000 USD 0.000000000000 USD 2584844.50999999 USD -26368.30000001006 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD -163213.4799999902 -0.0302206682 Long DIR CORP N/A N 2 2028-10-19 Fixed 3.57 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2028-10-19 0.000000000000 USD 0.000000000000 USD 4866796.07 USD -163213.4799999902 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD -5727.580000001006 -0.0010605208 Long DIR CORP N/A N 2 2029-02-09 Floating 4.83 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2029-02-09 0.000000000000 USD 0.000000000000 USD 1162043.67999999 USD -5727.580000001006 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD 9965.220000009984 0.0018451638 Long DIR CORP N/A N 2 2034-01-19 Fixed 3.44025 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2034-01-19 0.000000000000 USD 0.000000000000 USD 4668914.66 USD 9965.220000009984 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD -5038.72000000102 -0.0009329713 Long DIR CORP N/A N 2 2033-10-19 Fixed 3.557 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2033-10-19 0.000000000000 USD 0.000000000000 USD 697524.55 USD -5038.72000000102 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD 3250.5100000000093 0.0006018656 Long DIR CORP N/A N 2 2029-01-18 Floating 3.77 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2029-01-18 0.000000000000 USD 0.000000000000 USD 554974.719999999 USD 3250.5100000000093 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 N/A 0 OU Swap Contracts USD 73252.33999999904 0.0135634303 Long DIR CORP N/A N 2 2053-12-15 Fixed 3.109 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 Interest Rate Swaps Interest Rate Swaps Y 2053-12-15 0.000000000000 USD 0.000000000000 USD 1641117.44999999 USD 73252.33999999904 N N N Banco Santander SA 7245000NHIQTPK869X55 N/A 0 OU Swap Contracts USD -49066.93000000063 -0.0090852509 Long DIR N/A N 2 2027-01-04 Floating 0 N N N Banco Santander SA 7245000NHIQTPK869X55 Interest Rate Swaps Interest Rate Swaps Y 2027-01-04 0.000000000000 USD 0.000000000000 USD 6498738.78 USD -49066.93000000063 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 N/A 5840.77 OU Swap Contracts USD 30310.689999999944 0.0056123386 Long DIR US N 2 2053-12-07 Fixed 0 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 Inflation Swaps Inflation Swaps Y 2053-12-07 5840.770000000000 USD 0.000000000000 USD 5442000 USD 24469.919999999944 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 0 OU Swap Contracts USD 465995.74000001 0.0862839433 Long DIR US N 2 2053-07-28 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Inflation Swaps Inflation Swaps Y 2053-07-28 0.000000000000 USD 244478.019999999000 USD 4433891.04 USD 221517.720000011 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 N/A 87688.6799999999 OU Swap Contracts USD 39708.29000000004 0.0073524016 Long DIR US N 2 2053-12-07 Fixed 0 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 Inflation Swaps Inflation Swaps Y 2053-12-07 87688.679999999900 USD 0.000000000000 USD 3971751.6 USD -47980.38999999987 N N N ANZ McCAUGHAN AUSTRALIA N/A 333333215 1 NC USD 2616796.34621909 0.4845269778 Long DFE N/A N 2 ANZ McCAUGHAN AUSTRALIA N/A 2676384.58999999 USD 2676384.58999999 AUD 2024-04-17 -59588.243780900724 N N N Banco Santander SA N/A 333333216 1 NC USD 892533.211862258 0.1652617791 Long DFE CORP N/A N 2 Banco Santander SA N/A 905420.849999999 USD 905420.849999999 BRL 2024-05-03 -12887.638137741014 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333217 1 NC 4050000 0.7498994956 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 4050000 JPY 4050000 USD 2024-04-17 -31311.516913199797 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333218 1 NC 555555.55 0.1028668708 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 555555.55 CLP 555555.55 USD 2024-04-17 -13335.043098453898 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333219 1 NC 103842.32 0.0192274823 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 103842.32 COP 103842.32 USD 2024-04-17 3737.48268329 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333220 1 NC 1571711.01 0.2910185910 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 1571711.01 CNY 1571711.01 USD 2024-04-17 4314.375541409943 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333221 1 NC USD 504888.290133333 0.0934853023 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 506683.799999999 USD 506683.799999999 GBP 2024-04-17 -1795.5098666660488 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333222 1 NC 671744.757313978 0.1243805073 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 678321.109999999 EUR 679906.569999999 HUF 2024-04-17 -17488.794396130135 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333223 1 NC USD 2466422.5194144 0.4566837045 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 2610000 USD 2610000 JPY 2024-04-17 -143577.48058559932 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333224 1 NC 4025110.16427173 0.7452908845 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 4105904.00999999 EUR 4097942.43999999 JPY 2024-04-17 -108454.03267824976 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333225 1 NC 1342691.02643434 0.2486131663 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 1342616.14999999 EUR 1339206.53 JPY 2024-04-17 -365.0769656500779 N N N BANK OF AMERICA 8NAV47T0Y26Q87Y0QP81 333333226 1 NC 589539.071273988 0.1091592721 Long DFE CORP N/A N 2 BANK OF AMERICA N/A 581139.81 EUR 582791.709999999 PLN 2024-04-17 2182.390551358927 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333227 1 NC 97338.2799999999 0.0180231919 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 97338.2799999999 JPY 97338.2799999999 USD 2024-04-09 -2523.4547759999114 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333228 1 NC USD 53966.58185 0.0099924722 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 54690.2399999999 USD 54690.2399999999 EUR 2024-04-09 -723.6581499999011 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333252 1 NC USD 534446.707657499 0.0989583498 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 542585.239999999 USD 542585.239999999 EUR 2024-04-18 -8138.5323424998205 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333253 1 NC USD 1348712.18303999 0.2497280459 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 1356380.42999999 USD 1356380.42999999 JPY 2024-04-18 -7668.246960000135 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333254 1 NC USD 208712.7240176 0.0386453251 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 211098.85 USD 211098.85 CLP 2024-04-18 -2386.1259823999717 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333303 1 NC 3352270.85 0.6207077086 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 3352270.85 ZAR 3352270.85 USD 2024-04-09 78619.53502079938 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333304 1 NC USD 863465.3096 0.1598795556 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 875729.359999999 USD 875729.359999999 EUR 2024-04-09 -12264.050399998901 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333305 1 NC USD 1120346.239206 0.2074437234 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 1136748.26 USD 1136748.26 EUR 2024-04-09 -16402.02079400001 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333306 1 NC USD 240286.269327 0.0444914944 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 251720.059999999 USD 251720.059999999 SEK 2024-04-09 -11433.790672998992 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333307 1 NC USD 239299.4354452 0.0443087718 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 234371.92 USD 234371.92 ZAR 2024-04-09 4927.51544519997 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333308 1 NC USD 614889.3141768 0.1138531325 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 626767.93 USD 626767.93 ZAR 2024-04-09 -11878.615823200205 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333309 1 NC USD 304748.733184 0.0564273880 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 308469.669999999 USD 308469.669999999 ILS 2024-04-09 -3720.9368159989826 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333310 1 NC 470000 0.0870253736 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 470000 GBP 470000 USD 2024-04-17 -2566.607848271029 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333311 1 NC 218086.209999999 0.0403809232 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 218086.209999999 NZD 218086.209999999 USD 2024-04-17 -7790.605594666034 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333312 1 NC 1811037.68999999 0.3353324075 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 1811037.68999999 COP 1811037.68999999 USD 2024-04-17 69080.82086936012 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333313 1 NC USD 2670877.53804926 0.4945406713 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 2739426.25999999 USD 2739426.25999999 KRW 2024-04-17 -68548.72195072938 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333314 1 NC USD 2299546.01332156 0.4257847890 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 2373963.56999999 USD 2373963.56999999 KRW 2024-04-17 -74417.55667843018 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333315 1 NC USD 196253.596232966 0.0363383884 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 202471.29 USD 202471.29 KRW 2024-04-17 -6217.693767034041 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333316 1 NC USD 530261.786666172 0.0981834682 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 540000 USD 540000 CNY 2024-04-17 -9738.213333827909 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333317 1 NC USD 647259.373033165 0.1198467845 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 660000 USD 660000 CNY 2024-04-17 -12740.626966835 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333318 1 NC 267346.549999999 0.0495019859 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 267346.549999999 CHF 267346.549999999 USD 2024-04-18 -8386.335037200013 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333319 1 NC USD 1505833.65289039 0.2788207153 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 1507194.09 USD 1507194.09 GBP 2024-04-18 -1360.4371096100658 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333320 1 NC USD 353838.140237999 0.0655168007 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 356902.51 USD 356902.51 JPY 2024-04-18 -3064.3697620010935 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333321 1 NC 274182.477697999 0.0507677288 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 278398.299999999 AUD 276999.299999999 JPY 2024-04-18 -4758.837355440017 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333322 1 NC USD 161377.2957716 0.0298806797 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 161991.72 USD 161991.72 ZAR 2024-04-18 -614.424228399992 N N N GOLDMAN SACHS GROUP INC N/A 333333346 1 NC 1941188.13999999 0.3594311129 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 1941188.13999999 JPY 1941188.13999999 USD 2024-04-18 -9086.36698359996 N N N GOLDMAN SACHS GROUP INC N/A 333333347 1 NC 457734.169999999 0.0847542280 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 457734.169999999 PLN 457734.169999999 USD 2024-04-18 48.737316600978374 N N N GOLDMAN SACHS GROUP INC N/A 333333348 1 NC 69778.85 0.0129202776 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 69778.85 SEK 69778.85 USD 2024-04-18 -2682.7689899370016 N N N GOLDMAN SACHS GROUP INC N/A 333333349 1 NC 512682.159999999 0.0949284181 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 512682.159999999 SGD 512682.159999999 USD 2024-04-18 -4118.503806398949 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333398 1 NC USD 138800.986015 0.0257004418 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 139597.089999999 USD 139597.089999999 JPY 2024-04-18 -796.1039849990048 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333399 1 NC 271167.225913 0.0502094237 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 274165.219999999 AUD 272529.869999999 JPY 2024-04-18 -1795.105338761001 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333400 1 NC USD 937138.272876 0.1735208687 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 971695.609999999 USD 971695.609999999 NOK 2024-04-18 -34557.33712399914 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333401 1 NC USD 261162.137406399 0.0483568778 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 266330.94 USD 266330.94 TWD 2024-04-18 -5168.802593601053 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333402 1 NC USD 390473.787519466 0.0723002707 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 396755.359999999 USD 396755.359999999 IDR 2024-05-14 -6281.572480532923 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333403 1 NC 24862728.5599999 4.6035920018 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 24862728.5599999 EUR 24862728.5599999 USD 2024-04-09 -162224.04725489765 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333404 1 NC 1540275.56 0.2851979915 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 1540275.56 EUR 1540275.56 USD 2024-04-09 -5465.972186000086 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333405 1 NC 845897.04 0.1566266083 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 845897.04 EUR 845897.04 USD 2024-04-09 -2939.031503000064 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333406 1 NC 52451.2399999999 0.0097118910 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 52451.2399999999 GBP 52451.2399999999 USD 2024-04-09 -701.3800703999004 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333407 1 NC 168922.119999999 0.0312776821 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 168922.119999999 SEK 168922.119999999 USD 2024-04-09 -7516.290700998972 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333408 1 NC USD 616634.024054399 0.1141761836 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 622621.25 USD 622621.25 AUD 2024-04-09 -5987.225945601007 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333409 1 NC USD 2276993.8369024 0.4216090197 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 2290065.43 USD 2290065.43 GBP 2024-04-09 -13071.593097600155 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333410 1 NC USD 94664.3779199999 0.0175280912 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 95157.1199999999 USD 95157.1199999999 GBP 2024-04-09 -492.74207999999635 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333411 1 NC USD 185368.8488152 0.0343229645 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 191318.85 USD 191318.85 NOK 2024-04-09 -5950.0011847999995 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333412 1 NC 2785362.85 0.5157388139 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 2785362.85 MXN 2785362.85 USD 2024-04-17 130286.29192086961 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333413 1 NC 2760578.29999999 0.5111496975 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 2760578.29999999 MXN 2760578.29999999 USD 2024-04-17 155070.84192087967 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333414 1 NC USD 784231.170804787 0.1452085332 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 818280.06 USD 818280.06 SEK 2024-04-17 -34048.889195213094 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333415 1 NC USD 19748.5044368803 0.0036566404 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 19754.33 USD 19754.33 PEN 2024-04-17 -5.825563119702565 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333416 1 NC USD 7436649.5722703 1.3769727811 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 7591234.83 USD 7591234.83 CNY 2024-04-17 -154585.25772969984 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333440 1 NC 525882.680377513 0.0973726313 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 533613.64 PLN 529464.38 EUR 2024-04-17 -6853.117805195041 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333441 1 NC 2645143.63925 0.4897757731 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 2622496.47999999 CHF 2639517.35 EUR 2024-04-17 -69569.53696452035 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333442 1 NC 183540.57905 0.0339844414 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 183130.54 CHF 183897.1 EUR 2024-04-17 -4467.824671968003 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333443 1 NC 237523.102299999 0.0439798653 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 239718.269999999 CHF 240592.29 EUR 2024-04-17 -9010.326164577971 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333444 1 NC 1029686.03172937 0.1906570459 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 1072975.38999999 EUR 1086575.57 HUF 2024-04-17 -71978.9966399998 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333445 1 NC 272693.927989734 0.0504921084 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 268435.119999999 EUR 269572.909999999 PLN 2024-04-17 1012.4012377149775 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333255 1 NC USD 472086.630804986 0.0874117349 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 476989.969999999 USD 476989.969999999 BRL 2024-05-03 -4903.33919501293 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333256 1 NC USD 241655.069152899 0.0447449418 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 235680.82 USD 235680.82 COP 2024-05-14 5974.249152899021 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333257 1 NC 8304193.82 1.5376075944 Long DFE CORP N/A N 2 BNP PARIBAS N/A 8304193.82 JPY 8304193.82 USD 2024-04-17 -418699.8326834217 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333258 1 NC 1520000 0.2814437613 Long DFE CORP N/A N 2 BNP PARIBAS N/A 1520000 JPY 1520000 USD 2024-04-17 -65262.475760660134 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333259 1 NC USD 463902.6409862 0.0858963843 Long DFE CORP N/A N 2 BNP PARIBAS N/A 472555.909999999 USD 472555.909999999 DKK 2024-04-17 -8653.269013799028 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333260 1 NC USD 1290957.32673089 0.2390341354 Long DFE CORP N/A N 2 BNP PARIBAS N/A 1310000 USD 1310000 AUD 2024-04-17 -19042.6732691098 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333261 1 NC 220973.85282345 0.0409156002 Long DFE US N 2 BNP PARIBAS N/A 219183.29 EUR 220177.54 CZK 2024-04-17 1315.5764957289794 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333262 1 NC 1226669.86169904 0.2271306446 Long DFE US N 2 BNP PARIBAS N/A 1215441.68999999 EUR 1222249.37 CZK 2024-04-17 7299.971894320333 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333263 1 NC USD 2773683.26076636 0.5135762169 Long DFE CORP N/A N 2 BNP PARIBAS N/A 2800000 USD 2800000 EUR 2024-04-17 -26316.739233640023 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333264 1 NC 1559717.71364553 0.2887979079 Long DFE US N 2 BNP PARIBAS N/A 1578338.62 CZK 1573145.11 EUR 2024-04-17 -38211.00310755032 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333265 1 NC 2408611.11625163 0.4459793238 Long DFE CORP N/A N 2 BNP PARIBAS N/A 2478331.12 HUF 2446315.58999999 EUR 2024-04-17 -179176.71339887055 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333266 1 NC 1035116.33005037 0.1916625219 Long DFE CORP N/A N 2 BNP PARIBAS N/A 1049234.88999999 PLN 1042166.32999999 EUR 2024-04-17 -13482.527646579896 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333267 1 NC 2546431.27281058 0.4714981549 Long DFE CORP N/A N 2 BNP PARIBAS N/A 2570060.58999999 CHF 2586293.18 EUR 2024-04-17 -178673.1435137298 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333268 1 NC USD 1406910.92992055 0.2605041473 Long DFE CORP N/A N 2 BNP PARIBAS N/A 1419556.84 USD 1419556.84 GBP 2024-04-17 -12645.91007944988 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333269 1 NC 684559.034235553 0.1267532036 Long DFE CORP N/A N 2 BNP PARIBAS N/A 690057.31 EUR 692876.55 HUF 2024-04-17 -17805.872804338112 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333270 1 NC USD 737180.445829599 0.1364966036 Long DFE CORP N/A N 2 BNP PARIBAS N/A 753085.089999999 USD 753085.089999999 MYR 2024-04-17 -15904.644170399988 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333271 1 NC 1779063.54425853 0.3294120629 Long DFE CORP N/A N 2 BNP PARIBAS N/A 1751219.45999999 EUR 1758701.90999999 PLN 2024-04-17 6605.443083200371 N N N BROWN BROTHERS HARRIMAN N/A 333333295 1 NC USD 664721.227000417 0.1230800279 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 657978.859999999 USD 657978.859999999 MXN 2024-04-17 6742.367000418017 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333296 1 NC 44867.5 0.0083076829 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 44867.5 EUR 44867.5 USD 2024-04-09 -614.9028830000025 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333297 1 NC 211723.72 0.0392028422 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 211723.72 EUR 211723.72 USD 2024-04-09 -2333.382421999995 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333298 1 NC 611088.959999999 0.1131494575 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 611088.959999999 GBP 611088.959999999 USD 2024-04-09 -5236.941311998991 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333299 1 NC 13870.41 0.0025682502 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 13870.41 GBP 13870.41 USD 2024-04-09 13.69876160000058 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333300 1 NC 268487.979999999 0.0497133335 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 268487.979999999 HUF 268487.979999999 USD 2024-04-09 -3774.434604799957 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333301 1 NC 6577594.36 1.2179098008 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 6577594.36 NZD 6577594.36 USD 2024-04-09 -239967.28452160023 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333302 1 NC 1524388.25 0.2822562913 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 1524388.25 NZD 1524388.25 USD 2024-04-09 -30792.125500000082 N N N GOLDMAN SACHS GROUP INC N/A 333333350 1 NC 172977.39 0.0320285574 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 172977.39 ZAR 172977.39 USD 2024-04-18 -427.0090868000407 N N N GOLDMAN SACHS GROUP INC N/A 333333351 1 NC 208055.23 0.0385235832 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 208055.23 ZAR 208055.23 USD 2024-04-18 -2828.8453708000015 N N N GOLDMAN SACHS GROUP INC N/A 333333352 1 NC 212815.149999999 0.0394049318 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 212815.149999999 CLP 212815.149999999 USD 2024-04-18 -4102.4259823989705 N N N GOLDMAN SACHS GROUP INC N/A 333333353 1 NC USD 645362.8136364 0.1194956169 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 646903.78 USD 646903.78 CAD 2024-04-18 -1540.9663635999896 N N N GOLDMAN SACHS GROUP INC N/A 333333354 1 NC USD 310990.407026399 0.0575830986 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 313073.229999999 USD 313073.229999999 AUD 2024-04-18 -2082.8229736000067 N N N GOLDMAN SACHS GROUP INC N/A 333333355 1 NC USD 205226.3846292 0.0379997932 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 207991.29 USD 207991.29 ZAR 2024-04-18 -2764.905370799999 N N N GOLDMAN SACHS GROUP INC N/A 333333356 1 NC USD 892515.211710245 0.1652584462 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 905420.839999999 USD 905420.839999999 BRL 2024-05-03 -12905.628289754037 N N N GOLDMAN SACHS GROUP INC FOR8UP27PHTHYVLBNG30 333333357 1 NC 1086306.34 0.2011408831 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 1086306.34 MYR 1086306.34 USD 2024-05-14 -14378.142202009913 N N N GOLDMAN SACHS GROUP INC N/A 333333358 1 NC 2016673.38999999 0.3734079896 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 2016673.38999999 PEN 2016673.38999999 USD 2024-05-14 -3861.1090088896453 N N N GOLDMAN SACHS GROUP INC N/A 333333359 1 NC USD 822127.821319999 0.1522254910 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 817798.65 USD 817798.65 MYR 2024-05-14 4329.171319999034 N N N GOLDMAN SACHS GROUP INC N/A 333333360 1 NC USD 166414.670517999 0.0308134018 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 163089.22 USD 163089.22 PEN 2024-05-14 3325.4505179990083 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333361 1 NC 2999373.95999999 0.5553651901 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 2999373.95999999 AUD 2999373.95999999 USD 2024-04-09 -290.2975535998121 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333362 1 NC 360167.419999999 0.0666887325 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 360167.419999999 EUR 360167.419999999 USD 2024-04-09 -5067.311426999047 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333363 1 NC 194835.76 0.0360758613 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 194835.76 EUR 194835.76 USD 2024-04-09 -2714.7286140000215 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333364 1 NC USD 160493.846539199 0.0297170999 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 161483.059999999 USD 161483.059999999 DKK 2024-04-09 -989.2134608000051 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333388 1 NC 264814.059999999 0.0490330691 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 264814.059999999 MXN 264814.059999999 USD 2024-04-18 7147.2713647999335 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333389 1 NC 277886.482234554 0.0514535637 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 279393.57 JPY 282118.669999999 AUD 2024-04-18 -9443.280067446001 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333390 1 NC 273828.031343999 0.0507020994 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 277427.14 JPY 278103.34 AUD 2024-04-18 -11306.616926582006 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333391 1 NC USD 208132.2725926 0.0385378485 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 210993.44 USD 210993.44 BRL 2024-04-18 -2861.1674073999748 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333392 1 NC 458214.373326 0.0848431426 Long DFE US N 2 HSBC SECURITIES INC N/A 458698.559999999 USD 458698.559999999 CZK 2024-04-18 -484.18667399906553 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333393 1 NC USD 143598.812360499 0.0265888091 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 145588.38 USD 145588.38 EUR 2024-04-18 -1989.5676395010087 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333394 1 NC USD 261611.002560099 0.0484399898 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 261534.38 USD 261534.38 HUF 2024-04-18 76.62256009900011 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333395 1 NC USD 1365683.74308699 0.2528705062 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 1384859.23999999 USD 1384859.23999999 JPY 2024-04-18 -19175.49691300001 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333396 1 NC USD 177422.716570999 0.0328516557 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 179992.579999999 USD 179992.579999999 JPY 2024-04-18 -2569.863428999961 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333397 1 NC USD 2716.072538658 0.0005029090 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 2768.85 USD 2768.85 JPY 2024-04-18 -52.7774613419997 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333446 1 NC USD 142416.365718666 0.0263698669 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 142779.679999999 USD 142779.679999999 ZAR 2024-04-17 -363.31428133300506 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333447 1 NC USD 359836.624451242 0.0666274823 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 364433.27 USD 364433.27 CLP 2024-04-17 -4596.645548758097 N N N NOMURA N/A 333333448 1 NC USD 888433.838975856 0.1645027377 Long DFE CORP N/A N 2 NOMURA N/A 900000 USD 900000 JPY 2024-04-17 -11566.16102414392 N N N NOMURA N/A 333333449 1 NC USD 107994.46984656 0.0199962959 Long DFE CORP N/A N 2 NOMURA N/A 110000 USD 110000 NZD 2024-04-17 -2005.5301534400205 N N N ROYAL BANK OF SCOTLAND N/A 333333450 1 NC 433809.484118052 0.0803243243 Long DFE US N 2 ROYAL BANK OF SCOTLAND N/A 439012.94 CZK 437544.09 EUR 2024-04-17 -10628.132071736967 N N N SKANDINAVISKA ENSKILDA N/A 333333451 1 NC 2500451.6466869 0.4629845503 Long DFE CORP N/A N 2 SKANDINAVISKA ENSKILDA N/A 2573859.62999999 EUR 2574659.64 NOK 2024-04-17 -91369.43599859998 N N N STANDRD CHARTERED BANK RILFO74KP1CM8P6PCT96 333333452 1 NC USD 7549326.07914177 1.3978360047 Long DFE CORP N/A N 2 STANDRD CHARTERED BANK N/A 7719637.54999999 USD 7719637.54999999 CNY 2024-04-17 -170311.47085822 N N N STATE STREET BANK N/A 333333453 1 NC 769355.089999999 0.1424540726 Long DFE CORP N/A N 2 STATE STREET BANK N/A 769355.089999999 EUR 769355.089999999 USD 2024-04-17 -13599.764499998884 N N N STATE STREET BANK N/A 333333454 1 NC 30648934.25 5.6749679842 Long DFE CORP N/A N 2 STATE STREET BANK N/A 30648934.25 EUR 30648934.25 USD 2024-04-17 -565334.9992419034 N N N STATE STREET BANK N/A 333333455 1 NC 3601168.22999999 0.6667936394 Long DFE CORP N/A N 2 STATE STREET BANK N/A 3601168.22999999 EUR 3601168.22999999 USD 2024-04-17 -38321.695499990135 N N N STATE STREET BANK N/A 333333456 1 NC 21281348.3999999 3.9404623288 Long DFE CORP N/A N 2 STATE STREET BANK N/A 21281348.3999999 EUR 21281348.3999999 USD 2024-04-17 -228164.33249990642 N N N STATE STREET BANK N/A 333333457 1 NC USD 266648.922045 0.0493728129 Long DFE CORP N/A N 2 STATE STREET BANK N/A 270000 USD 270000 KRW 2024-04-17 -3351.077954999986 N N N STATE STREET BANK N/A 333333458 1 NC USD 269096.585376772 0.0498260231 Long DFE CORP N/A N 2 STATE STREET BANK N/A 281719.609999999 USD 281719.609999999 NZD 2024-04-17 -12623.024623226956 N N N WELLS FARGO BANK NA N/A 333333483 1 NC 2766416.79999999 0.5122307563 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 2766416.79999999 MXN 2766416.79999999 USD 2024-04-17 149232.34192087967 N N N WELLS FARGO BANK NA N/A 333333484 1 NC USD 351046.163469581 0.0649998373 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 350000 USD 350000 CAD 2024-04-17 1046.1634695809335 N N N WELLS FARGO BANK NA N/A 333333485 1 NC USD 79985.816168822 0.0148102033 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 80000 USD 80000 AUD 2024-04-17 -14.183831178001128 N N N WELLS FARGO BANK NA N/A 333333486 1 NC USD 1079531.21760614 0.1998863989 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 1080000 USD 1080000 EUR 2024-04-17 -468.78239385969937 N N N WELLS FARGO BANK NA N/A 333333487 1 NC USD 724246.255707702 0.1341017042 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 730000 USD 730000 EUR 2024-04-17 -5753.744292297866 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333229 1 NC USD 4365896.471665 0.8083910030 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 4414906.34999999 USD 4414906.34999999 EUR 2024-04-09 -49009.878334991634 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333230 1 NC 2650000 0.4906749786 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 2650000 EUR 2650000 USD 2024-04-17 15818.524591060355 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333231 1 NC 705517.579999999 0.1306338957 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 705517.579999999 CLP 705517.579999999 USD 2024-04-17 -16582.08335381304 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333232 1 NC 1300000 0.2407084801 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 1300000 COP 1300000 USD 2024-04-17 52560.25417499989 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333233 1 NC 183078.839999999 0.0338989456 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 183078.839999999 COP 183078.839999999 USD 2024-04-17 6724.018026763981 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333234 1 NC 9264623.25 1.7154410623 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 9264623.25 MXN 9264623.25 USD 2024-04-17 316303.1245444417 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333235 1 NC 539150.321401319 0.0998292726 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 547868.619999999 PLN 542822.38 EUR 2024-04-17 -7030.863161547924 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333236 1 NC USD 1254422.17188426 0.2322692726 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 1300000 USD 1300000 JPY 2024-04-17 -45577.82811573986 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333237 1 NC 3391461.43607005 0.6279642519 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 3448443.79 EUR 3435758.66999999 CHF 2024-04-17 -66359.26359162992 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333238 1 NC 1917281.10274774 0.3550044770 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 1951969.12 EUR 1942323.47999999 CHF 2024-04-17 -37530.44654057012 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333239 1 NC USD 425752.433153279 0.0788324778 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 431668.099999999 USD 431668.099999999 CLP 2024-04-17 -5915.66684671992 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333240 1 NC USD 171061.582962773 0.0316738259 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 172667.239999999 USD 172667.239999999 CLP 2024-04-17 -1605.6570372260176 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333241 1 NC USD 159397.804366336 0.0295141563 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 162511.45 USD 162511.45 CLP 2024-04-17 -3113.645633663982 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333242 1 NC USD 1429386.57540676 0.2646657462 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 1445242.95999999 USD 1445242.95999999 CLP 2024-04-17 -15856.384593230207 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333243 1 NC USD 161320.005907328 0.0298700719 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 163476.98 USD 163476.98 CLP 2024-04-17 -2156.974092671997 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333244 1 NC USD 7549326.08052262 1.3978360050 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 7709404.94 USD 7709404.94 CNY 2024-04-17 -160078.8594773803 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333245 1 NC 490261.739999999 0.0907770448 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 490261.739999999 CAD 490261.739999999 USD 2024-04-18 775.1834190000081 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333246 1 NC 372937.53 0.0690532508 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 372937.53 JPY 372937.53 USD 2024-04-18 -4540.031143001048 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333247 1 NC 695312.949999999 0.1287444026 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 695312.949999999 JPY 695312.949999999 USD 2024-04-18 -1148.9736770000309 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333248 1 NC 119052.289999999 0.0220437660 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 119052.289999999 SEK 119052.289999999 USD 2024-04-18 -4781.35904006302 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333249 1 NC 262962.94 0.0486903151 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 262962.94 SEK 262962.94 USD 2024-04-18 -12414.696660001006 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333250 1 NC 277116.125745803 0.0513109242 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 275222.64 JPY 276533.669999999 AUD 2024-04-18 -1213.176234196988 N N N BARCLAYS BANK INTL G5GSEF7VJP5I7OUK5573 333333251 1 NC USD 378971.301793499 0.0701704662 Long DFE CORP N/A N 2 BARCLAYS BANK INTL N/A 381337.809999999 USD 381337.809999999 EUR 2024-04-18 -2366.5082064999733 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333323 1 NC USD 503415.335950799 0.0932125695 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 513380.34 USD 513380.34 TWD 2024-04-18 -9965.00404920103 N N N CITIGROUP GLOBAL MARKETS XKZZ2JZF41MRHTR1V493 333333324 1 NC USD 93342.510972 0.0172833338 Long DFE CORP N/A N 2 CITIGROUP GLOBAL MARKETS N/A 93030.3399999999 USD 93030.3399999999 CLP 2024-05-14 312.17097200010903 N N N GOLDMAN SACHS GROUP INC N/A 333333325 1 NC 1778412.38999999 0.3292914949 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 1778412.38999999 EUR 1778412.38999999 USD 2024-04-09 -13705.163504989818 N N N GOLDMAN SACHS GROUP INC N/A 333333326 1 NC 93037.6799999999 0.0172268912 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 93037.6799999999 EUR 93037.6799999999 USD 2024-04-09 -1294.4908549999236 N N N GOLDMAN SACHS GROUP INC N/A 333333327 1 NC 50885.87 0.0094220465 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 50885.87 EUR 50885.87 USD 2024-04-09 -157.28306100000918 N N N GOLDMAN SACHS GROUP INC N/A 333333328 1 NC 979710.319999999 0.1814035247 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 979710.319999999 NZD 979710.319999999 USD 2024-04-09 -17236.977372199064 N N N GOLDMAN SACHS GROUP INC N/A 333333329 1 NC 143932.94 0.0266506763 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 143932.94 SEK 143932.94 USD 2024-04-09 -5424.868766000029 N N N GOLDMAN SACHS GROUP INC N/A 333333330 1 NC 132760.529999999 0.0245819888 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 132760.529999999 CNY 132760.529999999 USD 2024-04-09 -783.2808579990524 N N N GOLDMAN SACHS GROUP INC N/A 333333331 1 NC USD 4112540.44982399 0.7614795084 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 4138940.58999999 USD 4138940.58999999 CAD 2024-04-09 -26400.140176000074 N N N GOLDMAN SACHS GROUP INC N/A 333333332 1 NC USD 366972.75658 0.0679488111 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 372499.58 USD 372499.58 EUR 2024-04-09 -5526.82342000003 N N N GOLDMAN SACHS GROUP INC N/A 333333333 1 NC USD 271969.28967 0.0503579341 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 281809.489999999 USD 281809.489999999 SEK 2024-04-09 -9840.200329998974 N N N GOLDMAN SACHS GROUP INC N/A 333333334 1 NC USD 613834.4345848 0.1136578106 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 622578.5 USD 622578.5 ZAR 2024-04-09 -8744.065415199846 N N N GOLDMAN SACHS GROUP INC N/A 333333335 1 NC USD 539992.8631448 0.0999852780 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 549209.239999999 USD 549209.239999999 ZAR 2024-04-09 -9216.376855198992 N N N GOLDMAN SACHS GROUP INC N/A 333333336 1 NC USD 1436376.7964468 0.2659600581 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 1450223.48999999 USD 1450223.48999999 ZAR 2024-04-09 -13846.693553189747 N N N GOLDMAN SACHS GROUP INC N/A 333333337 1 NC USD 188208.277934356 0.0348487142 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 190603.91 USD 190603.91 THB 2024-04-09 -2395.632065643964 N N N GOLDMAN SACHS GROUP INC N/A 333333338 1 NC USD 231140.160123 0.0427979974 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 231726.97 USD 231726.97 RON 2024-04-09 -586.8098769999924 N N N GOLDMAN SACHS GROUP INC N/A 333333339 1 NC USD 205937.867478 0.0381315316 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 199230.16 USD 199230.16 MXN 2024-04-09 6707.707478000026 N N N GOLDMAN SACHS GROUP INC N/A 333333340 1 NC 185185.179999999 0.0342889563 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 185185.179999999 CLP 185185.179999999 USD 2024-04-17 -2326.323597781011 N N N GOLDMAN SACHS GROUP INC N/A 333333341 1 NC USD 515945.394176082 0.0955326397 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 520000 USD 520000 GBP 2024-04-17 -4054.605823918013 N N N GOLDMAN SACHS GROUP INC N/A 333333342 1 NC USD 322436.546746425 0.0597024701 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 323600.929999999 USD 323600.929999999 PLN 2024-04-17 -1164.383253574022 N N N GOLDMAN SACHS GROUP INC N/A 333333343 1 NC 210826.309999999 0.0390366774 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 210826.309999999 BRL 210826.309999999 USD 2024-04-18 -2694.037407399039 N N N GOLDMAN SACHS GROUP INC N/A 333333344 1 NC 383721.94 0.0710500961 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 383721.94 EUR 383721.94 USD 2024-04-18 -2591.25756950106 N N N GOLDMAN SACHS GROUP INC N/A 333333345 1 NC 268353.929999999 0.0496885128 Long DFE CORP N/A N 2 GOLDMAN SACHS GROUP INC N/A 268353.929999999 HUF 268353.929999999 USD 2024-04-18 -3875.9275686999317 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333417 1 NC 254908.13 0.0471988835 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 254908.13 AUD 254908.13 USD 2024-04-18 -639.2437520009698 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333418 1 NC 731954.969999999 0.1355290526 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 731954.969999999 EUR 731954.969999999 USD 2024-04-18 -4243.695331000024 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333419 1 NC USD 496944.1345278 0.0920143595 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 500802.96 USD 500802.96 CAD 2024-04-18 -3858.82547219994 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333420 1 NC USD 1151381.67465119 0.2131902561 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 1159664.20999999 USD 1159664.20999999 AUD 2024-04-18 -8282.535348800011 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333421 1 NC USD 375732.230838 0.0695707186 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 377136.609999999 USD 377136.609999999 EUR 2024-04-18 -1404.3791619989788 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333422 1 NC USD 346580.5922385 0.0641729904 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 348430.799999999 USD 348430.799999999 EUR 2024-04-18 -1850.207761498983 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333423 1 NC USD 679651.006192999 0.1258444313 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 697242.479999999 USD 697242.479999999 JPY 2024-04-18 -17591.47380700009 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333424 1 NC USD 1460118.2476556 0.2703560339 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 1511237.87 USD 1511237.87 NZD 2024-04-18 -51119.6223443998 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333425 1 NC USD 416676.686778499 0.0771520092 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 433048.77 USD 433048.77 SEK 2024-04-18 -16372.083221500972 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333426 1 NC USD 407174.5851528 0.0753925966 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 409941.289999999 USD 409941.289999999 CNY 2024-04-18 -2766.704847198911 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333427 1 NC USD 275558.703472799 0.0510225513 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 267060.15 USD 267060.15 MXN 2024-04-18 8498.553472799016 N N N JP MORGAN SECURITIES INC 8I5DZWZKVSZI1NUHU748 333333428 1 NC 7488654.2 1.3866019772 Long DFE CORP N/A N 2 JP MORGAN SECURITIES INC N/A 7488654.2 KRW 7488654.2 USD 2024-05-14 -112707.93775370903 N N N MONUMENTAL GLOBAL FUNDING III N/A 333333429 1 NC 2788914.43999999 0.5163964276 Long DFE CORP N/A N 2 MONUMENTAL GLOBAL FUNDING III N/A 2788914.43999999 MXN 2788914.43999999 USD 2024-04-17 126734.70192088 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333430 1 NC 663791.15 0.1229078145 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 663791.15 EUR 663791.15 USD 2024-04-17 193.88597499998286 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333431 1 NC 330597.419999999 0.0612135404 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 330597.419999999 IDR 330597.419999999 USD 2024-04-17 -5888.774019089993 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333432 1 NC 334724.659999999 0.0619777417 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 334724.659999999 PLN 334724.659999999 USD 2024-04-17 -1292.0385255380534 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333433 1 NC 832334.099999999 0.1541152893 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 832334.099999999 NZD 832334.099999999 USD 2024-04-17 -28192.38542733318 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333434 1 NC 4988774.36 0.9237233028 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 4988774.36 ZAR 4988774.36 USD 2024-04-17 -41030.70135817118 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333435 1 NC 183078.839999999 0.0338989456 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 183078.839999999 COP 183078.839999999 USD 2024-04-17 6393.268709814001 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333436 1 NC USD 129985.627995276 0.0240681869 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 130000 USD 130000 AUD 2024-04-17 -14.372004723991267 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333437 1 NC 311766.634650087 0.0577268252 Long DFE US N 2 MORGAN STANLEY N/A 309222.159999999 EUR 310643.14 CZK 2024-04-17 1856.0705320260022 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333438 1 NC USD 10503669.4888848 1.9448633215 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 10690200.48 USD 10690200.48 EUR 2024-04-17 -186530.99111520126 N N N MORGAN STANLEY FOR8UP27PHTHYVLBNG30 333333439 1 NC 2743966.4863215 0.5080738479 Long DFE CORP N/A N 2 MORGAN STANLEY N/A 2791980.47999999 GBP 2786920.62 EUR 2024-04-17 -67462.31931510009 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333272 1 NC 561990.9 0.1040584426 Long DFE CORP N/A N 2 BNP PARIBAS N/A 561990.9 EUR 561990.9 USD 2024-04-18 -1631.6246985010803 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333273 1 NC 326617.39 0.0604765965 Long DFE CORP N/A N 2 BNP PARIBAS N/A 326617.39 CHF 326617.39 USD 2024-04-18 -9863.478994000005 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333274 1 NC USD 543084.2302055 0.1005576766 Long DFE CORP N/A N 2 BNP PARIBAS N/A 545340.3 USD 545340.3 EUR 2024-04-18 -2256.069794500014 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333275 1 NC USD 327390.074580999 0.0606196671 Long DFE CORP N/A N 2 BNP PARIBAS N/A 338418.159999999 USD 338418.159999999 JPY 2024-04-18 -11028.08541900001 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333276 1 NC 271392.176950014 0.0502510757 Long DFE CORP N/A N 2 BNP PARIBAS N/A 277998.409999999 AUD 276550.239999999 JPY 2024-04-18 -9328.441705984937 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333277 1 NC USD 547855.0173864 0.1014410373 Long DFE CORP N/A N 2 BNP PARIBAS N/A 554332.869999999 USD 554332.869999999 SGD 2024-04-18 -6477.85261359904 N N N BNP PARIBAS 2J5703FH5U5M97R1I237 333333278 1 NC USD 551708.491466666 0.1021545480 Long DFE CORP N/A N 2 BNP PARIBAS N/A 562946.569999999 USD 562946.569999999 CNY 2024-05-14 -11238.078533333028 N N N BROWN BROTHERS HARRIMAN N/A 333333279 1 NC 539119.5 0.0998235657 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 539119.5 EUR 539119.5 USD 2024-04-17 705.7324999999255 N N N BROWN BROTHERS HARRIMAN N/A 333333280 1 NC 3236610 0.5992919029 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 3236610 EUR 3236610 USD 2024-04-17 2341.394999999553 N N N BROWN BROTHERS HARRIMAN N/A 333333281 1 NC 440000 0.0814705625 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 440000 EUR 440000 USD 2024-04-17 -4078.611607361003 N N N BROWN BROTHERS HARRIMAN N/A 333333282 1 NC 559776.01 0.1036483327 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 559776.01 JPY 559776.01 USD 2024-04-17 -17834.951061333995 N N N BROWN BROTHERS HARRIMAN N/A 333333283 1 NC 2639867.08 0.4887987634 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 2639867.08 NOK 2639867.08 USD 2024-04-17 -139415.43331309967 N N N BROWN BROTHERS HARRIMAN N/A 333333284 1 NC 1528948.98999999 0.2831007596 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 1528948.98999999 ZAR 1528948.98999999 USD 2024-04-17 21607.874068000354 N N N BROWN BROTHERS HARRIMAN N/A 333333285 1 NC USD 109710.846810397 0.0203141009 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 110000 USD 110000 CAD 2024-04-17 -289.15318960300647 N N N BROWN BROTHERS HARRIMAN N/A 333333286 1 NC 190677.611143304 0.0353059369 Long DFE US N 2 BROWN BROTHERS HARRIMAN N/A 190000 USD 190000 CZK 2024-04-17 677.6111433040351 N N N BROWN BROTHERS HARRIMAN N/A 333333287 1 NC 86413.6504094805 0.0160003834 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 87196.3099999999 EUR 87226.6699999999 GBP 2024-04-17 -1637.2923905192729 N N N BROWN BROTHERS HARRIMAN N/A 333333288 1 NC USD 2500451.6466869 0.4629845503 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 2632662.6 USD 2632662.6 NOK 2024-04-17 -132210.95331310015 N N N BROWN BROTHERS HARRIMAN N/A 333333289 1 NC USD 207209.817078492 0.0383670463 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 217722.67 USD 217722.67 NOK 2024-04-17 -10512.85292150802 N N N BROWN BROTHERS HARRIMAN N/A 333333290 1 NC 137422.686890843 0.0254452355 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 141694.01 EUR 142139.67 NOK 2024-04-17 -6056.432659157057 N N N BROWN BROTHERS HARRIMAN N/A 333333291 1 NC USD 347918.890800373 0.0644207903 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 362073.88 USD 362073.88 NZD 2024-04-17 -14154.989199626958 N N N BROWN BROTHERS HARRIMAN N/A 333333292 1 NC USD 551228.714163269 0.1020657123 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 559569.56 USD 559569.56 SGD 2024-04-17 -8340.84583673114 N N N BROWN BROTHERS HARRIMAN N/A 333333293 1 NC USD 337747.7342895 0.0625374952 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 332023.159999999 USD 332023.159999999 ILS 2024-04-17 5724.574289500946 N N N BROWN BROTHERS HARRIMAN N/A 333333294 1 NC USD 176463.306836601 0.0326740111 Long DFE CORP N/A N 2 BROWN BROTHERS HARRIMAN N/A 178727.899999999 USD 178727.899999999 RON 2024-04-17 -2264.5931633980363 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333365 1 NC 282878.016525 0.0523777980 Long DFE US N 2 HSBC SECURITIES INC N/A 283213.44 USD 283213.44 CZK 2024-04-09 -335.4234749999596 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333366 1 NC USD 975715.799848 0.1806638978 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 983042.869999999 USD 983042.869999999 EUR 2024-04-09 -7327.070151998894 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333367 1 NC USD 88505.194234 0.0163876544 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 89104.63 USD 89104.63 EUR 2024-04-09 -599.4357660000096 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333368 1 NC USD 336751.470744 0.0623530267 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 339759.859999999 USD 339759.859999999 EUR 2024-04-09 -3008.3892559990054 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333369 1 NC USD 307609.516545 0.0569570917 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 310739.349999999 USD 310739.349999999 EUR 2024-04-09 -3129.833454999025 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333370 1 NC USD 290340.210353 0.0537595006 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 292116.19 USD 292116.19 EUR 2024-04-09 -1775.979646999971 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333371 1 NC USD 321640.827826 0.0595551345 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 323222.659999999 USD 323222.659999999 EUR 2024-04-09 -1581.8321739989333 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333372 1 NC USD 21901126.053352 4.0552205880 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 22141034.1499999 USD 22141034.1499999 JPY 2024-04-09 -239908.09664790332 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333373 1 NC USD 163458.562192399 0.0302660477 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 163742.29 USD 163742.29 PLN 2024-04-09 -283.7278076010407 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333374 1 NC USD 574843.0760072 0.1064381562 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 586845.459999999 USD 586845.459999999 THB 2024-04-09 -12002.383992799092 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333375 1 NC USD 15929508.3680575 2.9495136521 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 16043415.25 USD 16043415.25 CNY 2024-04-09 -113906.88194249943 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333376 1 NC 340000 0.0629545256 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 340000 CNY 340000 USD 2024-04-17 -6369.6409134269925 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333377 1 NC 782257.109999999 0.1448430154 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 782257.109999999 CNY 782257.109999999 USD 2024-04-17 2055.4940441779327 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333378 1 NC 2630000 0.4869717712 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 2630000 MXN 2630000 USD 2024-04-17 86795.9799535498 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333379 1 NC 437029.260920794 0.0809204993 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 443688.45 PLN 440005.789999999 EUR 2024-04-17 -5696.635943360103 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333380 1 NC USD 2571544.94654677 0.4761482120 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 2653565.14 USD 2653565.14 KRW 2024-04-17 -82020.19345322996 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333381 1 NC 240996.2 0.0446229454 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 240996.2 JPY 240996.2 USD 2024-04-18 -2546.112686000997 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333382 1 NC 322954.729999999 0.0597984171 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 322954.729999999 JPY 322954.729999999 USD 2024-04-18 -5027.907174999942 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333383 1 NC 112995.88 0.0209223589 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 112995.88 SEK 112995.88 USD 2024-04-18 -4362.649119000998 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333384 1 NC 3436033.97 0.6362173188 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 3436033.97 CHF 3436033.97 USD 2024-04-18 -96225.18904201034 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333385 1 NC 14441.44 0.0026739824 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 14441.44 CHF 14441.44 USD 2024-04-18 -430.9032642780985 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333386 1 NC 266195.19 0.0492887997 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 266195.19 TWD 266195.19 USD 2024-04-18 -5033.052593601053 N N N HSBC SECURITIES INC CYYGQCGNHMHPSMRL3R97 333333387 1 NC 551978.01 0.1022044522 Long DFE CORP N/A N 2 HSBC SECURITIES INC N/A 551978.01 INR 551978.01 USD 2024-04-18 -4248.444887200836 N N N STATE STREET BANK N/A 333333459 1 NC USD 745835.440813986 0.1380991657 Long DFE CORP N/A N 2 STATE STREET BANK N/A 760000 USD 760000 CNY 2024-04-17 -14164.559186013881 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333460 1 NC 832628.8 0.1541698561 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 832628.8 ZAR 832628.8 USD 2024-04-17 -10999.867529776879 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333461 1 NC 832555.329999999 0.1541562524 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 832555.329999999 ZAR 832555.329999999 USD 2024-04-17 -10926.397529775975 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333462 1 NC 316031.88 0.0585165796 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 316031.88 CNY 316031.88 USD 2024-04-17 760.5968431809451 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333463 1 NC 2774578.95 0.5137420630 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 2774578.95 MXN 2774578.95 USD 2024-04-17 141070.19192086998 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333464 1 NC 2767917.85 0.5125086913 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 2767917.85 MXN 2767917.85 USD 2024-04-17 147731.29132121988 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333465 1 NC 2761804.27999999 0.5113767004 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 2761804.27999999 MXN 2761804.27999999 USD 2024-04-17 153844.8613212295 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333466 1 NC 490000 0.0907285810 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 490000 MXN 490000 USD 2024-04-17 21897.691939802025 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333467 1 NC USD 150945.120741007 0.0279490543 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 157672.959999999 USD 157672.959999999 HUF 2024-04-17 -6727.839258991997 N N N TORONTO DOMINION BANK SUVUFHICNZMP2WKHG940 333333468 1 NC USD 357560.199662788 0.0662059786 Long DFE CORP N/A N 2 TORONTO DOMINION BANK N/A 362168.34 USD 362168.34 BRL 2024-05-03 -4608.140337212011 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333469 1 NC 387815.76 0.0718081093 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 387815.76 CLP 387815.76 USD 2024-04-17 -2843.1304465919966 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333470 1 NC 665000 0.1231316456 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 665000 COP 665000 USD 2024-04-17 15842.4246749999 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333471 1 NC 2787392.37 0.5161146006 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 2787392.37 MXN 2787392.37 USD 2024-04-17 128256.77192087006 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333472 1 NC USD 7208208.0715056 1.3346744685 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 7272047.57 USD 7272047.57 CAD 2024-04-17 -63839.498494401574 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333473 1 NC USD 7017728.02249999 1.2994051122 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 7059604.5 USD 7059604.5 EUR 2024-04-17 -41876.47750001028 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333474 1 NC USD 19586028.192037 3.6265562130 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 20519979.7399999 USD 20519979.7399999 JPY 2024-04-17 -933951.5479628965 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333475 1 NC USD 364779.081280789 0.0675426294 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 370000 USD 370000 KRW 2024-04-17 -5220.918719211011 N N N UBS INVESTMENT BANK BFM8T61CT2L1QCEMIK50 333333476 1 NC USD 1343491.50049492 0.2487613824 Long DFE CORP N/A N 2 UBS INVESTMENT BANK N/A 1427937.42999999 USD 1427937.42999999 CHF 2024-04-17 -84445.92950506974 N N N UNICREDIT BANK AG LONDON N/A 333333477 1 NC 694802.460086408 0.1286498801 Long DFE US N 2 UNICREDIT BANK AG LONDON N/A 703008.26 CZK 700783.92 EUR 2024-04-17 -17020.333478354267 N N N WELLS FARGO BANK NA N/A 333333478 1 NC 900000 0.1666443324 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 900000 EUR 900000 USD 2024-04-17 -6112.3046195870265 N N N WELLS FARGO BANK NA N/A 333333479 1 NC 250000 0.0462900923 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 250000 JPY 250000 USD 2024-04-17 -3783.609531583963 N N N WELLS FARGO BANK NA N/A 333333480 1 NC 360000 0.0666577329 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 360000 JPY 360000 USD 2024-04-17 670.6899062179727 N N N WELLS FARGO BANK NA N/A 333333481 1 NC 925925.93 0.1714447871 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 925925.93 CLP 925925.93 USD 2024-04-17 -23386.387071574107 N N N WELLS FARGO BANK NA N/A 333333482 1 NC 665000 0.1231316456 Long DFE CORP N/A N 2 WELLS FARGO BANK NA N/A 665000 COP 665000 USD 2024-04-17 16014.051200000104 N N N 2024-04-30 EMPOWER FUNDS, INC. /s/Kelly New Kelly New Treasurer, Empower Funds, Inc. XXXX