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Y sell protection 2026-12-20 128712.89000000 USD 0.00000000 USD 58600000.00000000 USD 84145.04000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 289940000.00000000 OU Notional Amount USD 5362999.91000000 0.002324904369 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S37 2I65BRZM5 Y sell protection 2026-12-20 1121543.79000000 USD 0.00000000 USD 289940000.00000000 USD 4241456.12000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 50000000.00000000 OU Notional Amount 248068.84000000 0.000107539873 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Rolls-Royce PLC Rolls-Royce PLC Y sell protection 2026-12-20 0.00000000 EUR -193243.12000000 EUR 50000000.00000000 EUR 389818.64000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 194400000.00000000 OU Notional Amount 964491.63000000 0.000418115018 N/A DCR XX N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Rolls-Royce PLC Rolls-Royce PLC Y sell protection 2026-12-20 0.00000000 EUR -755120.68000000 EUR 194400000.00000000 EUR 2172113.40000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 17500000.00000000 OU Notional Amount USD 66053.41000000 0.000028634694 N/A DCR US N 2 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y sell protection 2026-12-20 0.00000000 USD -75920.27000000 USD 17500000.00000000 USD 141973.68000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 28600000.00000000 OU Notional Amount USD 107950.15000000 0.000046797273 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y sell protection 2026-12-20 0.00000000 USD -121871.66000000 USD 28600000.00000000 USD 229821.81000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 200500000.00000000 OU Notional Amount USD 756783.39000000 0.000328071795 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y sell protection 2026-12-20 0.00000000 USD -871173.62000000 USD 200500000.00000000 USD 1627957.01000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 10600000.00000000 OU Notional Amount USD 40009.50000000 0.000017344445 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Republic of South Africa Government International Bonds Republic of South Africa Government International Bonds Y sell protection 2026-12-20 0.00000000 USD -45986.10000000 USD 10600000.00000000 USD 85995.60000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 8800000.00000000 OU Notional Amount USD 190445.54000000 0.000082559700 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Ford Motor Co. 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Verizon Communications, Inc. Y sell protection 2028-06-20 0.00000000 USD -46735.94000000 USD 51600000.00000000 USD 676366.60000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 21200000.00000000 OU Notional Amount USD 244501.30000000 0.000105993315 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AT&T, Inc. AT&T, Inc. Y sell protection 2028-06-20 0.00000000 USD -15005.62000000 USD 21200000.00000000 USD 259506.92000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 2700000.00000000 OU Notional Amount USD 31139.32000000 0.000013499150 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AT&T, Inc. AT&T, Inc. Y sell protection 2028-06-20 0.00000000 USD -5904.96000000 USD 2700000.00000000 USD 37044.28000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 10000000.00000000 OU Notional Amount USD 138656.60000000 0.000060108771 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Verizon Communications, Inc. Verizon Communications, Inc. Y sell protection 2028-12-20 0.00000000 USD -23597.90000000 USD 10000000.00000000 USD 162254.50000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 232600000.00000000 OU Notional Amount USD 1758229.17000000 0.000762206740 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S40 2I65BZFE7 Y sell protection 2028-12-20 0.00000000 USD -7302934.84000000 USD 232600000.00000000 USD 9061164.01000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 91700000.00000000 OU Notional Amount USD 693162.58000000 0.000300491653 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S40 2I65BZFE7 Y sell protection 2028-12-20 0.00000000 USD -1830833.56000000 USD 91700000.00000000 USD 2523996.14000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 82600000.00000000 OU Notional Amount USD 1007335.83000000 0.000436688329 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Mexico 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Y sell protection 2029-12-20 0.00000000 USD -5335.53000000 USD 1000000.00000000 USD 22731.13000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 115500000.00000000 OU Notional Amount USD 543869.84000000 0.000235772028 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S42 2I65BZFG2 Y sell protection 2029-12-20 0.00000000 USD -2300984.43000000 USD 115500000.00000000 USD 2844854.27000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 37100000.00000000 OU Notional Amount USD 174697.59000000 0.000075732835 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.EM.S42 2I65BZFG2 Y sell protection 2029-12-20 0.00000000 USD -750240.29000000 USD 37100000.00000000 USD 924937.88000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 47745600.00000000 OU Notional Amount USD 3806481.86000000 0.001650141051 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.HY.S43 2I65BRAD3 Y sell protection 2029-12-20 2311202.66000000 USD 0.00000000 USD 47745600.00000000 USD 1495279.20000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 41100000.00000000 OU Notional Amount USD 792338.19000000 0.000343485092 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Israel Government International Bonds Israel Government International Bonds Y sell protection 2029-12-20 0.00000000 USD -725850.50000000 USD 41100000.00000000 USD 1518188.69000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 73400000.00000000 OU Notional Amount USD 1415027.32000000 0.000613425928 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Israel Government International Bonds Israel Government International Bonds Y sell protection 2029-12-20 0.00000000 USD -1372988.44000000 USD 73400000.00000000 USD 2788015.76000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 16400000.00000000 OU Notional Amount USD 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