NPORT-P false 0000810893 XXXXXXXX S000023224 C000067743 C000067744 C000067746 C000067747 PIMCO Funds 811-05028 0000810893 5493003B5Y5GR0Y25Y76 650 Newport Center Drive Newport Beach 92660 (888) 877-4626 PIMCO Global Core Asset Allocation Fund S000023224 YB8LA59EIUIEOFQSLY54 2023-03-31 2022-06-30 N 433656675.520000 153328166.760000 280328508.760000 0.000000 20414778.060000 25288507.860000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 0.000000 15144504.460000 SGD AUD BRL CAD CHF CLP ARS COP CZK EUR GBP HKD HUF ILS INR JPY USD THB PEN PLN SEK CNY KRW MYR ZAR N N/A N/A 000000000 1.000000 NC -2072.890000 -0.0007395 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 299690.690000 USD 284000.000000 EUR 2022-07-05 -2072.890000 N N N N/A N/A 000000000 1.000000 NC 184.100000 0.0000657 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 24228.950000 USD 9260000.000000 HUF 2022-07-21 184.100000 N N N N/A N/A 000000000 1.000000 NC 88.000000 0.0000314 N/A DFE HU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 9716.770000 USD 3719000.000000 HUF 2022-07-21 88.000000 N N N N/A N/A 000000000 1.000000 NC 276.740000 0.0000987 N/A DFE MX N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 392465.270000 USD 8003000.000000 MXN 2022-09-15 276.740000 N N N N/A N/A 000000000 1.000000 NC -38053.330000 -0.0135745 N/A DFE SE N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 834260.470000 USD 8145000.000000 SEK 2022-07-05 -38053.330000 N N N N/A N/A 000000000 1.000000 NC -4110.910000 -0.0014665 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 202000.000000 USD 5869817.000000 TWD 2022-08-10 -4110.910000 N N N N/A N/A 000000000 1.000000 NC 2226.840000 0.0007944 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 412724.370000 USD 6837000.000000 ZAR 2022-11-08 2226.840000 N N N N/A N/A 000000000 1.000000 NC -2518.140000 -0.0008983 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 373831.800000 USD 6118000.000000 ZAR 2022-11-08 -2518.140000 N N N N/A N/A 000000000 1.000000 NC -5744.630000 -0.0020492 N/A DFE ZA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 323892.100000 USD 5242000.000000 ZAR 2022-11-08 -5744.630000 N N N N/A N/A 000000000 1.000000 NC -13165.430000 -0.0046964 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8492643.000000 AUD 5848883.230000 USD 2022-07-05 -13165.430000 N N N N/A N/A 000000000 1.000000 NC 3000.550000 0.0010704 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1369000.000000 AUD 947953.100000 USD 2022-07-05 3000.550000 N N N N/A N/A 000000000 1.000000 NC 33228.640000 0.0118535 N/A DFE BR N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 4049493.720000 BRL 807000.000000 USD 2022-07-05 33228.640000 N N N N/A N/A 000000000 1.000000 NC 158778.010000 0.0566400 N/A DFE CL N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1426407681.000000 CLP 1702258.700000 USD 2022-08-05 158778.010000 N N N N/A N/A 000000000 1.000000 NC -8096.870000 -0.0028884 N/A DFE N/A N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1098000.000000 EUR 1142552.230000 USD 2022-07-05 -8096.870000 N N N N/A N/A 000000000 1.000000 NC 3662.300000 0.0013064 N/A DFE IN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 28555254.000000 INR 364000.000000 USD 2022-08-10 3662.300000 N N N N/A N/A 000000000 1.000000 NC 119832.130000 0.0427470 N/A DFE JP N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 740209420.000000 JPY 5604742.420000 USD 2022-09-20 119832.130000 N N N N/A N/A 000000000 1.000000 NC 3450.940000 0.0012310 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 8707298.000000 TWD 297000.000000 USD 2022-08-10 3450.940000 N N N N/A N/A 000000000 1.000000 NC 0.340000 0.0000001 N/A DFE TW N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1898368.000000 TWD 64000.000000 USD 2022-08-10 0.340000 N N N N/A N/A 000000000 1.000000 NC -74.770000 -0.0000267 N/A DE ES N 1 MEFF RENTA VARIABLE N/A Long N/A IBEX 35 INDEX 2022-07-15 84250.990000 EUR -74.770000 N N N N/A N/A 000000000 1.000000 NC USD -5623.660000 -0.0020061 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 N/A US SOFR COMPOUNDED INDEX Y 2022-09-20 0.000000 USD -106.170000 USD 100000.000000 USD -5517.490000 N N N N/A N/A 000000000 1.000000 NC USD 1499.390000 0.0005349 N/A DCR US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 N/A US SOFR COMPOUNDED INDEX Y 2022-12-20 0.000000 USD -124.740000 USD 100000.000000 USD 1624.130000 N N N N/A N/A 000000000 1.000000 NC USD 3466.360000 0.0012365 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A ILLINOIS TOOL WORKS INC Y 2023-06-28 0.000000 USD 0.000000 USD 860006.000000 USD 3466.360000 N N N N/A N/A 000000000 -6400000.000000 NC -92113.100000 -0.0328590 N/A DIR DE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Call Written Eurostat Eurozone HICP Ex Tob N/A N/A N/A 3.000000 EUR 2035-06-22 XXXX 216047.000000 N N N N/A N/A 000000000 21.000000 NC -66429.720000 -0.0236971 N/A DIR DE N 1 Eurex N/A Long N/A ITALY GOVT 2022-09-08 2709495.680000 EUR -66429.720000 N N N N/A N/A 000000000 1.000000 NC 3096.190000 0.0011045 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE CROSSOVER SERIES 37 Y Single Leg Swap 2027-06-22 0.000000 EUR -5791.960000 EUR 100000.000000 EUR 8888.150000 N N N N/A N/A 000000000 1.000000 NC -1788.220000 -0.0006379 N/A DCR N/A N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A ITRAXX EUROPE SERIES 37 Y Single Leg Swap 2027-06-22 3160.700000 EUR 0.000000 EUR 200000.000000 EUR -4948.920000 N N N N/A N/A 000000000 10.000000 NC 104337.040000 0.0372196 N/A DIR JP N 1 OSAKA SECURITIES EXCHANGE N/A Long N/A JAPAN GOVT 2022-09-12 10952977.590000 JPY 104337.040000 N N N N/A N/A 000000000 1.000000 NC USD 335.310000 0.0001196 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A JB HUNT TRANSPORT SERVICES INC Y 2023-06-28 0.000000 USD 0.000000 USD 299516.000000 USD 335.310000 N N N N/A N/A 000000000 1.000000 NC -8428.820000 -0.0030068 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 838762.140000 USD 2899000.000000 ILS 2022-07-15 -8428.820000 N N N N/A N/A 000000000 1.000000 NC -4983.670000 -0.0017778 N/A DFE SG N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 473593.000000 USD 650999.040000 SGD 2022-08-10 -4983.670000 N N N N/A N/A 000000000 1.000000 NC -3374.190000 -0.0012037 N/A DFE ZA N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 321278.890000 USD 5238000.000000 ZAR 2022-11-08 -3374.190000 N N N N/A N/A 000000000 1.000000 NC 6938.940000 0.0024753 N/A DFE IL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 200040.000000 ILS 64863.810000 USD 2022-12-07 6938.940000 N N N N/A N/A 000000000 1.000000 NC -5192.320000 -0.0018522 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 11054000.000000 MXN 543509.700000 USD 2022-07-15 -5192.320000 N N N N/A N/A 000000000 1.000000 NC 239.210000 0.0000853 N/A DFE MX N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 229000.000000 MXN 11606.390000 USD 2022-07-15 239.210000 N N N N/A N/A 000000000 1.000000 NC -158827.930000 -0.0566578 N/A DFE CL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2433564.110000 USD 2091648353.000000 CLP 2022-07-15 -158827.930000 N N N N/A N/A 000000000 1.000000 NC -14662.060000 -0.0052303 N/A DFE CL N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 801900.000000 USD 723875130.000000 CLP 2022-07-15 -14662.060000 N N N N/A N/A 000000000 1.000000 NC 716.190000 0.0002555 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 147572.000000 USD 992849.660000 CNY 2022-08-10 716.190000 N N N N/A N/A 000000000 1.000000 NC 98.320000 0.0000351 N/A DFE CN N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 40078.480000 USD 269000.000000 CNY 2022-08-10 98.320000 N N N N/A N/A 000000000 1.000000 NC 743.650000 0.0002653 N/A DFE CZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 102916.770000 USD 2450000.000000 CZK 2022-07-15 743.650000 N N N N/A N/A 000000000 1.000000 NC 412.550000 0.0001472 N/A DFE CZ N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 1165413.120000 CZK 49721.620000 USD 2022-07-15 412.550000 N N N N/A N/A 000000000 1.000000 NC 1166.680000 0.0004162 N/A DFE KR N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 125702150.000000 KRW 98749.470000 USD 2022-08-10 1166.680000 N N N N/A N/A 000000000 1.000000 NC 5064.490000 0.0018066 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 2374166.000000 TWD 85417.000000 USD 2022-09-21 5064.490000 N N N N/A N/A 000000000 1.000000 NC 3224.340000 0.0011502 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 15393433.000000 TWD 522183.000000 USD 2022-08-10 3224.340000 N N N N/A N/A 000000000 1.000000 NC 1750.720000 0.0006245 N/A DFE TW N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 6554633.000000 TWD 222727.000000 USD 2022-08-10 1750.720000 N N N N/A N/A 000000000 1.000000 NC USD -724.280000 -0.0002584 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A KNIGHT-SWIFT TRANSPORTATION HOLDINGS INC Y 2023-06-28 0.000000 USD 0.000000 USD 309406.000000 USD -724.280000 N N N N/A N/A 000000000 1.000000 NC -5441.740000 -0.0019412 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 112154.000000 USD 757395.590000 DKK 2022-07-01 -5441.740000 N N N N/A N/A 000000000 1.000000 NC -1320.690000 -0.0004711 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 148592.000000 USD 1043375.880000 DKK 2022-08-01 -1320.690000 N N N N/A N/A 000000000 1.000000 NC 11722.800000 0.0041818 N/A DFE GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1526944.740000 USD 1264000.000000 GBP 2022-07-05 11722.800000 N N N N/A N/A 000000000 1.000000 NC -7284.180000 -0.0025984 N/A DFE TH N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 302051.000000 USD 10406412.080000 THB 2022-08-10 -7284.180000 N N N N/A N/A 000000000 1.000000 NC -1514.070000 -0.0005401 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 27414.000000 USD 765262.000000 TWD 2022-09-21 -1514.070000 N N N N/A N/A 000000000 1.000000 NC -3934.500000 -0.0014035 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 241000.000000 USD 7031874.000000 TWD 2022-08-10 -3934.500000 N N N N/A N/A 000000000 1.000000 NC -164.430000 -0.0000587 N/A DFE AU N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 105561.000000 AUD 72713.900000 USD 2022-08-02 -164.430000 N N N N/A N/A 000000000 1.000000 NC 11679.500000 0.0041664 N/A DFE CL N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 726617628.000000 CLP 801900.000000 USD 2022-07-15 11679.500000 N N N N/A N/A 000000000 1.000000 NC -17001.570000 -0.0060649 N/A DFE CN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 44083653.960000 CNY 6566419.000000 USD 2022-08-10 -17001.570000 N N N N/A N/A 000000000 1.000000 NC 49524.130000 0.0176665 N/A DFE CO N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 3366081720.000000 COP 846000.000000 USD 2022-10-18 49524.130000 N N N N/A N/A 000000000 1.000000 NC -405.220000 -0.0001446 N/A DFE CZ N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 4722000.000000 CZK 199384.370000 USD 2022-07-15 -405.220000 N N N N/A N/A 000000000 1.000000 NC 1288.590000 0.0004597 N/A DFE DK N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 1045493.310000 DKK 148592.000000 USD 2022-07-01 1288.590000 N N N N/A N/A 000000000 1.000000 NC 10036.310000 0.0035802 N/A DFE IN N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 55437968.750000 INR 709606.000000 USD 2022-08-10 10036.310000 N N N N/A N/A 000000000 1.000000 NC 1428.770000 0.0005097 N/A DFE KR N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 162697361.000000 KRW 127731.000000 USD 2022-08-10 1428.770000 N N N N/A N/A 000000000 1.000000 NC -8794.300000 -0.0031371 N/A DFE NO N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 7945000.000000 NOK 797829.250000 USD 2022-07-05 -8794.300000 N N N N/A N/A 000000000 1.000000 NC 1524.990000 0.0005440 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 6527039.000000 TWD 221571.000000 USD 2022-08-10 1524.990000 N N N N/A N/A 000000000 1.000000 NC 4135.960000 0.0014754 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5839412.000000 TWD 201000.000000 USD 2022-08-10 4135.960000 N N N N/A N/A 000000000 1.000000 NC 3950.790000 0.0014093 N/A DFE TW N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 5933891.000000 TWD 204000.000000 USD 2022-08-10 3950.790000 N N N N/A N/A 000000000 1.000000 NC USD 1045133.460000 0.3728245 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A MSCI ACWI NET TOTAL RETURN USD INDEX Y 2022-09-07 0.000000 USD 0.000000 USD 12705610.460000 USD 1045133.460000 N N N N/A N/A 000000000 1.000000 NC USD 35062.780000 0.0125077 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A MSCI ACWI NET TOTAL RETURN USD INDEX Y 2022-09-07 0.000000 USD 0.000000 USD 6050040.410000 USD 35062.780000 N N N N/A N/A 000000000 1.000000 NC USD -300946.740000 -0.1073550 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EMERGING MARKETS USD INDEX N/A N/A Y 2023-06-07 0.000000 USD 0.000000 USD 4665254.620000 USD -300946.740000 N N N N/A N/A 000000000 1.000000 NC USD -300484.110000 -0.1071900 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EMERGING MARKETS USD INDEX N/A N/A Y 2022-12-07 0.000000 USD 0.000000 USD 4665254.620000 USD -300484.110000 N N N N/A N/A 000000000 1.000000 NC USD -300103.140000 -0.1070541 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EMERGING MARKETS USD INDEX N/A N/A Y 2022-09-07 0.000000 USD 0.000000 USD 4665254.620000 USD -300103.140000 N N N N/A N/A 000000000 1.000000 NC USD -300810.670000 -0.1073065 N/A DE US N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MSCI DAILY TR NET EMERGING MARKETS USD INDEX N/A N/A Y 2023-03-08 0.000000 USD 0.000000 USD 4665254.620000 USD -300810.670000 N N N N/A N/A 000000000 105.000000 NC USD 11715.220000 0.0041791 N/A DE US N 1 New York Futures Exchange N/A Long MSCI EMERGING MARKETS INDEX N/A N/A 2022-09-16 5264175.000000 USD 11715.220000 N N N N/A N/A 000000000 1.000000 NC USD -6813.770000 -0.0024306 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NASDAQ 100 STOCK INDEX N/A N/A 2022-09-16 230590.000000 USD -6813.770000 N N N N/A N/A 000000000 1.000000 NC -13502.880000 -0.0048168 N/A DFE CL N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 258000.000000 USD 224818156.000000 CLP 2022-07-15 -13502.880000 N N N N/A N/A 000000000 1.000000 NC 548.190000 0.0001956 N/A DFE SE N 2 NATWEST MARKETS PLC RR3QWICWWIPCS8A4S074 600000.000000 SEK 59200.650000 USD 2022-07-05 548.190000 N N N N/A N/A 000000000 94.000000 NC -389703.710000 -0.1390168 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long NIKKEI 225 STOCK AVERAGE INDEX N/A N/A 2022-09-08 9141583.140000 JPY -389703.710000 N N N N/A N/A 000000000 1.000000 NC USD -6671.630000 -0.0023799 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A OLD DOMINION FREIGHT LINE INC Y 2023-06-28 0.000000 USD 0.000000 USD 300852.000000 USD -6671.630000 N N N N/A N/A 000000000 -1.000000 NC 874.170000 0.0003118 N/A DE SE N 1 OMX NORDIC EXCHANGE STOCKHOLM AB N/A Short N/A OMX STOCKHOLM 30 INDEX 2022-07-15 -18284.900000 SEK 874.170000 N N N AVOLON HOLDINGS FUNDING LIMITED 635400ZRKEX9L1BKCH30 05401AAL5 100000.000000 PA USD 92731.920000 0.0330797 Long DBT CORP KY N 2 2026-04-15 Fixed 4.25 N N N N N N N/A N/A 000000000 1.000000 NC 31986.700000 0.0114104 N/A DFE CL N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 284141592.000000 CLP 341000.000000 USD 2022-07-15 31986.700000 N N N N/A N/A 000000000 1.000000 NC -4.800000 -0.0000017 N/A DFE HK N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 747000.000000 HKD 95383.330000 USD 2022-09-09 -4.800000 N N N N/A N/A 000000000 1.000000 NC -770.240000 -0.0002748 N/A DFE MX N 2 Royal Bank of Canada ES7IP3U3RHIGC71XBU11 1424000.000000 MXN 69206.170000 USD 2022-09-08 -770.240000 N N N N/A N/A 000000000 516.000000 NC USD -2348151.870000 -0.8376429 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long S&P 500 INDEX N/A N/A 2022-09-16 97769100.000000 USD -2348151.870000 N N N N/A N/A 000000000 47.000000 NC -51987.920000 -0.0185454 N/A DE AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long S&P/ASX 200 INDEX N/A N/A 2022-09-15 5240155.310000 AUD -51987.920000 N N N N/A N/A 000000000 35.000000 NC -314877.970000 -0.1123246 N/A DE CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Long S&P/TSX 60 INDEX N/A N/A 2022-09-15 6213098.200000 CAD -314877.970000 N N N N/A N/A 000000000 1.000000 NC -469351.280000 -0.1674290 N/A DFE N/A N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 18782579.340000 USD 17475288.000000 EUR 2022-07-05 -469351.280000 N N N N/A N/A 000000000 1.000000 NC -1214.170000 -0.0004331 N/A DFE IN N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 120000.000000 USD 9413280.000000 INR 2022-08-10 -1214.170000 N N N N/A N/A 000000000 1.000000 NC 133.220000 0.0000475 N/A DFE ZA N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 211000.000000 ZAR 13046.850000 USD 2022-08-16 133.220000 N N N N/A N/A 000000000 1.000000 NC -14001.790000 -0.0049948 N/A DFE BR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 776000.000000 USD 3987879.520000 BRL 2022-07-05 -14001.790000 N N N N/A N/A 000000000 1.000000 NC 11144.830000 0.0039756 N/A DFE CA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5208103.000000 USD 6718432.400000 CAD 2022-08-02 11144.830000 N N N N/A N/A 000000000 1.000000 NC -73.760000 -0.0000263 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 490776.000000 USD 3285450.850000 CNY 2022-08-10 -73.760000 N N N N/A N/A 000000000 1.000000 NC 462.500000 0.0001650 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 269419.000000 USD 1806966.290000 CNY 2022-08-10 462.500000 N N N N/A N/A 000000000 1.000000 NC -200424.470000 -0.0714963 N/A DFE CO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4461100.020000 USD 17920015708.000000 COP 2022-09-21 -200424.470000 N N N N/A N/A 000000000 1.000000 NC -4331.530000 -0.0015452 N/A DFE IL N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 125952.370000 USD 424623.220000 ILS 2022-07-15 -4331.530000 N N N N/A N/A 000000000 1.000000 NC -819.650000 -0.0002924 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 90000.000000 USD 7067169.000000 INR 2022-08-10 -819.650000 N N N N/A N/A 000000000 1.000000 NC -1672.140000 -0.0005965 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 129000.000000 USD 10090199.400000 INR 2022-08-10 -1672.140000 N N N N/A N/A 000000000 1.000000 NC 285.620000 0.0001019 N/A DFE KR N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 106000.000000 USD 136912780.000000 KRW 2022-08-10 285.620000 N N N N/A N/A 000000000 1.000000 NC -42415.130000 -0.0151305 N/A DFE SE N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 911449.080000 USD 8890000.000000 SEK 2022-07-05 -42415.130000 N N N N/A N/A 000000000 1.000000 NC -20005.910000 -0.0071366 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 777624.160000 USD 12483000.000000 ZAR 2022-11-08 -20005.910000 N N N N/A N/A 000000000 1.000000 NC 5451.860000 0.0019448 N/A DFE CN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 70563885.260000 CNY 10543410.770000 USD 2022-08-10 5451.860000 N N N N/A N/A 000000000 1.000000 NC -877.920000 -0.0003132 N/A DFE CO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 28661254560.000000 COP 6743427.930000 USD 2022-11-16 -877.920000 N N N N/A N/A 000000000 1.000000 NC 4097.740000 0.0014618 N/A DFE GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 377000.000000 GBP 463019.940000 USD 2022-07-05 4097.740000 N N N N/A N/A 000000000 1.000000 NC 623.600000 0.0002225 N/A DFE IN N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 4150610.200000 INR 53000.000000 USD 2022-08-10 623.600000 N N N N/A N/A 000000000 1.000000 NC -5557.010000 -0.0019823 N/A DFE NO N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6770000.000000 NOK 681773.570000 USD 2022-07-05 -5557.010000 N N N N/A N/A 000000000 1.000000 NC 6914.320000 0.0024665 N/A DFE TW N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 20617740.000000 TWD 702000.000000 USD 2022-08-10 6914.320000 N N N N/A N/A 000000000 1.000000 NC 21938.270000 0.0078259 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 5884000.000000 ZAR 382051.000000 USD 2022-08-16 21938.270000 N N N N/A N/A 000000000 1.000000 NC 34148.910000 0.0121817 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6188439.450000 ZAR 409737.680000 USD 2022-11-08 34148.910000 N N N N/A N/A 000000000 1.000000 NC 36459.420000 0.0130060 N/A DFE ZA N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 6103693.660000 ZAR 406904.800000 USD 2022-11-08 36459.420000 N N N N/A N/A 000000000 1.000000 NC -78890.860000 -0.0281423 N/A DFE CO N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 886000.000000 USD 3411020260.000000 COP 2022-10-18 -78890.860000 N N N N/A N/A 000000000 1.000000 NC -2554.810000 -0.0009114 N/A DFE KR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 126000.000000 USD 159017040.000000 KRW 2022-08-10 -2554.810000 N N N N/A N/A 000000000 1.000000 NC -1255.330000 -0.0004478 N/A DFE MY N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 181845.680000 USD 796575.000000 MYR 2022-09-21 -1255.330000 N N N N/A N/A 000000000 1.000000 NC -1592.410000 -0.0005681 N/A DFE TW N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 168000.000000 USD 4936008.000000 TWD 2022-08-10 -1592.410000 N N N N/A N/A 000000000 1.000000 NC 4027.570000 0.0014367 N/A DFE KR N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 448243840.000000 KRW 352000.000000 USD 2022-08-10 4027.570000 N N N N/A N/A 000000000 1.000000 NC 6238.890000 0.0022256 N/A DFE TW N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 6459264.000000 TWD 224000.000000 USD 2022-08-10 6238.890000 N N N N/A N/A 000000000 1.000000 NC 592.360000 0.0002113 N/A DFE TW N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 2029118.000000 TWD 69000.000000 USD 2022-08-10 592.360000 N N N N/A N/A 000000000 1093.000000 NC -268362.180000 -0.0957313 N/A DE DE N 1 Eurex N/A Long N/A STOXX EUROPE 600 PRICE INDEX EUR 2022-09-16 23183085.250000 EUR -268362.180000 N N N AGREE REALTY CORPORATION N/A 008492100 14473.000000 NS USD 1043937.490000 0.3723979 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -171143.260000 -0.0610510 N/A DIR CA N 2 London Clearing house N/A CAD-BA-CDOR 3M N/A N/A Y 2052-09-23 0.000000 CAD -101278.360000 CAD 900000.000000 CAD -69864.900000 N N N N/A N/A 000000000 1.000000 NC 130933.430000 0.0467071 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2027-01-14 0.000000 CLP 0.000000 CLP 2677000000.000000 CLP 130933.430000 N N N N/A N/A 000000000 1.000000 NC 42653.450000 0.0152155 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2032-02-23 0.000000 CLP 0.000000 CLP 1073500000.000000 CLP 42653.450000 N N N N/A N/A 000000000 1.000000 NC 41571.700000 0.0148296 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2027-02-11 0.000000 CLP 0.000000 CLP 1075200000.000000 CLP 41571.700000 N N N N/A N/A 000000000 1.000000 NC -70578.910000 -0.0251772 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2027-03-03 0.000000 CLP 0.000000 CLP 2299700000.000000 CLP -70578.910000 N N N N/A N/A 000000000 1.000000 NC -44884.540000 -0.0160114 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2027-03-08 0.000000 CLP 0.000000 CLP 1597800000.000000 CLP -44884.540000 N N N N/A N/A 000000000 1.000000 NC -41486.360000 -0.0147992 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2027-03-08 0.000000 CLP 0.000000 CLP 1501900000.000000 CLP -41486.360000 N N N N/A N/A 000000000 1.000000 NC -99121.580000 -0.0353591 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2024-04-05 0.000000 CLP 0.000000 CLP 3545800000.000000 CLP -99121.580000 N N N N/A N/A 000000000 1.000000 NC 28595.080000 0.0102006 N/A DIR CL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Sinacofi Chile Interbank Rate N/A N/A Y 2024-06-28 0.000000 CLP 0.000000 CLP 3143000000.000000 CLP 28595.080000 N N N N/A N/A 000000000 1.000000 NC -2654.380000 -0.0009469 N/A DIR CN N 2 London Clearing house N/A CHINA FIXING REPO RATES 7 DAY N/A N/A Y 2026-12-15 144.360000 CNY 0.000000 CNY 7100000.000000 CNY -2798.740000 N N N N/A N/A 000000000 1.000000 NC 797655.690000 0.2845432 N/A DIR CZ N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 CZK-PRIBOR-Reference Banks 6M N/A N/A Y 2026-08-10 337989.380000 CZK 0.000000 CZK 145000000.000000 CZK 459666.310000 N N N N/A N/A 000000000 1.000000 NC -294398.480000 -0.1050191 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2027-09-21 0.000000 EUR -285742.850000 EUR 2700000.000000 EUR -8655.630000 N N N N/A N/A 000000000 1.000000 NC 960567.610000 0.3426578 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2024-09-23 1097655.750000 EUR 0.000000 EUR 21800000.000000 EUR -137088.140000 N N N N/A N/A 000000000 1.000000 NC -1458457.050000 -0.5202671 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2031-02-17 0.000000 EUR -890594.000000 EUR 8700000.000000 EUR -567863.050000 N N N N/A N/A 000000000 1.000000 NC -2157395.880000 -0.7695956 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2032-09-21 0.000000 EUR -1627795.530000 EUR 11200000.000000 EUR -529600.350000 N N N N/A N/A 000000000 1.000000 NC -782791.090000 -0.2792406 N/A DIR N/A N 2 London Clearing house N/A N/A Euribor 6 Month ACT/360 Y 2052-09-23 0.000000 EUR -341551.540000 EUR 2200000.000000 EUR -441239.550000 N N N N/A N/A 000000000 1.000000 NC 669899.520000 0.2389695 N/A DIR HU N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 BUBOR HKK 6M N/A N/A Y 2026-11-09 310520.490000 HUF 0.000000 HUF 1622900000.000000 HUF 359379.030000 N N N N/A N/A 000000000 1.000000 NC -220450.740000 -0.0786401 N/A DIR IL N 2 London Clearing house N/A TELBOR ILS 3M N/A N/A Y 2027-02-11 0.000000 ILS 0.000000 ILS 13200000.000000 ILS -220450.740000 N N N N/A N/A 000000000 1.000000 NC -245232.360000 -0.0874803 N/A DIR KR N 2 London Clearing house N/A SOUTH KOREAN WON 3 MONTH N/A N/A Y 2031-03-17 0.000000 KRW -25335.890000 KRW 1951100000.000000 KRW -219896.470000 N N N N/A N/A 000000000 1.000000 NC -32501.350000 -0.0115940 N/A DIR KR N 2 London Clearing house N/A SOUTH KOREAN WON 3 MONTH N/A N/A Y 2027-03-16 3687.650000 KRW 0.000000 KRW 962400000.000000 KRW -36189.000000 N N N N/A N/A 000000000 1.000000 NC -9.750000 -0.0000035 N/A DIR KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 SOUTH KOREAN WON 3 MONTH N/A N/A Y 2029-07-02 0.000000 KRW 0.000000 KRW 100000.000000 KRW -9.750000 N N N N/A N/A 000000000 1.000000 NC -30740.810000 -0.0109660 N/A DIR MY N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A Klibor Interbank Offered Rate Y 2026-12-15 0.000000 MYR -7329.980000 MYR 3000000.000000 MYR -23410.830000 N N N N/A N/A 000000000 1.000000 NC -250913.970000 -0.0895071 N/A DIR MY N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A Klibor Interbank Offered Rate Y 2027-03-16 0.000000 MYR -38813.360000 MYR 29800000.000000 MYR -212100.610000 N N N N/A N/A 000000000 1.000000 NC 500537.020000 0.1785537 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2026-11-09 173266.590000 PLN 0.000000 PLN 16700000.000000 PLN 327270.430000 N N N N/A N/A 000000000 1.000000 NC -211360.140000 -0.0753973 N/A DIR PL N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 WIBOR PLN 6M N/A N/A Y 2027-02-08 0.000000 PLN -64201.930000 PLN 9200000.000000 PLN -147158.210000 N N N ABB LTD 5493000LKVGOO9PELI61 710889908 9686.000000 NS 258320.390000 0.0921492 Long EC CORP CH N 1 N N N N/A N/A 000000000 1.000000 NC -414038.180000 -0.1476975 N/A DIR TH N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 Thailand 6M N/A N/A Y 2026-09-15 0.000000 THB -54831.290000 THB 222900000.000000 THB -359206.890000 N N N N/A N/A 000000000 1.000000 NC -77091.740000 -0.0275005 N/A DIR TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 Thailand 6M N/A N/A Y 2027-06-15 0.000000 THB -34204.010000 THB 60900000.000000 THB -42887.730000 N N N N/A N/A 000000000 1.000000 NC USD 219370.770000 0.0782549 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 USD-LIBOR-BBA-Bloomberg 3M N/A N/A Y 2025-06-17 0.000000 USD -191638.170000 USD 4100000.000000 USD 411008.940000 N N N N/A N/A 000000000 1.000000 NC -144831.170000 -0.0516648 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2026-11-04 0.000000 ZAR -19081.940000 ZAR 52300000.000000 ZAR -125749.230000 N N N N/A N/A 000000000 1.000000 NC -99180.300000 -0.0353800 N/A DIR ZA N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A SAFE South Africa Johannesburg Interbank Agreed Rate 3 Month Y 2027-04-26 0.000000 ZAR -114065.120000 ZAR 48900000.000000 ZAR 14884.820000 N N N N/A N/A 000000000 1.000000 NC 346347.210000 0.1235505 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-08-26 0.000000 COP 0.000000 COP 9600000000.000000 COP 346347.210000 N N N N/A N/A 000000000 1.000000 NC -258779.050000 -0.0923128 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2026-08-26 0.000000 COP 0.000000 COP 9400000000.000000 COP -258779.050000 N N N N/A N/A 000000000 1.000000 NC 64799.370000 0.0231155 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2027-02-09 37165.910000 COP 0.000000 COP 3729400000.000000 COP 27633.460000 N N N N/A N/A 000000000 1.000000 NC 39127.300000 0.0139577 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-11-26 0.000000 COP 0.000000 COP 7565800000.000000 COP 39127.300000 N N N N/A N/A 000000000 1.000000 NC 39182.320000 0.0139773 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2025-11-26 0.000000 COP 0.000000 COP 8099800000.000000 COP 39182.320000 N N N N/A N/A 000000000 1.000000 NC 9465.830000 0.0033767 N/A DIR CO N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Colombia IBR Overnight Nominal Interbank Reference Rate Y 2030-09-18 0.000000 COP 0.000000 COP 11500000000.000000 COP 9465.830000 N N N N/A N/A 000000000 1.000000 NC -4826.520000 -0.0017217 N/A DIR IN N 2 London Clearing house N/A Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2026-09-15 0.000000 INR -4194.610000 INR 6900000.000000 INR -631.910000 N N N N/A N/A 000000000 1.000000 NC -182807.970000 -0.0652121 N/A DIR IN N 2 London Clearing house N/A Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2026-03-17 30144.060000 INR 0.000000 INR 308200000.000000 INR -212952.030000 N N N N/A N/A 000000000 1.000000 NC 182800.250000 0.0652093 N/A DIR IN N 2 London Clearing house N/A Financial Benchmarks India Overnight Mumbai Interbank Outright Rate N/A N/A Y 2026-03-17 156508.860000 INR 0.000000 INR 308200000.000000 INR 26291.390000 N N N N/A N/A 000000000 1.000000 NC -172119.150000 -0.0613991 N/A DIR SG N 2 London Clearing house N/A N/A Singapore Domestic Interbank Overnight Rate Average Y 2026-12-15 0.000000 SGD -142217.920000 SGD 3900000.000000 SGD -29901.230000 N N N N/A N/A 000000000 1.000000 NC USD 123995.590000 0.0442322 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-03-16 26290.710000 USD 0.000000 USD 1600000.000000 USD 97704.880000 N N N N/A N/A 000000000 1.000000 NC -1053077.410000 -0.3756583 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2024-09-23 0.000000 GBP -1157828.300000 GBP 19400000.000000 GBP 104750.890000 N N N N/A N/A 000000000 1.000000 NC -58113.190000 -0.0207304 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2027-09-21 0.000000 GBP -43898.950000 GBP 500000.000000 GBP -14214.240000 N N N N/A N/A 000000000 1.000000 NC 792023.330000 0.2825340 N/A DIR GB N 2 London Clearing house N/A SONIA O/N Deposit Rates Swap N/A N/A Y 2032-09-21 845872.980000 GBP 0.000000 GBP 4500000.000000 GBP -53849.650000 N N N N/A N/A 000000000 1.000000 NC -144041.960000 -0.0513833 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2026-12-15 0.000000 JPY -111777.230000 JPY 2201000000.000000 JPY -32264.730000 N N N N/A N/A 000000000 1.000000 NC 314801.540000 0.1122974 N/A DIR JP N 2 London Clearing house N/A N/A BOJ Overnight Call Rate TONAR Y 2031-12-15 254375.360000 JPY 0.000000 JPY 1090000000.000000 JPY 60426.180000 N N N N/A N/A 000000000 1.000000 NC USD 452292.950000 0.1613439 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2024-03-18 488087.180000 USD 0.000000 USD 9500000.000000 USD -35794.230000 N N N N/A N/A 000000000 1.000000 NC USD 16561.140000 0.0059078 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 15532.940000 USD 0.000000 USD 200000.000000 USD 1028.200000 N N N N/A N/A 000000000 1.000000 NC USD 235198.570000 0.0839011 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-15 282105.410000 USD 0.000000 USD 2600000.000000 USD -46906.840000 N N N N/A N/A 000000000 1.000000 NC USD 127322.600000 0.0454191 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2052-06-17 136589.690000 USD 0.000000 USD 700000.000000 USD -9267.090000 N N N N/A N/A 000000000 1.000000 NC USD -52596.660000 -0.0187625 N/A DIR US N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -59323.950000 USD 1100000.000000 USD 6727.290000 N N N N/A N/A 000000000 1.000000 NC USD -920330.470000 -0.3283043 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2027-06-15 0.000000 USD -1247060.920000 USD 19300000.000000 USD 326730.450000 N N N N/A N/A 000000000 1.000000 NC USD 76037.390000 0.0271244 N/A DIR US N 2 London Clearing house N/A N/A USD-SOFR-COMPOUND Y 2032-06-08 23320.000000 USD 0.000000 USD 2200000.000000 USD 52717.390000 N N N N/A N/A 000000000 1.000000 NC -55333.600000 -0.0197388 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 12500000.000000 BRL -55333.600000 N N N N/A N/A 000000000 1.000000 NC -7762.520000 -0.0027691 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2027-01-04 0.000000 BRL -6915.200000 BRL 1900000.000000 BRL -847.320000 N N N N/A N/A 000000000 1.000000 NC -64996.220000 -0.0231857 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL -9687.830000 BRL 18500000.000000 BRL -55308.390000 N N N N/A N/A 000000000 1.000000 NC -37541.830000 -0.0133921 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 12700000.000000 BRL -37541.830000 N N N N/A N/A 000000000 1.000000 NC -33649.430000 -0.0120036 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 12700000.000000 BRL -33649.430000 N N N N/A N/A 000000000 1.000000 NC -34483.220000 -0.0123010 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 30300000.000000 BRL -34483.220000 N N N N/A N/A 000000000 1.000000 NC 21602.800000 0.0077062 N/A DIR BR N 2 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 N/A Brazil Cetip DI Interbank Deposit Rate Y 2025-01-02 0.000000 BRL 0.000000 BRL 30300000.000000 BRL 21602.800000 N N N N/A N/A 000000000 1.000000 NC -2442.120000 -0.0008712 N/A DE CH N 2 CREDIT SUISSE INTERNATIONAL E58DKGMJYYYJLN8C3868 SWISS MARKET INDEX N/A N/A Y Single Leg Swap 2022-09-16 0.000000 CHF 0.000000 CHF 104538.630000 CHF -2442.120000 N N N N/A N/A 000000000 10.000000 NC -47553.210000 -0.0169634 N/A DE JP N 1 OSAKA SECURITIES EXCHANGE N/A Long TOKYO STOCK EXCHANGE TOKYO PRICE INDEX TOPIX N/A N/A 2022-09-08 1378611.440000 JPY -47553.210000 N N N N/A N/A 000000000 1.000000 NC -6150.530000 -0.0021940 N/A DFE BR N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 69000.000000 USD 328919.550000 BRL 2022-07-05 -6150.530000 N N N N/A N/A 000000000 1.000000 NC -4948.990000 -0.0017654 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 1381252.000000 USD 1771577.240000 CAD 2022-07-05 -4948.990000 N N N N/A N/A 000000000 1.000000 NC 913.250000 0.0003258 N/A DFE CA N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 839670.960000 USD 1082000.000000 CAD 2022-07-05 913.250000 N N N N/A N/A 000000000 1.000000 NC -1101.190000 -0.0003928 N/A DFE HU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 15039.830000 USD 5287000.000000 HUF 2022-07-21 -1101.190000 N N N N/A N/A 000000000 1.000000 NC -409.570000 -0.0001461 N/A DFE HU N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 10248.610000 USD 3732000.000000 HUF 2022-07-21 -409.570000 N N N N/A N/A 000000000 1.000000 NC 1157.340000 0.0004129 N/A DFE KR N 2 THE TORONTO-DOMINION BANK PT3QB789TSUIDF371261 66781590.000000 KRW 53000.000000 USD 2022-08-10 1157.340000 N N N N/A N/A 000000000 1.000000 NC -218927.550000 -0.0780968 N/A DFE AU N 2 UBS AG BFM8T61CT2L1QCEMIK50 6505480.100000 USD 9107643.000000 AUD 2022-07-05 -218927.550000 N N N N/A N/A 000000000 1.000000 NC 9.580000 0.0000034 N/A DFE HK N 2 UBS AG BFM8T61CT2L1QCEMIK50 285348.130000 USD 2234682.760000 HKD 2022-09-09 9.580000 N N N N/A N/A 000000000 1.000000 NC -22001.200000 -0.0078484 N/A DFE HU N 2 UBS AG BFM8T61CT2L1QCEMIK50 291603.000000 USD 102261381.000000 HUF 2022-07-21 -22001.200000 N N N N/A N/A 000000000 1.000000 NC -162012.290000 -0.0577937 N/A DFE NO N 2 UBS AG BFM8T61CT2L1QCEMIK50 3796791.440000 USD 35801484.190000 NOK 2022-07-05 -162012.290000 N N N N/A N/A 000000000 1.000000 NC -48030.730000 -0.0171337 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 3783731.710000 USD 60881000.000000 ZAR 2022-07-22 -48030.730000 N N N N/A N/A 000000000 1.000000 NC -698.260000 -0.0002491 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 37631.020000 USD 608527.570000 ZAR 2022-11-08 -698.260000 N N N N/A N/A 000000000 1.000000 NC 619.070000 0.0002208 N/A DFE IL N 2 UBS AG BFM8T61CT2L1QCEMIK50 175000.000000 ILS 50742.670000 USD 2022-07-15 619.070000 N N N N/A N/A 000000000 1.000000 NC 528.970000 0.0001887 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 17102000.000000 MXN 836242.730000 USD 2022-10-07 528.970000 N N N N/A N/A 000000000 1.000000 NC 49297.370000 0.0175856 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 47188103.510000 MXN 2368155.510000 USD 2022-09-08 49297.370000 N N N N/A N/A 000000000 1.000000 NC 39.700000 0.0000142 N/A DFE MX N 2 UBS AG BFM8T61CT2L1QCEMIK50 14691000.000000 MXN 720990.940000 USD 2022-09-15 39.700000 N N N N/A N/A 000000000 1.000000 NC 633.050000 0.0002258 N/A DFE PH N 2 UBS AG BFM8T61CT2L1QCEMIK50 686921.190000 PHP 13093.940000 USD 2022-08-10 633.050000 N N N N/A N/A 000000000 1.000000 NC 24056.050000 0.0085814 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 8858151.710000 ZAR 561675.000000 USD 2022-11-08 24056.050000 N N N N/A N/A 000000000 1.000000 NC 29565.560000 0.0105468 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 8771607.920000 ZAR 561932.000000 USD 2022-11-08 29565.560000 N N N N/A N/A 000000000 1.000000 NC 2318.430000 0.0008270 N/A DFE ZA N 2 UBS AG BFM8T61CT2L1QCEMIK50 846000.000000 ZAR 54095.340000 USD 2022-08-16 2318.430000 N N N N/A N/A 000000000 38.000000 NC -53476.950000 -0.0190765 N/A DIR GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long N/A UNITED KINGDOM GOVT 2022-09-28 5272419.630000 GBP -53476.950000 N N N N/A N/A 000000000 255.000000 NC USD -64876.330000 -0.0231430 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-09-21 30175664.190000 USD -64876.330000 N N N N/A N/A 000000000 68.000000 NC USD -57726.830000 -0.0205926 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-09-30 14268578.180000 USD -57726.830000 N N N N/A N/A 000000000 -244.000000 NC USD 118818.970000 0.0423856 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Short N/A UNITED STATES GOVT 2022-09-30 -27357546.940000 USD 118818.970000 N N N N/A N/A 000000000 3.000000 NC USD -3730.070000 -0.0013306 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-09-21 414328.130000 USD -3730.070000 N N N N/A N/A 000000000 33.000000 NC USD -91726.370000 -0.0327210 N/A DIR US N 2 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A UNITED STATES GOVT 2022-09-21 5054671.880000 USD -91726.370000 N N N CIGNA CORPORATION 549300VIWYMSIGT1U456 125523100 661.000000 NS USD 174186.720000 0.0621366 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC USD -1387.860000 -0.0004951 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A WATSCO INC Y 2023-06-28 0.000000 USD 0.000000 USD 882209.870000 USD -1387.860000 N N N N/A N/A 000000000 15.000000 NC USD -55072.580000 -0.0196457 N/A DCO US N 1 Chicago Board of Trade 549300EX04Q2QBFQTQ27 Long N/A Wheat 2022-09-14 663000.000000 USD -55072.580000 N N N N/A N/A 000000000 1.000000 NC USD -7165.800000 -0.0025562 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A WW GRAINGER INC Y 2023-06-28 0.000000 USD 0.000000 USD 856216.000000 USD -7165.800000 N N N BEAR STEARNS ADJ RATE MTGE TR 2003-5 N/A 07384MWN8 36599.720000 PA USD 35579.260000 0.0126920 Long ABS-MBS CORP US N 2 2033-08-25 Floating 2.91544 N N N N N N BEAR STEARNS ADJ RATE MTGE TR 2006-2 N/A 07388DAS7 54189.320000 PA USD 50091.320000 0.0178688 Long ABS-MBS CORP US N 2 2036-07-25 Floating 3.43992 Y N N N N N BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 N/A 07387AGE9 35392.660000 PA USD 33449.270000 0.0119322 Long ABS-MBS CORP US N 2 2036-02-25 Floating 3.33326 Y N N N N N BENEFIT STREET PARTNERS CLO XII LTD 2017-12A N/A 08179HAE0 250000.000000 PA USD 245418.300000 0.0875467 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 1.99429 N N N N N N BENEFIT STREET PARTNERS CLO XVI LTD N/A 08181VAN5 100000.000000 PA USD 97420.000000 0.0347521 Long ABS-CBDO CORP KY N 2 2032-01-17 Floating 2.07429 N N N N N N BERRY GLOBAL INC 549300AP2Q7ERHX6RI89 085770AA3 1600000.000000 PA USD 1530016.000000 0.5457939 Long DBT CORP US N 2 2026-07-15 Fixed 4.875 N N N N N N DEERE & COMPANY PWFTNG3EI0Y73OXWDH08 244199105 807.000000 NS USD 241672.290000 0.0862104 Long EC CORP US N 1 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FBP5 521000.000000 PA USD 396359.890000 0.1413912 Long DBT CORP US N 2 2035-11-15 Fixed 3.137 N N N N N N CAESARS ENTERTAINMENT INC 549300FA4CTCW903Y781 28470RAH5 200000.000000 PA USD 193423.000000 0.0689987 Long DBT CORP US N 2 2025-07-01 Fixed 6.25 N N N N N N DUKE REALTY CORPORATION 254900E47KH1NFFKNF25 264411505 31177.000000 NS USD 1713176.150000 0.6111316 Long EC CORP US N 1 N N N ALLEGHANY CORPORATION 549300DCJE6AYX159479 017175100 1557.000000 NS USD 1297136.700000 0.4627202 Long EC CORP US N 1 N N N EATON CORP PLC 549300VDIGTMXUNT7H71 G29183103 3562.000000 NS USD 448776.380000 0.1600895 Long EC CORP IE N 1 N N N CARLYLE GLOBAL MARKET STRATEGIES CLO LTD 2013-1A N/A 14310BAU5 1200000.000000 PA USD 1182402.160000 0.4217916 Long ABS-CBDO CORP KY N 2 2030-08-14 Floating 2.36129 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 143658BQ4 400000.000000 PA USD 329416.000000 0.1175107 Long DBT CORP PA N 2 2028-08-01 Fixed 4 N N N N N N CARNIVAL CORPORATION F1OF2ZSX47CR0BCWA982 P2121YAS7 398000.000000 PA USD 358200.000000 0.1277787 Long LON CORP PA N 3 2028-10-18 Floating 6.1269 N N N N N N ELEVANCE HEALTH INC 8MYN82XMYQH89CTMTH67 036752103 1647.000000 NS USD 794809.260000 0.2835278 Long EC CORP US N 1 N N N CATAMARAN CLO LTD 2014-1A N/A 14889DAJ7 596937.850000 PA USD 589147.990000 0.2101634 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 2.23629 N N N N N N EMERSON ELECTRIC CO FGLT0EWZSUIRRITFOA30 291011104 5670.000000 NS USD 450991.800000 0.1608797 Long EC CORP US N 1 N N N ABBVIE INC FR5LCKFTG8054YNNRU85 00287Y109 2147.000000 NS USD 328834.520000 0.1173033 Long EC CORP US N 1 N N N EQUINIX INC 549300EVUN2BTLJ3GT74 29444U700 692.000000 NS USD 454657.840000 0.1621875 Long EC CORP US N 1 N N N EQUITY LIFESTYLE PROPERTIES INC 529900PEQG66LENB6798 29472R108 10659.000000 NS USD 751139.730000 0.2679498 Long EC CORP US N 1 N N N EQUITY RESIDENTIAL 5493008RACSH5EP3PI59 29476L107 13954.000000 NS USD 1007757.880000 0.3594918 Long EC CORP US N 1 N N N CHILEAN GOVT 549300FLZTJM5YJF8D34 ACI13NCW6 1120000000.000000 PA 1114068.330000 0.3974153 Long DBT NUSS CL N 2 2030-09-01 Fixed 4.7 N N N N N N CHINA GOVT 300300CHN201808MOF68 ACI1MYJT1 52800000.000000 PA 7961107.620000 2.8399208 Long DBT NUSS CN N 2 2027-06-04 Fixed 2.85 N N N N N N CHINA GOVT 300300CHN201808MOF68 ACI1T9Y39 18300000.000000 PA 2820030.850000 1.0059736 Long DBT NUSS CN N 2 2027-12-03 Fixed 3.28 N N N N N N EXACT SCIENCES CORPORATION 549300VM3X1FYD4N9Z14 30063P105 2337.000000 NS USD 92054.430000 0.0328381 Long EC CORP US N 1 N N N CIFC FUNDING LTD 2017-4A N/A 12551JAL0 400000.000000 PA USD 393575.940000 0.1403981 Long ABS-CBDO CORP KY N 2 2030-10-24 Floating 2.134 N N N N N N EXELIXIS INC 254900PJQB59O2O95R37 30161Q104 20306.000000 NS USD 422770.920000 0.1508127 Long EC CORP US N 1 N N N CIT MTGE LOAN TRUST 2007-1 N/A 12559QAA0 465628.030000 PA USD 463704.610000 0.1654147 Long ABS-MBS CORP US N 2 2037-10-25 Floating 2.97357 N N N N N N FANUC CORPORATION 529900QTSW745LOKW705 635693005 2262.000000 NS 354104.360000 0.1263176 Long EC CORP JP N 1 N N N CITIGROUP MORTGAGE LOAN TRUST 2006-WFH4 N/A 17309SAF7 65590.730000 PA USD 64573.190000 0.0230348 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.05857 N N N N N N FIRST HORIZON CORPORATION TF3RXI1ZB1TQ30H9JV10 320517105 55729.000000 NS USD 1218235.940000 0.4345744 Long EC CORP US N 1 N N N FIRST INDUSTRIAL REALTY TRUST INC N/A 32054K103 21867.000000 NS USD 1038245.160000 0.3703673 Long EC CORP US N 1 N N N FLEX LTD (AKA: FLEXTRONICS INTERNATIONAL LTD) 549300EAQH74YHD07T53 Y2573F102 45014.000000 NS USD 651352.580000 0.2323533 Long EC CORP SG N 1 N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI0BJ3C2 14600000000.000000 PA 2845427.410000 1.0150332 Long DBT NUSS CO N 2 2030-09-18 Fixed 7.75 N N N N N N COLOMBIAN GOVT 549300MHDRBVRF6B9117 ACI0ZZHZ4 17438900000.000000 PA 3685702.910000 1.3147799 Long DBT NUSS CO N 2 2025-11-26 Fixed 6.25 N N N N N N GAMING AND LEISURE PROPERTIES INC 5493006GWRDBCZYWTM57 36467J108 16967.000000 NS USD 778106.620000 0.2775696 Long EC CORP US N 1 N N N GCP APPLIED TECHNOLOGIES INC 5493007G654QKQVEKV09 36164Y101 45175.000000 NS USD 1413074.000000 0.5040779 Long EC CORP US N 1 N N N COUNTRYWIDE ALTERNATIVE LN TR 2005-76 N/A 12668BDE0 102708.590000 PA USD 93016.180000 0.0331811 Long ABS-MBS CORP US N 2 2036-02-25 Floating 1.4759 N N N N N N COUNTRYWIDE ALTERNATIVE LN TR 2007-HY8C N/A 02150XAA9 89605.780000 PA USD 82057.590000 0.0292719 Long ABS-MBS CORP US N 2 2047-09-25 Floating 1.94357 N N N N N N COUNTRYWIDE ASSET BACKED CERTS 2006-21 N/A 12667LAA0 33431.640000 PA USD 32465.880000 0.0115814 Long ABS-MBS CORP US N 2 2035-05-25 Floating 1.76357 N N N N N N GXO LOGISTICS INC 5493007CNWMXN78JRN66 36262G101 6200.000000 NS USD 268274.000000 0.0956999 Long EC CORP US N 1 N N N HALOZYME THERAPEUTICS INC 529900242I3SV9AGM753 40637H109 9559.000000 NS USD 420596.000000 0.1500368 Long EC CORP US N 1 N N N COUNTRYWIDE ASSET-BACKED CERTI 2006-19 N/A 12667CAD4 600000.000000 PA USD 570518.880000 0.2035180 Long ABS-MBS CORP US N 2 2037-03-25 Floating 1.87357 N N N N N N COUNTRYWIDE HOME LOANS 2005-2 N/A 12669GPR6 44968.990000 PA USD 41316.460000 0.0147386 Long ABS-MBS CORP US N 2 2035-03-25 Floating 2.26357 N N N N N N COUNTRYWIDE HOME LOANS 2006-6 N/A 126694K64 165347.660000 PA USD 100852.910000 0.0359767 Long ABS-MBS CORP US N 2 2036-04-25 Fixed 6 N N N N N N COUNTRYWIDE HOME LOANS 2006-HYB5 N/A 170256AD3 60010.030000 PA USD 54305.630000 0.0193721 Long ABS-MBS CORP US N 2 2036-09-20 Floating 2.93917 Y N N N N N HOLOGIC INC 549300DYP6F5ZJL0LB74 436440101 6222.000000 NS USD 431184.600000 0.1538140 Long EC CORP US N 1 N N N CREDIT SUISSE GROUP AG 549300506SI9CRFV9Z86 225401AR9 700000.000000 PA USD 542489.490000 0.1935192 Long DBT CORP CH N 2 2027-02-11 Floating 5.25 N N N N N N HOST HOTELS & RESORTS INC N6EL63S0K3PB1YFTDI24 44107P104 47599.000000 NS USD 746352.320000 0.2662420 Long EC CORP US N 1 N N N CRESTLINE DENALI CLO XIV LTD 2016-1A N/A 22615MAW2 400000.000000 PA USD 391200.000000 0.1395506 Long ABS-CBDO CORP KY N 2 2031-10-23 Floating 2.324 N N N N N N HUMANA INC 529900YLDW34GJAO4J06 444859102 2053.000000 NS USD 960947.710000 0.3427934 Long EC CORP US N 1 N N N DAE FUNDING LLC 635400SZTPQL3Y1P2C76 23371DAH7 200000.000000 PA USD 189531.790000 0.0676106 Long DBT CORP US N 2 2024-02-15 Fixed 1.625 N N N N N N DAE SUKUK (DIFC) LTD 635400AMGMPG1J5EQD94 23302JAA3 400000.000000 PA USD 378725.600000 0.1351006 Long DBT CORP AE N 2 2026-02-15 Fixed 3.75 N N N N N N INCYTE CORPORATION 549300Z4WN6JVZ3T4680 45337C102 4834.000000 NS USD 367238.980000 0.1310031 Long EC CORP US N 1 N N N INTEL CORPORATION KNX4USFCNGPY45LOCE31 458140100 11687.000000 NS USD 437210.670000 0.1559637 Long EC CORP US N 1 N N N AMERICAN TOWER CORP (AKA: AMERICAN TOWER REIT INC) 5493006ORUSIL88JOE18 03027X100 3455.000000 NS USD 883063.450000 0.3150102 Long EC CORP US N 1 N N N INVITATION HOMES INC N/A 46187W107 36761.000000 NS USD 1307956.380000 0.4665799 Long EC CORP US N 1 N N N IPG PHOTONICS CORPORATION 5493002KZ51CADQ94G15 44980X109 1458.000000 NS USD 137241.540000 0.0489574 Long EC CORP US N 1 N N N DRYDEN 80 CLO LTD 2019-80A N/A 26245JAQ1 300000.000000 PA USD 293078.670000 0.1045483 Long ABS-CBDO CORP KY N 2 2033-01-17 Floating 2.09635 N N N N N N AMETEK INC 549300WZDEF9KKE40E98 031100100 6151.000000 NS USD 675933.390000 0.2411219 Long EC CORP US N 1 N N N ELEVATION CLO LTD 2017-8A N/A 28622VAN0 850000.000000 PA USD 834051.790000 0.2975266 Long ABS-CBDO CORP KY N 2 2030-10-25 Floating 2.134 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAQ6 900000.000000 PA USD 811988.860000 0.2896562 Long DBT CORP US N 2 2030-05-15 Fixed 3.75 N N N N N N KUBOTA CORPORATION 549300CSY4INHEHQQT13 649750007 24764.000000 NS 369963.350000 0.1319749 Long EC CORP JP N 1 N N N LAM RESEARCH CORPORATION 549300I4GMO6D34U1T02 512807108 1271.000000 NS USD 541636.650000 0.1932150 Long EC CORP US N 1 N N N LHC GROUP INC 5299009NPLWAMRQYZX73 50187A107 8007.000000 NS USD 1247010.180000 0.4448389 Long EC CORP US N 1 N N N LIFE STORAGE INC (AKA: SOVRAN SELF STORAGE INC) W9EE01AFDDF9DQCQZC68 53223X107 3658.000000 NS USD 408452.280000 0.1457049 Long EC CORP US N 1 N N N MARVELL TECHNOLOGY INC N/A 573874104 6900.000000 NS USD 300357.000000 0.1071447 Long EC CORP US N 1 N N N MASTEC INC 549300TMDIT8WREDOF45 576323109 6218.000000 NS USD 445581.880000 0.1589499 Long EC CORP US N 1 N N N MEDICAL PROPERTIES TRUST INC 254900U6E39J1MQCCY14 58463J304 35947.000000 NS USD 548910.690000 0.1958098 Long EC CORP US N 1 N N N MERCK & CO INC 4YV9Y5M8S0BRK1RP0397 58933Y105 5324.000000 NS USD 485389.080000 0.1731501 Long EC CORP US N 1 N N N MICRON TECHNOLOGY INC B3DXGBC8GAIYWI2Z0172 595112103 4569.000000 NS USD 252574.320000 0.0900994 Long EC CORP US N 1 N N N MOLINA HEALTHCARE INC 549300NQQCEQ46YHZ591 60855R100 626.000000 NS USD 175035.860000 0.0624396 Long EC CORP US N 1 N N N FIRST FRANKLIN MTG LOAN 2005-FF12 N/A 32027NXX4 1200000.000000 PA USD 1157332.920000 0.4128488 Long ABS-MBS CORP US N 2 2036-11-25 Floating 2.32857 N N N N N N APARTMENT INCOME REIT CORP N/A 03750L109 21788.000000 NS USD 906380.800000 0.3233281 Long EC CORP US N 1 N N N MUELLER WATER PRODUCTS INC 549300F7ZU4P1F8V8L60 624758108 51870.000000 NS USD 608435.100000 0.2170436 Long EC CORP US N 1 N N N NATIONWIDE BUILDING SOCIETY 549300XFX12G42QIKN82 ACI07BWB4 3636.000000 NS 648362.240000 0.2312866 Long EP CORP GB N 2 N N N NETAPP INC QTX3D84DZDD5JYOCYH15 64110D104 9435.000000 NS USD 615539.400000 0.2195779 Long EC CORP US N 1 N N N NEUROCRINE BIOSCIENCES INC 549300FECER0XBN49756 64125C109 1220.000000 NS USD 118925.600000 0.0424237 Long EC CORP US N 1 N N N APPLIED MATERIALS INC 41BNNE1AFPNAZELZ6K07 038222105 5338.000000 NS USD 485651.240000 0.1732436 Long EC CORP US N 1 N N N FNMA PASS THRU POOLS N/A 31416WZV7 2344.890000 PA USD 2373.050000 0.0008465 Long ABS-MBS USGSE US N 2 2040-10-01 Fixed 4 N N N N N N ARISTA NETWORKS INC 635400H1WKBLOQERUU95 040413106 3142.000000 NS USD 294531.080000 0.1050664 Long EC CORP US N 1 N N N PIMCO FUNDS 549300F9QJIJF2GM8419 000000000 3549185.410000 PA USD 34703934.970000 12.3797380 Long STIV RF US N 1 N N N PIMCO FUNDS IC5ZX00CDTVYWZREUC51 722005816 679065.500000 NS USD 6036892.270000 2.1535064 Long EC RF US N 1 N N N PIMCO FUNDS LWVQWTQCFH3YG7CVH718 000000000 4313310.580000 PA USD 41856365.870000 14.9311842 Long STIV RF US N 1 N N N PNM RESOURCES INC 5493003JOBJGLZSDDQ28 69349H107 25926.000000 NS USD 1238744.280000 0.4418902 Long EC CORP US N 1 N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397XU2 200000.000000 PA USD 184731.000000 0.0658980 Long DBT CORP US N 2 2026-01-08 Fixed 4.389 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397A60 500000.000000 PA USD 478520.000000 0.1706997 Long DBT CORP US N 2 2025-06-16 Fixed 5.125 N N N N N N FORD MOTOR CREDIT COMPANY LLC UDSQCVRUX5BONN0VY111 345397ZX4 200000.000000 PA USD 190307.540000 0.0678873 Long DBT CORP US N 2 2024-11-01 Fixed 4.063 N N N N N N REGENERON PHARMACEUTICALS 549300RCBFWIRX3HYQ56 75886F107 1217.000000 NS USD 719405.210000 0.2566293 Long EC CORP US N 1 N N N RLJ LODGING TRUST N/A 74965L101 48491.000000 NS USD 534855.730000 0.1907961 Long EC CORP US N 1 N N N ROGERS CORPORATION PW0CN80KNFR7RUOOKJ84 775133101 5338.000000 NS USD 1399036.420000 0.4990703 Long EC CORP US N 1 N N N FREDDIE MAC-3892 N/A 3137ACXT1 509601.780000 PA USD 511589.940000 0.1824966 Long ABS-MBS USGSE US N 2 2041-07-15 Floating 1.874 N N N N N N FREMONT HOME LOAN TRUST 2006-C N/A 35729TAA0 508176.830000 PA USD 461881.510000 0.1647644 Long ABS-MBS CORP US N 2 2036-10-25 Floating 1.75857 N N N N N N GALLATIN FUNDING LTD, GALLATIN CLO VII LLC 2017-1A N/A 36361UAL4 300000.000000 PA USD 293843.730000 0.1048212 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 2.13429 N N N N N N SBA COMMUNICATIONS CORPORATION 5299001HX8ZN8Y8QIT49 78410G104 3178.000000 NS USD 1017118.900000 0.3628311 Long EC CORP US N 1 N N N GLOBALWORTH REAL ESTATE INVESTMENTS LIMITED 213800R3E823B1UBIA81 BD9MPVII0 100000.000000 PA 92411.170000 0.0329653 Long DBT CORP GG N 2 2025-03-29 Fixed 3 N N N N N N SEAGEN INC N/A 81181C104 1608.000000 NS USD 284519.520000 0.1014950 Long EC CORP US N 1 N N N AUTOMATIC DATA PROCESSING INC HGBOLILQXWER4SAL2I23 053015103 899.000000 NS USD 188825.960000 0.0673588 Long EC CORP US N 1 N N N SIMON PROPERTY GROUP INC 529900GQL5X8H7AO3T64 828806109 7993.000000 NS USD 758695.560000 0.2706452 Long EC CORP US N 1 N N N SKYWORKS SOLUTIONS INC 549300WZ3ORQ2BVKBD96 83088M102 1936.000000 NS USD 179351.040000 0.0639789 Long EC CORP US N 1 N N N ACTIVISION BLIZZARD INC (AKA: ACTIVISION INC) 549300TPQQDBP9GNOF40 00507V109 22348.000000 NS USD 1740015.280000 0.6207058 Long EC CORP US N 1 N N N SUN COMMUNITIES INC 549300H5GEOJYN41ZG57 866674104 4891.000000 NS USD 779429.760000 0.2780416 Long EC CORP US N 1 N N N SUNSTONE HOTEL INVESTORS INC 529900ZQ2V52V96ATF67 867892101 20000.000000 NS USD 198400.000000 0.0707741 Long EC CORP US N 1 N N N GOLDENTREE LOAN MANAGEMENT US CLO 2 LTD 2017-2A N/A 38136MAU2 850000.000000 PA USD 831584.070000 0.2966463 Long ABS-CBDO CORP KY N 2 2030-11-20 Floating 1.97271 N N N N N N SWITCH INC 549300EZ98N5Y55J4X37 87105L104 35532.000000 NS USD 1190322.000000 0.4246168 Long EC CORP US N 1 N N N GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 N/A 38380LJY0 423031.230000 PA USD 412728.810000 0.1472304 Long ABS-MBS USGSE US N 2 2068-08-20 Floating 0.38238 N N N N N N GOVERNMENT NATL MTGE ASSOC 2021-H16 N/A 38382YGB3 2717401.160000 PA USD 2722524.550000 0.9711908 Long ABS-MBS USGSE US N 2 2071-09-20 Floating 1.67056 N N N N N N TEGNA INC 549300YC5EDBGX85AO10 87901J105 58130.000000 NS USD 1218986.100000 0.4348420 Long EC CORP US N 1 N N N TERADYNE INC C3X4YJ278QNZHRJULN75 880770102 4680.000000 NS USD 419094.000000 0.1495010 Long EC CORP US N 1 N N N HAWKSMOOR MORTGAGES 19-1A N/A ACI1DHFV7 1039752.220000 PA 1263380.020000 0.4506784 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 2.07491 N N N N N N TURNING POINT THERAPEUTICS INC N/A 90041T108 15007.000000 NS USD 1129276.750000 0.4028405 Long EC CORP US N 1 N N N TWITTER INC 549300I8RX485XMK6836 90184L102 25018.000000 NS USD 935423.020000 0.3336882 Long EC CORP US N 1 N N N UNITED THERAPEUTICS CORPORATION 5299005C4HZL4UWROC14 91307C102 1774.000000 NS USD 418025.360000 0.1491198 Long EC CORP US N 1 N N N IMPAC CMB TRUST 2005-2 N/A 45254NMZ7 88356.570000 PA USD 84297.790000 0.0300711 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.24357 N N N N N N IMPAC CMB TRUST 2005-2 N/A 45254NNB9 114863.540000 PA USD 108021.270000 0.0385338 Long ABS-MBS CORP US N 2 2035-04-25 Floating 2.26857 N N N N N N ING INVESTMENT MANAGEMENT CLO LTD 2012-4A N/A 92916GBE3 250000.000000 PA USD 245750.000000 0.0876650 Long ABS-CBDO CORP KY N 2 2030-10-15 Floating 2.04429 N N N N N N VERTEX PHARMACEUTICALS INCORPORATED 54930015RAQRRZ5ZGJ91 92532F100 4513.000000 NS USD 1271718.270000 0.4536529 Long EC CORP US N 1 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 BJGTFKII9 1700000.000000 PA 490004.150000 0.1747964 Long DBT NUSS IL N 2 2022-07-31 Fixed 0.75 N N N N N N VICI PROPERTIES INC 254900RKH6RY9KCJQH63 925652109 52082.000000 NS USD 1551522.780000 0.5534659 Long EC CORP US N 1 N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI20YST3 100000.000000 PA 28560.390000 0.0101882 Long DBT MUN IL N 2 2022-10-07 None 0 N N N N N N ISRAEL GOVT 213800T8ZHTFZIBYPE21 ACI229M05 1400000.000000 PA 399745.210000 0.1425988 Long DBT MUN IL N 2 2022-12-07 None 0 N N N N N N VONAGE HOLDINGS CORP 529900W7N0N4WLN1JY21 92886T201 70397.000000 NS USD 1326279.480000 0.4731162 Long EC CORP US N 1 N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI09CD13 310000000.000000 PA 2615990.570000 0.9331875 Long DBT NUSS JP N 2 2044-09-20 Fixed 1.7 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI25T2S9 575000000.000000 PA 4238836.600000 1.5120962 Long DBT NUSS JP N 2 2022-08-22 None 0 N N N N N N JAPAN GOVT 353800WZS8AXZXFUC241 ACI25YYM6 740000000.000000 PA 5455356.570000 1.9460584 Long DBT NUSS JP N 2 2022-08-29 None 0 N N N N N N JFIN CLO LTD 2017-2A N/A 46593CAA7 663182.420000 PA USD 653525.020000 0.2331283 Long ABS-CBDO CORP KY N 2 2029-09-20 Floating 3.08586 N N N N N N KAISA GROUP HOLDINGS LTD 254900N8L3L7NRJT0120 BYW5T4II1 700000.000000 PA USD 97715.840000 0.0348576 Long DBT CORP KY N 2 2024-06-30 Fixed 0 Y Y N N N N KKR CLO LTD 18 N/A 48251JAL7 250000.000000 PA USD 246000.000000 0.0877542 Long ABS-CBDO CORP KY N 2 2030-07-18 Floating 1.98429 N N N N N N LCM LP 13A N/A 50184KBL1 943563.220000 PA USD 927793.540000 0.3309665 Long ABS-CBDO CORP KY N 2 2027-07-19 Floating 1.91429 N N N N N N ZEBRA TECHNOLOGIES CORPORATION PO0I32GKZ3HZMMDPZZ08 989207105 300.000000 NS USD 88185.000000 0.0314577 Long EC CORP US N 1 N N N LEHMAN ABS MANUFACTURED HOUSING 2001-B N/A 52519SAM5 408416.700000 PA USD 280977.620000 0.1002316 Long ABS-O CORP US N 2 2040-04-15 Variable 7.17 Y N N N N N BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 060505FL3 290000.000000 NS USD 254991.610000 0.0909617 Long EP CORP US N 2 N N N 522 FUNDING CLO I LTD 2018-3A N/A 33835NAA9 600000.000000 PA USD 586244.720000 0.2091278 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.10271 N N N N N N LONG BEACH MORTGAGE LOAN TR 2006-WL3 N/A 542514SW5 1223911.360000 PA USD 1129889.390000 0.4030590 Long ABS-MBS CORP US N 2 2036-01-25 Floating 2.22357 N N N N N N MADISON PARK FUNDING XXXV LTD N/A 55819MAN6 250000.000000 PA USD 243460.180000 0.0868482 Long ABS-CBDO CORP KY N 2 2032-04-20 Floating 2.05271 N N N N N N MAGNETITE XVIII LTD 2016-18A N/A 55953TAS6 838083.590000 PA USD 825277.920000 0.2943967 Long ABS-CBDO CORP KY N 2 2028-11-15 Floating 2.29129 N N N N N N MAN GLG EURO CLO II DAC 2A N/A ACI1DJHC3 160519.180000 PA 166638.470000 0.0594440 Long ABS-CBDO CORP IE N 2 2030-01-15 Floating 0.87 N N N N N N AADVANTAGE LOYALTY IP LTD N/A 02376CBJ3 200000.000000 PA USD 191600.000000 0.0683484 Long LON CORP KY N 2 2028-04-20 Floating 5.8127 N N N N N N AAMES MORTGAGE INVESTMENT TRUST 2006-1 N/A 00252GAE9 92137.970000 PA USD 86190.910000 0.0307464 Long ABS-MBS CORP US N 2 2036-04-25 Floating 2.10357 N N N N N N MIDWEST CONNECTOR CAPITAL COMPANY LLC N/A 59833CAA0 1500000.000000 PA USD 1472997.510000 0.5254541 Long DBT CORP US N 2 2024-04-01 Fixed 3.9 N N N N N N ACE SECURITIES CORP 2004-FM2 N/A 004421GK3 14438.040000 PA USD 14533.640000 0.0051845 Long ABS-MBS CORP US N 2 2034-06-25 Floating 3.42357 Y N N N N N ACE SECURITIES CORP 2005-HE5 N/A 004421RH8 150000.000000 PA USD 146571.570000 0.0522856 Long ABS-MBS CORP US N 2 2035-08-25 Floating 2.52357 N N N N N N ACE SECURITIES CORP 2006-HE3 N/A 00441TAE3 123813.500000 PA USD 95248.220000 0.0339774 Long ABS-MBS CORP US N 2 2036-06-25 Floating 2.10357 N N N N N N MULTIPLAN CORPORATION N/A 000000000 800000.000000 PA USD 661200.000000 0.2358661 Long DBT CORP US N 2 2027-10-15 Fixed 6 N N Y Y N MULTIPLAN CORPORATION USD XXXX N N N NISSAN MOTOR ACCEPTANCE COMPANY LLC 7D6DIU2QXTUJRFNNJA49 65480CAC9 200000.000000 PA USD 168722.350000 0.0601874 Long DBT CORP US N 2 2026-09-16 Fixed 1.85 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AC5 100000.000000 PA USD 91873.650000 0.0327736 Long DBT CORP JP N 2 2027-09-17 Fixed 4.345 N N N N N N NISSAN MOTOR CO LTD 353800DRBDH1LUTNAY26 654744AD3 800000.000000 PA USD 711472.220000 0.2537995 Long DBT CORP JP N 2 2030-09-17 Fixed 4.81 N N N N N N BE SEMICONDUCTOR INDUSTRIES 7245007A1YFLI2GNYX06 ACI12HBP6 3000.000000 NS 144208.400000 0.0514426 Long EC CORP NL N 1 N N N OAKTREE CLO 2019-1A N/A 67401XAS0 250000.000000 PA USD 244502.310000 0.0872199 Long ABS-CBDO CORP KY N 2 2030-04-22 Floating 2.24629 N N N N N N OAKTREE CLO LTD 2019-4A N/A 67402CAQ9 250000.000000 PA USD 242876.480000 0.0866400 Long ABS-CBDO CORP KY N 2 2032-10-20 Floating 2.18271 N N N N N N OCP EURO CLO 2020-4 DAC 20-4A N/A ACI1ZTQK9 500000.000000 PA 507207.800000 0.1809334 Long ABS-CBDO CORP IE N 2 2034-09-22 Floating 0.88 N N N N N N OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A N/A 67590QBK2 300000.000000 PA USD 293211.000000 0.1045955 Long ABS-CBDO CORP KY N 2 2031-02-14 Floating 2.41129 N N N N N N OSD CLO 2021-23A LTD N/A 671026AA0 500000.000000 PA USD 489053.600000 0.1744573 Long ABS-CBDO CORP KY N 2 2031-04-17 Floating 1.91429 N N N N N N OZLM IX LTD 2014-9A N/A 67109KBC7 250000.000000 PA USD 245348.900000 0.0875219 Long ABS-CBDO CORP KY N 2 2031-10-20 Floating 2.16271 N N N N N N OZLM VIII LTD 2014-8A N/A 67107FBL0 385785.260000 PA USD 380594.790000 0.1357674 Long ABS-CBDO CORP KY N 2 2029-10-17 Floating 2.02429 N N N N N N OZLM XI LTD 2015-11A N/A 67109UAS1 296756.060000 PA USD 297004.590000 0.1059488 Long ABS-CBDO CORP KY N 2 2030-10-30 Floating 2.536 N N N N N N OZLM XXIV LTD 2019-24A N/A 67113DAW4 400000.000000 PA USD 390770.230000 0.1393972 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.22271 N N N N N N PACIFIC GAS AND ELECTRIC COMPANY 1HNPXZSMMB7HMBMVBS46 694308JG3 600000.000000 PA USD 459509.590000 0.1639183 Long DBT CORP US N 2 2031-02-01 Fixed 2.5 N N N N N N PACTIV EVERGREEN (REYNOLDS GROUP ISSUER INC/REYNOLDS GROUP ISSUER LLC) N/A 76174LAA1 600000.000000 PA USD 514218.000000 0.1834341 Long DBT CORP US N 2 2027-10-15 Fixed 4 N N N N N N PALMER SQUARE CLO LTD 2013-2A N/A 69688AAL5 100000.000000 PA USD 97850.000000 0.0349055 Long ABS-CBDO CORP KY N 2 2031-10-17 Floating 2.04429 N N N N N N PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A N/A ACI1ZMCH6 369156.480000 PA 382115.180000 0.1363098 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 0.78 N N N N N N PALMER SQUARE LOAN FUNDING 2021-3 N/A 69702BAA9 1249838.340000 PA USD 1234215.360000 0.4402746 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.86271 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 C0102MAP0 200000.000000 PA USD 184500.000000 0.0658156 Long LON CORP CA N 3 2028-08-11 Floating 4.25 N N N N N N PALMER SQUARE LOAN FUNDING 2021-4 N/A 69702HAA6 2011265.540000 PA USD 1974624.510000 0.7043966 Long ABS-CBDO CORP KY N 2 2029-10-15 Floating 1.84429 N N N N N N AIR CANADA 4B4HI3CGXMBDC0G6BM51 008911BJ7 100000.000000 PA 66204.940000 0.0236169 Long DBT CORP CA N 2 2029-08-15 Fixed 4.625 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 715638DP4 900000.000000 PA USD 684546.990000 0.2441946 Long DBT NUSS PE N 2 2032-12-01 Fixed 1.862 N N N N N N PERU GOVT 254900STKLK2DBJJZ530 P78024AH2 5900000.000000 PA 1245172.000000 0.4441831 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N POPULAR ABS MORTGAGE PASS-THROUGH TRUST 2006-C N/A 73316MAE7 115255.700000 PA USD 110718.950000 0.0394961 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.95357 N N N N N N PROVINCE OF BUENOS AIRES ARGENTINA 549300L6AYROPOTQ4L07 P1910WRC5 1150000.000000 PA 4330.550000 0.0015448 Long DBT NUSS AR N 2 2025-04-12 Floating 42.0333 N N N N N N BIOHAVEN PHARMACEUTICAL HOLDING COMPANY LTD 5299007STZTNN32O9920 G11196105 8489.000000 NS USD 1236932.190000 0.4412438 Long EC CORP VG N 1 N N N QATAR GOVT 52990074F6OJOAXK4P65 ACI122SK2 1000000.000000 PA USD 1004660.000000 0.3583867 Long DBT NUSS QA N 2 2023-04-23 Fixed 3.875 N N N N N N RAD CLO LTD 2019-5A N/A 74923EAA6 600000.000000 PA USD 583321.080000 0.2080848 Long ABS-CBDO CORP KY N 2 2032-07-24 Floating 2.304 N N N N N N RCS & RDS SA 3157008PTGOXBWZDVF10 ACI1JGY75 600000.000000 PA 494181.780000 0.1762867 Long DBT CORP RO N 2 2028-02-05 Fixed 3.25 N N N N N N ALLIANCE BANCORP TRUST 2007-OA1 N/A 01852TAA1 211002.280000 PA USD 183125.400000 0.0653253 Long ABS-MBS CORP US N 2 2037-07-25 Floating 2.10357 N N N N N N RESIDENTIAL ACCREDIT LOANS INC 2006-QS17 N/A 74922SAE8 44972.700000 PA USD 39387.380000 0.0140504 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 Y N N N N N ROLLS-ROYCE PLC X57JK1U580XATGR67572 ACI1S61G3 500000.000000 PA 574422.090000 0.2049103 Long DBT CORP GB N 2 2027-10-15 Fixed 5.75 N N N N N N SARANAC CLO LTD 2018-6A N/A 80317LAJ2 400000.000000 PA USD 391800.000000 0.1397646 Long ABS-CBDO CORP JE N 2 2031-08-13 Floating 1.94286 N N N N N N SAUDI ARABIA GOVT 635400FMICXSM3SI3H65 M6320UAH2 1580000.000000 PA USD 1592210.240000 0.5679801 Long DBT NUSS SA N 2 2025-04-17 Fixed 4 N N N N N N AMERICAN AIRLINES 2014-1 CLASS A PASS THROUGH TRUST N/A 02377AAA6 180087.630000 PA USD 156320.730000 0.0557634 Long DBT CORP US N 2 2028-04-01 Fixed 3.7 N N N N N N SEAZEN GROUP LIMITED 5493006M8GRAQRCSCD67 ACI1Q0RZ8 700000.000000 PA USD 420000.000000 0.1498242 Long DBT CORP KY N 2 2024-08-12 Fixed 6 N N N N N N SEGOVIA EUROPEAN CLO 6-2019 DAC 19-6A N/A ACI1YTXT3 300000.000000 PA 305572.050000 0.1090050 Long ABS-CBDO CORP IE N 2 2032-07-20 Floating 0.88 N N N N N N AMERICAN AIRLINES 2016-1 CLASS AA PASS THROUGH TRUST N/A 02376UAA3 295250.040000 PA USD 274713.480000 0.0979970 Long DBT CORP US N 2 2029-07-15 Fixed 3.575 N N N N N N SOCIETE GENERALE SA O2RNE8IBXP4R0TD8PU41 83370RAA6 700000.000000 PA USD 544250.000000 0.1941472 Long DBT CORP FR N 2 2030-11-18 Floating 5.375 N N N N N N SOUND POINT CLO IX LTD 2015-2A N/A 83609GBN4 500000.000000 PA USD 487250.000000 0.1738139 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.27271 N N N N N N SOUND POINT CLO XVI LTD 2017-2A N/A 83610KAJ2 388000.000000 PA USD 381598.000000 0.1361253 Long ABS-CBDO CORP KY N 2 2030-07-25 Floating 2.164 N N N N N N SOUND POINT CLO XVII 2017-3A N/A 83611GAL5 900000.000000 PA USD 883789.290000 0.3152691 Long ABS-CBDO CORP KY N 2 2030-10-20 Floating 2.04271 N N N N N N SPAIN GOVT 9598007A56S18711AH60 ACI22WZS9 1800000.000000 PA 1600068.020000 0.5707832 Long DBT NUSS ES N 2 2032-04-30 Fixed 0.7 N N N N N N STRATUS CLO 2021-3A LTD N/A 86315WAA6 393648.630000 PA USD 387209.560000 0.1381271 Long ABS-CBDO CORP KY N 2 2029-12-29 Floating 2.01271 N N N N N N STRUCTURED ADJUSTABLE RT MTG LN 2004-20 N/A 863579HD3 3821.150000 PA USD 3803.920000 0.0013570 Long ABS-MBS CORP US N 2 2035-01-25 Floating 3.03214 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPD5 3051.420000 PA USD 2811.200000 0.0010028 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.09514 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPE3 3518.870000 PA USD 3325.850000 0.0011864 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.09514 N N N N N N STRUCTURED ASSET MTG INV INC 2005-AR5 N/A 86359LPF0 10642.630000 PA USD 9930.380000 0.0035424 Long ABS-MBS CORP US N 2 2035-07-19 Floating 2.09514 N N N N N N STRUCTURED ASSET SEC CORP 2006-GEL4 N/A 86361NAD3 68756.450000 PA USD 67423.940000 0.0240518 Long ABS-MBS CORP US N 2 2036-10-25 Floating 2.19357 N N N N N N STRUCTURED ASSET SEC CORP 2006-WF1 N/A 863576FN9 100000.000000 PA USD 92730.680000 0.0330793 Long ABS-MBS CORP US N 2 2036-02-25 Floating 2.41857 N N N N N N SUNAC CHINA HOLDINGS LIMITED 549300OLARYHDXP3WK18 ACI124SP7 400000.000000 PA USD 61000.000000 0.0217602 Long DBT CORP KY N 2 2023-04-19 Fixed 8.35 Y Y N N N N SYMPHONY STATIC CLO 2021-1A N/A 87190TAA1 237191.570000 PA USD 232927.220000 0.0830908 Long ABS-CBDO CORP KY N 2 2029-10-25 Floating 2.014 N N N N N N TCI-SYMPHONY CLO LTD 2016-1A N/A 87229WAQ4 500000.000000 PA USD 487941.250000 0.1740605 Long ABS-CBDO CORP KY N 2 2032-10-13 Floating 2.04143 N N N N N N TCW CLO LTD 2018-1A N/A 87240UAR1 500000.000000 PA USD 489297.950000 0.1745445 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 2.154 N N N N N N THL CREDIT WIND RIVER 2019-3 CLO LTD N/A 97314JAA3 600000.000000 PA USD 585149.800000 0.2087372 Long ABS-CBDO CORP KY N 2 2031-04-15 Floating 2.12429 N N N N N N TICP CLO III-2 LTD 2018-3R N/A 87249FAC8 114284.940000 PA USD 113549.300000 0.0405058 Long ABS-CBDO CORP KY N 2 2028-04-20 Floating 1.90271 N N N N N N TOWD POINT MORTGAGE FUNDING 2019 - GRANITE4 PLC N/A ACI19VH23 882767.460000 PA 1071126.220000 0.3820968 Long ABS-MBS CORP GB N 2 2051-10-20 Floating 2.06263 N N N N N N UMBS PASS THRU POOLS N/A 01F020679 12700000.000000 PA USD 11025187.500000 3.9329526 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F020679 -19700000.000000 PA USD -17102062.500000 -6.1007218 Short ABS-MBS USGSE US N 2 2052-07-14 Fixed 2 N N N N N N UMBS PASS THRU POOLS N/A 01F022675 1700000.000000 PA USD 1529335.950000 0.5455513 Long ABS-MBS USGSE US N 2 2052-07-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F022675 -9100000.000000 PA USD -8186445.360000 -2.9203043 Short ABS-MBS USGSE US N 2 2052-07-14 Fixed 2.5 N N N N N N UMBS PASS THRU POOLS N/A 01F030694 1800000.000000 PA USD 1672734.370000 0.5967051 Long ABS-MBS USGSE US N 2 2052-09-14 Fixed 3 N N N N N N UMBS PASS THRU POOLS N/A 01F032682 27400000.000000 PA USD 26327445.910000 9.3916406 Long ABS-MBS USGSE US N 2 2052-08-11 Fixed 3.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 ACI19LDR4 500000.000000 PA 484982.350000 0.1730050 Long DBT CORP IT N 2 2026-06-03 Floating 7.5 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AG4 800000.000000 PA USD 828734.770000 0.2956299 Long DBT CORP IT N 2 2023-12-04 Fixed 7.83 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932RAJ3 297241.220000 PA USD 276731.580000 0.0987169 Long LON CORP US N 2 2028-04-21 Floating 5.3916 N N N N N N UNITED KINGDOM GOVT ECTRVYYCEF89VWYS6K36 BMBL1FII0 1200000.000000 PA 891108.840000 0.3178802 Long DBT NUSS GB N 2 2050-10-22 Fixed 0.625 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796S42 2300000.000000 PA USD 2298709.450000 0.8200056 Long DBT UST US N 2 2022-07-21 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796X20 200000.000000 PA USD 199898.250000 0.0713086 Long DBT UST US N 2 2022-07-19 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796X38 400000.000000 PA USD 399717.360000 0.1425889 Long DBT UST US N 2 2022-07-26 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796S67 700000.000000 PA USD 699221.550000 0.2494293 Long DBT UST US N 2 2022-08-04 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796T41 2353000.000000 PA USD 2348840.420000 0.8378885 Long DBT UST US N 2 2022-08-18 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796T58 2700000.000000 PA USD 2694101.260000 0.9610515 Long DBT UST US N 2 2022-08-25 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796X46 300000.000000 PA USD 299695.330000 0.1069086 Long DBT UST US N 2 2022-08-02 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796XL8 100000.000000 PA USD 99865.940000 0.0356246 Long DBT UST US N 2 2022-08-09 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796M71 400000.000000 PA USD 398822.210000 0.1422696 Long DBT UST US N 2 2022-09-08 None 0 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912796U49 615000.000000 PA USD 612955.130000 0.2186560 Long DBT UST US N 2 2022-09-15 None 0 N N N N N N ANCHORAGE CAPITAL CLO LTD 2015-6A N/A 03328QAY7 1000000.000000 PA USD 988429.460000 0.3525968 Long ABS-CBDO CORP KY N 2 2030-07-15 Floating 2.09429 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDX6 9280564.000000 PA USD 8817438.150000 3.1453947 Long DBT UST US N 2 2032-01-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CCM1 1509872.000000 PA USD 1436864.900000 0.5125647 Long DBT UST US N 2 2031-07-15 Fixed 0.125 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 91282CDY4 1900000.000000 PA USD 1721578.130000 0.6141288 Long DBT UST US N 2 2032-02-15 Fixed 1.875 N N N N N N UNITED STATES GOVT 254900HROIFWPRGM1V77 912810ST6 2700000.000000 PA USD 1945582.040000 0.6940365 Long DBT UST US N 2 2040-11-15 Fixed 1.375 N N N N N N UNIVISION COMMUNICATIONS INC 549300YQDE2JSGTL8V47 914906AU6 200000.000000 PA USD 190800.000000 0.0680630 Long DBT CORP US N 2 2027-06-01 Fixed 6.625 N N N N N N URSA RE II LTD N/A 91734PAA4 600000.000000 PA USD 599100.000000 0.2137135 Long DBT CORP BM N 2 2027-12-07 Floating 3.75 N N N N N N VENTURE 38 CLO LTD N/A 92332NAS4 1000000.000000 PA USD 972686.200000 0.3469808 Long ABS-CBDO CORP KY N 2 2032-07-30 Floating 2.446 N N N N N N VENTURE XXI CLO LTD 2015-21A N/A 92330MAL3 65735.870000 PA USD 65760.440000 0.0234583 Long ABS-CBDO CORP KY N 2 2027-07-15 Floating 1.92429 N N N N N N VENTURE XXVIII CLO LTD 2017-28A N/A 92331AAU8 500000.000000 PA USD 492000.000000 0.1755084 Long ABS-CBDO CORP KY N 2 2030-07-20 Floating 2.05271 N N N N N N VIAD CORP 549300PXU4ZW7LPO5Y40 92553BAL7 297750.000000 PA USD 279885.000000 0.0998418 Long LON CORP US N 3 2028-07-30 Floating 6.6661 N N N N N N VIBRANT CLO VI LTD 2017-6A N/A 92558EAJ1 184481.390000 PA USD 181806.410000 0.0648548 Long ABS-CBDO CORP KY N 2 2029-06-20 Floating 3.04586 N N N N N N VIBRANT CLO XI LTD 2019-11A N/A 92558NAJ1 300000.000000 PA USD 292914.610000 0.1044898 Long ABS-CBDO CORP KY N 2 2032-07-20 Floating 2.18271 N N N N N N VICI PROPERTIES LP / VICI NOTE CO INC N/A 92564RAL9 400000.000000 PA USD 344806.960000 0.1230010 Long DBT CORP US N 2 2029-02-15 Fixed 3.875 N N N N N N APIDOS CLO XXVI LLC 2017-26A N/A 03766GAL6 700000.000000 PA USD 689150.000000 0.2458366 Long ABS-CBDO CORP KY N 2 2029-07-18 Floating 1.94429 N N N N N N WASHINGTON MUTUAL 2005-AR2 N/A 92922FC97 1235879.980000 PA USD 1182114.380000 0.4216890 Long ABS-MBS CORP US N 2 2045-01-25 Floating 2.28357 N N N N N N WELLFLEET CLO LTD 2015-1 N/A 949496BJ1 344174.930000 PA USD 340737.470000 0.1215493 Long ABS-CBDO CORP KY N 2 2029-07-20 Floating 1.95271 N N N N N N WYNN LAS VEGAS LLC / WYNN LAS VEGAS CAPITAL CORP N/A 983130AX3 200000.000000 PA USD 171567.000000 0.0612021 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N YANGO JUSTICE INTERNATIONAL LIMITED 3003007ELD2HAYCXPT77 ACI1NX2H6 700000.000000 PA USD 56350.000000 0.0201014 Long DBT CORP HK N 2 2024-04-15 Fixed 7.5 Y Y N N N N N/A N/A 000000000 338000.000000 PA USD 338000.000000 0.1205728 Long RA US N 2 Repurchase N 0.4000000 2022-07-01 345200.000000 USD 344822.350000 USD UST N N N N/A N/A 000000000 250000.000000 PA USD 250000.000000 0.0891811 Long RA US N 2 Repurchase N 0.4000000 2022-07-01 267800.000000 USD 255048.170000 USD UST N N N ARES XL CLO LTD 2016-40A N/A 04016GBB3 1076546.790000 PA USD 1060743.940000 0.3783932 Long ABS-CBDO CORP KY N 2 2029-01-15 Floating 1.91429 N N N N N N N/A N/A 000000000 12700000.000000 PA USD 12700000.000000 4.5303990 Long RA US N 2 Repurchase N 1.4800000 2022-07-01 12945000.000000 USD 12952584.990000 USD UST N N N ARGENT SECURITIES INC 2005-W1 N/A 040104MX6 364034.430000 PA USD 327164.290000 0.1167075 Long ABS-MBS CORP US N 2 2035-05-25 Floating 2.10357 N N N N N N ARGENT SECURITIES INC 2006-M1 N/A 04012MAM1 272673.920000 PA USD 241535.350000 0.0861615 Long ABS-MBS CORP US N 2 2036-07-25 Floating 1.92357 N N N N N N N/A N/A 000000000 1.000000 NC USD 6037.400000 0.0021537 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A 3M COMPANY Y 2023-06-28 0.000000 USD 0.000000 USD 860108.040000 USD 6037.400000 N N N N/A N/A 000000000 1.000000 NC USD 1756.190000 0.0006265 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A ALLISON TRANSMISSION HOLDINGS INC Y 2023-06-28 0.000000 USD 0.000000 USD 320878.000000 USD 1756.190000 N N N CATERPILLAR INCORPORATED WRJR7GS4GTRECRRTVX92 149123101 2732.000000 NS USD 488372.320000 0.1742143 Long EC CORP US N 1 N N N N/A N/A 000000000 1.000000 NC -2309.460000 -0.0008238 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 324365.720000 USD 466579.000000 AUD 2022-07-05 -2309.460000 N N N N/A N/A 000000000 1.000000 NC 2325.560000 0.0008296 N/A DFE AU N 2 Australia and New Zealand Banking Group JHE42UYNWWTJB8YTTU19 466579.000000 AUD 324447.370000 USD 2022-08-02 2325.560000 N N N N/A N/A 000000000 5.000000 NC -1536.910000 -0.0005483 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long N/A AUSTRALIA GOVT 2022-09-15 410336.320000 AUD -1536.910000 N N N N/A N/A 000000000 34.000000 NC 1953.050000 0.0006967 N/A DIR AU N 1 ASX - SYDNEY FUTURES EXCHANGE LIMITED N/A Long N/A AUSTRALIA GOVT 2022-09-15 2521916.650000 AUD 1953.050000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1L3HY1 534309.480000 PA 1968.210000 0.0007021 Long DBT NUSS AR N 2 2023-03-25 Fixed 1.4 N N N N N N N/A N/A 000000000 1.000000 NC -2548.160000 -0.0009090 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 459422.710000 USD 661897.000000 AUD 2022-07-05 -2548.160000 N N N N/A N/A 000000000 1.000000 NC -600.560000 -0.0002142 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 93758.800000 USD 134963.000000 AUD 2022-07-05 -600.560000 N N N N/A N/A 000000000 1.000000 NC 4611.430000 0.0016450 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 574164.210000 USD 745000.000000 CAD 2022-07-05 4611.430000 N N N N/A N/A 000000000 1.000000 NC -40730.130000 -0.0145294 N/A DFE CL N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 805200.000000 USD 702939600.000000 CLP 2022-07-15 -40730.130000 N N N N/A N/A 000000000 1.000000 NC -47821.920000 -0.0170592 N/A DFE CO N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1030000.000000 USD 4150900000.000000 COP 2022-10-18 -47821.920000 N N N N/A N/A 000000000 1.000000 NC -12277.250000 -0.0043796 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 250387.580000 USD 1690000.000000 DKK 2022-07-01 -12277.250000 N N N N/A N/A 000000000 1.000000 NC -3994.640000 -0.0014250 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 440006.000000 USD 3089018.120000 DKK 2022-08-01 -3994.640000 N N N N/A N/A 000000000 1.000000 NC -2824.440000 -0.0010075 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 268526.300000 USD 1882423.070000 DKK 2022-08-01 -2824.440000 N N N N/A N/A 000000000 1.000000 NC -3969.340000 -0.0014160 N/A DFE N/A N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 427341.140000 USD 404000.000000 EUR 2022-07-05 -3969.340000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI24ZDF2 26300000.000000 PA 88158.990000 0.0314485 Long DBT NUSS AR N 2 2022-09-30 None 0 N N N N N N N/A N/A 000000000 1.000000 NC -21067.810000 -0.0075154 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 559114.530000 USD 442000.000000 GBP 2022-07-05 -21067.810000 N N N N/A N/A 000000000 1.000000 NC -310.970000 -0.0001109 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7136.610000 USD 2589000.000000 HUF 2022-07-21 -310.970000 N N N N/A N/A 000000000 1.000000 NC -1245.390000 -0.0004443 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 26127.720000 USD 9438000.000000 HUF 2022-07-21 -1245.390000 N N N N/A N/A 000000000 1.000000 NC 33.120000 0.0000118 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 45370.940000 USD 17222000.000000 HUF 2022-07-21 33.120000 N N N N/A N/A 000000000 1.000000 NC 9503.920000 0.0033903 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 4186121.930000 USD 16170151.800000 PEN 2022-09-06 9503.920000 N N N N/A N/A 000000000 1.000000 NC -31029.980000 -0.0110691 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1167973.230000 USD 18733000.000000 ZAR 2022-11-08 -31029.980000 N N N N/A N/A 000000000 1.000000 NC 2564.380000 0.0009148 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 661897.000000 AUD 459531.920000 USD 2022-08-02 2564.380000 N N N N/A N/A 000000000 1.000000 NC 604.270000 0.0002156 N/A DFE AU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 134963.000000 AUD 93781.470000 USD 2022-08-02 604.270000 N N N N/A N/A 000000000 1.000000 NC 4836.010000 0.0017251 N/A DFE CA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 368000.000000 CAD 290727.870000 USD 2022-07-05 4836.010000 N N N N/A N/A 000000000 1.000000 NC -20342.300000 -0.0072566 N/A DFE CH N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 460000.000000 CHF 461509.690000 USD 2022-07-05 -20342.300000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1T4 368000.000000 PA USD 78200.000000 0.0278958 Long DBT NUSS AR N 2 2030-07-09 Variable 0.5 N N N N N N N/A N/A 000000000 1.000000 NC 3896.330000 0.0013899 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 3095310.210000 DKK 440006.000000 USD 2022-07-01 3896.330000 N N N N/A N/A 000000000 1.000000 NC 2767.530000 0.0009872 N/A DFE DK N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 1886236.140000 DKK 268526.300000 USD 2022-07-01 2767.530000 N N N N/A N/A 000000000 1.000000 NC 302908.920000 0.1080550 N/A DFE GB N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 6433000.000000 GBP 8133801.570000 USD 2022-07-05 302908.920000 N N N N/A N/A 000000000 1.000000 NC -511.580000 -0.0001825 N/A DFE HU N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 42620000.000000 HUF 111851.740000 USD 2022-07-21 -511.580000 N N N N/A N/A 000000000 1.000000 NC -269.910000 -0.0000963 N/A DFE MX N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 207000.000000 MXN 10023.730000 USD 2022-07-01 -269.910000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI1QL1M9 242000.000000 PA USD 51449.200000 0.0183532 Long DBT NUSS AR N 2 2035-07-09 Variable 1.125 N N N N N N N/A N/A 000000000 1.000000 NC -126563.990000 -0.0451485 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 19358147.200000 PEN 4913734.190000 USD 2022-08-03 -126563.990000 N N N N/A N/A 000000000 1.000000 NC 11141.980000 0.0039746 N/A DFE PE N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 2452969.490000 PEN 642222.670000 USD 2022-12-12 11141.980000 N N N N/A N/A 000000000 1.000000 NC 17216.140000 0.0061414 N/A DFE ZA N 2 Bank of America, National Association B4TYDEB6GKMZO031MB27 7530380.520000 ZAR 474250.000000 USD 2022-11-08 17216.140000 N N N N/A N/A 000000000 1.000000 NC -48891.840000 -0.0174409 N/A DFE CO N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 1030000.000000 USD 4146378300.000000 COP 2022-10-18 -48891.840000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 ACI0QD081 1490000.000000 PA 1943.530000 0.0006933 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N N/A N/A 000000000 1.000000 NC -4814.770000 -0.0017175 N/A DFE KR N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 165000.000000 USD 206344050.000000 KRW 2022-08-10 -4814.770000 N N N N/A N/A 000000000 1.000000 NC -481.090000 -0.0001716 N/A DFE MY N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 129000.000000 USD 566890.500000 MYR 2022-09-21 -481.090000 N N N N/A N/A 000000000 1.000000 NC -344.710000 -0.0001230 N/A DFE SG N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 58729.780000 USD 81109.410000 SGD 2022-08-10 -344.710000 N N N N/A N/A 000000000 1.000000 NC 254214.790000 0.0906846 N/A DFE JP N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 575000000.000000 JPY 4505231.550000 USD 2022-08-22 254214.790000 N N N N/A N/A 000000000 1.000000 NC 8037.470000 0.0028672 N/A DFE ZA N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 4979744.700000 ZAR 310268.140000 USD 2022-11-08 8037.470000 N N N N/A N/A 000000000 1.000000 NC -8656.160000 -0.0030879 N/A DFE AU N 2 BNP Paribas S.A. N/A 1469915.870000 USD 2117000.000000 AUD 2022-07-05 -8656.160000 N N N N/A N/A 000000000 1.000000 NC -31091.420000 -0.0110911 N/A DFE BR N 2 BNP Paribas S.A. N/A 807000.000000 USD 4060678.740000 BRL 2022-07-05 -31091.420000 N N N N/A N/A 000000000 1.000000 NC -8555.290000 -0.0030519 N/A DFE CA N 2 BNP Paribas S.A. N/A 566355.170000 USD 718000.000000 CAD 2022-07-05 -8555.290000 N N N N/A N/A 000000000 1.000000 NC 208.780000 0.0000745 N/A DFE CH N 2 BNP Paribas S.A. N/A 185199.480000 USD 177000.000000 CHF 2022-07-05 208.780000 N N N N/A N/A 000000000 1.000000 NC 5245.420000 0.0018712 N/A DFE CH N 2 BNP Paribas S.A. N/A 1125011.740000 USD 1079000.000000 CHF 2022-07-05 5245.420000 N N N N/A N/A 000000000 1.000000 NC 3868.650000 0.0013800 N/A DFE DK N 2 BNP Paribas S.A. N/A 593520.590000 USD 4240000.000000 DKK 2022-07-01 3868.650000 N N N N/A N/A 000000000 1.000000 NC -41449.500000 -0.0147860 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1470853.300000 USD 1364000.000000 EUR 2022-07-05 -41449.500000 N N N N/A N/A 000000000 1.000000 NC -4870.580000 -0.0017375 N/A DFE N/A N 2 BNP Paribas S.A. N/A 216556.480000 USD 202000.000000 EUR 2022-07-05 -4870.580000 N N N N/A N/A 000000000 1.000000 NC 1091.570000 0.0003894 N/A DFE N/A N 2 BNP Paribas S.A. N/A 676932.080000 USD 647000.000000 EUR 2022-07-05 1091.570000 N N N N/A N/A 000000000 1.000000 NC -321.480000 -0.0001147 N/A DFE N/A N 2 BNP Paribas S.A. N/A 165897.580000 USD 158000.000000 EUR 2022-07-05 -321.480000 N N N N/A N/A 000000000 1.000000 NC -69147.570000 -0.0246666 N/A DFE N/A N 2 BNP Paribas S.A. N/A 18969316.900000 USD 18002288.000000 EUR 2022-08-02 -69147.570000 N N N N/A N/A 000000000 1.000000 NC 2963.890000 0.0010573 N/A DFE GB N 2 BNP Paribas S.A. N/A 518040.630000 USD 428000.000000 GBP 2022-07-05 2963.890000 N N N N/A N/A 000000000 1.000000 NC -65855.130000 -0.0234921 N/A DFE JP N 2 BNP Paribas S.A. N/A 1043154.660000 USD 132600000.000000 JPY 2022-07-05 -65855.130000 N N N N/A N/A 000000000 1.000000 NC -25881.540000 -0.0092326 N/A DFE JP N 2 BNP Paribas S.A. N/A 543275.410000 USD 70200000.000000 JPY 2022-07-05 -25881.540000 N N N N/A N/A 000000000 1.000000 NC -33166.820000 -0.0118314 N/A DFE JP N 2 BNP Paribas S.A. N/A 5549823.660000 USD 748500000.000000 JPY 2022-07-05 -33166.820000 N N N N/A N/A 000000000 1.000000 NC 4118.300000 0.0014691 N/A DFE JP N 2 BNP Paribas S.A. N/A 3225621.000000 USD 437482399.000000 JPY 2022-08-02 4118.300000 N N N N/A N/A 000000000 1.000000 NC 137568.990000 0.0490742 N/A DFE MX N 2 BNP Paribas S.A. N/A 1610854.090000 USD 35384181.980000 MXN 2022-08-09 137568.990000 N N N N/A N/A 000000000 1.000000 NC -1369.050000 -0.0004884 N/A DFE MX N 2 BNP Paribas S.A. N/A 2214641.220000 USD 44507796.800000 MXN 2022-07-01 -1369.050000 N N N N/A N/A 000000000 1.000000 NC -58.970000 -0.0000210 N/A DFE PL N 2 BNP Paribas S.A. N/A 16548.950000 USD 74000.000000 PLN 2022-07-15 -58.970000 N N N N/A N/A 000000000 1.000000 NC -1679.430000 -0.0005991 N/A DFE ZA N 2 BNP Paribas S.A. N/A 197501.030000 USD 3199593.360000 ZAR 2022-08-16 -1679.430000 N N N N/A N/A 000000000 1.000000 NC 11195.850000 0.0039938 N/A DFE ZA N 2 BNP Paribas S.A. N/A 2478992.220000 USD 40688000.000000 ZAR 2022-08-16 11195.850000 N N N N/A N/A 000000000 1.000000 NC -2424.810000 -0.0008650 N/A DFE AU N 2 BNP Paribas S.A. N/A 3407000.000000 AUD 2349257.670000 USD 2022-07-05 -2424.810000 N N N N/A N/A 000000000 1.000000 NC -2292.820000 -0.0008179 N/A DFE CA N 2 BNP Paribas S.A. N/A 641000.000000 CAD 495687.290000 USD 2022-07-05 -2292.820000 N N N N/A N/A 000000000 1.000000 NC 3304.670000 0.0011789 N/A DFE DK N 2 BNP Paribas S.A. N/A 1125000.000000 DKK 161810.070000 USD 2022-07-01 3304.670000 N N N N/A N/A 000000000 1.000000 NC -334.410000 -0.0001193 N/A DFE N/A N 2 BNP Paribas S.A. N/A 1434000.000000 EUR 1502425.890000 USD 2022-07-05 -334.410000 N N N N/A N/A 000000000 1.000000 NC 69308.810000 0.0247241 N/A DFE N/A N 2 BNP Paribas S.A. N/A 18002288.000000 EUR 18934806.520000 USD 2022-07-05 69308.810000 N N N N/A N/A 000000000 1.000000 NC 8654.630000 0.0030873 N/A DFE GB N 2 BNP Paribas S.A. N/A 1088000.000000 GBP 1333077.330000 USD 2022-07-05 8654.630000 N N N N/A N/A 000000000 1.000000 NC -16445.510000 -0.0058665 N/A DFE GB N 2 BNP Paribas S.A. N/A 5764000.000000 GBP 7003450.790000 USD 2022-08-02 -16445.510000 N N N ARGENTINA GOVT 549300KPBYGYF7HCHO27 P0761DAQ6 2500000.000000 PA 2146.090000 0.0007656 Long DBT NUSS AR N 2 2022-10-04 Floating 40.1781 N N N N N N N/A N/A 000000000 1.000000 NC -2707.110000 -0.0009657 N/A DFE HU N 2 BNP Paribas S.A. N/A 110982000.000000 HUF 289885.720000 USD 2022-07-21 -2707.110000 N N N N/A N/A 000000000 1.000000 NC 6918.750000 0.0024681 N/A DFE IN N 2 BNP Paribas S.A. N/A 33007958.080000 INR 423444.960000 USD 2022-08-10 6918.750000 N N N N/A N/A 000000000 1.000000 NC 6647.880000 0.0023715 N/A DFE JP N 2 BNP Paribas S.A. N/A 93100000.000000 JPY 692821.230000 USD 2022-07-05 6647.880000 N N N N/A N/A 000000000 1.000000 NC 6273.090000 0.0022378 N/A DFE JP N 2 BNP Paribas S.A. N/A 82700000.000000 JPY 615795.500000 USD 2022-07-05 6273.090000 N N N N/A N/A 000000000 1.000000 NC -97307.900000 -0.0347121 N/A DFE MX N 2 BNP Paribas S.A. N/A 50664000.000000 MXN 2422098.350000 USD 2022-07-01 -97307.900000 N N N N/A N/A 000000000 1.000000 NC -2164.160000 -0.0007720 N/A DFE MX N 2 BNP Paribas S.A. N/A 44507796.800000 MXN 2182026.940000 USD 2022-09-15 -2164.160000 N N N N/A N/A 000000000 1.000000 NC 6335.080000 0.0022599 N/A DFE MX N 2 BNP Paribas S.A. N/A 16296000.000000 MXN 811562.190000 USD 2022-08-09 6335.080000 N N N N/A N/A 000000000 1.000000 NC -109421.470000 -0.0390333 N/A DFE PE N 2 BNP Paribas S.A. N/A 7971378.000000 PEN 1952764.020000 USD 2022-10-05 -109421.470000 N N N N/A N/A 000000000 1.000000 NC 2.860000 0.0000010 N/A DFE TH N 2 BNP Paribas S.A. N/A 6633.560000 THB 190.760000 USD 2022-08-10 2.860000 N N N N/A N/A 000000000 1.000000 NC 4313.310000 0.0015387 N/A DFE TW N 2 BNP Paribas S.A. N/A 2004983.000000 TWD 72171.000000 USD 2022-09-21 4313.310000 N N N N/A N/A 000000000 1.000000 NC 7878.280000 0.0028104 N/A DFE ZA N 2 BNP Paribas S.A. N/A 6213596.860000 ZAR 388163.000000 USD 2022-08-16 7878.280000 N N N N/A N/A 000000000 1.000000 NC 10007.180000 0.0035698 N/A DFE ZA N 2 BNP Paribas S.A. N/A 6552084.030000 ZAR 411008.000000 USD 2022-08-16 10007.180000 N N N N/A N/A 000000000 1.000000 NC 7326.350000 0.0026135 N/A DFE ZA N 2 BNP Paribas S.A. N/A 6525742.180000 ZAR 406715.000000 USD 2022-08-16 7326.350000 N N N N/A N/A 000000000 1.000000 NC 11135.400000 0.0039723 N/A DFE ZA N 2 BNP Paribas S.A. N/A 6149642.720000 ZAR 387506.000000 USD 2022-08-16 11135.400000 N N N N/A N/A 000000000 1.000000 NC 17201.610000 0.0061362 N/A DFE ZA N 2 BNP Paribas S.A. N/A 8290901.280000 ZAR 520393.000000 USD 2022-11-08 17201.610000 N N N N/A N/A 000000000 1.000000 NC 8750.690000 0.0031216 N/A DFE ZA N 2 BNP Paribas S.A. N/A 6865901.590000 ZAR 425456.000000 USD 2022-11-08 8750.690000 N N N N/A N/A 000000000 1.000000 NC 4925.890000 0.0017572 N/A DFE ZA N 2 BNP Paribas S.A. N/A 3292000.000000 ZAR 206925.330000 USD 2022-07-22 4925.890000 N N N N/A N/A 000000000 11.000000 NC -8078.550000 -0.0028818 N/A DE FR N 1 EURONEXT PARIS MONEP N/A Long CAC-40 INDEX N/A N/A 2022-07-15 681733.390000 EUR -8078.550000 N N N N/A N/A 000000000 13.000000 NC -42191.290000 -0.0150507 N/A DIR CA N 1 THE MONTREAL EXCHANGE / BOURSE DE MONTREAL N/A Long N/A CANADA GOVT 2022-09-20 1252229.650000 CAD -42191.290000 N N N N/A N/A 000000000 1.000000 NC USD -27.550000 -0.0000098 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 N/A CDX.NA.IG.38 Y Single Leg Swap 2027-06-22 35312.270000 USD 0.000000 USD 2400000.000000 USD -35339.820000 N N N N/A N/A 000000000 1.000000 NC -19794.830000 -0.0070613 N/A DFE AU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 485713.730000 USD 675000.000000 AUD 2022-07-05 -19794.830000 N N N N/A N/A 000000000 1.000000 NC -17499.350000 -0.0062424 N/A DFE CL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 372198.470000 USD 327795189.000000 CLP 2022-08-05 -17499.350000 N N N N/A N/A 000000000 1.000000 NC -14225.460000 -0.0050746 N/A DFE JP N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 790316.260000 USD 105300000.000000 JPY 2022-07-05 -14225.460000 N N N N/A N/A 000000000 1.000000 NC -341.180000 -0.0001217 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 66000.000000 USD 84579000.000000 KRW 2022-08-10 -341.180000 N N N N/A N/A 000000000 1.000000 NC -11038.740000 -0.0039378 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 375000.000000 USD 468840000.000000 KRW 2022-08-10 -11038.740000 N N N N/A N/A 000000000 1.000000 NC 120.260000 0.0000429 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 120000.000000 USD 154734000.000000 KRW 2022-08-10 120.260000 N N N N/A N/A 000000000 1.000000 NC 3574.750000 0.0012752 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 393531.830000 USD 8000000.000000 MXN 2022-07-15 3574.750000 N N N N/A N/A 000000000 1.000000 NC 14283.710000 0.0050953 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 483992.560000 USD 10084000.000000 MXN 2022-08-09 14283.710000 N N N N/A N/A 000000000 1.000000 NC 60838.410000 0.0217025 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2519943.830000 USD 10003673.000000 PEN 2022-11-08 60838.410000 N N N N/A N/A 000000000 1.000000 NC -5585.900000 -0.0019926 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 119000.000000 USD 435813.700000 PEN 2022-08-08 -5585.900000 N N N N/A N/A 000000000 1.000000 NC -1077.990000 -0.0003845 N/A DFE TH N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 116000.000000 USD 4057192.800000 THB 2022-08-10 -1077.990000 N N N N/A N/A 000000000 1.000000 NC -125.180000 -0.0000447 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 90000.000000 USD 2665881.000000 TWD 2022-08-10 -125.180000 N N N N/A N/A 000000000 1.000000 NC -742.380000 -0.0002648 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 157000.000000 USD 4634938.000000 TWD 2022-08-10 -742.380000 N N N N/A N/A 000000000 1.000000 NC -7336.800000 -0.0026172 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 362385.010000 USD 5850000.000000 ZAR 2022-11-08 -7336.800000 N N N N/A N/A 000000000 1.000000 NC 6894.240000 0.0024593 N/A DFE BR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 467053.540000 BRL 96138.150000 USD 2022-07-05 6894.240000 N N N N/A N/A 000000000 1.000000 NC 89844.440000 0.0320497 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12760765000.000000 COP 3109272.430000 USD 2022-10-18 89844.440000 N N N N/A N/A 000000000 1.000000 NC 113521.810000 0.0404960 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8217945120.200000 COP 2058036.390000 USD 2022-10-18 113521.810000 N N N N/A N/A 000000000 1.000000 NC 170048.730000 0.0606605 N/A DFE CO N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 7975544351.800000 COP 2068212.470000 USD 2022-09-15 170048.730000 N N N N/A N/A 000000000 1.000000 NC -550.490000 -0.0001964 N/A DFE HU N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 31633000.000000 HUF 82846.720000 USD 2022-07-21 -550.490000 N N N N/A N/A 000000000 1.000000 NC 543.210000 0.0001938 N/A DFE ID N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1114282500.000000 IDR 75000.000000 USD 2022-08-10 543.210000 N N N N/A N/A 000000000 1.000000 NC 38139.830000 0.0136054 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 1763800.000000 ILS 543845.580000 USD 2022-08-01 38139.830000 N N N N/A N/A 000000000 1.000000 NC 3140.060000 0.0011201 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 100000.000000 ILS 31965.220000 USD 2022-10-07 3140.060000 N N N N/A N/A 000000000 1.000000 NC 15165.610000 0.0054099 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 500000.000000 ILS 159948.820000 USD 2022-12-07 15165.610000 N N N N/A N/A 000000000 1.000000 NC 9096.290000 0.0032449 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 300000.000000 ILS 95966.220000 USD 2022-12-07 9096.290000 N N N N/A N/A 000000000 1.000000 NC 6917.920000 0.0024678 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 200040.000000 ILS 64842.790000 USD 2022-12-07 6917.920000 N N N N/A N/A 000000000 1.000000 NC 7095.650000 0.0025312 N/A DFE IL N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 200000.000000 ILS 65008.940000 USD 2022-12-07 7095.650000 N N N N/A N/A 000000000 1.000000 NC 2210.210000 0.0007884 N/A DFE IN N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 13455130.000000 INR 172000.000000 USD 2022-08-10 2210.210000 N N N N/A N/A 000000000 1.000000 NC 6147.310000 0.0021929 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 213644640.000000 KRW 172000.000000 USD 2022-08-10 6147.310000 N N N N/A N/A 000000000 1.000000 NC 5194.000000 0.0018528 N/A DFE KR N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 194262120.000000 KRW 156000.000000 USD 2022-08-10 5194.000000 N N N N/A N/A 000000000 1.000000 NC -2484.500000 -0.0008863 N/A DFE MX N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 8099000.000000 MXN 399536.280000 USD 2022-07-15 -2484.500000 N N N N/A N/A 000000000 1.000000 NC -502.220000 -0.0001792 N/A DFE NZ N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 503000.000000 NZD 313646.400000 USD 2022-07-05 -502.220000 N N N N/A N/A 000000000 1.000000 NC 11939.530000 0.0042591 N/A DFE PE N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 2716423.980000 PEN 717624.490000 USD 2022-08-25 11939.530000 N N N N/A N/A 000000000 1.000000 NC 844.540000 0.0003013 N/A DFE TW N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 5640421.000000 TWD 191000.000000 USD 2022-08-10 844.540000 N N N N/A N/A 000000000 1.000000 NC 70960.870000 0.0253135 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 12259298.890000 ZAR 815002.250000 USD 2022-11-08 70960.870000 N N N N/A N/A 000000000 1.000000 NC 2562.270000 0.0009140 N/A DFE ZA N 2 Citibank, National Association E57ODZWZ7FF32TWEFA76 919000.000000 ZAR 58806.930000 USD 2022-08-16 2562.270000 N N N N/A N/A 000000000 1.000000 NC USD -7513.180000 -0.0026801 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA-9 N/A N/A Y Single Leg Swap 2058-09-18 0.000000 USD -532269.920000 USD 8368789.370000 USD 524756.740000 N N N N/A N/A 000000000 1.000000 NC USD -5755.590000 -0.0020532 N/A DCR US N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -47506.080000 USD 1600000.000000 USD 41750.490000 N N N N/A N/A 000000000 1.000000 NC USD -25540.470000 -0.0091109 N/A DCR US N 2 MORGAN STANLEY CAPITAL SERVICES LLC I7331LVCZKQKX5T7XV54 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -234810.200000 USD 7100000.000000 USD 209269.730000 N N N N/A N/A 000000000 1.000000 NC USD -10072.290000 -0.0035930 N/A DCR US N 2 UBS AG 254900R882POXXVAK772 CMBX.NA.AAA.10 N/A N/A Y Single Leg Swap 2059-11-18 0.000000 USD -81142.130000 USD 2800000.000000 USD 71069.840000 N N N N/A N/A 000000000 1.000000 NC 1212.750000 0.0004326 N/A DFE IN N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 7986967.200000 INR 102000.000000 USD 2022-08-10 1212.750000 N N N N/A N/A 000000000 1.000000 NC 765.520000 0.0002731 N/A DFE ZA N 2 CREDIT AGRICOLE CORPORATE AND INVESTMENT BANK 1VUV7VQFKUOQSJ21A208 835527.570000 ZAR 51901.500000 USD 2022-08-16 765.520000 N N N N/A N/A 000000000 29.000000 NC USD 28885.730000 0.0103042 N/A DCO US N 1 New York Mercantile Exchange 5493008GFNDTXFPHWI47 Long N/A WTI Crude 2023-11-20 2415410.000000 USD 28885.730000 N N N N/A N/A 000000000 2.000000 NC -27301.720000 -0.0097392 N/A DE DE N 1 Eurex N/A Long DAX INDEX N/A N/A 2022-09-16 669168.470000 EUR -27301.720000 N N N N/A N/A 000000000 1.000000 NC -3208.570000 -0.0011446 N/A DFE DK N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 68761.000000 USD 465261.680000 DKK 2022-07-01 -3208.570000 N N N N/A N/A 000000000 1.000000 NC -2010.740000 -0.0007173 N/A DFE TH N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 122840.510000 USD 4265759.550000 THB 2022-08-10 -2010.740000 N N N N/A N/A 000000000 1.000000 NC -80.890000 -0.0000289 N/A DFE TW N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 1883442.000000 TWD 63415.570000 USD 2022-08-10 -80.890000 N N N N/A N/A 000000000 81.000000 NC -74007.280000 -0.0264002 N/A DE DE N 1 Eurex N/A Long DOW JONES EURO STOXX 50 PRICE INDEX N/A N/A 2022-09-16 2920856.720000 EUR -74007.280000 N N N N/A N/A 000000000 1.000000 NC USD 819847.440000 0.2924595 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 DOW JONES US SELECT REIT TOTAL RETURN INDEX N/A N/A Y 2022-08-24 0.000000 USD 0.000000 USD 10409851.640000 USD 819847.440000 N N N N/A N/A 000000000 1.000000 NC USD 14767.150000 0.0052678 N/A DE US N 2 SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 DOW JONES US SELECT REIT TOTAL RETURN INDEX N/A N/A Y 2023-04-05 0.000000 USD 0.000000 USD 2347606.980000 USD 14767.150000 N N N N/A N/A 000000000 1.000000 NC USD 214821.080000 0.0766319 N/A DE US N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 DOW JONES US SELECT REIT TOTAL RETURN INDEX N/A N/A Y 2023-02-15 0.000000 USD 0.000000 USD 2817969.130000 USD 214821.080000 N N N N/A N/A 000000000 1.000000 NC USD 93062.300000 0.0331976 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 DOW JONES US SELECT REIT TOTAL RETURN INDEX N/A N/A Y 2023-01-04 0.000000 USD 0.000000 USD 1183516.140000 USD 93062.300000 N N N N/A N/A 000000000 1.000000 NC USD -12961.440000 -0.0046237 N/A DE US N 2 BANK OF AMERICA CORPORATION 9DJT3UXIJIZJI4WXO774 N/A FASTENAL COMPANY Y 2023-06-28 0.000000 USD 0.000000 USD 840636.000000 USD -12961.440000 N N N N/A N/A 000000000 1.000000 NC USD 19925.410000 0.0071079 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 FORD MOTOR CREDIT COMPANY LLC FORD MOTOR CREDIT CO LLC Y Single Leg Swap 2025-06-21 19935.890000 USD 0.000000 USD 500000.000000 USD -10.480000 N N N N/A N/A 000000000 -11.000000 NC 11905.280000 0.0042469 N/A DIR DE N 1 Eurex N/A Short N/A FRANCE GOVT 2022-09-08 -1596897.650000 EUR 11905.280000 N N N N/A N/A 000000000 24.000000 NC -13497.430000 -0.0048149 N/A DE GB N 1 Intercontinental Exchange 5493000F4ZO33MV32P92 Long FTSE 100 INDEX N/A N/A 2022-09-16 2080414.860000 GBP -13497.430000 N N N N/A N/A 000000000 1.000000 NC -2946.520000 -0.0010511 N/A DE IT N 1 ITALIAN DERIVATIVES MARKET N/A Long FTSE MIB INDEX N/A N/A 2022-09-16 111124.620000 EUR -2946.520000 N N N N/A N/A 000000000 1.000000 NC USD 47292.140000 0.0168703 N/A DCR US N 2 Intercontinental Exchange 5493000F4ZO33MV32P92 GENERAL MOTORS COMPANY GENERAL MOTORS CO SRUNSEC Y Single Leg Swap 2026-12-22 93792.680000 USD 0.000000 USD 500000.000000 USD -46500.540000 N N N N/A N/A 000000000 45.000000 NC -2403.160000 -0.0008573 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-09-08 5856520.970000 EUR -2403.160000 N N N N/A N/A 000000000 40.000000 NC 41682.840000 0.0148693 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-09-08 6236560.040000 EUR 41682.840000 N N N N/A N/A 000000000 3.000000 NC -42717.460000 -0.0152384 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-09-08 514208.110000 EUR -42717.460000 N N N CHANGE HEALTHCARE INC 549300GS1BPJEDOZHM07 15912K100 55665.000000 NS USD 1283634.900000 0.4579038 Long EC CORP US N 1 N N N N/A N/A 000000000 55.000000 NC -20076.420000 -0.0071617 N/A DIR DE N 1 Eurex N/A Long N/A GERMANY GOVT 2022-09-08 6290817.650000 EUR -20076.420000 N N N N/A N/A 000000000 1.000000 NC USD 547388.220000 0.1952667 N/A DE US N 2 JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 N/A GLOBAL SHIPPING SHORTS Y 2023-06-07 0.000000 USD 0.000000 USD 6045703.310000 USD 547388.220000 N N N N/A N/A 000000000 -26.000000 NC USD 76086.080000 0.0271418 N/A DCO US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Short N/A Gold 2022-08-29 -4698980.000000 USD 76086.080000 N N N N/A N/A 000000000 1.000000 NC -98401.240000 -0.0351021 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2645661.120000 USD 13330957.230000 BRL 2022-07-05 -98401.240000 N N N N/A N/A 000000000 1.000000 NC -6050.770000 -0.0021585 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 80000.000000 USD 387009.600000 BRL 2022-07-05 -6050.770000 N N N N/A N/A 000000000 1.000000 NC -33269.990000 -0.0118682 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 3235402.240000 USD 16903035.460000 BRL 2022-08-02 -33269.990000 N N N N/A N/A 000000000 1.000000 NC -43033.130000 -0.0153510 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 761000.000000 USD 660179516.000000 CLP 2022-07-15 -43033.130000 N N N N/A N/A 000000000 1.000000 NC -38092.790000 -0.0135886 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 762000.000000 USD 665641732.000000 CLP 2022-07-15 -38092.790000 N N N N/A N/A 000000000 1.000000 NC -25.520000 -0.0000091 N/A DFE HK N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 786815.000000 USD 6161476.660000 HKD 2022-09-09 -25.520000 N N N N/A N/A 000000000 1.000000 NC -2371.060000 -0.0008458 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 171000.000000 USD 13363137.000000 INR 2022-08-10 -2371.060000 N N N N/A N/A 000000000 1.000000 NC -2485.810000 -0.0008867 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 185000.000000 USD 14463485.000000 INR 2022-08-10 -2485.810000 N N N N/A N/A 000000000 1.000000 NC 344.430000 0.0001229 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1394254.730000 USD 28539000.000000 MXN 2022-10-07 344.430000 N N N N/A N/A 000000000 1.000000 NC -12992.880000 -0.0046349 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 606865.770000 USD 11964000.000000 MXN 2022-07-15 -12992.880000 N N N N/A N/A 000000000 1.000000 NC 22541.700000 0.0080412 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 805584.470000 USD 16653203.200000 MXN 2022-07-01 22541.700000 N N N N/A N/A 000000000 1.000000 NC -1837.890000 -0.0006556 N/A DFE PE N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 114000.000000 USD 431002.700000 PEN 2022-08-08 -1837.890000 N N N N/A N/A 000000000 1.000000 NC -14456.320000 -0.0051569 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 793398.080000 USD 12694472.430000 ZAR 2022-07-22 -14456.320000 N N N N/A N/A 000000000 1.000000 NC 6666.360000 0.0023781 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 352387.260000 BRL 74000.000000 USD 2022-07-05 6666.360000 N N N N/A N/A 000000000 1.000000 NC 5190.930000 0.0018517 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 323474.660000 BRL 67000.000000 USD 2022-07-05 5190.930000 N N N N/A N/A 000000000 1.000000 NC 31438.120000 0.0112147 N/A DFE BR N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 16903035.460000 BRL 3261245.510000 USD 2022-07-05 31438.120000 N N N N/A N/A 000000000 1.000000 NC 46264.260000 0.0165036 N/A DFE CL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 657208443.000000 CLP 761000.000000 USD 2022-07-15 46264.260000 N N N N/A N/A 000000000 1.000000 NC 23.710000 0.0000085 N/A DFE CO N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 1813406660.000000 COP 426656.810000 USD 2022-11-17 23.710000 N N N N/A N/A 000000000 1.000000 NC 3566.660000 0.0012723 N/A DFE HU N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 27034000.000000 HUF 74839.070000 USD 2022-07-21 3566.660000 N N N N/A N/A 000000000 1.000000 NC 2482.040000 0.0008854 N/A DFE IN N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12244901.000000 INR 157000.000000 USD 2022-08-10 2482.040000 N N N N/A N/A 000000000 1.000000 NC -5973.390000 -0.0021309 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 8826000.000000 MXN 432134.450000 USD 2022-07-15 -5973.390000 N N N N/A N/A 000000000 1.000000 NC -7794.710000 -0.0027806 N/A DFE MX N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 10290000.000000 MXN 503903.740000 USD 2022-07-01 -7794.710000 N N N N/A N/A 000000000 1.000000 NC -508.840000 -0.0001815 N/A DFE PL N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 241000.000000 PLN 53195.000000 USD 2022-07-15 -508.840000 N N N N/A N/A 000000000 1.000000 NC 51.200000 0.0000183 N/A DFE TH N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 2787199.000000 THB 79000.000000 USD 2022-08-10 51.200000 N N N N/A N/A 000000000 1.000000 NC 2392.560000 0.0008535 N/A DFE TW N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 11541231.000000 TWD 393000.000000 USD 2022-09-21 2392.560000 N N N N/A N/A 000000000 1.000000 NC 12787.190000 0.0045615 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7974095.430000 ZAR 496751.000000 USD 2022-11-08 12787.190000 N N N N/A N/A 000000000 1.000000 NC 31636.600000 0.0112855 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 9751000.000000 ZAR 628417.560000 USD 2022-08-16 31636.600000 N N N N/A N/A 000000000 1.000000 NC 12085.240000 0.0043111 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 12694472.430000 ZAR 791675.510000 USD 2022-07-14 12085.240000 N N N N/A N/A 000000000 1.000000 NC 4424.720000 0.0015784 N/A DFE ZA N 2 Goldman Sachs Bank USA KD3XUN7C6T14HNAYLU02 7139000.000000 ZAR 442478.780000 USD 2022-07-22 4424.720000 N N N N/A N/A 000000000 2.000000 NC -4468.060000 -0.0015939 N/A DE HK N 1 HONG KONG FUTURES EXCHANGE LTD. N/A Long N/A HANG SENG INDEX 2022-07-28 277106.590000 HKD -4468.060000 N N N N/A N/A 000000000 1.000000 NC 13594.280000 0.0048494 N/A DFE AU N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 5849647.570000 USD 8492643.000000 AUD 2022-08-02 13594.280000 N N N N/A N/A 000000000 1.000000 NC -51689.460000 -0.0184389 N/A DFE CA N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 2703957.950000 USD 3414000.000000 CAD 2022-07-05 -51689.460000 N N N N/A N/A 000000000 1.000000 NC 5537.880000 0.0019755 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 1274777.000000 USD 8555028.450000 CNY 2023-05-10 5537.880000 N N N N/A N/A 000000000 1.000000 NC 1251.110000 0.0004463 N/A DFE CN N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 427519.000000 USD 2870790.090000 CNY 2022-08-10 1251.110000 N N N 2022-08-12 PIMCO Funds /s/ Bijal Parikh Bijal Parikh Treasurer XXXX