NPORT-P false 0000933691 XXXXXXXX S000058490 C000192062 C000192063 JNL Series Trust 811-8894 0000933691 549300T5WIPN6IWM0D45 1 Corporate Way Lansing 48951 517-367-4336 JNL/PIMCO Income Fund S000058490 5493005E2UTORKLVJJ05 2021-12-31 2021-12-31 N 2909191924.570000000000 1207746279.110000000000 1701445645.460000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 0.000000000000 1159817801.470000000000 0.000000000000 0.000000000000 18508113.040000000000 ZAR USD GBP EUR UST Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 305799000 PA -115600.53 -0.0067942535 N/A DFE CORP MX N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 15006477.64 USD 305799000 MXN 2022-01-21 -115600.53 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 172778768 PA 28575.9 0.0016795071 N/A DFE CORP IN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2286492 USD 172778768 INR 2022-02-10 28575.9 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1706566.44 PA USD -48394.28 -0.0028443036 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 7018595.8 PEN 1706566.44 USD 2022-02-14 -48394.28 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 255502649.1 PA -47029.44 -0.0027640871 N/A DFE CORP RU N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 3415304 USD 255502649.1 RUB 2022-02-18 -47029.44 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 777920 PA USD -2394.25 -0.0001407186 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 4981332.93 CNY 777920 USD 2022-01-21 -2394.25 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 406281322 PA -65644.15 -0.0038581397 N/A DFE CORP RU N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 5421624 USD 406281322 RUB 2022-02-18 -65644.15 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 223759029.4 PA -131032.16 -0.0077012252 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 3097268 USD 223759029.4 RUB 2022-01-24 -131032.16 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2285060.61 PA USD 17053.57 0.0010022988 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 260800000 JPY 2285060.61 USD 2022-02-17 17053.57 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 328663 PA USD -949.77 -0.0000558214 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 2104166.26 CNY 328663 USD 2022-01-21 -949.77 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 28900596.13 PA -3833.1 -0.0002252849 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 382369 USD 28900596.13 RUB 2022-03-18 -3833.1 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 20185918.3 PA -6341.69 -0.0003727236 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 272451.32 USD 20185918.3 RUB 2022-02-18 -6341.69 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1461136.23 PA USD 118746.56 0.0069791568 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 5381656.98 PEN 1461136.23 USD 2022-03-25 118746.56 N N N Barclays Capital Inc. AC28XWWI3WIBK2824319 N/A 5057419.4 PA USD 171332.96 0.0100698462 N/A DFE CORP US N 2 Barclays Capital Inc. AC28XWWI3WIBK2824319 81170620.46 ZAR 5057419.4 USD 2022-11-08 171332.96 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 66393054.9 PA USD -443.78 -0.0000260825 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 58265000 EUR 66393054.9 USD 2022-02-17 -443.78 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 291848 PA USD -1748.58 -0.0001027703 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1874247.86 CNY 291848 USD 2022-01-21 -1748.58 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 214039799.7 PA -128021.01 -0.0075242492 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 2965415 USD 214039799.7 RUB 2022-01-24 -128021.01 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2407675 PA USD 22746.29 0.0013368802 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 3017000 CAD 2407675 USD 2022-02-17 22746.29 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 4137000 PA 2533.1 0.0001488793 N/A DFE CORP MX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 197949.43 USD 4137000 MXN 2022-02-18 2533.1 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 7830146.01 PA USD 642353.08 0.0377533706 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 115371000 ZAR 7830146.01 USD 2022-02-25 642353.08 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1956474.28 PA USD 96518.07 0.0056727096 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 7437341.34 PEN 1956474.28 USD 2022-02-11 96518.07 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 884000 PA 29525.74 0.0017353325 N/A DFE CORP GB N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1166820.6 USD 884000 GBP 2022-02-17 29525.74 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1801000 PA 47626.29 0.0027991661 N/A DFE CORP GB N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 2389726.37 USD 1801000 GBP 2022-02-17 47626.29 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 2566521.25 PA USD -16745.92 -0.0009842172 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 2267000 EUR 2566521.25 USD 2022-02-17 -16745.92 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 774282.57 PA USD -12382.03 -0.0007277359 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 716000 CHF 774282.57 USD 2022-02-17 -12382.03 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 966000 PA 6675.27 0.0003923293 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1094090.54 USD 966000 EUR 2022-02-17 6675.27 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 408951.07 PA USD 3658.96 0.0002150501 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 557000 AUD 408951.07 USD 2022-02-17 3658.96 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 136308353 PA -68631.92 -0.0040337416 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1875587.93 USD 136308353 RUB 2022-01-24 -68631.92 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 54855621991 PA 38234.67 0.0022471873 N/A DFE CORP ID N 2 J.P. Morgan ZBUT11V806EZRVTWT807 3805718.19 USD 54855621991 IDR 2022-01-21 38234.67 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 291872 PA USD -1739.58 -0.0001022413 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1874343.61 CNY 291872 USD 2022-01-21 -1739.58 N N N BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 N/A 145236823.5 PA 35524.48 0.0020878998 N/A DFE CORP IN N 2 BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 1910508.07 USD 145236823.5 INR 2022-02-10 35524.48 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 878147 PA USD 41286.39 0.0024265477 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1058644.85 CAD 878147 USD 2022-02-14 41286.39 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 1921499.99 PA USD -43539.47 -0.0025589692 N/A DFE CORP US N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 1452000 GBP 1921499.99 USD 2022-02-17 -43539.47 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 14092461.08 PA 115297.26 0.0067764292 N/A DFE CORP PE N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 3401921.81 USD 14092461.08 PEN 2022-03-17 115297.26 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 174384127 PA -62679.08 -0.0036838720 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 2374382.21 USD 174384127 RUB 2022-01-24 -62679.08 N N N Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 N/A 15261523.57 PA USD -328794.04 -0.0193243928 N/A DFE CORP US N 2 Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 86838069.1 BRL 15261523.57 USD 2022-01-04 -328794.04 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 359692000 PA 661106.18 0.0388555568 N/A DFE CORP MX N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 16575057.14 USD 359692000 MXN 2022-04-18 661106.18 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 20169000 PA -1865.98 -0.0001096703 N/A DFE CORP ZA N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1259556.98 USD 20169000 ZAR 2022-02-18 -1865.98 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 242206826.3 PA 55340.53 0.0032525594 N/A DFE CORP IN N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 3189996 USD 242206826.3 INR 2022-02-10 55340.53 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 903775.56 PA USD -30343.66 -0.0017834046 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 3731960.4 PEN 903775.56 USD 2022-01-24 -30343.66 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 244758857.1 PA 56942.27 0.0033466993 N/A DFE CORP IN N 2 J.P. Morgan ZBUT11V806EZRVTWT807 3222589 USD 244758857.1 INR 2022-02-10 56942.27 N N N Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 N/A 86838069.1 PA 321507.74 0.0188961511 N/A DFE CORP BR N 2 Credit Suisse Securities, LLC 1V8Y6QCX6YMJ2OELII46 15158954.19 USD 86838069.1 BRL 2022-02-02 321507.74 N N N BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 N/A 5569839.31 PA -9646.48 -0.0005669579 N/A DFE CORP PE N 2 BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 1386325.34 USD 5569839.31 PEN 2022-07-21 -9646.48 N N N BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 N/A 1050723.76 PA USD -44675.25 -0.0026257230 N/A DFE CORP US N 2 BANCAMERICA SECURITIES 8NAV47T0Y26Q87Y0QP81 4394967.33 PEN 1050723.76 USD 2022-04-05 -44675.25 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1214447.2 PA 709.31 0.0000416887 N/A DFE CORP PE N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 299309.23 USD 1214447.2 PEN 2022-07-27 709.31 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1036437.94 PA USD 102445.39 0.0060210792 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 14978000 ZAR 1036437.94 USD 2022-02-18 102445.39 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 815000 PA 9006.29 0.0005293316 N/A DFE CORP GB N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1093960.07 USD 815000 GBP 2022-02-17 9006.29 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 756164 PA USD 33306.17 0.0019575218 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 914429.13 CAD 756164 USD 2022-02-14 33306.17 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 14157966.13 PA 4274.56 0.0002512311 N/A DFE CORP CN N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 2213538 USD 14157966.13 CNY 2022-01-21 4274.56 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 86838069.1 PA 215169.26 0.0126462612 N/A DFE CORP BR N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 15375148.35 USD 86838069.1 BRL 2022-01-04 215169.26 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 100249440 PA -39124.92 -0.0022995104 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 1368070.09 USD 100249440 RUB 2022-01-24 -39124.92 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 255325443.8 PA -48781.53 -0.0028670637 N/A DFE CORP RU N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 3414720 USD 255325443.8 RUB 2022-02-18 -48781.53 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 73760340.88 PA USD -445611.88 -0.0261901919 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 54832000 GBP 73760340.88 USD 2022-02-17 -445611.88 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 531615.25 PA USD -9828.39 -0.0005776494 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 11230000 MXN 531615.25 USD 2022-03-18 -9828.39 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 348790 PA USD 16098.3 0.0009461542 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 5335220.54 ZAR 348790 USD 2022-02-18 16098.3 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 805992342.9 PA -464577.41 -0.0273048634 N/A DFE CORP RU N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 11149122.21 USD 805992342.9 RUB 2022-01-24 -464577.41 N N N Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 N/A 4620093.27 PA USD -46916.56 -0.0027574528 N/A DFE CORP US N 2 Goldman Sachs & Co. FOR8UP27PHTHYVLBNG30 75757000 ZAR 4620093.27 USD 2022-05-16 -46916.56 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 292665 PA USD 738.22 0.0000433878 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1863588.29 CNY 292665 USD 2022-01-21 738.22 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 214517389.3 PA -37246.7 -0.0021891208 N/A DFE CORP RU N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 2846965 USD 214517389.3 RUB 2022-03-18 -37246.7 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 2609367.05 PA USD -21512.22 -0.0012643495 N/A DFE CORP US N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 1944000 GBP 2609367.05 USD 2022-02-17 -21512.22 N N N J.P. Morgan ZBUT11V806EZRVTWT807 N/A 292671 PA USD -1794.77 -0.0001054850 N/A DFE CORP US N 2 J.P. Morgan ZBUT11V806EZRVTWT807 1879796.57 CNY 292671 USD 2022-01-21 -1794.77 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 1025046.34 PA USD -26364.23 -0.0015495194 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 4236619.01 PEN 1025046.34 USD 2022-05-31 -26364.23 N N N Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 N/A 12335613.39 PA -5143.42 -0.0003022971 N/A DFE CORP RU N 2 Deutsche Bank Alex Brown Inc. 7LTWFZYICNSX8D621K86 167763 USD 12335613.39 RUB 2022-02-18 -5143.42 N N N Citibank, Inc. E57ODZWZ7FF32TWEFA76 N/A 321440.87 PA USD -6027.69 -0.0003542687 N/A DFE CORP US N 2 Citibank, Inc. E57ODZWZ7FF32TWEFA76 1309164.37 PEN 321440.87 USD 2022-02-07 -6027.69 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -8412000 NC USD -73552.26 -0.0043229274 N/A DFE CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written USD/CAD Spot Rate USD/CAD Spot Rate 0.01 1.260000000000 USD 2022-02-11 XXXX 10579.99 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1000000 NC USD -72.9 -0.0000042846 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 100.730000000000 USD 2022-01-06 XXXX 2583.35 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -4900000 PA USD -3007.18 -0.0001767426 N/A DCR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 CDX.NA.IG.37 ZBUT11V806EZRVTWT807 N/A -4900000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4900000 USD 0.01 0.900000000000 USD 2022-04-20 XXXX 4391.82 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1500000 NC USD -2871.15 -0.0001687477 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 100.480000000000 USD 2022-03-07 XXXX 527.29 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -6800000 PA -2322.15 -0.0001364810 N/A DCR CORP XX N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Put Written BARCLAYS PLC AC28XWWI3WIBK2824319 ITRAXX.EUR.36 AC28XWWI3WIBK2824319 N/A -6800000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -6800000 EUR 0.01 0.900000000000 EUR 2022-03-16 XXXX 8264.39 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -14800000 PA -5054.1 -0.0002970474 N/A DCR CORP XX N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Put Written BARCLAYS PLC AC28XWWI3WIBK2824319 ITRAXX.EUR.36 AC28XWWI3WIBK2824319 N/A -14800000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -14800000 EUR 0.01 0.900000000000 EUR 2022-03-16 XXXX 13450.73 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -8900000 PA -3039.29 -0.0001786299 N/A DCR CORP XX N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 ITRAXX.EUR.36 ZBUT11V806EZRVTWT807 N/A -8900000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -8900000 EUR 0.01 0.900000000000 EUR 2022-03-16 XXXX 7942.36 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -8900000 NC USD -25639.12 -0.0015069021 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 98.600000000000 USD 2022-03-07 XXXX 21642.13 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1500000 NC USD -4198.35 -0.0002467519 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 100.350000000000 USD 2022-03-07 XXXX -155.38 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -9700000 PA USD -5952.99 -0.0003498784 N/A DCR CORP US N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Put Written BARCLAYS PLC AC28XWWI3WIBK2824319 CDX.NA.IG.37 AC28XWWI3WIBK2824319 N/A -9700000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -9700000 USD 0.01 0.900000000000 USD 2022-04-20 XXXX 6463.01 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A -6900000 PA USD -2213.45 -0.0001300923 N/A DCR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 CDX.NA.IG.37 7LTWFZYICNSX8D621K86 N/A -6900000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -6900000 USD 0.01 0.900000000000 USD 2022-03-16 XXXX 5445.55 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6900000 PA USD -2213.45 -0.0001300923 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CDX.NA.IG.37 FOR8UP27PHTHYVLBNG30 N/A -6900000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -6900000 USD 0.01 0.900000000000 USD 2022-03-16 XXXX 5445.55 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -4300000 PA USD -1164.74 -0.0000684559 N/A DCR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 CDX.NA.IG.37 ZBUT11V806EZRVTWT807 N/A -4300000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4300000 USD 0.01 0.950000000000 USD 2022-03-16 XXXX 4210.26 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -5000000 NC USD -13994.5 -0.0008225064 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 101.020000000000 USD 2022-02-07 XXXX -1885.12 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -3100000 NC USD -6357.79 -0.0003736699 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 102.550000000000 USD 2022-03-07 XXXX -1998.41 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4300000 PA USD -1005 -0.0000590674 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CDX.NA.IG.37 FOR8UP27PHTHYVLBNG30 N/A -4300000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4300000 USD 0.01 1.000000000000 USD 2022-03-16 XXXX 3897 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -4100000 PA USD -1110.57 -0.0000652721 N/A DCR CORP US N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Put Written BARCLAYS PLC AC28XWWI3WIBK2824319 CDX.NA.IG.37 AC28XWWI3WIBK2824319 N/A -4100000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4100000 USD 0.01 0.950000000000 USD 2022-03-16 XXXX 3440.43 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -1000000 NC USD -4103.6 -0.0002411831 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 104.060000000000 USD 2022-01-06 XXXX -2384.85 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A -900000 PA USD -791.53 -0.0000465210 N/A DCR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Written DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 CDX.NA.HY.37 7LTWFZYICNSX8D621K86 N/A -900000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.HY.37 2I65BRYQ7 Purchased Protection 2026-12-20 0 USD 0 USD -900000 USD 0.01 96.000000000000 USD 2022-03-16 XXXX 2808.47 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -4800000 PA USD -2582.02 -0.0001517545 N/A DCR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 CDX.NA.IG.37 ZBUT11V806EZRVTWT807 N/A -4800000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4800000 USD 0.01 0.950000000000 USD 2022-04-20 XXXX 3537.98 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -9800000 PA USD -6014.36 -0.0003534853 N/A DCR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Put Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 CDX.NA.IG.37 8NAV47T0Y26Q87Y0QP81 N/A -9800000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -9800000 USD 0.01 0.900000000000 USD 2022-04-20 XXXX 5843.64 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -8900000 NC USD -13931.17 -0.0008187843 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 98.100000000000 USD 2022-03-07 XXXX 19443.83 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -2000000 NC USD -1072.2 -0.0000630170 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 103.750000000000 USD 2022-03-07 XXXX 1115.3 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -4700000 PA USD -2884.44 -0.0001695288 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CDX.NA.IG.37 FOR8UP27PHTHYVLBNG30 N/A -4700000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -4700000 USD 0.01 0.900000000000 USD 2022-04-20 XXXX 4964.56 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -6800000 PA -2021.46 -0.0001188084 N/A DCR CORP XX N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Put Written BARCLAYS PLC AC28XWWI3WIBK2824319 ITRAXX.EUR.36 AC28XWWI3WIBK2824319 N/A -6800000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -6800000 EUR 0.01 0.950000000000 EUR 2022-03-16 XXXX 6258.9 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -4400000 PA -3134.63 -0.0001842333 N/A DCR CORP XX N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Put Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 ITRAXX.EUR.36 8NAV47T0Y26Q87Y0QP81 N/A -4400000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -4400000 EUR 0.01 0.850000000000 EUR 2022-04-20 XXXX 2807.75 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -5000000 PA USD -3526.9 -0.0002072884 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CDX.NA.IG.37 FOR8UP27PHTHYVLBNG30 N/A -5000000 PA USD 0 0.000000000000 DCR CORP US US CDX.NA.IG.37 2I65BYDZ5 Purchased Protection 2026-12-20 0 USD 0 USD -5000000 USD 0.01 0.850000000000 USD 2022-04-20 XXXX 1973.1 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A 8900000 NC USD 42574.04 0.0025022275 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Put Purchased Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 99.100000000000 USD 2022-03-07 XXXX -21394.71 N N N JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 N/A -2000000 NC USD -2212.6 -0.0001300424 N/A DIR CORP US N 2 JP MORGAN CHASE & CO ZBUT11V806EZRVTWT807 Call Written Federal National Mortgage Association, Inc. Federal National Mortgage Association, Inc. 0.01 100.080000000000 USD 2022-01-06 XXXX 6693.65 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -4000000 PA -1365.97 -0.0000802829 N/A DCR CORP XX N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Put Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 ITRAXX.EUR.36 8NAV47T0Y26Q87Y0QP81 N/A -4000000 PA 0 0.000000000000 DCR CORP XX XX ITRAXX.EUR.36 2I666VCZ6 Purchased Protection 2026-12-20 0 EUR 0 EUR -4000000 EUR 0.01 0.900000000000 EUR 2022-03-16 XXXX 4825.61 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 600000 PA USD 4163.62 0.0002447107 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Interest Rate Swap 7LTWFZYICNSX8D621K86 N/A 600000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-06-28 0 USD 0 USD 600000 USD 0.01 1.030000000000 USD 2022-06-24 XXXX -61736.38 N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 N/A 600000 PA USD 107209.03 0.0063010552 N/A DIR CORP US N 2 DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 Interest Rate Swap 7LTWFZYICNSX8D621K86 N/A 600000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-06-28 0 USD 0 USD 600000 USD 0.01 1.030000000000 USD 2022-06-24 XXXX 41309.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1300000 PA USD -869.48 -0.0000511024 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-12 0 USD 0 USD -1300000 USD 0.01 1.440000000000 USD 2022-01-10 XXXX 3261.27 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1300000 PA USD -866.85 -0.0000509479 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-12 0 USD 0 USD -1300000 USD 0.01 1.740000000000 USD 2022-01-10 XXXX 3263.9 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3500000 PA USD -7766.82 -0.0004564836 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3500000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-02-16 0 USD 0 USD -3500000 USD 0.01 1.580000000000 USD 2022-02-14 XXXX 1683.18 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3500000 PA USD -4797.8 -0.0002819837 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3500000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-02-16 0 USD 0 USD -3500000 USD 0.01 1.180000000000 USD 2022-02-14 XXXX 4652.2 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1000000 PA USD -3354.93 -0.0001971811 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1000000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2029-01-20 0 USD 0 USD -1000000 USD 0.01 1.520000000000 USD 2022-01-18 XXXX -1079.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1000000 PA USD -260.17 -0.0000152911 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1000000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2029-01-20 0 USD 0 USD -1000000 USD 0.01 1.220000000000 USD 2022-01-18 XXXX 2014.83 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -300000 PA USD -2473.89 -0.0001453993 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Put Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Interest Rate Swap 8NAV47T0Y26Q87Y0QP81 N/A -300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-01-24 0 USD 0 USD -300000 USD 0.01 1.820000000000 USD 2022-01-20 XXXX 76.11 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -1700000 PA USD -6718.96 -0.0003948971 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Put Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Interest Rate Swap 8NAV47T0Y26Q87Y0QP81 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-24 0 USD 0 USD -1700000 USD 0.01 1.660000000000 USD 2022-01-20 XXXX -1066.46 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -1700000 PA USD -1232.7 -0.0000724502 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Call Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Interest Rate Swap 8NAV47T0Y26Q87Y0QP81 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-24 0 USD 0 USD -1700000 USD 0.01 1.360000000000 USD 2022-01-20 XXXX 4419.8 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A -300000 PA USD -705.2 -0.0000414471 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Call Written BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 Interest Rate Swap 8NAV47T0Y26Q87Y0QP81 N/A -300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-01-24 0 USD 0 USD -300000 USD 0.01 1.510000000000 USD 2022-01-20 XXXX 1844.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD -3140.68 -0.0001845889 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2029-01-26 0 USD 0 USD -1700000 USD 0.01 1.630000000000 USD 2022-01-24 XXXX 1241.07 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD -2567.41 -0.0001508958 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2029-01-26 0 USD 0 USD -1700000 USD 0.01 1.330000000000 USD 2022-01-24 XXXX 1814.34 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -300000 PA USD -1891.53 -0.0001111719 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-01-26 0 USD 0 USD -300000 USD 0.01 1.870000000000 USD 2022-01-24 XXXX 898.47 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -300000 PA USD -1552.15 -0.0000912254 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -300000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2052-01-26 0 USD 0 USD -300000 USD 0.01 1.570000000000 USD 2022-01-24 XXXX 1237.85 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3600000 PA USD -5333.33 -0.0003134587 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3600000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-01-18 0 USD 0 USD -3600000 USD 0.01 1.440000000000 USD 2022-01-13 XXXX 4116.67 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3600000 PA USD -58.07 -0.0000034130 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3600000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-01-18 0 USD 0 USD -3600000 USD 0.01 1.040000000000 USD 2022-01-13 XXXX 9391.93 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -3400000 PA USD -52.12 -0.0000030633 N/A DIR CORP US N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Call Written CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Interest Rate Swap MBNUM2BPBDO7JBLYG310 N/A -3400000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-01-18 0 USD 0 USD -3400000 USD 0.01 1.020000000000 USD 2022-01-14 XXXX 8575.38 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -3400000 PA USD -6326.92 -0.0003718555 N/A DIR CORP US N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Put Written CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Interest Rate Swap MBNUM2BPBDO7JBLYG310 N/A -3400000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2027-01-18 0 USD 0 USD -3400000 USD 0.01 1.430000000000 USD 2022-01-14 XXXX 2300.58 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -373700000 PA USD -934343.43 -0.0549146799 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -373700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2023-11-04 0 USD 0 USD -373700000 USD 0.01 1.270000000000 USD 2022-11-02 XXXX -189693.43 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -373700000 PA USD -394328.24 -0.0231760704 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -373700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2023-11-04 0 USD 0 USD -373700000 USD 0.01 0.870000000000 USD 2022-11-02 XXXX 350321.76 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3100000 PA USD -3961.37 -0.0002328238 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3100000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-02-18 0 USD 0 USD -3100000 USD 0.01 2.000000000000 USD 2022-02-16 XXXX 18288.88 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -3100000 PA USD -19321.71 -0.0011356055 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -3100000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-02-18 0 USD 0 USD -3100000 USD 0.01 1.500000000000 USD 2022-02-16 XXXX 2928.54 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD -230.2 -0.0000135297 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Put Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-20 0 USD 0 USD -1700000 USD 0.01 1.940000000000 USD 2022-01-18 XXXX 8779.8 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD -8902.87 -0.0005232533 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Call Written GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Interest Rate Swap FOR8UP27PHTHYVLBNG30 N/A -1700000 PA USD 0 0.000000000000 DIR CORP US US 3M LIBOR US0003M 2032-01-20 0 USD 0 USD -1700000 USD 0.01 1.540000000000 USD 2022-01-18 XXXX 107.13 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -33 NC USD 213.58 0.0000125529 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States 5 Year Note United States 5 Year Note 2022-04-05 -3992440.16 USD 213.58 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -14 NC 1398.77 0.0000822107 N/A DIR CORP GB N 1 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Short Long Gilt Long Gilt 2022-03-31 -2341098.77 GBP 1398.77 N N N EUREX EXCHANGE N/A N/A 227 NC -637132.11 -0.0374465157 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Long Italy Government BTP Bond Italy Government BTP Bond 2022-03-10 38408044.92 EUR -637132.11 N N N EUREX EXCHANGE N/A N/A -76 NC 225057.06 0.0132274023 N/A DIR CORP DE N 1 EUREX EXCHANGE N/A Short Euro Bund Euro Bund 2022-03-10 -14939340.64 EUR 225057.06 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1600000 PA USD 78727.04 0.0046270676 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2024-12-20 -141546.440000000000 USD 0.000000000000 USD 1600000 USD 78727.04 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 11000000 PA USD 542123.61 0.0318625289 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2024-12-20 -974304.210000000000 USD 0.000000000000 USD 11000000 USD 542123.61 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6200000 PA -33980.12 -0.0019971323 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-06-11 0.000000000000 MXN 29683.830000000000 MXN 302800.91 MXN -33980.12 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 600000 PA 4208.56 0.0002473520 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2037-08-14 -2990.790000000000 MXN 0.000000000000 MXN 29303.31 MXN 4208.56 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 100000 PA 700.49 0.0000411703 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2037-08-21 -487.830000000000 MXN 0.000000000000 MXN 4883.89 MXN 700.49 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 9700000 PA -55244.46 -0.0032469130 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-10-11 0.000000000000 MXN 52969.190000000000 MXN 473736.91 MXN -55244.46 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 2000000 PA USD 136195.7 0.0080047047 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2028-06-20 -237143.680000000000 USD 0.000000000000 USD 2000000 USD 136195.7 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 11100000 PA USD 751106.04 0.0441451681 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2028-06-20 -1306363.840000000000 USD 0.000000000000 USD 11100000 USD 751106.04 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 600000 PA -1770.42 -0.0001040539 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-12-16 0.000000000000 MXN 1996.850000000000 MXN 29303.31 MXN -1770.42 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 900000 PA 5487.84 0.0003225398 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-12-10 -6549.420000000000 MXN 0.000000000000 MXN 43954.97 MXN 5487.84 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1700000 PA -5085.15 -0.0002988723 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-12-27 0.000000000000 MXN 5707.120000000000 MXN 83026.06 MXN -5085.15 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 100000 PA 611.68 0.0000359506 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-12-21 -730.620000000000 MXN 0.000000000000 MXN 4883.89 MXN 611.68 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6700000 PA -20097.9 -0.0011812249 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-12-27 0.000000000000 MXN 22593.640000000000 MXN 327220.34 MXN -20097.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3800000 PA 23275.43 0.0013679796 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-12-21 -27929.840000000000 MXN 0.000000000000 MXN 185587.65 MXN 23275.43 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 200000 PA 1214.49 0.0000713799 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-12-30 -1416.330000000000 MXN 0.000000000000 MXN 9767.77 MXN 1214.49 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 300000 PA -885.38 -0.0000520369 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-01-05 0.000000000000 MXN 980.180000000000 MXN 14651.66 MXN -885.38 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1300000 PA -3824.36 -0.0002247712 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-01-23 0.000000000000 MXN 4144.620000000000 MXN 63490.51 MXN -3824.36 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 400000 PA 2465.44 0.0001449027 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2028-01-31 -2986.840000000000 MXN 0.000000000000 MXN 19535.54 MXN 2465.44 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 600000 PA -1857.47 -0.0001091701 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-06 0.000000000000 MXN 2064.770000000000 MXN 29303.31 MXN -1857.47 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 700000 PA -2172.92 -0.0001277102 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-06 0.000000000000 MXN 2419.960000000000 MXN 34187.2 MXN -2172.92 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 600000 PA 3705.28 0.0002177725 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2028-01-31 -4515.690000000000 MXN 0.000000000000 MXN 29303.31 MXN 3705.28 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 279500000 PA -1368608.26 -0.0804379654 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-03-05 0.000000000000 MXN 1439980.920000000000 MXN 13650460.31 MXN -1368608.26 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 50200000 PA -247182.82 -0.0145278117 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-03-07 0.000000000000 MXN 263136.220000000000 MXN 2451710.58 MXN -247182.82 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 50500000 PA -248518.31 -0.0146063032 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-03-07 0.000000000000 MXN 264225.330000000000 MXN 2466362.24 MXN -248518.31 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 85000000 PA -418618.62 -0.0246037022 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-04-14 0.000000000000 MXN 432638.880000000000 MXN 4151302.78 MXN -418618.62 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 77200000 PA -246312.86 -0.0144766811 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-04-18 0.000000000000 MXN 260698.920000000000 MXN 3770359.7 MXN -246312.86 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 20600000 PA -101566.43 -0.0059694196 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-04-15 0.000000000000 MXN 105190.510000000000 MXN 1006080.44 MXN -101566.43 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 9000000 PA -29847.46 -0.0017542412 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-05-02 0.000000000000 MXN 32369.610000000000 MXN 439549.71 MXN -29847.46 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 59100000 PA USD 3963936.15 0.2329745978 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2026-06-19 -8286517.170000000000 USD 0.000000000000 USD 59100000 USD 3963936.15 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2400000 PA USD 117940.68 0.0069317924 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2024-12-18 -212052.560000000000 USD 0.000000000000 USD 2400000 USD 117940.68 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1800000 PA USD 125975.38 0.0074040202 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2029-12-10 -191327.930000000000 USD 0.000000000000 USD 1800000 USD 125975.38 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1700000 PA USD 120207.78 0.0070650379 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-03-10 -182676.400000000000 USD 0.000000000000 USD 1700000 USD 120207.78 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3500000 PA USD 246739.82 0.0145017750 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-02-12 -374615.310000000000 USD 0.000000000000 USD 3500000 USD 246739.82 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5900000 PA USD 394126.01 0.0231641846 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-01-15 -495966.310000000000 USD 0.000000000000 USD 5900000 USD 394126.01 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 900000 PA USD 96843.39 0.0056918298 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2050-01-16 -72022.600000000000 USD 0.000000000000 USD 900000 USD 96843.39 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 11500000 PA USD 1237771.5 0.0727482246 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2050-02-03 -920722.020000000000 USD 0.000000000000 USD 11500000 USD 1237771.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3600000 PA USD 227247.76 0.0133561575 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2029-12-18 -221186.020000000000 USD 0.000000000000 USD 3600000 USD 227247.76 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 5400000 PA 905249.92 0.0532047511 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2050-03-18 -476241.670000000000 EUR 0.000000000000 EUR 6147897.93 EUR 905249.92 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 500000 PA USD 58695.13 0.0034497211 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2050-01-15 -88020.810000000000 USD 0.000000000000 USD 500000 USD 58695.13 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2300000 PA USD 255114.69 0.0149939959 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2050-01-22 -257871.770000000000 USD 0.000000000000 USD 2300000 USD 255114.69 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 4300000 PA USD 491012.11 0.0288585246 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2050-02-07 -620055.350000000000 USD 0.000000000000 USD 4300000 USD 491012.11 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 10700000 PA USD 100529.99 0.0059085044 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2022-06-17 -135394.310000000000 USD 0.000000000000 USD 10700000 USD 100529.99 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 69000000 PA USD 4191534.87 0.2463513825 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-06-17 -2593093.020000000000 USD 0.000000000000 USD 69000000 USD 4191534.87 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 4300000 PA 230596.62 0.0135529819 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2030-06-17 -203104.720000000000 EUR 0.000000000000 EUR 4895548.35 EUR 230596.62 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 2500000 PA 445939.89 0.0262094702 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2050-06-17 -448436.880000000000 EUR 0.000000000000 EUR 2846249.04 EUR 445939.89 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 13000000 PA USD 706520.6 0.0415247235 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2026-12-16 -945672.330000000000 USD 0.000000000000 USD 13000000 USD 706520.6 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5100000 PA -44714.27 -0.0026280164 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2023-01-02 0.000000000000 BRL 35331.640000000000 BRL 915619.39 BRL -44714.27 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 15200000 PA -133301.94 -0.0078346282 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2023-01-02 0.000000000000 BRL 104010.910000000000 BRL 2728904.85 BRL -133301.94 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 16900000 PA -148223.32 -0.0087116106 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2023-01-02 0.000000000000 BRL 115190.130000000000 BRL 3034111.31 BRL -148223.32 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 7600000 PA USD 279005.61 0.0163981501 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2025-03-16 -304241.280000000000 USD 0.000000000000 USD 7600000 USD 279005.61 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3800000 PA USD 239896.77 0.0140995847 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2030-03-17 -212699.830000000000 USD 0.000000000000 USD 3800000 USD 239896.77 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 7600000 PA USD 279300.26 0.0164154677 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2025-03-18 -304386.510000000000 USD 0.000000000000 USD 7600000 USD 279300.26 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3300000 PA 1325.9 0.0000779278 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-05-10 -500.310000000000 MXN 0.000000000000 MXN 161168.23 MXN 1325.9 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 400000 PA -1424.29 -0.0000837106 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-05-06 0.000000000000 MXN 85.960000000000 MXN 19535.54 MXN -1424.29 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 700000 PA -3159.39 -0.0001856886 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2027-05-04 0.000000000000 MXN 283.050000000000 MXN 34187.2 MXN -3159.39 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 100000 PA -367.06 -0.0000215734 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-05-23 0.000000000000 MXN 51.700000000000 MXN 4883.89 MXN -367.06 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 300000 PA 163.88 0.0000096318 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-05-27 -84.910000000000 MXN 0.000000000000 MXN 14651.66 MXN 163.88 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 400000 PA -1469.94 -0.0000863936 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-05-30 0.000000000000 MXN 204.460000000000 MXN 19535.54 MXN -1469.94 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 800000 PA 412.11 0.0000242212 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-06-03 -177.140000000000 MXN 0.000000000000 MXN 39071.08 MXN 412.11 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 900000 PA 408.57 0.0000240131 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2022-06-10 -90.620000000000 MXN 0.000000000000 MXN 43954.97 MXN 408.57 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 400000 PA -1450.11 -0.0000852281 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2025-06-06 0.000000000000 MXN 105.400000000000 MXN 19535.54 MXN -1450.11 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 14824000 PA USD -968808.35 -0.0569403056 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-12-16 0.000000000000 USD 275177.490000000000 USD 14824000 USD -968808.35 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1700000 PA USD 90584.02 0.0053239444 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2030-07-28 0.000000000000 USD 24255.940000000000 USD 1700000 USD 90584.02 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 28400000 PA 77785.52 0.0045717311 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 -42056.100000000000 BRL 0.000000000000 BRL 5098743.27 BRL 77785.52 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 114100000 PA -264425.78 -0.0155412417 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 -533.130000000000 BRL 1944.700000000000 BRL 20484739.68 BRL -264425.78 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 4800000 PA USD -391968.4 -0.0230373742 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2051-06-16 0.000000000000 USD 940856.730000000000 USD 4800000 USD -391968.4 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 59600000 PA USD 743681.86 0.0437088227 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2031-06-16 -5099053.000000000000 USD 0.000000000000 USD 59600000 USD 743681.86 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 33500000 PA USD -38792.96 -0.0022800000 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2031-06-16 0.000000000000 USD 2452939.010000000000 USD 33500000 USD -38792.96 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 19903000 PA USD -61627.91 -0.0036220910 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2028-06-16 -1113259.850000000000 USD 0.000000000000 USD 19903000 USD -61627.91 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 35800000 PA USD 735022.08 0.0431998567 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2026-06-16 0.000000000000 USD 548258.350000000000 USD 35800000 USD 735022.08 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5000000 PA 13625.34 0.0008008096 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 897666.07 BRL 13625.34 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 7300000 PA 19856.98 0.0011670652 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 1310592.46 BRL 19856.98 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 23500000 PA 64096.11 0.0037671559 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 4219030.52 BRL 64096.11 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6100000 PA 16785.47 0.0009865417 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 1095152.6 BRL 16785.47 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6100000 PA 16667.28 0.0009795952 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 1095152.6 BRL 16667.28 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1800000 PA 4983.65 0.0002929068 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 323159.78 BRL 4983.65 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5000000 PA 13897.63 0.0008168130 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 897666.07 BRL 13897.63 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1200000 PA 3380.42 0.0001986793 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 215439.86 BRL 3380.42 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1000000 PA 2802.5 0.0001647129 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 179533.21 BRL 2802.5 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 19200000 PA 54349.73 0.0031943266 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 -20.540000000000 BRL 0.000000000000 BRL 3447037.7 BRL 54349.73 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 9500000 PA 26531.66 0.0015593598 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 1705565.53 BRL 26531.66 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8500000 PA -25074.04 -0.0014736903 N/A DIR CORP ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M JIBAR JIBA3M Y 2026-01-07 0.000000000000 ZAR 14.210000000000 ZAR 533417.01 ZAR -25074.04 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 30900000 PA -84017.25 -0.0049379920 N/A DIR CORP ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M JIBAR JIBA3M Y 2026-01-11 -7808.830000000000 ZAR 0.000000000000 ZAR 1939127.71 ZAR -84017.25 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 21500000 PA -56921.63 -0.0033454862 N/A DIR CORP ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M JIBAR JIBA3M Y 2026-02-01 -5071.380000000000 ZAR 0.000000000000 ZAR 1349231.25 ZAR -56921.63 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 12800000 PA USD -452564.55 -0.0265988250 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2051-02-09 0.000000000000 USD 0.000000000000 USD 12800000 USD -452564.55 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 12200000 PA -32406.15 -0.0019046245 N/A DIR CORP ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M JIBAR JIBA3M Y 2026-02-11 0.000000000000 ZAR 0.000000000000 ZAR 765610.29 ZAR -32406.15 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1055500000 PA -1708321.95 -0.1004041448 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 -182366.700000000000 BRL 0.000000000000 BRL 189497307 BRL -1708321.95 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 32300000 PA -44019.44 -0.0025871787 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-27 0.000000000000 MXN 0.000000000000 MXN 1577495.06 MXN -44019.44 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 32900000 PA -44748.69 -0.0026300394 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-27 0.000000000000 MXN 0.000000000000 MXN 1606798.37 MXN -44748.69 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 32900000 PA -46428.47 -0.0027287660 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-27 0.000000000000 MXN 0.000000000000 MXN 1606798.37 MXN -46428.47 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 278500000 PA -386112.79 -0.0226932192 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-27 0.000000000000 MXN 5056.040000000000 MXN 13601621.45 MXN -386112.79 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 65900000 PA -91227.34 -0.0053617546 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-02-27 0.000000000000 MXN 0.000000000000 MXN 3218480.62 MXN -91227.34 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 210500000 PA -295199.94 -0.0173499483 N/A DIR CORP MX N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 28-Day MEXIBOR MXIBTIIE Y 2023-03-03 -1424.940000000000 MXN 0.000000000000 MXN 10280579.23 MXN -295199.94 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 600000 PA 2138.97 0.0001257149 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2023-12-29 0.000000000000 EUR 0.000000000000 EUR 683099.77 EUR 2138.97 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 600000 PA 3617.58 0.0002126180 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2024-06-28 0.000000000000 EUR 0.000000000000 EUR 683099.77 EUR 3617.58 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 300000 PA 2575.23 0.0001513554 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2024-12-30 0.000000000000 EUR 0.000000000000 EUR 341549.89 EUR 2575.23 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 500000 PA 5425.76 0.0003188912 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2025-06-30 0.000000000000 EUR 0.000000000000 EUR 569249.81 EUR 5425.76 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 300000 PA 3855.79 0.0002266185 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2025-12-30 0.000000000000 EUR 0.000000000000 EUR 341549.89 EUR 3855.79 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 100000 PA 1448.54 0.0000851358 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2026-06-30 0.000000000000 EUR 0.000000000000 EUR 113849.96 EUR 1448.54 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 5700000 PA USD 79710.09 0.0046848449 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2026-06-24 0.000000000000 USD 0.000000000000 USD 5700000 USD 79710.09 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 500000 PA 215.26 0.0000126516 N/A DIR CORP ZA N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M JIBAR JIBA3M Y 2026-03-10 0.000000000000 ZAR 0.000000000000 ZAR 31377.47 ZAR 215.26 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 56200000 PA -84734.89 -0.0049801703 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 0.000000000000 BRL 0.000000000000 BRL 10089766.61 BRL -84734.89 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 500000 PA -714.49 -0.0000419931 N/A DIR CORP BR N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 BRAZIBOR BZDIOVRA Y 2022-01-03 -2.060000000000 BRL 0.000000000000 BRL 89766.61 BRL -714.49 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 3500000 PA USD 57763.95 0.0033949924 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2026-05-06 0.000000000000 USD 0.000000000000 USD 3500000 USD 57763.95 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1800000 PA USD 22861.63 0.0013436591 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2028-05-12 0.000000000000 USD 0.000000000000 USD 1800000 USD 22861.63 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 24500000 PA 676839.81 0.0397802781 N/A DIR CORP XX N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M EURIBOR EUR006M Y 2032-03-16 -469781.780000000000 EUR 0.000000000000 EUR 27893240.61 EUR 676839.81 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 2200000 PA 103860.41 0.0061042450 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 Sterling Overnight Index Average Rate SONIO Y 2052-03-16 -38633.100000000000 GBP 0.000000000000 GBP 2977809.9 GBP 103860.41 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 33100000 PA USD 359476.66 0.0211277193 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2031-07-16 0.000000000000 USD 0.000000000000 USD 33100000 USD 359476.66 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 21200000 PA 395590.71 0.0232502702 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 Sterling Overnight Index Average Rate SONIO Y 2052-09-21 -253089.350000000000 GBP 468159.310000000000 GBP 28695259.06 GBP 395590.71 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2100000 PA USD -15221.32 -0.0008946110 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2031-10-05 0.000000000000 USD 0.000000000000 USD 2100000 USD -15221.32 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1980000 PA USD -2368.45 -0.0001392022 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2029-01-12 0.000000000000 USD 0.000000000000 USD 1980000 USD -2368.45 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 2000000 PA USD -8197.97 -0.0004818238 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2031-10-15 0.000000000000 USD 0.000000000000 USD 2000000 USD -8197.97 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 11500000 PA USD 18933.03 0.0011127614 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2027-01-20 0.000000000000 USD 0.000000000000 USD 11500000 USD 18933.03 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1400000 PA USD -5800.28 -0.0003409030 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2031-10-22 0.000000000000 USD 0.000000000000 USD 1400000 USD -5800.28 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 8300000 PA USD -17286.7 -0.0010160007 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2027-02-17 0.000000000000 USD 0.000000000000 USD 8300000 USD -17286.7 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 6200000 PA USD -2053.79 -0.0001207085 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2027-02-24 0.000000000000 USD 0.000000000000 USD 6200000 USD -2053.79 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 7500000000 PA -11115.74 -0.0006533115 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M British Bankers' Association Yen LIBOR JY0006M Y 2022-03-15 0.000000000000 JPY 0.000000000000 JPY 65200382.51 JPY -11115.74 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 12430000000 PA -15347.87 -0.0009020488 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 6M British Bankers' Association Yen LIBOR JY0006M Y 2022-03-20 -0.010000000000 JPY 0.000000000000 JPY 108058767.3 JPY -15347.87 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 7500000000 PA -3329.59 -0.0001956918 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 Bank of Japan Overnight Call Rate TONAR MUTKCALM Y 2022-03-15 0.000000000000 JPY 0.000000000000 JPY 65200382.51 JPY -3329.59 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 12430000000 PA -6008.58 -0.0003531456 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 Bank of Japan Overnight Call Rate TONAR MUTKCALM Y 2022-03-20 -0.010000000000 JPY 0.000000000000 JPY 108058767.3 JPY -6008.58 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 7500000000 PA 309570.17 0.0181945377 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 Bank of Japan Overnight Call Rate TONAR MUTKCALM Y 2029-03-15 -277.170000000000 JPY 55715.770000000000 JPY 65200382.51 JPY 309570.17 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 12430000000 PA 350954.72 0.0206268546 N/A DIR CORP JP N 2 LCH CLEARNET 213800WAVVOPS85N2205 Bank of Japan Overnight Call Rate TONAR MUTKCALM Y 2028-09-20 0.000000000000 JPY 303271.010000000000 JPY 108058767.3 JPY 350954.72 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1400000 PA 79207.66 0.0046553153 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 Sterling Overnight Index Average Rate SONIO Y 2042-03-16 0.000000000000 GBP 52381.020000000000 GBP 1894969.94 GBP 79207.66 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 34000000 PA USD 24393.05 0.0014336661 N/A DIR CORP US N 2 LCH CLEARNET 213800WAVVOPS85N2205 3M LIBOR US0003M Y 2027-01-04 0.000000000000 USD 0.000000000000 USD 34000000 USD 24393.05 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 2200000 PA -62291.7 -0.0036611043 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-09-15 -27157.940000000000 GBP 0.000000000000 GBP 2977809.9 GBP -62291.7 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 1200000 PA USD 32528.72 0.0019118283 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2026-12-15 -25913.480000000000 USD 0.000000000000 USD 1200000 USD 32528.72 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1300000 PA -66653.53 -0.0039174646 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-09-15 -1314.470000000000 GBP 262.430000000000 GBP 1759614.94 GBP -66653.53 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3100000 PA 24580.25 0.0014446685 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-11-15 -35640.220000000000 GBP 1347.060000000000 GBP 4196004.86 GBP 24580.25 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1400000 PA 18012.19 0.0010586403 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-10-15 -1909.050000000000 GBP 13280.220000000000 GBP 1894969.94 GBP 18012.19 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1100000 PA -51278.99 -0.0030138483 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-09-15 0.000000000000 GBP 4602.550000000000 GBP 1488904.95 GBP -51278.99 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 1600000 PA -70047.91 -0.0041169643 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-10-15 -6717.210000000000 GBP 0.000000000000 GBP 2165679.93 GBP -70047.91 N N N LCH CLEARNET 213800WAVVOPS85N2205 N/A 3100000 PA -71971.93 -0.0042300458 N/A DIR CORP GB N 2 LCH CLEARNET 213800WAVVOPS85N2205 U.K. Retail Price Index UKRPI Y 2031-10-15 -14673.010000000000 GBP 4238.400000000000 GBP 4196004.86 GBP -71971.93 N N N CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 N/A 10460000 PA USD -218708.95 -0.0128543013 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE SNZ2OJLFK8MNNCLQOF39 3M LIBOR US0003M Y 2028-12-15 0.000000000000 USD 238146.020000000000 USD 10460000 USD -218708.95 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 24000000 PA 61238.91 0.0035992281 N/A DIR CORP CN N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 7-Day China Fixing Repo Rate CNRR007 Y 2025-01-23 0.000000000000 CNY 0.000000000000 CNY 3765680.53 CNY 65495.23 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A 24100000 PA 62044.18 0.0036465567 N/A DIR CORP CN N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 7-Day China Fixing Repo Rate CNRR007 Y 2025-01-23 0.000000000000 CNY 0.000000000000 CNY 3781370.86 CNY 66354.62 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 33200000 PA USD 5887.64 0.0003460375 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 3M LIBOR US0003M Y 2027-02-17 -7470.000000000000 USD 0.000000000000 USD 33200000 USD 75821.85 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 20600000 PA USD 3286.5 0.0001931593 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 3M LIBOR US0003M Y 2027-02-24 -1854.000000000000 USD 0.000000000000 USD 20600000 USD 36368.39 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A 7200000 PA USD -1188.04 -0.0000698253 N/A DIR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 3M LIBOR US0003M Y 2029-01-12 -4680.000000000000 USD 0.000000000000 USD 1188.04 USD 2893.27 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 50900000 PA USD -1203.61 -0.0000707404 N/A DIR CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 3M LIBOR US0003M Y 2027-01-20 0.000000000000 USD 0.000000000000 USD 1203.61 USD 141727.35 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -24108218.26 PA USD 192903.76 0.0113376387 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.9 137BENAI7 Y Sell Protection 2058-09-17 48040.690000000000 USD 0.000000000000 USD -24108218.26 USD 147206.92 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -36500000 PA USD 299924.62 0.0176276345 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.10 137BENAJ5 Y Sell Protection 2059-11-17 -327569.040000000000 USD 0.000000000000 USD -36500000 USD 631042.27 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -4800000 PA USD 14021.99 0.0008241221 N/A DCR CORP BR N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2022-12-20 -157931.710000000000 USD 0.000000000000 USD -4800000 USD 173553.7 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1000000 PA USD 7670.86 0.0004508437 N/A DCR CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2022-12-20 7260.000000000000 USD 0.000000000000 USD -1000000 USD 744.19 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -19655400 PA USD 80284.63 0.0047186127 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.28.V3 2I65BZDS8 Y Sell Protection 2022-12-20 -97608.720000000000 USD 0.000000000000 USD -19655400 USD 80284.63 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -6900000 PA USD 20892.98 0.0012279546 N/A DCR CORP RU N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Ministry of Finance of the Russian Federation Ministry of Finance of the Russian Federation Y Sell Protection 2022-12-20 -20139.000000000000 USD 0.000000000000 USD -6900000 USD 43331.98 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -1500000 PA USD 22930.99 0.0013477357 N/A DCR CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2024-12-20 -12485.100000000000 USD 0.000000000000 USD -1500000 USD 35916.09 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7500000 PA USD 57014.36 0.0033509363 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.11 137BENAK2 Y Sell Protection 2054-11-18 -40883.750000000000 USD 0.000000000000 USD -7500000 USD 98627.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7200000 PA USD 75478.77 0.0044361552 N/A DCR CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2023-06-20 -54708.190000000000 USD 0.000000000000 USD -7200000 USD 132586.96 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -300000 PA USD 3144.95 0.0001848399 N/A DCR CORP MX N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2023-06-20 -3032.720000000000 USD 0.000000000000 USD -300000 USD 6277.67 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -3854000 PA USD 21537.39 0.0012658289 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.29.V3 2I65BZDW9 Y Sell Protection 2023-06-20 -28330.750000000000 USD 0.000000000000 USD -3854000 USD 21537.39 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -200000 PA USD 633.73 0.0000372466 N/A DCR CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Ministry of Finance of the Russian Federation Ministry of Finance of the Russian Federation Y Sell Protection 2023-06-20 3054.000000000000 USD 0.000000000000 USD -200000 USD -2353.6 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -400000 PA USD 433.57 0.0000254824 N/A DCR CORP BR N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2023-06-20 -24904.820000000000 USD 0.000000000000 USD -400000 USD 25471.72 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -1500000 PA USD 4412.02 0.0002593101 N/A DCR CORP ZA N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 South Africa, Parliament of South Africa, Parliament of Y Sell Protection 2023-06-20 -76122.790000000000 USD 0.000000000000 USD -1500000 USD 81034.81 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -10528000 PA USD 78728.03 0.0046271258 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.30.V3 2I65BZDU3 Y Sell Protection 2023-12-20 -133221.310000000000 USD 0.000000000000 USD -10528000 USD 78728.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -2400000 PA USD 31885.18 0.0018740052 N/A DCR CORP MX N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2023-12-20 -39990.390000000000 USD 0.000000000000 USD -2400000 USD 72675.57 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -200000 PA USD 2452.99 0.0001441709 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 General Electric Company General Electric Company Y Sell Protection 2023-12-20 317.800000000000 USD 0.000000000000 USD -200000 USD 2452.99 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -3300000 PA USD 47166.09 0.0027721185 N/A DCR CORP MX N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Gobierno Federal de los Estados Unidos Mexicanos Gobierno Federal de los Estados Unidos Mexicanos Y Sell Protection 2024-06-20 -56439.670000000000 USD 0.000000000000 USD -3300000 USD 104705.76 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -600000 PA USD -2479.69 -0.0001457402 N/A DCR CORP ZA N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 South Africa, Parliament of South Africa, Parliament of Y Sell Protection 2024-06-20 -25131.800000000000 USD 0.000000000000 USD -600000 USD 22852.11 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -4888000 PA USD 39616.56 0.0023284059 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.31.V2 2I65BZDV1 Y Sell Protection 2024-06-20 -63294.710000000000 USD 0.000000000000 USD -4888000 USD 39616.56 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -700000 PA USD -7820.3 -0.0004596268 N/A DCR CORP BR N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2024-12-20 -12088.730000000000 USD 0.000000000000 USD -700000 USD 4501.76 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1395000 PA USD 13920.03 0.0008181296 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.32.V3 2I65BZDX7 Y Sell Protection 2024-12-20 -23486.220000000000 USD 0.000000000000 USD -1395000 USD 13920.03 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -500000 PA USD -5585.93 -0.0003283049 N/A DCR CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2024-12-20 -7781.190000000000 USD 0.000000000000 USD -500000 USD 2361.93 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -6000000 PA USD 5897.17 0.0003465976 N/A DCR CORP RU N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Ministry of Finance of the Russian Federation Ministry of Finance of the Russian Federation Y Sell Protection 2024-12-20 29554.500000000000 USD 0.000000000000 USD -6000000 USD -21657.33 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -79500000 PA USD 319505.33 0.0187784624 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.13 137BENAM8 Y Sell Protection 2072-12-16 -1365253.110000000000 USD 0.000000000000 USD -79500000 USD 1692487.61 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -368000 PA USD 2105.46 0.0001237454 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.HY.34.V9 2I65BRYM6 Y Sell Protection 2025-06-20 28124.580000000000 USD 0.000000000000 USD -368000 USD 2105.46 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1790000 PA 10803.94 0.0006349859 N/A DCR CORP XX N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ITRAXX.EUR.34 2I666VCX1 Y Sell Protection 2025-12-20 43577.360000000000 EUR 0.000000000000 EUR -2037914.31 EUR 10803.94 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -3200000 PA USD 4200.68 0.0002468889 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.34 2I65BZDZ2 Y Sell Protection 2025-12-20 -144280.000000000000 USD 0.000000000000 USD -3200000 USD 4200.68 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -7800000 PA 650740.94 0.0382463549 N/A DCR CORP GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Rolls-Royce Group PLC Rolls-Royce Group PLC Y Sell Protection 2025-12-20 -841058.180000000000 EUR 0.000000000000 EUR -8880297.01 EUR 650740.94 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -200000 PA USD -75.28 -0.0000044245 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.HY.35 2I65BRYO2 Y Sell Protection 2025-12-20 17560.000000000000 USD 0.000000000000 USD -200000 USD -75.28 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -10600000 PA USD -399625.88 -0.0234874315 N/A DCR CORP BR N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2026-06-20 -360399.780000000000 USD 0.000000000000 USD -10600000 USD -36281.66 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -6000000 PA USD 31086.8 0.0018270816 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 General Electric Company General Electric Company Y Sell Protection 2026-06-20 70154.930000000000 USD 0.000000000000 USD -6000000 USD 31086.8 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1000000 PA USD 1500.49 0.0000881891 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T Inc. AT&T Inc. Y Sell Protection 2026-06-20 15170.150000000000 USD 0.000000000000 USD -1000000 USD 1500.49 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -21000000 PA USD -55463.11 -0.0032597638 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.HY.36 2I65BRYP9 Y Sell Protection 2026-06-20 1961100.000000000000 USD 0.000000000000 USD -21000000 USD -55463.11 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -7200000 PA USD -271443.99 -0.0159537268 N/A DCR CORP BR N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 Presidencia Da Republica Federativa Do Brasil Presidencia Da Republica Federativa Do Brasil Y Sell Protection 2026-06-20 -244825.920000000000 USD 0.000000000000 USD -7200000 USD -24418.07 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1200000 PA USD -28878.98 -0.0016973202 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 MGM Resorts International MGM Resorts International Y Sell Protection 2026-06-20 167059.770000000000 USD 0.000000000000 USD -1200000 USD -28878.98 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -4300000 PA USD 8876.22 0.0005216870 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 The Boeing Company The Boeing Company Y Sell Protection 2023-06-20 16920.190000000000 USD 0.000000000000 USD -4300000 USD 8876.22 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -6500000 PA -23384.04 -0.0013743630 N/A DCR CORP NL N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Airbus Finance B.V. Airbus Finance B.V. Y Sell Protection 2026-06-20 182525.450000000000 EUR 0.000000000000 EUR -7400247.51 EUR -23384.04 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -100000 PA -500.16 -0.0000293962 N/A DCR CORP NL N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Airbus Finance B.V. Airbus Finance B.V. Y Sell Protection 2028-06-20 2311.060000000000 EUR 0.000000000000 EUR -113849.96 EUR -500.16 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -7800000 PA USD 59294.94 0.0034849741 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.11 137BENAK2 Y Sell Protection 2054-11-18 60214.670000000000 USD 0.000000000000 USD -7800000 USD -161.4 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -600000 PA USD 2443.76 0.0001436284 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 General Electric Company General Electric Company Y Sell Protection 2026-12-20 6967.100000000000 USD 0.000000000000 USD -600000 USD 2443.76 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -400000 PA USD 1989.16 0.0001169100 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 The Boeing Company The Boeing Company Y Sell Protection 2026-12-20 -2660.790000000000 USD 0.000000000000 USD -400000 USD 1989.16 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -2500000 PA -711.53 -0.0000418191 N/A DCR CORP XX N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ITRAXX.EUR.36 2I666VCZ6 Y Sell Protection 2026-12-20 76810.910000000000 EUR 0.000000000000 EUR -2846249.04 EUR -711.53 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -3400000 PA USD 7359.68 0.0004325545 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.IG.37 2I65BYDZ5 Y Sell Protection 2026-12-20 75696.280000000000 USD 0.000000000000 USD -3400000 USD 7359.68 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -24400000 PA USD -22285.63 -0.0013098056 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.EM.36 2I65BZEB4 Y Sell Protection 2026-12-20 -962675.000000000000 USD 0.000000000000 USD -24400000 USD -22285.63 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -4900000 PA USD 31057.85 0.0018253801 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 ITRAXX.EXJP.36 4ABCAMBG0 Y Sell Protection 2026-12-20 17939.040000000000 USD 0.000000000000 USD -4900000 USD 31057.85 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -94000000 PA USD 66940.91 0.0039343549 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 CDX.NA.HY.37 2I65BRYQ7 Y Sell Protection 2026-12-20 8584153.100000000000 USD 0.000000000000 USD -94000000 USD 66940.91 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1300000 PA 10394.57 0.0006109258 N/A DCR CORP GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Rolls-Royce Group PLC Rolls-Royce Group PLC Y Sell Protection 2026-12-20 -61083.650000000000 EUR 0.000000000000 EUR -1480049.5 EUR 10394.57 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A -410000 PA USD -52625.48 -0.0030929863 N/A DCR CORP TR N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 Turkiye Cumhuriyeti Basbakanlik Turkiye Cumhuriyeti Basbakanlik Y Sell Protection 2024-12-20 -35523.860000000000 USD 0.000000000000 USD -410000 USD -16964.95 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -1500000 PA 2556.45 0.0001502516 N/A DCR CORP GB N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 Barclays Bank PLC Barclays Bank PLC Y Sell Protection 2022-12-20 9966.020000000000 EUR 0.000000000000 EUR -1707749.43 EUR 2556.45 N N N GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 N/A -8443370.66 PA USD 11948.86 0.0007022769 N/A DCR CORP US N 2 GOLDMAN SACHS FOR8UP27PHTHYVLBNG30 CMBX.NA.AAA.6 137BENAF3 Y Sell Protection 2063-05-11 47612.060000000000 USD 0.000000000000 USD -8443370.66 USD -34842.32 N N N CITIGROUP INC. MBNUM2BPBDO7JBLYG310 N/A -13708608.76 PA USD 1936419.81 0.1138102657 N/A DCR CORP US N 2 CITIGROUP INC. MBNUM2BPBDO7JBLYG310 CDX.NA.HY.33.V12 2I65BRYN4 Y Sell Protection 2024-12-20 2282483.370000000000 USD 0.000000000000 USD -13708608.76 USD -323215.88 N N N INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 N/A -500000 PA USD 2358.3 0.0001386057 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE 5493000F4ZO33MV32P92 AT&T Inc. AT&T Inc. Y Sell Protection 2025-12-20 6601.690000000000 USD 0.000000000000 USD -500000 USD 2358.3 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 125.43 PA USD 28.22 0.0000016586 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y Total Return 2022-10-17 0.000000000000 USD 0.000000000000 USD 10885.44 USD 109.98 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 132.18 PA USD 168.29 0.0000098910 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y Total Return 2022-12-01 0.000000000000 USD 0.000000000000 USD 11332.69 USD 217.7 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 132.26 PA USD 174.03 0.0000102284 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y Total Return 2022-12-05 0.000000000000 USD 0.000000000000 USD 11333.91 USD 210.94 N N N BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 N/A 249.63 PA USD -49.92 -0.0000029340 N/A DE CORP US N 2 BANK OF AMERICA CORPORATION 8NAV47T0Y26Q87Y0QP81 iShares iBoxx $ High Yield Corporate Bond ETF iShares iBoxx $ High Yield Corporate Bond ETF Y Total Return 2022-10-17 0.000000000000 USD 0.000000000000 USD 21770.23 USD -49.99 N N N BARCLAYS PLC AC28XWWI3WIBK2824319 N/A 2140.51 PA USD 9000.85 0.0005290119 N/A DE CORP US N 2 BARCLAYS PLC AC28XWWI3WIBK2824319 iBoxx Liquid High Yield Index IBOXHY Y Total Return 2022-03-21 0.000000000000 USD 0.000000000000 USD 700000.28 USD 8940.47 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 920 NC USD 433027.49 0.0254505627 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 10 Year Note United States 10 Year Note 2022-03-31 119598222.5 USD 433027.49 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -282 NC USD -240171.59 -0.0141157369 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Long Bond United States Long Bond 2022-03-31 -45003203.41 USD -240171.59 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A 83 NC USD 126978.38 0.0074629701 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Long United States 10 Year Ultra Bond United States 10 Year Ultra Bond 2022-03-31 12027334.12 USD 126978.38 N N N CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 N/A -271 NC USD -152841.29 -0.0089830251 N/A DIR CORP US N 1 CHICAGO BOARD OF TRADE 549300EX04Q2QBFQTQ27 Short United States Ultra Bond United States Ultra Bond 2022-03-31 -53268033.71 USD -152841.29 N N N AUSTRALIAN SECURITIES EXCHANGE N/A N/A 249 NC -26301.13 -0.0015458108 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE N/A Long Australia 10 Year Bond Australia 10 Year Bond 2022-03-15 24754419.79 AUD -26301.13 N N N Banc of America Funding Corp 54930023UHZHF7UJ8596 05946XRH8 4428281.03 PA USD 4387961.97 0.2578961004 Long ABS-MBS CORP US N 2 2035-02-20 Floating 0.78 N N N N N N Banc of America Funding Corp 54930023UHZHF7UJ8596 05946XWF6 409998.16 PA USD 418392.71 0.0245904247 Long ABS-MBS CORP US N 2 2035-06-25 Fixed 5.5 N N N N N N Banco Bradesco S.A. N/A 05947KAY6 565000 PA USD 571087.03 0.0335648119 Long DBT CORP US N 2 2023-01-27 Fixed 2.85 N N N N N N Citigroup Commercial Mortgage Trust 2016-C1 N/A 17290YAR9 5500000 PA USD 5796304.8 0.3406694075 Long ABS-MBS CORP US N 2 2026-05-12 Fixed 3.21 N N N N N N Citigroup Commercial Mortgage Trust 2018-B2 N/A 17327FAA4 295677.89 PA USD 298445.38 0.0175406943 Long ABS-MBS CORP US N 2 2023-01-12 Fixed 2.86 N N N N N N DIRECTV Financing, LLC N/A 25461LAA0 900000 PA USD 921941.97 0.0541858021 Long DBT CORP US N 2 2027-08-15 Fixed 5.88 N N N N N N FHLBanks Office of Finance 2549001DPIFGXC1TOL40 313385RM0 6600000 PA USD 6599967 0.3879034877 Long STIV USGA US N 2 2022-01-07 Fixed 0 N N N N N N GSMSC Resecuritization Trust 2015-8R N/A 36254WAB2 23903759.39 PA USD 9116764.75 0.5358246250 Long ABS-CBDO CORP US N 2 2037-04-28 Variable 7.14 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BP3 610000 PA USD 674812.5 0.0396611259 Long DBT CORP US N 2 2500-12-31 Fixed 6.5 N N N Y Y HSBC Holdings PLC USD XXXX N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CC1 600000 PA USD 652327.2 0.0383395850 Long DBT CORP US N 2 2030-05-22 Fixed 3.97 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CH0 5040000 PA USD 5102279.28 0.2998790642 Long DBT CORP US N 2 2031-06-04 Fixed 2.85 N N N N Y HSBC Holdings PLC USD XXXX N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280CQ0 9600000 PA USD 9557856 0.5617491235 Long DBT CORP US N 2 2500-12-31 Fixed 4.7 N N N N Y HSBC Holdings PLC USD XXXX N N N iHeartMedia, Inc. N/A 45174J509 124483 NS USD 2619122.32 0.1539351155 Long EC CORP US N 1 N N N iHeartMedia, Inc. N/A 45174J608 91178 NS USD 1726546.61 0.1014752728 Long EC CORP US N 2 N N N J.P. Morgan Mortgage Acquisition Corp. 2005-FLD1 N/A 46626LAY6 9000000 PA USD 8900896.5 0.5231372817 Long ABS-CBDO CORP US N 2 2035-07-25 Floating 1.18 N N N N N N Novastar Mortgage Funding Trust, Series 2007-1 N/A 669971AD5 41792967.31 PA USD 19541810.59 1.1485415736 Long ABS-CBDO CORP US N 2 2037-03-25 Floating 0.28 N N N N N N The Charles Schwab Corporation 549300VSGCJ7E698NM85 808513BD6 287000 PA USD 313547.5 0.0184282995 Long DBT CORP US N 2 2500-12-31 Fixed 5.38 N N N N N N Wells Fargo & Company PBLD0EJDB5FWOLXP3B76 949746TD3 3300000 PA USD 3370111.14 0.1980733942 Long DBT CORP US N 2 2500-12-31 Fixed 3.9 N N N N N N CWMBS, Inc. 549300430UQIJMFG3R47 126694M96 2863110.9 PA USD 2624391.01 0.1542447751 Long ABS-MBS CORP US N 2 2046-04-25 Floating 0.5 N N N N N N IndyMac INDX Mortgage Loan Trust 2006-AR21 N/A 45661KAG5 2457524.43 PA USD 1967177.53 0.1156180061 Long ABS-MBS CORP US N 2 2036-06-25 Variable 2.98 N N N N N N Windstream Escrow, LLC N/A 97382WAA1 6439000 PA USD 6816793.06 0.4006471249 Long DBT CORP US N 2 2028-08-15 Fixed 7.75 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 404280BY4 400000 PA 583282.58 0.0342815876 Long DBT CORP GB N 2 2500-12-31 Fixed 5.88 N N N Y Y HSBC Holdings PLC GBP XXXX N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBJ3 66000 PA USD 68664.33 0.0040356464 Long DBT CORP US N 2 2046-07-15 Fixed 4 N N N N N N Oracle Corporation 1Z4GXXU7ZHVWFCD8TV52 68389XBY0 234000 PA USD 232250.48 0.0136501851 Long DBT CORP US N 2 2060-04-01 Fixed 3.85 N N N N N N MPT Operating Partnership, L.P. WUQXXXF7PXTUPGROE843 55342UAL8 300000 PA 424000.88 0.0249200367 Long DBT CORP GB N 2 2028-06-05 Fixed 3.69 N N N N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 N/A 200000 PA 245774.74 0.0144450539 Long DBT CORP GB Y 2 2500-12-31 Fixed 6 N N N Y Y HSBC Holdings PLC EUR XXXX N N N HSBC Holdings PLC MLU0ZO3ML4LN2LL2TL39 N/A 1060000 PA 1321154.8 0.0776489571 Long DBT CORP GB Y 2 2500-12-31 Fixed 4.75 N N N Y Y HSBC Holdings PLC EUR XXXX N N N PTC Inc. 54930050SSMU8SKDJ030 69370CAB6 90000 PA USD 91354.37 0.0053692206 Long DBT CORP US N 2 2025-02-15 Fixed 3.63 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 836205BB9 1000000 PA USD 962525 0.0565710108 Long DBT NUSS US N 2 2049-09-30 Fixed 5.75 N N N N N N Uber Technologies, Inc. 549300B2FTG34FILDR98 90353TAK6 700000 PA USD 714525.38 0.0419951928 Long DBT CORP US N 2 2029-08-15 Fixed 4.5 N N N N N N Voyager Common Shares N/A N/A 353.5 NS USD 0 0.0000000000 Long EC CORP US N 3 N N N Newgate Funding PLC 2138006KF4KS6D5P1697 N/A 4524223.9 PA 5883576.82 0.3457986939 Long ABS-MBS CORP GB Y 2 2050-12-15 Floating 0.26 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 N/A 5800000 PA 304450.24 0.0178936213 Long DBT NUSS ZA N 2 2049-02-28 Fixed 8.75 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 N/A 10200000 PA 592143.06 0.0348023495 Long DBT NUSS ZA N 2 2030-01-31 Fixed 8 N N N N N N Stratton Mortgage Funding 2020-1 PLC 213800G2XU9VVSXRMZ98 N/A 3200000 PA 4367929.53 0.2567187228 Long ABS-MBS CORP GB Y 2 2052-03-12 Floating 2.14 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 N/A 8800000 PA 496978.99 0.0292092193 Long DBT NUSS ZA N 2 2035-02-28 Fixed 8.88 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 363000 PA USD 24139.5 0.0014187641 Long DBT NUSS US Y 2 2028-05-07 Fixed 0 Y N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 900000 PA USD 59850 0.0035175969 Long DBT NUSS US Y 2 2031-08-05 Fixed 0 Y N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 60000 PA USD 3990 0.0002345065 Long DBT NUSS US Y 2 2049-12-09 Fixed 0 Y N N N N N AFC Mortgage Corporation N/A 00105HEH5 1364349.32 PA USD 1262905.86 0.0742254602 Long ABS-CBDO CORP US N 2 2030-03-25 Floating 0.74 N N N N N N AT&T Inc. 549300Z40J86GGSTL398 00206RKB7 220000 PA USD 230970.43 0.0135749520 Long DBT CORP US N 2 2060-06-01 Fixed 3.85 N N N N N N Altice France Holding S.A. 5493001ZMCICV4N02J21 02156LAA9 300000 PA USD 319887.99 0.0188009526 Long DBT CORP US N 2 2027-02-01 Fixed 8.13 N N N N N N Comm 2013-CCRE10 Mortgage Trust 549300YJIXJB9DCDOI21 12626BAE4 209390.79 PA USD 214105.37 0.0125837326 Long ABS-MBS CORP US N 2 2023-04-12 Fixed 3.8 N N N N N N CWABS Asset-Backed Certificates Trust 2006-20 N/A 12667HAE1 14200000 PA USD 13531809.06 0.7953124507 Long ABS-CBDO CORP US N 2 2035-09-25 Floating 0.33 N N N N N N Alternative Loan Trust 2006-OA17 N/A 12668PAA0 1753934.27 PA USD 1565434.04 0.0920061152 Long ABS-MBS CORP US N 2 2046-12-20 Floating 0.49 N N N N N N Expedia Group, Inc. CI7MUJI4USF3V0NJ1H64 30212PBK0 1400000 PA USD 1564546.34 0.0919539419 Long DBT CORP US N 2 2027-08-01 Fixed 4.63 N N N N N N GS Mortgage Securities Corp. CU46ESEFJB81SUVBJO28 362334GT5 3347749.45 PA USD 2024626.47 0.1189944842 Long ABS-CBDO CORP US N 2 2036-03-25 Floating 0.64 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 00253XAA9 1700000 PA USD 1769214 0.1039829867 Long DBT CORP US N 2 2026-04-20 Fixed 5.5 N N N N N N American Airlines, Inc. IWUQB36BXD6OWD6X4T14 023770AA8 1961479.98 PA USD 1941875.97 0.1141309436 Long ABS-CBDO CORP US N 2 2027-05-01 Fixed 3.38 N N N N N N CWABS, Inc. 549300I38TM1UFUB6822 1266732M3 4000000 PA USD 3904375.6 0.2294740129 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 1.3 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 N/A 377200000 PA 26221121.32 1.5411083739 Long DBT NUSS ZA N 2 2027-12-21 Fixed 10.5 N N N N N N Palmer Square Loan Funding 2020-1, LLC N/A 69701EAA4 3239304.16 PA USD 3241823.69 0.1905334854 Long ABS-CBDO CORP US N 2 2028-02-22 Floating 0.96 N N N N N N CWABS, Inc. 549300I38TM1UFUB6822 126673FL1 819139.14 PA USD 803984.98 0.0472530511 Long ABS-CBDO CORP US N 2 2034-07-25 Floating 1.38 N N N N N N CWABS, Inc. 549300I38TM1UFUB6822 126673QJ4 2280095.37 PA USD 1948186.68 0.1145018464 Long ABS-CBDO CORP US N 2 2034-11-25 Floating 1.38 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71643VAA3 12389000 PA USD 12512890 0.7354269608 Long DBT CORP US N 2 2032-02-16 Fixed 6.7 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDD1 270000 PA USD 260443.17 0.0153071696 Long DBT CORP US N 2 2050-01-23 Fixed 7.69 N N N N N N CWABS Asset-Backed Certificates Trust 2006-21 N/A 12667LAA0 1117361.56 PA USD 1101136.35 0.0647176919 Long ABS-CBDO CORP US N 2 2035-05-25 Floating 0.24 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 21H032621 2600000 PA USD 2705590.68 0.1590171680 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 3.5 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 21H040616 5900000 PA USD 6208633.72 0.3649034418 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 4 N N N N N N Ginnie Mae II 549300M8ZYFG0OCMTT87 21H040632 1000000 PA USD 1051763.9 0.0618158977 Long ABS-MBS USGA US N 2 2052-03-15 Fixed 4 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDE9 1180000 PA USD 1148746.44 0.0675159058 Long DBT CORP US N 2 2031-01-28 Fixed 5.95 N N N N N N Petroleos Mexicanos 549300CAZKPF4HKMPX17 71654QDF6 1514000 PA USD 1345772.34 0.0790958173 Long DBT CORP US N 2 2060-01-28 Fixed 6.95 N N N N N N NatWest Markets PLC 2138005O9XJIJN4JPN90 780099CK1 300000 PA USD 348000 0.0204531953 Long DBT CORP GB N 2 2500-12-31 Fixed 8 N N N Y Y NatWest Group PLC USD XXXX N N N South Africa, Parliament of 378900AAFB4F17004C49 836205BA1 1000000 PA USD 1032493 0.0606832785 Long DBT NUSS US N 2 2029-09-30 Fixed 4.85 N N N N N N Turkiye Ihracat Kredi Bankasi A.S. 789000JVRVYLAXGDWR11 90015LAF4 200000 PA USD 202591.97 0.0119070492 Long DBT CORP TR N 2 2024-01-24 Fixed 8.25 N N N N N N Wynn Resorts Finance, LLC N/A 983133AB5 4600000 PA USD 4830002.71 0.2838764037 Long DBT CORP US N 2 2025-04-15 Fixed 7.75 N N N N N N CSMC Mortgage-Backed Trust 2006-6 N/A 22942JAL7 532127.14 PA USD 379441.88 0.0223011461 Long ABS-MBS CORP US N 2 2036-07-25 Fixed 6 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3131Y2FK9 15370.37 PA USD 16368.36 0.0009620266 Long ABS-MBS USGA US N 2 2048-07-01 Fixed 4 N N N N N N Alba 2006-2 PLC 2138004SAGUH3UKKW934 N/A 1248840 PA 1572655.22 0.0924305295 Long ABS-MBS CORP GB Y 2 2038-12-15 Floating 0.56 N N N N N N Rolls-Royce Group PLC X57JK1U580XATGR67572 N/A 700000 PA 881314.83 0.0517980009 Long DBT CORP GB Y 2 2026-02-16 Fixed 4.63 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329PC35 159583.99 PA USD 168564.79 0.0099071510 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 3.5 N N N N N N Mitchells & Butlers Finance PLC 213800E7QA1U8BF34219 N/A 129499.2 PA 191059.17 0.0112292256 Long DBT CORP GB N 2 2028-12-15 Fixed 6.01 N N N N N N South Africa, Parliament of 378900AAFB4F17004C49 N/A 12200000 PA 690092.94 0.0405592116 Long DBT NUSS ZA N 2 2032-03-31 Fixed 8.25 N N N N N N Fremont Home Loan Trust 2006-E N/A 35729NAA3 16084318.11 PA USD 10439951.3 0.6135929953 Long ABS-CBDO CORP US N 2 2037-01-25 Floating 0.24 N N N N N N Morgan Stanley & Co. LLC 9R7GPTSO7KV3UQJZQ078 61768HAW6 1700000 PA USD 1905257.32 0.1119787356 Long ABS-MBS CORP US N 2 2029-02-16 Fixed 4.07 N N N N N N Southern California Edison Company 9R1Z5I36FERIBVKW4P77 842400GR8 500000 PA USD 617187.95 0.0362743266 Long DBT CORP US N 2 2049-03-01 Fixed 4.88 N N N N N N Ubs-Barclays Commercial Mortgage Trust 2012-C4 N/A 90270RBC7 747466.4 PA USD 750741.13 0.0441237210 Long ABS-MBS CORP US N 2 2045-12-12 Fixed 2.53 N N N N N N US Airways, Inc. 5493004XNBKB5SFUJI60 90345KAA8 930950.96 PA USD 948894.95 0.0557699244 Long ABS-CBDO CORP US N 2 2023-04-22 Fixed 6.25 N N N N N N BGC Partners, Inc. TF1LXM1YNB81WKUH5G19 05541TAM3 162000 PA USD 168937.45 0.0099290536 Long DBT CORP US N 2 2024-10-01 Fixed 3.75 N N N N N N Bear Stearns ALT-A Trust 2006-3 N/A 07386HWT4 3041715.708 PA USD 3024114.52 0.1777379447 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.64 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AJ7 1100000 PA USD 1159836.56 0.0681677116 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AK4 200000 PA USD 219499.7 0.0129007765 Long DBT CORP US N 2 2500-12-31 Fixed 7.25 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225401AU2 1250000 PA USD 1270739.14 0.0746858498 Long DBT CORP US N 2 2032-05-14 Fixed 3.09 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 225436AA2 200000 PA USD 212974 0.0125172379 Long DBT CORP US N 2 2500-12-31 Fixed 6.25 N N N N N Credit Suisse Group AG USD XXXX N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAA4 1800000 PA USD 1938043.8 0.1139057134 Long DBT CORP US N 2 2023-08-08 Fixed 6.5 N N N N Y Credit Suisse Group AG USD XXXX N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 22546DAB2 2600000 PA USD 2808000 0.1650361272 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N Y Y Credit Suisse Group AG USD XXXX N N N Encore Credit Receivables Trust N/A 29256PBA1 5905000 PA USD 5761497.28 0.3386236460 Long ABS-CBDO CORP US N 2 2036-01-25 Floating 1.08 N N N N N N Altice Financing S.A. 549300DIYGW8HVDF7Q17 02154CAH6 1275000 PA USD 1261309.97 0.0741316641 Long DBT CORP US N 2 2029-08-15 Fixed 5.75 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CV5 1929000 PA USD 2466064.66 0.1449393736 Long DBT CORP US N 2 2040-05-01 Fixed 5.71 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CW3 1497000 PA USD 2028875.12 0.1192441925 Long DBT CORP US N 2 2050-05-01 Fixed 5.8 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CX1 2230000 PA USD 3093283.62 0.1818032582 Long DBT CORP US N 2 2060-05-01 Fixed 5.93 N N N N N N IndyMac MBS, Inc. N/A 45660LKB4 1034027.1 PA USD 709489.22 0.0416991998 Long ABS-MBS CORP US N 2 2035-05-25 Floating 0.5 N N N N N N LCCM 2021-FL3 Trust N/A 50190FAA9 17100000 PA USD 17089822.08 1.0044295053 Long ABS-CBDO CORP US N 2 2036-11-17 Floating 1.45 N N N N N N The Boeing Company RVHJWBXLJ1RFUBSY1F30 097023CY9 1285000 PA USD 1497071.13 0.0879881843 Long DBT CORP US N 2 2030-05-01 Fixed 5.15 N N N N N N CBAM 2018-5 Ltd 25490038OT2B8HTRW786 12481QAC9 1100000 PA USD 1100014.3 0.0646517450 Long ABS-CBDO CORP US N 2 2031-04-17 Floating 1.14 N N N N N N Las Vegas Sands Corp. 549300DUOO1KXOHPM605 517834AF4 1300000 PA USD 1307460.56 0.0768440980 Long DBT CORP US N 2 2029-08-08 Fixed 3.9 N N N N N N MASTR Adjustable Rate Mortgages Trust 2004-10 N/A 576433SE7 1271721.91 PA USD 1292244.2 0.0759497786 Long ABS-MBS CORP US N 2 2034-11-25 Floating 1.7 N N N N N N C-BASS Mortgage Loan Asset-Backed Certificates, Series 2006-CB8 N/A 1248P1AD6 6646403.03 PA USD 6307722.27 0.3707272276 Long ABS-CBDO CORP US N 2 2036-10-25 Floating 0.4 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175BT0 438000 PA USD 490800.99 0.0288461163 Long DBT CORP US N 2 2050-03-01 Fixed 4.8 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 92485 NS 895418.92 0.0526269483 Long EC CORP CH N 2 N N N SLM Corporation 4K8SLPBF5DXXGPW03H93 78442FEQ7 1590000 PA USD 1656736.45 0.0973722819 Long DBT CORP US N 2 2023-01-25 Fixed 5.5 N N N N N N Charter Communications Operating, LLC 549300TPZNMN50BJ3745 161175CC6 3600000 PA USD 3725635.32 0.2189688122 Long DBT CORP US N 2 2061-12-01 Fixed 4.4 N N N N N N Eldorado Resorts, Inc. 549300V3UCT773B1KR38 28470RAH5 900000 PA USD 945327.89 0.0555602756 Long DBT CORP US N 2 2025-07-01 Fixed 6.25 N N N N N N SG Mortgage Securities Trust N/A 81879MAF6 4975000 PA USD 4652396.62 0.2734378634 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 0.81 N N N N N N Sitka Holdings, LLC N/A 82987VAA4 975000 PA USD 991193.85 0.0582559809 Long DBT CORP US N 2 2026-07-06 Floating 5.25 N N N N N N Fairfax Financial Holdings Limited GLS7OQD0WOEDI8YAP031 303901BF8 176000 PA USD 196896.18 0.0115722874 Long DBT CORP US N 2 2030-04-29 Fixed 4.63 N N N N N N Intelsat Connect Finance S.A. 549300T8SOCBO2H77X11 45827AAD5 200000 PA USD 30564.61 0.0017963906 Long DBT CORP US Y 2 2023-02-15 Fixed 0 Y N N N N N LUXE Trust 2021-TRIP N/A 55066XAG7 8500000 PA USD 8484460.3 0.4986618481 Long ABS-MBS CORP US N 2 2024-11-15 Variable 2.14 N N N N N N Omega Healthcare Investors, Inc. 549300OJ7ENK42CZ8E73 681936BL3 184000 PA USD 190886.97 0.0112191048 Long DBT CORP US N 2 2029-10-01 Fixed 3.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796C31 6400000 PA USD 6399829.12 0.3761406741 Long STIV UST US N 2 2022-01-27 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796N21 10500000 PA USD 10498829.25 0.6170534614 Long STIV UST US N 2 2022-03-17 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796N39 46800000 PA USD 46794346.56 2.7502698476 Long STIV UST US N 2 2022-03-31 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796P37 10100000 PA USD 10097257.85 0.5934516849 Long STIV UST US N 2 2022-04-28 Fixed 0 N N N N N N Owl Rock Capital Corporation 2549000BD79OOCPF2L94 69121KAG9 4600000 PA USD 4515947.42 0.2654182596 Long DBT CORP US N 2 2028-06-11 Fixed 2.88 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HC4 2792000 PA USD 2836838.54 0.1667310706 Long DBT CORP US N 2 2023-06-15 Fixed 3.25 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HN0 1260000 PA USD 1268497.31 0.0745540895 Long DBT CORP US N 2 2046-03-15 Fixed 4.25 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HS9 447000 PA USD 455707.45 0.0267835444 Long DBT CORP US N 2 2027-03-15 Fixed 3.3 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JN8 3529500 PA USD 3878766.26 0.2279688611 Long DBT CORP US N 2 2050-07-01 Fixed 4.95 N N N N N N Prime Healthcare Services, Inc. N/A 74165HAB4 5000000 PA USD 5305161.45 0.3118031695 Long DBT CORP US N 2 2025-11-01 Fixed 7.25 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAF2 15367000 PA USD 16955684.72 0.9965457765 Long DBT CORP US N 2 2023-09-15 Fixed 7.88 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAH8 1600000 PA USD 1797260.05 0.1056313527 Long DBT CORP US N 2 2024-06-15 Fixed 7.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796Q77 31100000 PA USD 31099676.56 1.8278383822 Long STIV UST US N 2 2022-01-18 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796Q85 10000000 PA USD 9999725 0.5877193331 Long STIV UST US N 2 2022-01-25 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796T25 93200000 PA USD 93187893.32 5.4769832682 Long STIV UST US N 2 2022-03-29 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RA8 300000 PA USD 445215.1 0.0261668718 Long DBT UST US N 2 2043-02-15 Fixed 0.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RF7 400000 PA USD 672681.72 0.0395358924 Long DBT UST US N 2 2044-02-15 Fixed 1.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SD1 30000 PA USD 36684.38 0.0021560712 Long DBT UST US N 2 2048-08-15 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128282L3 200000 PA USD 250944.73 0.0147489125 Long DBT UST US N 2 2027-07-15 Fixed 0.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128283D0 37000000 PA USD 38341250 2.2534513578 Long DBT UST US N 2 2024-10-31 Fixed 2.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128285W6 8166000 PA USD 10339808.62 0.6077072546 Long DBT UST US N 2 2029-01-15 Fixed 0.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128286A3 16700000 PA USD 17657641.46 1.0378022658 Long DBT UST US N 2 2026-01-31 Fixed 2.63 N N N N N N Sprint Corporation 549300ZTTY7CXOLJ6539 85207UAK1 47000 PA USD 56357.47 0.0033123286 Long DBT CORP US N 2 2026-03-01 Fixed 7.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796F38 15300000 PA USD 15298130.34 0.8991254220 Long STIV UST US N 2 2022-03-24 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828Y38 8568000 PA USD 10808364.81 0.6352459650 Long DBT UST US N 2 2028-07-15 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828YL8 2700000 PA USD 3108574.17 0.1827019381 Long DBT UST US N 2 2024-10-15 Fixed 0.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796G45 6600000 PA USD 6598416 0.3878123299 Long STIV UST US N 2 2022-04-21 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796L98 5000000 PA USD 4999508.5 0.2938388607 Long STIV UST US N 2 2022-03-03 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 91282CCM1 690000 PA USD 798730.3 0.0469442149 Long DBT UST US N 2 2031-07-15 Fixed 0.13 N N N N N N Wells Fargo Mortgage Backed Securities 2007-AR7 Trust N/A 94986KAA4 807219.77 PA USD 781347.97 0.0459225937 Long ABS-MBS CORP US N 2 2037-12-25 Variable 2.74 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAR2 164000 PA USD 171484.21 0.0100787357 Long DBT CORP US N 2 2027-12-15 Fixed 4.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796S26 24700000 PA USD 24697848.63 1.4515802310 Long STIV UST US N 2 2022-03-01 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QV3 400000 PA USD 614095.63 0.0360925800 Long DBT UST US N 2 2042-02-15 Fixed 0.75 N N N N N N Centene Corporation 549300Z7JJ4TQSQGT333 15135BAY7 3900000 PA USD 3856250.19 0.2266455117 Long DBT CORP US N 2 2028-07-15 Fixed 2.45 N N N N N N Commonbond Student Loan Trust 2020-A-GS N/A 20267WAA3 5128597.52 PA USD 5121748.28 0.3010233265 Long ABS-CBDO CORP US N 2 2050-08-25 Fixed 1.98 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RL4 2900000 PA USD 4350956.15 0.2557211370 Long DBT UST US N 2 2045-02-15 Fixed 0.75 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828V49 728000 PA USD 916801.81 0.0538836966 Long DBT UST US N 2 2027-01-15 Fixed 0.38 N N N N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 200000 PA USD 205200 0.0120603324 Long DBT CORP US Y 2 2500-12-31 Fixed 7.13 N N N Y Y Credit Suisse Group AG USD XXXX N N N Credit Suisse Group AG 549300506SI9CRFV9Z86 N/A 3300000 PA USD 3479509.67 0.2045031341 Long DBT CORP US Y 2 2500-12-31 Fixed 7.5 N N N N N N WFRBS Commercial Mortgage Trust 2013-C15 5493003CHVRASC16O965 92938CAE7 383572.64 PA USD 391620.15 0.0230169063 Long ABS-MBS CORP US N 2 2023-05-17 Fixed 3.72 N N N N N N Washington Mutual Mortgage Pass-Through Certificates WMALT Series 2007-OA3 Trust N/A 939355BR3 1286947.38 PA USD 1159186.06 0.0681294794 Long ABS-MBS CORP US N 2 2047-04-25 Floating 0.78 N N N N N N Delta Air Lines, Inc. Q2CCMS6R0AS67HJMBN42 247361ZX9 1113000 PA USD 1275529.28 0.0749673834 Long DBT CORP US N 2 2025-05-01 Fixed 7 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329QC66 205069.17 PA USD 218127.89 0.0128201504 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4 N N N N N N Sinopec Group Overseas Development 2017 Limited 5493001IPW8ZGQ181Z16 N/A 700000 PA USD 706951 0.0415500196 Long DBT CORP US Y 2 2022-09-13 Fixed 2.5 N N N N N N Stichting AK Rabobank Certificaten II N/A N/A 2954450 PA 4620800.72 0.2715808602 Long DBT CORP NL Y 2 2500-12-31 Variable 6.5 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329QWE7 759315.78 PA USD 806689.95 0.0474120318 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 31329QWK3 1302052.63 PA USD 1384498.99 0.0813719200 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4 N N N N N N Romania, Government of 315700IASY927EDWBK92 N/A 100000 PA 105969.27 0.0062281901 Long DBT NUSS RO N 2 2030-07-13 Fixed 1.75 N N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 N/A 200000 PA USD 202800 0.0119192759 Long DBT CORP US Y 2 2500-12-31 Fixed 6.88 N N N Y Y ING Groep N.V. USD XXXX N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132A5KB0 49391.85 PA USD 52674.09 0.0030958432 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3132DV5Z4 508508.03 PA USD 540671.16 0.0317771632 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133A7QH5 3936153.8 PA USD 4181732.8 0.2457752800 Long ABS-MBS USGA US N 2 2050-07-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KH4E3 210933.99 PA USD 224357.96 0.0131863137 Long ABS-MBS USGA US N 2 2050-05-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KHPQ3 2728955.36 PA USD 2910302.9 0.1710488318 Long ABS-MBS USGA US N 2 2049-01-01 Fixed 4 N N N N N N Federal Home Loan Mortgage Corporation S6XOOCT0IEG5ABCC6L87 3133KLA56 20870661.64 PA USD 21357355.03 1.2552475647 Long ABS-MBS USGA US N 2 2051-02-01 Fixed 2.5 N N N N N N Fortress Transportation And Infrastructure Investors LLC 529900E7PUVK6BC8PE80 34960PAB7 736000 PA USD 761392.28 0.0447497269 Long DBT CORP US N 2 2025-10-01 Fixed 6.5 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AG4 400000 PA USD 442000 0.0259779089 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N Y Y Lloyds Banking Group PLC USD XXXX N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 539439AU3 1100000 PA USD 1243000 0.0730555221 Long DBT CORP US N 2 2500-12-31 Fixed 7.5 N N N Y Y Lloyds Banking Group PLC USD XXXX N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 53944YAJ2 4758000 PA USD 5370592.5 0.3156487846 Long DBT CORP US N 2 2500-12-31 Fixed 6.75 N N N Y Y Lloyds Banking Group PLC USD XXXX N N N Nationwide Building Society 549300XFX12G42QIKN82 63861VAB3 1600000 PA USD 1769738.56 0.1040138170 Long DBT CORP US N 2 2029-03-08 Fixed 4.3 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AB7 2000000 PA USD 2095241.4 0.1231447743 Long DBT CORP US N 2 2025-09-17 Fixed 3.52 N N N N N N Air Canada 4B4HI3CGXMBDC0G6BM51 008911BJ7 3200000 PA 2523419.9 0.1483103446 Long DBT CORP CA N 2 2029-08-15 Fixed 4.63 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AC5 4300000 PA USD 4638413.44 0.2726160223 Long DBT CORP US N 2 2027-09-17 Fixed 4.34 N N N N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AD3 300000 PA USD 335580.93 0.0197232824 Long DBT CORP US N 2 2030-09-17 Fixed 4.81 N N N N N N S-JETS 2017-1 Limited 635400FR77IW5YEET913 784309AA4 1239649.25 PA USD 1228677.11 0.0722137150 Long ABS-CBDO CORP BM N 2 2025-08-15 Fixed 3.97 N N N N N N Syngenta Finance N.V. 54930042S3BYCEGOCN86 87164KAG9 943000 PA USD 1013491.61 0.0595664994 Long DBT CORP US N 2 2025-04-24 Fixed 4.89 N N N N N N Nationwide Building Society 549300XFX12G42QIKN82 N/A 445000 PA 1146685.22 0.0673947606 Long DBT CORP GB N 2 2500-12-31 Fixed 10.25 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 1650000 PA 2385292.73 0.1401921205 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.63 N N N N Y Lloyds Banking Group PLC GBP XXXX N N N Alternative Loan Trust 2007-19 N/A 02151ABW9 4199953.04 PA USD 2381699.29 0.1399809213 Long ABS-MBS CORP US N 2 2037-08-25 Fixed 6.5 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751BM2 31000 PA USD 31564.88 0.0018551800 Long DBT CORP US N 2 2025-03-15 Fixed 7.5 N N N N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 1800000 PA 3034012 0.1783196547 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.88 N N N Y Y Lloyds Banking Group PLC GBP XXXX N N N Lloyds Banking Group PLC 549300PPXHEU2JF0AM85 N/A 5342000 PA 6618528.72 0.3889944259 Long DBT CORP GB Y 2 2500-12-31 Floating 4.95 N N N Y Y Lloyds Banking Group PLC EUR XXXX N N N Nissan Motor Co., Ltd. 353800DRBDH1LUTNAY26 654744AG6 4500000 PA 5492788.17 0.3228306578 Long DBT CORP JP N 2 2026-03-17 Fixed 2.65 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751BR1 85000 PA USD 88313.65 0.0051905067 Long DBT CORP US N 2 2024-12-01 Fixed 7.5 N N N N N N Bombardier Inc. W7L3VLU8EHQY34Z36697 097751BT7 515000 PA USD 534050.11 0.0313880206 Long DBT CORP US N 2 2027-04-15 Fixed 7.88 N N N N N N Carrington Mortgage Loan Trust, Series 2006-NC3 N/A 144528AD8 7130000 PA USD 6210137.31 0.3649918131 Long ABS-CBDO CORP US N 2 2036-07-25 Floating 0.34 N N N N N N DISH DBS Corporation N/A 25470XBE4 1490000 PA USD 1513498.28 0.0889536662 Long DBT CORP US N 2 2026-12-01 Fixed 5.25 N N N N N N DISH DBS Corporation N/A 25470XBF1 1490000 PA USD 1506543.44 0.0885449056 Long DBT CORP US N 2 2028-12-01 Fixed 5.75 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAC3 32000 PA USD 34212.83 0.0020108095 Long DBT CORP US N 2 2026-12-15 Fixed 4.75 N N N N N N EPR Properties 549300YSSXFHMPOWZ492 26884UAE9 90000 PA USD 97038 0.0057032677 Long DBT CORP US N 2 2028-04-15 Fixed 4.95 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YL1 2000000 PA USD 2005532.7 0.1178722756 Long DBT CORP US N 2 2022-03-28 Fixed 3.34 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZB2 1300000 PA USD 1336062.99 0.0785251644 Long DBT CORP US N 2 2023-02-15 Fixed 4.14 N N N N N N Hilton Domestic Operating Company Inc. 5493003EG7H0N1E4XV50 432833AL5 9000000 PA USD 9217857.87 0.5417662265 Long DBT CORP US N 2 2031-05-01 Fixed 4 N N N N N N RFMSI Series 2007-S4 Trust N/A 74958YAE2 1011896.74 PA USD 989630.96 0.0581641243 Long ABS-MBS CORP US N 2 2037-04-25 Floating 6 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 800000 PA USD 864000 0.0507803468 Long DBT CORP LU Y 2 2027-03-23 Fixed 4.95 N N N N N N Rolls-Royce Group PLC X57JK1U580XATGR67572 N/A 500000 PA 751186.39 0.0441498905 Long DBT CORP GB Y 2 2027-10-15 Fixed 5.75 N N N N N N Gaz Capital S.A. 213800568PRHV2JR9650 N/A 4380000 PA 5187938.51 0.3049135612 Long DBT CORP LU Y 2 2024-01-24 Fixed 2.95 N N N N N N Odebrecht Offshore Drilling Finance Ltd. 549300L7LF2PIRAWID66 N/A 4816.74 PA USD 4756.53 0.0002795582 Long DBT CORP US Y 2 2022-12-01 Fixed 6.72 N N N N N N Madison Park Funding Xli, Ltd. N/A 04965CAJ7 5019012.67 PA USD 5023549.86 0.2952518568 Long ABS-CBDO CORP KY N 2 2027-04-22 Floating 0.96 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBC3 1134000 PA USD 1191298.43 0.0700168373 Long DBT CORP US N 2 2026-03-15 Fixed 8 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBF6 11793000 PA USD 12205922.34 0.7173853818 Long DBT CORP US N 2 2025-02-15 Fixed 6.63 N N N N N N Colt Merger Sub, Inc. 549300V3UCT773B1KR38 12770RAA1 4236000 PA USD 4427588.99 0.2602251210 Long DBT CORP US N 2 2025-07-01 Fixed 5.75 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBC9 1190000 PA USD 1285303.88 0.0755418713 Long DBT CORP US N 2 2027-05-15 Fixed 3.88 N N N N N N Kraft Heinz Foods Company 5493003STKEZ2S0RNU91 50077LBJ4 3000000 PA USD 4067011.05 0.2390326756 Long DBT CORP US N 2 2050-06-01 Fixed 5.5 N N N N N N Marriott International, Inc. 225YDZ14ZO8E1TXUSU86 571903BE2 66000 PA USD 74570.91 0.0043827971 Long DBT CORP US N 2 2030-06-15 Fixed 4.63 N N N N N N Community Health Systems, Inc. 5493007X5NC5XI1BB106 12543DBG4 4746000 PA USD 5019736.85 0.2950277526 Long DBT CORP US N 2 2027-03-15 Fixed 5.63 N N N N N N Alternative Loan Trust 2006-9T1 549300NHEJTDVQUV3M53 12668BBN2 927749.37 PA USD 817302.94 0.0480357949 Long ABS-MBS CORP US N 2 2036-02-25 Floating 0.66 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308GY7 84000 PA USD 84555.75 0.0049696416 Long DBT CORP US N 2 2041-12-15 Fixed 4.5 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308GZ4 237000 PA USD 241576.09 0.0141982843 Long DBT CORP US N 2 2042-04-15 Fixed 4.45 N N N N N N Cellnex Finance Company, S.A. 549300OUROMFTRFA7T23 15118JAA3 6000000 PA USD 5761225.62 0.3386076796 Long DBT CORP US N 2 2041-07-07 Fixed 3.88 N N N N N N Citrix Systems, Inc. HCTKJGUQOPZ5NBK7NP58 177376AF7 192000 PA USD 194215.53 0.0114147361 Long DBT CORP US N 2 2030-03-01 Fixed 3.3 N N N N N N JPMCC Commercial Mortgage Securities Trust 2016-JP4 N/A 46645UAT4 2600000 PA USD 2804451.78 0.1648275857 Long ABS-MBS CORP US N 2 2026-11-18 Variable 3.65 N N N N N N Newmark Group, Inc. N/A 65158NAB8 262000 PA USD 280837.62 0.0165058238 Long DBT CORP US N 2 2023-11-15 Fixed 6.13 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638BV3 5301000 PA 1402583.64 0.0824348191 Long DBT NUSS PE N 2 2028-08-12 Fixed 6.35 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638BX9 2416000 PA 621452.82 0.0365249881 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HA8 38000 PA USD 35572.52 0.0020907233 Long DBT CORP US N 2 2042-08-15 Fixed 3.75 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HD2 108000 PA USD 111369.86 0.0065456020 Long DBT CORP US N 2 2043-06-15 Fixed 4.6 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638CZ3 2155000 PA 493190.77 0.0289865722 Long DBT NUSS PE N 2 2034-08-12 Fixed 5.4 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638DB5 1522000 PA 325551.28 0.0191338043 Long DBT NUSS PE N 2 2040-08-12 Fixed 5.35 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HH3 209000 PA USD 218154.03 0.0128216867 Long DBT CORP US N 2 2044-02-15 Fixed 4.75 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HK6 721000 PA USD 743672.3 0.0437082608 Long DBT CORP US N 2 2024-08-15 Fixed 3.4 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638AX0 7960000 PA 2281015.13 0.1340633558 Long DBT NUSS PE N 2 2026-08-12 Fixed 8.2 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 N/A 383000 PA 101336.92 0.0059559305 Long DBT NUSS PE Y 2 2028-08-12 Fixed 6.35 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HL4 11143000 PA USD 11267683.04 0.6622417278 Long DBT CORP US N 2 2045-03-15 Fixed 4.3 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HM2 577000 PA USD 597691.7 0.0351284628 Long DBT CORP US N 2 2025-06-15 Fixed 3.5 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 N/A 5932000 PA 1525217.29 0.0896424340 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94 N N N N N N NMG Parent LLC N/A N/A 31571.38 NS USD 3629130.13 0.2132968596 Long EC CORP US N 3 N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HP5 690000 PA USD 700294.73 0.0411588070 Long DBT CORP US N 2 2026-03-01 Fixed 2.95 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HR1 30000 PA USD 29211.4 0.0017168577 Long DBT CORP US N 2 2046-12-01 Fixed 4 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HW0 900000 PA USD 916612.11 0.0538725473 Long DBT CORP US N 2 2027-12-01 Fixed 3.3 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308HY6 700000 PA USD 680550.64 0.0399983768 Long DBT CORP US N 2 2047-12-01 Fixed 3.95 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JB4 4320000 PA USD 4468700.97 0.2626414180 Long DBT CORP US N 2 2023-08-01 Fixed 4.25 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JK4 975500 PA USD 1014078.88 0.0596010153 Long DBT CORP US N 2 2028-07-01 Fixed 3.75 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JL2 963000 PA USD 997505.73 0.0586269525 Long DBT CORP US N 2 2025-07-01 Fixed 3.45 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JM0 7254500 PA USD 7863996.25 0.4621949735 Long DBT CORP US N 2 2030-07-01 Fixed 4.55 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JQ1 803500 PA USD 843996.96 0.0496046972 Long DBT CORP US N 2 2040-07-01 Fixed 4.5 N N N N N N Pacific Gas And Electric Company 1HNPXZSMMB7HMBMVBS46 694308JW8 3343000 PA USD 3366123.2 0.1978390088 Long DBT CORP US N 2 2028-06-15 Fixed 3 N N N N N N Sprint Communications, Inc. 549300ZTTY7CXOLJ6539 852061AS9 100000 PA USD 104025.44 0.0061139444 Long DBT CORP US N 2 2022-11-15 Fixed 6 N N N N N N Surgery Center Holdings, Inc. 54930054EVI5HWPPW113 86881WAD4 3700000 PA USD 3933787.76 0.2312026699 Long DBT CORP US N 2 2027-04-15 Fixed 10 N N N N N N United Airlines Pass Through Certificates, Series 2015-1 K1OQBWM7XEOO08LDNP29 90932LAG2 300000 PA USD 313019.24 0.0183972518 Long DBT CORP US N 2 2026-04-15 Fixed 4.38 N N N N N N United Airlines Pass Through Certificates, Series 2015-1 K1OQBWM7XEOO08LDNP29 90932LAH0 600000 PA USD 622295.28 0.0365745025 Long DBT CORP US N 2 2029-04-15 Fixed 4.63 N N N N N N Wamu Mortgage Pass-Through Certificates Series 2003-S10trust N/A 92922FW46 1632687.58 PA USD 1638725.1 0.0963136909 Long ABS-MBS CORP US N 2 2035-09-25 Variable 2.92 N N N N N N Westmoreland Coal Company N/A N/A 768 NS USD 0.08 0.0000000047 Long EC CORP US N 2 N N N Country Garden Holdings Company Limited 549300MGHLPT1EFHGF84 N/A 800000 PA USD 760033.65 0.0446698754 Long DBT CORP US Y 2 2025-01-17 Fixed 5.13 N N N N N N Prosus N.V. 635400Z5LQ5F9OLVT688 N/A 200000 PA USD 195618.36 0.0114971854 Long DBT CORP US Y 2 2031-07-13 Fixed 3.06 N N N N N N Aegis Asset Backed Securities Trust N/A 00764MBD8 5240186.73 PA USD 5244293.99 0.3082257728 Long ABS-CBDO CORP US N 2 2034-04-25 Floating 1.12 N N N N N N CSMC Series 2009-5R N/A 12641TAB2 2517072.35 PA USD 2250626.9 0.1322773317 Long ABS-MBS CORP US N 2 2036-06-26 Variable 2.33 N N N N N N Credit Suisse Mortgage Capital Certificates N/A 12642JEN3 2501266.26 PA USD 2463670.23 0.1447986444 Long ABS-MBS CORP US N 2 2036-08-26 Variable 3.14 N N N N N N Citigroup Mortgage Loan Trust 2006-4 N/A 172981AD4 3207113.39 PA USD 3233553.79 0.1900474340 Long ABS-MBS CORP US N 2 2035-12-25 Fixed 6 N N N N N N Citigroup Mortgage Loan Trust 2013-2 N/A 17319UAD5 5135691.4 PA USD 4597857.66 0.2702324151 Long ABS-MBS CORP US N 2 2037-11-25 Variable 2.67 N N N N N N CWABS Asset-Backed Certificates Trust 2006-18 N/A 23243WAC2 54906.2 PA USD 54622.56 0.0032103617 Long ABS-CBDO CORP US N 2 2033-05-25 Floating 0.26 N N N N N N Enable Midstream Partners, LP 549300TLGDBYE711G509 292480AL4 57000 PA USD 63217.93 0.0037155421 Long DBT CORP US N 2 2028-05-15 Fixed 4.95 N N N N N N Ellington Financial Mortgage Trust 2020-1 N/A 31574PAA3 612211.12 PA USD 614580.44 0.0361210740 Long ABS-MBS CORP US N 2 2065-05-25 Variable 2.01 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A29 1700000 PA USD 1727394.82 0.1015251251 Long DBT CORP US N 2 2023-01-09 Fixed 3.09 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A60 4800000 PA USD 5233826.26 0.3076105472 Long DBT CORP US N 2 2025-06-16 Fixed 5.13 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B28 8300000 PA USD 8612036.84 0.5061599742 Long DBT CORP US N 2 2025-11-13 Fixed 3.38 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XA6 1100000 PA USD 1100258.45 0.0646660946 Long DBT CORP US N 2 2022-01-09 Fixed 3.22 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397XZ1 200000 PA USD 203704.8 0.0119724542 Long DBT CORP US N 2 2023-05-04 Fixed 3.1 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YG2 300000 PA USD 310591.64 0.0182545732 Long DBT CORP US N 2 2024-01-09 Fixed 3.81 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YQ0 400000 PA USD 402532.28 0.0236582509 Long DBT CORP US N 2 2022-08-03 Fixed 2.98 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZC0 1100000 PA USD 1097317.21 0.0644932274 Long DBT CORP US N 2 2023-02-15 Floating 1.39 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZM8 1300000 PA USD 1300453.79 0.0764322853 Long DBT CORP US N 2 2022-01-07 Fixed 5.6 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 34540XAB9 928000 PA USD 941409.6 0.0553299838 Long DBT CORP US N 2 2022-10-07 Fixed 3.55 N N N N N N GSR Mortgage Loan Trust 2005-AR1 CU46ESEFJB81SUVBJO28 36242DJQ7 4757336.16 PA USD 4184458.22 0.2459354627 Long ABS-MBS CORP US N 2 2034-06-25 Floating 0.5 N N N N N N GSR Mortgage Loan Trust 2005-AR1 CU46ESEFJB81SUVBJO28 36242DNF6 2992861.95 PA USD 3017262.75 0.1773352418 Long ABS-CBDO CORP US N 2 2034-08-25 Variable 4.56 N N N N N N Galaxy XV CLO Ltd N/A 36318WAK6 7000000 PA USD 6986168 0.4106018913 Long ABS-CBDO CORP US N 2 2030-10-15 Floating 1.09 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F020422 1600000 PA USD 1636600.32 0.0961888100 Long ABS-MBS USGA US N 2 2037-02-15 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F020620 -8000000 PA USD -7965750.4 -0.4681754261 Short ABS-MBS USGA US N 2 2052-02-15 Fixed 2 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F022634 12300000 PA USD 12500362.08 0.7346906505 Long ABS-MBS USGA US N 2 2052-03-15 Fixed 2.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F030629 26500000 PA USD 27424396.85 1.6118291479 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 3 N N N N N N HITR 2019-2A A1 144A 3MLIB+176BP N/A 43133JAA6 10453243.12 PA USD 10414451.13 0.6120942598 Long ABS-CBDO CORP KY N 2 2039-05-23 Floating 1.92 N N N N N N LP Credit Card ABS Master Trust N/A 50214FAA1 145148.95 PA USD 145269.96 0.0085380312 Long ABS-CBDO CORP US N 2 2024-08-20 Floating 1.65 N N N N N N Leidos, Inc. 5493006I78VIN6J1BQ95 52532XAF2 58000 PA USD 64729.61 0.0038043889 Long DBT CORP US N 2 2030-05-15 Fixed 4.38 N N N N N N METAL 2017-1 LLC N/A 59111RAA0 1216624.78 PA USD 1094189.75 0.0643094155 Long ABS-CBDO CORP KY N 2 2024-10-15 Fixed 4.58 N N N N N N Morgan Stanley Resecuritization Trust 2014-R3 N/A 61763PAJ2 5185833.58 PA USD 5204621.34 0.3058940704 Long ABS-MBS CORP US N 2 2048-07-28 Variable 3.72 N N N N N N Morgan Stanley Capital I Inc N/A 61772WAL1 2929000 PA USD 2916336.47 0.1714034461 Long ABS-MBS CORP US N 2 2023-12-15 Variable 2.48 N N N N N N Morgan Stanley Capital I Inc N/A 61772WAN7 5417000 PA USD 5390216.73 0.3168021702 Long ABS-MBS CORP US N 2 2023-12-15 Variable 3.18 N N N N N N Pagaya AI Debt Selection Trust 2021-5 N/A 69547EAA2 7400000 PA USD 7387406.68 0.4341841128 Long ABS-CBDO CORP US N 2 2029-08-15 Fixed 1.53 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F032633 112500000 PA USD 118151392.5 6.9441767250 Long ABS-MBS USGA US N 2 2052-03-15 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F040628 177394896 PA USD 188683047.7 11.0895724588 Long ABS-MBS USGA US N 2 2052-02-15 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F040636 -1000000 PA USD -1063632.9 -0.0625134810 Short ABS-MBS USGA US N 2 2052-03-15 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 01F042616 6700000 PA USD 7181562.5 0.4220859197 Long ABS-MBS USGA US N 2 2052-01-15 Fixed 4.5 N N N N N N Park Place Securities, Inc. N/A 70069FHY6 4461000 PA USD 4256365.9 0.2501617323 Long ABS-CBDO CORP US N 2 2035-05-25 Floating 1.14 N N N N N N Popular ABS Mortgage Pass-Through Trust 2007-A N/A 73316NAB1 803883.94 PA USD 796259.02 0.0467989690 Long ABS-CBDO CORP US N 2 2037-06-25 Floating 0.35 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BG5 200000 PA USD 228610 0.0134362212 Long DBT CORP US N 2 2029-05-18 Fixed 4.89 N N N N Y NatWest Group PLC USD XXXX N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BL4 2000000 PA USD 2248668 0.1321622002 Long DBT CORP US N 2 2030-05-08 Fixed 4.45 N N N N Y NatWest Group PLC USD XXXX N N N Attentus CDO III, Ltd. 5493004RJP3DQLC3SN92 04973PAC3 7828327.09 PA USD 6881506.59 0.4044505687 Long ABS-CBDO CORP KY N 2 2042-10-11 Floating 0.57 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3138WJ6C7 6110.81 PA USD 6589.94 0.0003873142 Long ABS-MBS USGA US N 2 2047-03-01 Fixed 4 N N N N N N NatWest Group PLC 2138005O9XJIJN4JPN90 780097BQ3 5884000 PA USD 6442980 0.3786768045 Long DBT CORP US N 2 2500-12-31 Fixed 6 N N N N Y NatWest Group PLC USD XXXX N N N NatWest Group PLC 2138005O9XJIJN4JPN90 78009PEH0 2800000 PA USD 3245107.6 0.1907264924 Long DBT CORP US N 2 2030-01-27 Fixed 5.08 N N N N Y NatWest Group PLC USD XXXX N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HPMS3 53934.8 PA USD 57489.44 0.0033788585 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140HPWZ6 216765.66 PA USD 230509.95 0.0135478880 Long ABS-MBS USGA US N 2 2048-11-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140J6GR2 2071733.19 PA USD 2209859.37 0.1298812792 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140KNHJ0 65289.83 PA USD 69807.07 0.0041028093 Long ABS-MBS USGA US N 2 2050-10-01 Fixed 4 N N N N N N Bombardier Capital Inc. N/A 09774XBF8 6295806.8 PA USD 1232262.53 0.0724244429 Long ABS-CBDO CORP US N 2 2029-12-15 Variable 7.44 N N N N N N Presidencia de la Republica de Colombia 549300MHDRBVRF6B9117 195325BQ7 4012000 PA USD 4121531.61 0.2422370424 Long DBT NUSS US N 2 2024-02-26 Fixed 4 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 80281LAG0 1800000 PA USD 1929243.6 0.1133884944 Long DBT CORP US N 2 2028-11-03 Fixed 3.82 N N N N Y Banco Santander, S.A. USD XXXX N N N Specialty Underwriting & Residential Finance Trust N/A 84751VAA4 20697803.08 PA USD 13682899.52 0.8041925733 Long ABS-CBDO CORP US N 2 2037-06-25 Floating 0.4 N N N N N N United Airlines 2020-1 Class A Pass Through Trust N/A 90931GAA7 2438910 PA USD 2664175.53 0.1565830526 Long ABS-CBDO CORP US N 2 2027-10-15 Fixed 5.88 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796D30 12400000 PA USD 12399194 0.7287446433 Long STIV UST US N 2 2022-02-24 Fixed 0 N N N N N N Extended Stay America Trust 2021-ESH 549300IESZBC3BJUJW64 30227FAA8 12833236.26 PA USD 12833233.69 0.7542546965 Long ABS-MBS CORP US N 2 2023-07-17 Floating 1.17 N N N N N N Ally Financial Inc. 549300JBN1OSM8YNAI90 370425RZ5 2000 PA USD 2765.97 0.0001625659 Long DBT CORP US N 2 2031-11-01 Fixed 8 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140Q9T94 145804.26 PA USD 155493.41 0.0091388996 Long ABS-MBS USGA US N 2 2048-09-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QCLD6 1931543.23 PA USD 2051298.91 0.1205621182 Long ABS-MBS USGA US N 2 2049-12-01 Fixed 4 N N N N N N Conseco Finance Corp. N/A 3935053Q3 3223594.5 PA USD 1571545.19 0.0923652891 Long ABS-CBDO CORP US N 2 2030-03-01 Fixed 7.5 N N N N N N Morgan Stanley Capital I Trust 2018-Sun N/A 61691MAL1 9562000 PA USD 9490380.62 0.5577833559 Long ABS-MBS CORP US N 2 2035-07-16 Floating 1.76 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796L72 2100000 PA USD 2099911.38 0.1234192456 Long STIV UST US N 2 2022-02-10 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796L80 7200000 PA USD 7199550 0.4231431089 Long STIV UST US N 2 2022-02-17 Fixed 0 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140QFWE5 87381.27 PA USD 94150.58 0.0055335638 Long ABS-MBS USGA US N 2 2047-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4M60 8317.79 PA USD 8961.51 0.0005266998 Long ABS-MBS USGA US N 2 2049-05-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796S91 7100000 PA USD 7099153.68 0.4172424608 Long STIV UST US N 2 2022-03-22 Fixed 0 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912796U23 2800000 PA USD 2799384.84 0.1645297837 Long STIV UST US N 2 2022-04-26 Fixed 0 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X4VM5 63027.65 PA USD 66959.98 0.0039354757 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X6S77 4680968.68 PA USD 4888576.66 0.2873190027 Long ABS-MBS USGA US N 2 2050-03-01 Fixed 3 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QF8 200000 PA USD 389622.58 0.0228995020 Long DBT UST US N 2 2040-02-15 Fixed 2.13 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810QP6 200000 PA USD 388536.53 0.0228356710 Long DBT UST US N 2 2041-02-15 Fixed 2.13 N N N N N N Palmer Square Loan Funding 2018-4 Ltd 549300KJI7MJ3X7YQQ90 69700KAA1 47130.03 PA USD 47140.16 0.0027705945 Long ABS-CBDO CORP KY N 2 2026-11-16 Floating 1.06 N N N N N N Rolls-Royce Plc X57JK1U580XATGR67572 77578JAB4 200000 PA USD 203632.01 0.0119681760 Long DBT CORP US N 2 2025-10-14 Fixed 3.63 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RR1 1200000 PA USD 1898281.12 0.1115687195 Long DBT UST US N 2 2046-02-15 Fixed 1 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810RW0 2800000 PA USD 4302086.87 0.2528489159 Long DBT UST US N 2 2047-02-15 Fixed 0.88 N N N N N N II-VI Incorporated 549300O5C25A0MMHHU33 902104AC2 225000 PA USD 230009.99 0.0135185036 Long DBT CORP US N 2 2029-12-15 Fixed 5 N N N N N N Wynn Macau, Limited 254900NMDQ8ENTHU1I31 98313RAE6 1400000 PA USD 1246841.47 0.0732812990 Long DBT CORP US N 2 2029-12-15 Fixed 5.13 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X6S93 530217.52 PA USD 562707.29 0.0330723048 Long ABS-MBS USGA US N 2 2050-02-01 Fixed 3.5 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140X7KS7 45631.45 PA USD 48594.28 0.0028560583 Long ABS-MBS USGA US N 2 2049-03-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140XA2H4 43988.45 PA USD 47241.53 0.0027765524 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 3140XCHQ4 140034.87 PA USD 149657.88 0.0087959248 Long ABS-MBS USGA US N 2 2050-11-01 Fixed 4 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SB5 3100000 PA USD 4837993.1 0.2843460273 Long DBT UST US N 2 2048-02-15 Fixed 1 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SG4 7900000 PA USD 12227373.17 0.7186461232 Long DBT UST US N 2 2049-02-15 Fixed 1 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CXN9 168042.61 PA USD 178872.17 0.0105129524 Long ABS-MBS USGA US N 2 2048-06-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CZH0 213570 PA USD 227762.39 0.0133864041 Long ABS-MBS USGA US N 2 2048-08-01 Fixed 4 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418DC75 207124.33 PA USD 219966.04 0.0129281850 Long ABS-MBS USGA US N 2 2049-07-01 Fixed 4 N N N N N N GLP Financing, LLC 5493006GWRDBCZYWTM57 361841AJ8 54000 PA USD 59207.53 0.0034798367 Long DBT CORP US N 2 2025-06-01 Fixed 5.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912810SM1 3200000 PA USD 4136527.9 0.2431184276 Long DBT UST US N 2 2050-02-15 Fixed 0.25 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 9128287D6 17324000 PA USD 20968626.37 1.2324006016 Long DBT UST US N 2 2029-07-15 Fixed 0.25 N N N N N N GLP Financing, LLC 5493006GWRDBCZYWTM57 361841AL3 268000 PA USD 304165.39 0.0178768796 Long DBT CORP US N 2 2029-01-15 Fixed 5.3 N N N N N N iHeartCommunications, Inc. 54930076J6KDZL504O62 45174HBC0 1099800 PA USD 1146756.71 0.0673989624 Long DBT CORP US N 2 2026-05-01 Fixed 6.38 N N N N N N Treasury, United States Department of 254900HROIFWPRGM1V77 912828ZZ6 8300000 PA USD 10000358.02 0.5877565379 Long DBT UST US N 2 2030-07-15 Fixed 0.13 N N N N N N Eurosail-UK 2007-6NC PLC 213800IIPOCPT94J7N57 29881HAG0 39923.8 PA 52976.08 0.0031135923 Long ABS-MBS CORP GB Y 2 2045-09-13 Floating 0.79 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397YV9 100000 PA 112048.86 0.0065855092 Long DBT CORP US N 2 2024-12-01 Floating 0.13 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 N/A 2780000 PA 4047040.73 0.2378589490 Long DBT CORP DE Y 2 2500-12-31 Fixed 6.75 N N N N Y Santander UK Group Holdings PL GBP XXXX N N N Syngenta Finance N.V. 54930042S3BYCEGOCN86 87164KAC8 200000 PA USD 225196.46 0.0132355953 Long DBT CORP US N 2 2028-04-24 Fixed 5.18 N N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CM0 800000 PA USD 645170.4 0.0379189545 Long DBT NUSS US N 2 2047-05-11 Fixed 5.75 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A52 800000 PA 924762.25 0.0543515599 Long DBT CORP US N 2 2024-07-19 Fixed 1.74 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397ZY2 1700000 PA 2011164.13 0.1182032547 Long DBT CORP US N 2 2025-11-25 Fixed 2.33 N N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CR9 200000 PA USD 201750.4 0.0118575871 Long DBT NUSS US N 2 2023-12-23 Fixed 7.25 N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CT5 2130000 PA USD 2119311.66 0.1245594689 Long DBT NUSS US N 2 2029-04-26 Fixed 7.63 N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CV0 200000 PA USD 196251 0.0115343679 Long DBT NUSS US N 2 2024-08-10 Fixed 6.35 N N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CW8 2800000 PA USD 2691497.2 0.1581888441 Long DBT NUSS US N 2 2024-11-14 Fixed 5.6 N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CX6 4000000 PA USD 3690052 0.2168774542 Long DBT NUSS US N 2 2025-03-13 Fixed 4.25 N N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CY4 3400000 PA USD 2911307.8 0.1711078933 Long DBT NUSS US N 2 2030-03-13 Fixed 5.25 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 380300 PA USD 25289.95 0.0014863801 Long DBT NUSS US Y 2 2038-03-31 Fixed 0 Y N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 1332000 PA USD 88578 0.0052060435 Long DBT NUSS US Y 2 2024-10-13 Fixed 0 Y N N N N N Turkiye Cumhuriyeti Basbakanlik 5493000PCHOG3B6S3Q85 900123CU2 1200000 PA 1351690.5 0.0794436486 Long DBT NUSS GB N 2 2025-03-31 Fixed 4.63 N N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 1859000 PA USD 123623.5 0.0072657919 Long DBT NUSS US Y 2 2023-05-07 Fixed 0 Y N N N N N Republica Bolivariana de Venezuela 529900XM8PJTJK5OJI77 N/A 1076000 PA USD 71554 0.0042054826 Long DBT NUSS VE Y 2 2025-04-21 Fixed 0 Y N N N N N Export-Import Bank of India 335800OFZ8YEIVN1QI11 N/A 2600000 PA USD 2604004 0.1530465582 Long DBT CORP HK N 2 2022-03-28 Floating 1.24 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397B44 1900000 PA 2586686.75 0.1520287619 Long DBT CORP GB N 2 2024-06-14 Fixed 2.75 N N N N N N Ford Motor Credit Company LLC UDSQCVRUX5BONN0VY111 345397A94 1100000 PA 1341905.1 0.0788685259 Long DBT CORP US N 2 2025-09-15 Fixed 3.25 N N N N N N Kennedy Wilson Europe Real Estate Limited 213800WIL553Z1T6DZ52 N/A 3000000 PA 3599935.79 0.2115810046 Long DBT CORP JE Y 2 2025-11-12 Fixed 3.25 N N N N N N Santander UK Group Holdings PLC 549300F5XIFGNNW4CF72 N/A 600000 PA 828973.55 0.0487217180 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.38 N N N N Y Santander UK Group Holdings PLC GBP XXXX N N N Axalta Coating Systems US Holdings Inc. N/A 90347BAH1 25246.3 PA USD 25214.74 0.0014819598 Long LON CORP US N 2 2024-06-01 Floating 1.88 N N N N N N MH Sub I, LLC N/A 45567YAJ4 4974093.26 PA USD 4945492.22 0.2906641322 Long LON CORP US N 2 2024-08-09 Floating 3.59 N N N N N N Caesars Resort Collection, LLC N/A 12769LAB5 10804201.2 PA USD 10736674.94 0.6310324969 Long LON CORP US N 2 2024-12-23 Floating 2.84 N N N N N N Ineos Finance PLC N/A N/A 9974160.21 PA 11283015.44 0.6631428674 Long LON CORP XX N 2 2024-03-31 Floating 0 N N N N N N Ineos Finance PLC N/A G4770QAC9 2901252.71 PA 3281968.45 0.1928929354 Long LON CORP XX N 2 2024-03-31 Floating 2.5 N N N N N N Intelsat Jackson Holdings S.A. N/A L5137LAF2 4153000 PA USD 4140873.24 0.2433738187 Long LON CORP US N 2 2023-11-27 Floating 8 N N N N N N Scientific Games International, Inc. N/A 80875AAP6 3519062.31 PA USD 3504211.87 0.2059549701 Long LON CORP US N 2 2024-08-14 Floating 0 N N N N N N Syniverse Holdings, Inc. N/A 87164GAM5 319618.56 PA USD 317355.66 0.0186521186 Long LON CORP US N 2 2023-02-09 Floating 6 N N N N N N SS&C Technologies Inc. N/A 78466DBD5 154806.13 PA USD 152929.88 0.0089882319 Long LON CORP US N 2 2025-02-27 Floating 1.84 N N N N N N SS&C European Holdings Sarl N/A 78466DBE3 117424.2 PA USD 116001.02 0.0068177917 Long LON CORP US N 2 2025-02-27 Floating 1.84 N N N N N N Wyndham Hotels & Resorts Inc. N/A 98310CAC6 97000 PA USD 95873.83 0.0056348453 Long LON CORP US N 2 2025-03-29 Floating 1.84 N N N N N N Avolon TLB Borrower 1 (US) LLC N/A 05400KAE0 30777.11 PA USD 30751.56 0.0018073783 Long LON CORP US N 2 2025-01-15 Floating 2.5 N N N N N N Ortho-Clinical Diagnostics SA N/A L7300KAJ3 10170.86 PA USD 10158.15 0.0005970305 Long LON CORP US N 2 2025-06-01 Floating 3.08 N N N N N N Ortho-Clinical Diagnostics SA N/A L7300KAJ3 8312.09 PA USD 8301.7 0.0004879204 Long LON CORP US N 2 2025-06-01 Floating 3.08 N N N N N N Ortho-Clinical Diagnostics SA N/A L7300KAJ3 6748.16 PA USD 6739.72 0.0003961173 Long LON CORP US N 2 2025-06-01 Floating 3.08 N N N N N N Ortho-Clinical Diagnostics SA N/A L7300KAJ3 31508.93 PA USD 31469.54 0.0018495766 Long LON CORP US N 2 2025-06-01 Floating 3.08 N N N N N N Aramark Services, Inc. N/A 03852JAL5 93266.25 PA USD 92012.75 0.0054079159 Long LON CORP US N 2 2025-03-01 Floating 1.85 N N N N N N Altice France S.A. N/A F6628DAM6 1256601.25 PA USD 1249061.64 0.0734117862 Long LON CORP US N 2 2026-07-13 Floating 4.12 N N N N N N Envision Healthcare Corporation N/A 29373UAC5 5201609.94 PA USD 4170234.72 0.2450994971 Long LON CORP US N 2 2025-09-27 Floating 3.84 N N N N N N RegionalCare Hospital Partners Holdings, Inc. N/A 75915TAD4 86539.24 PA USD 86377.41 0.0050767070 Long LON CORP US N 2 2025-11-09 Floating 3.85 N N N N N N Bausch Health Companies Inc. N/A C9413PBB8 138891.91 PA USD 137994.67 0.0081104366 Long LON CORP CA N 2 2025-11-26 Floating 2.84 N N N N N N Westmoreland Coal Company N/A 96106JAE9 65156.31 PA USD 17592.2 0.0010339560 Long LON CORP US N 3 2029-03-15 Floating 15 N N N N N N PUG LLC N/A 74530DAC9 96285 PA USD 93978.01 0.0055234212 Long LON CORP US N 2 2027-01-31 Floating 3.59 N N N N N N iHeartCommunications, Inc. N/A 45174UAF5 4382265.28 PA USD 4350187.1 0.2556759372 Long LON CORP US N 2 2026-05-01 Floating 3.09 N N N N N N TransDigm, Inc. N/A 89364MBQ6 8158481.01 PA USD 8039775.11 0.4725261210 Long LON CORP US N 2 2025-05-30 Floating 2.34 N N N N N N TransDigm, Inc. N/A 89364MBS2 3482278.48 PA USD 3440212.56 0.2021935035 Long LON CORP US N 2 2024-08-22 Floating 2.34 N N N N N N TransDigm, Inc. N/A 89364MBR4 3979746.84 PA USD 3921562.94 0.2304841739 Long LON CORP US N 2 2023-06-09 Floating 2.34 N N N N N N Zayo Group Holdings, Inc. N/A 98919XAB7 1158026.32 PA USD 1141617.09 0.0670968886 Long LON CORP US N 2 2027-02-20 Floating 3.09 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAL5 1158000 PA USD 1273913.95 0.0748724447 Long DBT CORP US N 2 2028-09-15 Fixed 4.11 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBG5 700000 PA USD 732429.11 0.0430474586 Long DBT CORP US N 2 2051-02-15 Fixed 3.75 N N N N N N Avolon TLB Borrower 1 (US) LLC N/A 05400KAF7 33490 PA USD 33180.22 0.0019501193 Long LON CORP US N 2 2027-02-05 Floating 2.25 N N N N N N Caesars Resort Collection, LLC N/A 12769LAD1 696482.42 PA USD 696308.3 0.0409245104 Long LON CORP US N 2 2025-06-19 Floating 3.59 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBK6 300000 PA USD 313077 0.0184006466 Long DBT CORP US N 2 2033-04-15 Fixed 3.42 N N N N N N GE-WMC Mortgage Securities, L.L.C. N/A 367910AF3 8680902.98 PA USD 8419588.7 0.4948491139 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 0.79 N N N N N N Harley Marine Financing LLC 5493005HW7HO5Y757M86 41284LAA2 354789.08 PA USD 347780.58 0.0204402992 Long ABS-CBDO CORP US N 2 2022-05-15 Fixed 5.68 N N N N N N WaMu Asset-Backed Certificates, WaMu Series 200X-HEX Trust N/A 542514MG6 3150927.91 PA USD 3110896 0.1828384003 Long ABS-CBDO CORP US N 2 2045-06-25 Floating 0.88 N N N N N N People's Choice Home Loan Securities Trust Series 2005-3 N/A 71085PCT8 5504787.4 PA USD 5449225.93 0.3202703504 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 0.96 N N N N N N Ministry of Diwan Amiri Affairs 52990074F6OJOAXK4P65 74727PAY7 200000 PA USD 270358.8 0.0158899463 Long DBT NUSS QA N 2 2048-04-23 Fixed 5.1 N N N N N N Carnival Corporation N/A P2121YAN8 790000 PA USD 782100 0.0459667931 Long LON CORP US N 2 2025-06-29 Floating 3.75 N N N N N N Carnival Corporation N/A P2121YAP3 2921000 PA 3306568.45 0.1943387647 Long LON CORP ES N 2 2025-06-26 Floating 3.75 N N N N N N Accredited Mortgage Loan Trust 2006-2 N/A 00437NAD4 8986287.59 PA USD 8836403.5 0.5193467992 Long ABS-CBDO CORP US N 2 2036-09-25 Floating 0.36 N N N N N N Ministry of Diwan Amiri Affairs 52990074F6OJOAXK4P65 74727PBE0 1200000 PA USD 1490510.4 0.0876025869 Long DBT NUSS US N 2 2050-04-16 Fixed 4.4 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-HSDB N/A 95001EAA6 3065000 PA USD 3019762.13 0.1774821393 Long ABS-MBS CORP US N 2 2031-12-15 Floating 0.95 N N N N N N Lealand Finance Company B.V. N/A N5200EAB7 64431.83 PA USD 28081.32 0.0016504389 Long LON CORP US N 2 2025-06-30 Floating 3 N N N N N N Lealand Finance Company B.V. N/A N5200EAC5 21019.56 PA USD 11981.15 0.0007041747 Long LON CORP US N 3 2024-06-28 Floating 3.09 N N N N N N BAMLL Commercial Mortgage Securities Trust 2019-AHT N/A 05525DAA4 7010000 PA USD 6995914.11 0.4111747048 Long ABS-MBS CORP US N 2 2034-03-15 Floating 1.31 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAP0 3661000 PA USD 1652472.38 0.0971216674 Long DBT CORP US N 2 2023-08-01 Fixed 0 Y N N N N N Sequa Mezzanine Holdings L.L.C. N/A N/A 146990.96 PA USD 146348.61 0.0086014273 Long LON CORP US N 2 2024-04-28 Floating 11.75 N N N N N N Sequa Mezzanine Holdings L.L.C. N/A N/A 7033569.07 PA USD 7065782.82 0.4152811369 Long LON CORP US N 2 2023-11-28 Floating 7.75 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAR6 1543000 PA USD 1563659.4 0.0919018133 Long DBT CORP US Y 2 2024-02-15 Fixed 8 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TAY1 4728000 PA USD 2172527.68 0.1276871633 Long DBT CORP US Y 2 2025-07-15 Fixed 0 Y N N N N N Windstream Services, LLC N/A 97381JAE3 555927.17 PA USD 556794.42 0.0327247844 Long LON CORP US N 2 2027-08-24 Floating 7.25 N N N N N N PetSmart, Inc. N/A 71677HAL9 3491250 PA USD 3493449.49 0.2053224268 Long LON CORP US N 2 2024-12-31 Floating 4.5 N N N N N N Intelsat Jackson Holdings S.A. 8XJ8KF85PBKK1TLMFN29 45824TBA2 4558000 PA USD 2094196.89 0.1230833847 Long DBT CORP US Y 2 2024-10-15 Fixed 0 Y N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83367TBF5 200000 PA USD 218088 0.0128178059 Long DBT CORP US N 2 2500-12-31 Fixed 7.88 N N N N Y Societe Generale USD XXXX N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83367TBU2 200000 PA USD 220025.81 0.0129316979 Long DBT CORP US N 2 2500-12-31 Fixed 6.75 N N N N N N Societe Generale O2RNE8IBXP4R0TD8PU41 83367TBV0 900000 PA USD 963000 0.0565989282 Long DBT CORP US N 2 2500-12-31 Fixed 7.38 N N N N Y Societe Generale USD XXXX N N N II VI TERM B 1LN 12/08/2028 N/A N/A 697000 PA USD 695257.5 0.0408627511 Long LON CORP US N 2 2028-12-08 Floating 0 N N N N N N Uber Technologies, Inc. N/A 90351JAF1 12750890.03 PA USD 12744514.58 0.7490403595 Long LON CORP US N 2 2027-02-16 Floating 3.59 N N N N N N Soundview Home Loan Trust N/A 83611MGJ1 8000000 PA USD 7658788 0.4501341562 Long ABS-CBDO CORP US N 2 2035-08-25 Floating 0.94 N N N N N N Onemain Finance Corporation 5493008I795YYBFWFU90 85172FAL3 2745000 PA USD 2869324.81 0.1686404040 Long DBT CORP US N 2 2023-03-15 Fixed 5.63 N N N N N N Onemain Finance Corporation 5493008I795YYBFWFU90 85172FAP4 242000 PA USD 256593.25 0.0150808961 Long DBT CORP US N 2 2024-03-15 Fixed 6.13 N N N N N N Voyager Aviation Holdings, LLC 549300KHOKL1CX4NIJ92 92918XAA3 2540000 PA USD 2380124.22 0.1398883488 Long DBT CORP US Y 2 2026-05-09 Fixed 8.5 N N N N N N Hawksmoor Mortgage Funding 2019-1 PLC 213800QGK28TOM7GHF98 N/A 6433960.04 PA 8731555.34 0.5131845007 Long ABS-MBS CORP GB N 2 2053-05-25 Floating 1.15 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-HSDB N/A 95001EAG3 2542000 PA USD 2431035.35 0.1428805767 Long ABS-MBS CORP US N 2 2031-12-15 Floating 1.2 N N N N N N Wells Fargo Commercial Mortgage Trust 2017-HSDB N/A 95001EAL2 178000 PA USD 162116.45 0.0095281592 Long ABS-MBS CORP US N 2 2031-12-15 Floating 1.95 N N N N N N Uber Technologies, Inc. N/A 90351JAG9 4974293.06 PA USD 4972900.26 0.2922750000 Long LON CORP US N 2 2025-04-04 Floating 3.59 N N N N N N AAdvantage Loyalty IP Ltd. N/A 02376CBJ3 5700000 PA USD 5896422 0.3465536508 Long LON CORP US N 2 2028-03-10 Floating 5.5 N N N N N N Gaz Finance PLC 213800UNP9N6BPNYMQ45 N/A 200000 PA USD 196310 0.0115378355 Long DBT CORP US Y 2 2027-06-29 Fixed 3 N N N N N N Gaz Finance PLC 213800UNP9N6BPNYMQ45 N/A 6400000 PA USD 6115948.8 0.3594560200 Long DBT CORP US N 2 2029-01-27 Fixed 2.95 N N N N N N Sunshine Luxembourg VII SARL N/A L8908YAE8 448197.76 PA USD 449600.62 0.0264246243 Long LON CORP US N 2 2026-10-02 Floating 4.5 N N N N N N United Airlines, Inc. N/A 90932RAJ3 3383000 PA USD 3387600.88 0.1991013283 Long LON CORP US N 2 2028-04-14 Floating 4.5 N N N N N N Cengage Learning, Inc. N/A 15134NAF3 4252000 PA USD 4259526.04 0.2503474649 Long LON CORP US N 2 2026-06-29 Floating 5.75 N N N N N N Univision Communications Inc. N/A 914908BC1 7372954.04 PA USD 7379884.62 0.4337420146 Long LON CORP US N 2 2026-03-15 Floating 4 N N N N N N Intelsat Jackson Holdings S.A. N/A L5137LAM7 613549.4 PA USD 612592.26 0.0360042216 Long LON CORP US N 2 2022-10-13 Floating 0 N N N N N N Intelsat Jackson Holdings S.A. N/A L5137LAM7 3067747 PA USD 3062961.31 0.1800211084 Long LON CORP US N 2 2022-10-13 Floating 5.75 N N N N N N Carnival Corporation N/A N/A 1064000 PA USD 1053360 0.0619097062 Long LON CORP US N 2 2028-10-08 Floating 4 N N N N N N Banco de Credito del Peru 549300EQYQ8SCQZ4BY14 05971U2B2 1800000 PA 450394.59 0.0264712888 Long DBT CORP PE N 2 2024-09-17 Fixed 4.65 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CB3 3575000 PA USD 3784408.49 0.2224231200 Long DBT CORP US N 2 2025-11-26 Fixed 3.96 N N N N N N Deutsche Bank Aktiengesellschaft 7LTWFZYICNSX8D621K86 251526CK3 9500000 PA USD 9545913.5 0.5610472204 Long DBT CORP US N 2 2032-05-28 Fixed 3.04 N N N N Y Deutsche Bank Aktiengesellschaft USD XXXX N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AY8 954000 PA USD 1043456.58 0.0613276470 Long DBT CORP US N 2 2023-06-01 Fixed 10.88 N N N N N N Royal Caribbean Cruises Ltd. K2NEH8QNVW44JIWK7Z55 780153AZ5 2424000 PA USD 2722152 0.1599905355 Long DBT CORP US N 2 2025-06-01 Fixed 11.5 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAE5 2000000 PA USD 2159906.12 0.1269453494 Long DBT CORP US N 2 2028-08-08 Fixed 5.4 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAF2 6033000 PA USD 6300863.93 0.3703241386 Long DBT CORP US N 2 2025-08-08 Fixed 5.13 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAK1 400000 PA USD 402276.48 0.0236432166 Long DBT CORP US N 2 2026-01-08 Fixed 3.8 N N N N N N Sands China Ltd. 549300EVO6UZDGY05787 80007RAL9 1600000 PA USD 1638476.96 0.0962991068 Long DBT CORP US N 2 2030-06-18 Fixed 4.38 N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BF5 259000 PA USD 193023.91 0.0113447003 Long DBT CORP US N 2 2026-01-15 Fixed 7.5 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BK4 150000 PA USD 115263.38 0.0067744380 Long DBT CORP US N 2 2025-11-01 Fixed 7.25 N N N N N N Transocean Inc DOL4HJ22ADYSIWES4H94 893830BL2 340000 PA USD 249944.41 0.0146901202 Long DBT CORP US N 2 2027-02-01 Fixed 8 N N N N N N Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 N/A 8300000 PA 11457575.52 0.6734023829 Long DBT CORP IT Y 2 2500-12-31 Fixed 7.75 N N N N Y Intesa Sanpaolo S.p.A. EUR XXXX N N N CHL Mortgage Pass-Through Trust 2006-17 N/A 17025AAA0 1343251.08 PA USD 775752.75 0.0455937427 Long ABS-MBS CORP US N 2 2036-12-25 Fixed 6 N N N N N N General Electric Company 3C7474T6CDKPR9K6YT90 369604BQ5 1468000 PA USD 1454949.48 0.0855125454 Long DBT CORP US N 2 2500-12-31 Floating 3.53 N N N N N N Ministry of Defence State of Israel 213800T8ZHTFZIBYPE21 46513JB59 700000 PA USD 888505.8 0.0522206397 Long DBT NUSS US N 2 2120-04-03 Fixed 4.5 N N N N N N Securitized Asset Backed Receivables LLC N/A 81375WDE3 499489.44 PA USD 488917.75 0.0287354316 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 0.75 N N N N N N Buenos Aires City S.A. 5299007MC8RF52X0ON96 N/A 12302000 PA 60174.45 0.0035366660 Long DBT NUSS AR N 2 2022-01-23 Floating 39.15 N N N N N N Buenos Aires City S.A. 5299007MC8RF52X0ON96 N/A 61987000 PA 271507.44 0.0159574560 Long DBT NUSS AR N 2 2024-03-29 Floating 37.41 N N N N N N Securitized Asset Backed Receivables LLC N/A 81375WEV4 1333525.97 PA USD 1053195.74 0.0619000520 Long ABS-CBDO CORP US N 2 2035-04-25 Floating 1.08 N N N N N N Securitized Asset Backed Receivables LLC N/A 81375WJH0 12525000 PA USD 12436295.45 0.7309252272 Long ABS-CBDO CORP US N 2 2035-10-25 Floating 0.72 N N N N N N Topaz Solar Farms LLC N/A 89054XAC9 716711 PA USD 853852.95 0.0501839687 Long DBT CORP US N 2 2039-09-30 Fixed 5.75 N N N N N Topaz Solar Farms LLC N/A 89054XAD7 66683 PA USD 75278.17 0.0044243653 Long DBT CORP US N 2 2039-09-30 Fixed 4.88 N N N N N N TruPS Financials Note Securitization 2017-2 Ltd N/A 898203AA2 2321666.7 PA USD 2287336.21 0.1344348681 Long ABS-CBDO CORP KY N 2 2039-09-20 Floating 1.78 N N N N N N UniCredit S.p.A. 549300TRUWO2CD2G5692 904678AG4 6140000 PA USD 6840058.24 0.4020145021 Long DBT CORP US N 2 2023-12-04 Fixed 7.83 N N N N N N Ministry of Defence State of Israel 213800T8ZHTFZIBYPE21 N/A 2434000 PA USD 2820616.56 0.1657776472 Long DBT NUSS US Y 2 2060-05-13 Fixed 3.8 N N N N N N UniCredit S.p.A. 549300TRUWO2CD2G5692 N/A 300000 PA 353931.07 0.0208017853 Long DBT CORP IT N 2 2500-12-31 Fixed 9.25 N N N N Y UniCredit S.p.A. EUR XXXX N N N Clear Channel Outdoor Holdings, Inc. N/A 18453H106 515136 NS USD 1705100.16 0.1002147888 Long EC CORP US N 1 N N N Intelsat (Luxembourg) S.A. 54930027UF5LR7S2XC75 458204AP9 618000 PA USD 3090 0.0001816103 Long DBT CORP US N 2 2049-06-01 Fixed 0 Y N N N N N J.P. Morgan Alternative Loan Trust 2006-A6 N/A 466284AA4 1335721.26 PA USD 1283993.58 0.0754648603 Long ABS-MBS CORP US N 2 2036-10-25 Floating 0.42 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAU0 118000 PA USD 139983.19 0.0082273090 Long DBT CORP US N 2 2029-11-15 Fixed 5.38 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAV8 300000 PA USD 349983.92 0.0205697973 Long DBT CORP US N 2 2030-06-15 Fixed 4.88 N N N N N N PFP 2019-6, Ltd. N/A 69346WAA5 1386164.58 PA USD 1384682.35 0.0813826967 Long ABS-MBS CORP KY N 2 2037-04-16 Floating 1.16 N N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LB71 120000 PA USD 111600 0.0065591281 Long DBT MUN US N 2 2039-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LB89 90000 PA USD 79762.5 0.0046879252 Long DBT MUN US N 2 2041-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LMF1 5000 PA USD 4831.25 0.0002839497 Long DBT MUN US N 2 2028-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LMN4 25000 PA USD 24281.25 0.0014270953 Long DBT MUN US N 2 2037-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LST5 40000 PA USD 38500 0.0022627817 Long DBT MUN US N 2 2023-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LVL8 5000 PA USD 4777.5 0.0002807906 Long DBT MUN US N 2 2028-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LVZ7 20000 PA USD 19000 0.0011166974 Long DBT MUN US N 2 2038-07-01 Fixed 0 Y N N N N N BX Trust 2021-ARIA N/A 05608RAG0 2200000 PA USD 2191764.74 0.1288177936 Long ABS-MBS CORP US N 2 2026-10-15 Floating 1.76 N N N N N N BX Trust 2021-ARIA N/A 05608RAJ4 2400000 PA USD 2389517.04 0.1404403982 Long ABS-MBS CORP US N 2 2026-10-15 Floating 2.01 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBA2 5700000 PA USD 6138900 0.3608049435 Long DBT CORP GB N 2 2500-12-31 Fixed 7.75 N N N Y Y Barclays PLC USD XXXX N N N Barclays PLC 213800LBQA1Y9L22JB70 06738EBD6 200000 PA USD 228601.2 0.0134357040 Long DBT CORP US N 2 2029-05-16 Fixed 4.97 N N N Y Y Barclays PLC USD XXXX N N N Alternative Loan Trust 2005-43 549300NHEJTDVQUV3M53 12667G2G7 850186.17 PA USD 786039.03 0.0461983039 Long ABS-MBS CORP US N 2 2035-09-25 Fixed 5.5 N N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LWA1 15000 PA USD 14418.75 0.0008474411 Long DBT MUN US N 2 2039-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LWS2 5000 PA USD 4900 0.0002879904 Long DBT MUN US N 2 2040-07-01 Fixed 0 Y N N N N N Alternative Loan Trust 2005-43 549300NHEJTDVQUV3M53 12667GNJ8 3223500 PA USD 3245052.32 0.1907232434 Long ABS-MBS CORP US N 2 2035-07-25 Floating 2.13 N N N N N N Alternative Loan Trust 2005-43 549300NHEJTDVQUV3M53 12667GZ30 291624.26 PA USD 276896.88 0.0162742125 Long ABS-MBS CORP US N 2 2035-09-25 Floating 0.8 N N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LYW1 45000 PA USD 41962.5 0.0024662851 Long DBT MUN US N 2 2041-07-01 Fixed 0 Y N N N N N Puerto Rico, Commonwealth of 549300X44HXPLJU48U63 74514LZL4 40000 PA USD 36800 0.0021628666 Long DBT MUN US N 2 2030-07-01 Fixed 0 Y N N N N N ING Groep N.V. 549300NYKK9MWM7GGW15 456837AR4 800000 PA USD 860000 0.0505452526 Long DBT CORP US N 2 2500-12-31 Fixed 5.75 N N N Y Y ING Groep N.V. USD XXXX N N N Legacy Lifepoint Health, LLC 549300G8ZVHRTBBBSZ90 53219LAR0 6500000 PA USD 6858011.55 0.4030696818 Long DBT CORP US N 2 2026-12-01 Fixed 9.75 N N N N N N THL Credit Wind River 2015-2 CLO Ltd 2549008107XSHXNMJI27 88432GAL1 68703.95 PA USD 68703.81 0.0040379668 Long ABS-CBDO CORP KY N 2 2027-10-15 Floating 0.99 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AS1 635000 PA USD 641342.02 0.0376939470 Long DBT CORP US N 2 2025-02-15 Fixed 5.13 N N N N N N Univision Communications Inc. 549300YQDE2JSGTL8V47 914906AT9 205000 PA USD 219791.9 0.0129179501 Long DBT CORP US N 2 2025-05-01 Fixed 9.5 N N N N N N Vail Resorts, Inc. 529900PSZHRNU9HKH870 91879QAL3 92000 PA USD 96340.92 0.0056622978 Long DBT CORP US N 2 2025-05-15 Fixed 6.25 N N N N N N MGM China Holdings Limited 529900VZFN87OS7WJM66 55300RAB7 1200000 PA USD 1205451.68 0.0708486741 Long DBT CORP US N 2 2026-05-15 Fixed 5.88 N N N N N N Navient Funding, LLC 549300MJYMBTZU2FTV38 78443CCU6 1844622.63 PA USD 1803860.53 0.1060192863 Long ABS-CBDO CORP US N 2 2022-03-15 Floating 0.47 N N N N N N State Bank of India N/A 85628UAH9 1550000 PA USD 1552413.66 0.0912408612 Long DBT CORP US N 2 2022-01-24 Fixed 4 N N N N N N Windstream Services, LLC 549300L3SXBFJVGRCF66 8725909B2 108848 NS USD 2696818.05 0.1585015694 Long EC CORP US N 3 N N N Voyager Preferred Units N/A N/A 2121 NS USD 694980.33 0.0408464609 Long EC CORP US N 3 N N N Western Midstream Operating, LP L6D8A6MLSY454J2JXJ60 958667AD9 124000 PA USD 123794.52 0.0072758434 Long DBT CORP US N 2 2023-01-13 Floating 1.97 N N N N N N Transocean Guardian Limited N/A 893800AA0 25460 PA USD 24419.96 0.0014352477 Long DBT CORP US N 2 2024-01-15 Fixed 5.88 N N N N N N Sinopec Group Overseas Development (2012) Limited N/A N/A 2400000 PA USD 2426882.4 0.1426364931 Long DBT CORP US Y 2 2022-05-17 Fixed 3.9 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 400000 PA USD 404600 0.0237797782 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.88 N N N Y Y Barclays PLC USD XXXX N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 2900000 PA 4102875.21 0.2411405396 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.25 N N N N Y Barclays PLC GBP XXXX N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 809000 PA 1110035.66 0.0652407359 Long DBT CORP US Y 2 2029-11-15 Fixed 3.88 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 500000 PA 709609.73 0.0417062826 Long DBT CORP US Y 2 2029-05-15 Fixed 4.63 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 600000 PA 893286.12 0.0525015961 Long DBT CORP GB N 2 2500-12-31 Fixed 7.13 N N N Y Y Barclays PLC GBP XXXX N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 3480000 PA 5100135.63 0.2997530743 Long DBT CORP GB Y 2 2500-12-31 Fixed 6.38 N N N N N N Barclays PLC 213800LBQA1Y9L22JB70 N/A 200000 PA 281765.79 0.0165603756 Long DBT CORP GB Y 2 2500-12-31 Fixed 7.88 N N N Y Y Barclays PLC GBP XXXX N N N Valaris PLC 7N0UJMJLXD0MDT5D5086 N/A 21000 PA USD 22050 0.0012959568 Long DBT CORP US N 2 2028-04-30 Fixed 8.25 N N Y N N N ING Groep N.V. 549300NYKK9MWM7GGW15 N/A 3424000 PA USD 3449680 0.2027499385 Long DBT CORP US Y 2 2500-12-31 Fixed 4.88 N N N N Y ING Groep N.V. USD XXXX N N N BBCMS Trust 2018-RRI N/A 05492CAL1 373451.59 PA USD 373935.58 0.0219775214 Long ABS-MBS CORP US N 2 2033-02-15 Floating 2.16 N N N N N N BBCMS Trust 2018-RRI N/A 05492CAN7 2600000 PA USD 2608306.74 0.1532994455 Long ABS-MBS CORP US N 2 2033-02-15 Floating 3.21 N N N N N N BCAP LLC 2009-RR13-II Trust N/A 05532KAG6 3957955.91 PA USD 2598998.08 0.1527523425 Long ABS-MBS CORP US N 2 2037-04-26 Variable 5.88 N N N N N N Chevy Chase Funding LLC Mortgage-Backed Certificates, Series 2004-2A N/A 16678RAS6 384814.57 PA USD 377514.41 0.0221878619 Long ABS-MBS CORP US N 2 2035-01-25 Floating 0.37 N N N N N N Commscope Finance LLC 254900AW4CEPCQWSRI58 20338QAA1 8000000 PA USD 8227564 0.4835631407 Long DBT CORP US N 2 2027-03-01 Fixed 8.25 N N N N N N Federal National Mortgage Association, Inc. B1V7KEBTPIMZEU4LTD58 31418CU77 5192121.66 PA USD 5486343.1 0.3224518582 Long ABS-MBS USGA US N 2 2048-03-01 Fixed 3.5 N N N N N N Harborview Mortgage Loan Trust 2006-8 N/A 41161GAA1 4271288.07 PA USD 2580823.73 0.1516841715 Long ABS-MBS CORP US N 2 2036-07-21 Floating 0.5 N N N N N N Saxon Asset Securities Trust 2004-3 N/A 805564PN5 896340.64 PA USD 856987.25 0.0503681826 Long ABS-CBDO CORP US N 2 2035-03-25 Floating 0.9 N N N N N N Structured Asset Securities CORP Mortgage Loan Trust 2007-OSI N/A 863619AD4 16936000 PA USD 13530671.71 0.7952456046 Long ABS-CBDO CORP US N 2 2037-06-25 Floating 0.3 N N N N N N Uniti Group Inc. 549300V3NU625PJUVA84 91325V108 54586 NS USD 764749.86 0.0449470638 Long EC CORP US N 1 N N N Uniti Group Inc. 549300V3NU625PJUVA84 91327AAA0 3171000 PA USD 3307710.09 0.1944058630 Long DBT CORP US N 2 2025-02-15 Fixed 7.88 N N N N N N Uniti Group Inc. 549300V3NU625PJUVA84 91327BAA8 507000 PA USD 505074.86 0.0296850423 Long DBT CORP US N 2 2029-02-15 Fixed 6.5 N N N N N N Viking Cruises Limited 549300IJP90T4MV2GL84 92676XAE7 600000 PA USD 678981.68 0.0399061634 Long DBT CORP US N 2 2025-05-15 Fixed 13 N N N N N N WaMu Asset-Backed Certificates WaMu Series 2007-HE2 Trust N/A 92926SAD8 36591967.53 PA USD 17818048.76 1.0472299722 Long ABS-CBDO CORP US N 2 2037-04-25 Floating 0.35 N N N N N N Wynn Las Vegas, LLC 2549002X45DR4UI7NA62 983130AV7 4875000 PA USD 5040948.36 0.2962744284 Long DBT CORP US N 2 2025-03-01 Fixed 5.5 N N N N N N Wynn Las Vegas, LLC 2549002X45DR4UI7NA62 983130AX3 4300000 PA USD 4388899.75 0.2579512171 Long DBT CORP US N 2 2027-05-15 Fixed 5.25 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 300000 PA USD 11400 0.0006700185 Long DBT CORP US Y 2 2037-04-12 Fixed 0 Y N N N N N Eurosail-UK 2007-3BL PLC 213800YCKG3TNT5E1296 N/A 11954214 PA 15145810.09 0.8901730202 Long ABS-MBS CORP GB Y 2 2045-06-13 Floating 0.62 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 300000 PA USD 11400 0.0006700185 Long DBT CORP US Y 2 2027-04-12 Fixed 0 Y N N N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 06740L8C2 220000 PA USD 232263.87 0.0136509721 Long DBT CORP US N 2 2022-11-21 Fixed 7.63 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAQ4 777000 PA USD 862625.17 0.0506995432 Long DBT CORP US N 2 2030-11-15 Fixed 4.15 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FAS0 859000 PA USD 966265.22 0.0567908368 Long DBT CORP US N 2 2032-11-15 Fixed 4.3 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBF7 2000000 PA USD 1941686.4 0.1141198019 Long DBT CORP US N 2 2033-02-15 Fixed 2.6 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBH3 1400000 PA USD 1369920.72 0.0805151034 Long DBT CORP US N 2 2031-02-15 Fixed 2.45 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBJ9 1800000 PA USD 1842592.32 0.1082956911 Long DBT CORP US N 2 2041-02-15 Fixed 3.5 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBL4 2845000 PA USD 2971477.89 0.1746443031 Long DBT CORP US N 2 2034-04-15 Fixed 3.47 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBP5 2081000 PA USD 2090735.13 0.1228799248 Long DBT CORP US N 2 2035-11-15 Fixed 3.14 N N N N N N Broadcom Inc. 549300WV6GIDOZJTV909 11135FBQ3 68000 PA USD 68090.7 0.0040019321 Long DBT CORP US N 2 2036-11-15 Fixed 3.19 N N N N N N CBL & Associates Holdco II, LLC N/A 12511CAC4 4097 PA USD 7776.11 0.0004570296 Long DBT CORP US N 2 2028-11-15 Fixed 7 N N N N N CBL & Associates Properties, Inc. USD XXXX N N N Alternative Loan Trust 2005-45 N/A 12668A4S1 8826766.29 PA USD 8520104.13 0.5007567625 Long ABS-MBS CORP US N 2 2035-10-25 Floating 0.8 N N N N N N Alternative Loan Trust 2005-45 N/A 12668AEV3 1906325.93 PA USD 1868907.42 0.1098423229 Long ABS-MBS CORP US N 2 2035-11-20 Floating 0.76 N N N N N N Meritage Mortgage Corporation N/A 59001FBF7 6714153.52 PA USD 6683515.49 0.3928139290 Long ABS-CBDO CORP US N 2 2035-01-25 Floating 1 N N N N N N Nissan Motor Acceptance Corporation 7D6DIU2QXTUJRFNNJA49 654740AW9 26000 PA USD 26002.11 0.0015282363 Long DBT CORP US N 2 2022-01-13 Floating 1.01 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638BY7 1361000 PA 343323.89 0.0201783637 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N Rio Oil Finance Trust 549300V5D1W52HY8NO65 76716XAC6 231950 PA USD 262533.86 0.0154300468 Long DBT CORP US N 2 2028-04-06 Fixed 8.2 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 715638BD3 2291000 PA 617636.73 0.0363007030 Long DBT NUSS PE N 2 2031-08-12 Fixed 6.95 N N N N N N Gobierno de la Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 20024000 PA 95860.1 0.0056340383 Long DBT NUSS AR N 2 2022-05-31 Floating 37.98 N N N N N N Comision De Promocion Del Peru Para La Exportacion Y El Turismo 254900STKLK2DBJJZ530 N/A 8032000 PA 2026488.79 0.1191039394 Long DBT NUSS PE N 2 2032-08-12 Fixed 6.15 N N N N N N Gobierno de la Provincia de Buenos Aires 549300L6AYROPOTQ4L07 N/A 6440000 PA 25699.63 0.0015104585 Long DBT NUSS AR Y 2 2025-04-12 Floating 37.9 N N N N N N Rio Oil Finance Trust 549300V5D1W52HY8NO65 N/A 95809.76 PA USD 102636.21 0.0060322944 Long DBT CORP US Y 2 2024-07-06 Fixed 9.25 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HS2 5826699 PA USD 2033517.95 0.1195170681 Long DBT NUSS US N 2 2030-07-09 Fixed 0.5 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HT0 3579798.5 PA USD 1136586.02 0.0668011948 Long DBT NUSS US N 2 2035-07-09 Fixed 1.13 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HU7 3719523.01 PA USD 1379943.04 0.0811041507 Long DBT NUSS US N 2 2038-01-09 Fixed 2 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HV5 2664730.025 PA USD 932655.51 0.0548154749 Long DBT NUSS US N 2 2041-07-09 Fixed 2.5 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HW3 114993 PA USD 36912.75 0.0021694933 Long DBT NUSS US N 2 2046-07-09 Fixed 1.13 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 040114HX1 562955 PA USD 202663.8 0.0119112709 Long DBT NUSS US N 2 2029-07-09 Fixed 1 N N N N N N Avolon Holdings Funding Limited 635400ZRKEX9L1BKCH30 05401AAR2 2605000 PA USD 2537235.01 0.1491223077 Long DBT CORP US N 2 2027-11-18 Fixed 2.53 N N N N N N United Airlines, Inc. K1OQBWM7XEOO08LDNP29 21079NAA9 45061.69 PA USD 45412.24 0.0026690385 Long ABS-CBDO CORP US N 2 2023-10-19 Fixed 5.98 N N N N N N GS Mortgage Securities Corporation Trust 2019-BOCA N/A 36256QAJ6 3650000 PA USD 3629606.36 0.2133248494 Long ABS-MBS CORP US N 2 2038-06-15 Floating 2.25 N N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 64110LAJ5 1072000 PA USD 1077230.21 0.0633126432 Long DBT CORP US N 2 2022-02-15 Fixed 5.5 N N N N N N Ortho-Clinical Diagnostics, Inc. 5493006VJVVGE5PD4517 68752DAA6 278000 PA USD 298688.18 0.0175549646 Long DBT CORP US N 2 2028-02-01 Fixed 7.25 N N N N N N Ortho-Clinical Diagnostics, Inc. 5493006VJVVGE5PD4517 68752DAC2 113000 PA USD 119233.97 0.0070078036 Long DBT CORP US N 2 2025-06-01 Fixed 7.38 N N N N N N Park Aerospace Holdings Limited 635400CPI3EOIFF6OC33 70014LAC4 4325000 PA USD 4464981 0.2624227822 Long DBT CORP US N 2 2023-03-15 Fixed 4.5 N N N N N N Triumph Group, Inc. 5493007L6S47Q14SL582 896818AQ4 121000 PA USD 121737.07 0.0071549197 Long DBT CORP US N 2 2024-09-15 Fixed 6.25 N N N N N N Valaris Limited N/A 91889FAA9 16000 PA USD 16446.38 0.0009666121 Long DBT CORP US N 2 2028-04-30 Fixed 8.25 N N Y N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAH6 125000 PA USD 167031.25 0.0098170195 Long DBT CORP US N 2 2036-11-21 Fixed 6.88 N N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAK9 295000 PA USD 396914.74 0.0233280882 Long DBT CORP US N 2 2039-11-10 Fixed 6.88 N N N N N Vale Overseas Ltd 254900BA3U6G5DNV5V04 91911TAP8 370000 PA USD 429102.58 0.0252198818 Long DBT CORP US N 2 2026-08-10 Fixed 6.25 N N N N N N Mansard Mortgages 2006-1 PLC 213800OR1ZCE1EMOXP13 56418MAE9 4514617.1 PA 5869995.84 0.3450004915 Long ABS-MBS CORP GB Y 2 2048-10-15 Floating 1.23 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 77405000 PA 377234.22 0.0221713941 Long DBT NUSS AR N 2 2022-04-03 Floating 36.16 N N N N N N Ripon Mortgages PLC 213800MQYZ3GZ4HK1I88 N/A 3000000 PA 4063317.71 0.2388156049 Long ABS-MBS CORP GB Y 2 2056-08-20 Floating 1.31 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 154000 PA 407.73 0.0000239637 Long DBT NUSS AR N 2 2022-10-04 Floating 34.16 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 500000 PA USD 19000 0.0011166974 Long DBT CORP US Y 2 2026-11-15 Fixed 0 Y N N N N N Netflix, Inc. 549300Y7VHGU0I7CE873 N/A 8611000 PA 11658171.03 0.6851920930 Long DBT CORP US Y 2 2030-06-15 Fixed 3.63 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 119171000 PA 1108896.96 0.0651738105 Long DBT NUSS AR N 2 2023-03-25 Fixed 1.4 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 21700000 PA 176176.07 0.0103544930 Long DBT NUSS AR N 2 2023-08-13 Fixed 1.45 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 1134409 PA USD 357417.61 0.0210067016 Long DBT NUSS US N 2 2030-07-09 Fixed 0.5 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 769000 PA USD 237645.03 0.0139672420 Long DBT NUSS US N 2 2035-07-09 Fixed 1.13 N N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 62816000 PA 271798.21 0.0159745456 Long STIV NUSS AR N 2 2022-04-29 Fixed 0 N N N N N N Petroleos de Venezuela, S.A. 549300YWR8TN1OFD4P06 N/A 490000 PA USD 18620 0.0010943635 Long DBT CORP US Y 2 2024-05-16 Fixed 0 Y N N N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 63437000 PA 119550.27 0.0070263937 Long DBT NUSS AR N 2 2026-10-17 Fixed 15.5 N N N N N N Noble Finance Corp. N/A N/A 44492 NS USD 1103846.52 0.0648769782 Long EC CORP KY N 1 N N Noble Finance Corp. N/A N/A 18614 NS USD 438722.67 0.0257852886 Long EC CORP US N 2 N N N Valaris Limited N/A N/A 3101 NS USD 111636 0.0065612440 Long EC CORP BM N 1 N N N Presidencia De La Nacion 549300KPBYGYF7HCHO27 N/A 333730000 PA 2218448.1 0.1303860694 Long DBT NUSS AR N 2 2022-03-31 Fixed 0 N N N N N N Jackson National Asset Management, LLC N/A 46628D411 4940369.25 NS USD 4940369.25 0.2903630371 Long STIV RF US N 1 N N 2022-02-28 JNL Series Trust Andrew Tedeschi Andrew Tedeschi Principal Financial Officer