NPORT-P false 0000793159 XXXXXXXX S000004375 C000012110 C000012112 C000012113 C000109121 C000196748 C000196749 Prudential Global Total Return Fund, Inc. 811-04661 0000793159 549300X4XNCFYMTTNX09 655 Broad Street Newark 07102-4077 1-800-225-1852 PGIM Global Total Return Fund S000004375 YMW0Y3TQ2LKMQXWJ6O25 2026-10-31 2026-01-30 N 2717418067.56 88533055.66 2628885011.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 3630000.00000000 0.00000000 0.00000000 85842595.07000000 CAD CNY EUR GBP JPY USD N PGIM Global Total Return Fund_Ex Derivatives BM N/A BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -118238.96000000 -0.00449768473 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD -120812.75000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 88984.26000000 0.003384866952 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 ALPHABET INC Alphabet Inc Y Default Event 2030-06-20 75347.03000000 USD 0.00000000 USD 3120000.00000000 USD 13637.23000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 29982.91000000 0.001140518123 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 29043.53000000 N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 9850000.00000000 PA 11202914.65000000 0.426147001458 Long DBT CORP LU N 2 2028-05-04 Fixed 1.00000000 N N N N N N BOMBARDIER INC W7L3VLU8EHQY34Z36697 097751BX8 150000.00000000 PA USD 150187.50000000 0.005712973344 Long DBT CORP CA N 2 2028-02-15 Fixed 6.00000000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 120374.00000000 PA 118374.85000000 0.004502853851 Long DBT NUSS FR N 2 2038-07-25 Fixed 0.10000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 922695.00000000 PA 1094919.61000000 0.041649581668 Long DBT NUSS GR N 2 2042-02-24 Variable 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TL2 1000000.00000000 PA USD 863125.00000000 0.032832360338 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 166441.10000000 0.006331243064 Long DBT NUSS ES N 2 2044-07-30 None 0.00000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 2138000.00000000 PA 2055933.27000000 0.078205522900 Long DBT NUSS RO N 2 2038-02-08 Fixed 3.37500000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KLU1 320000.00000000 PA USD 325600.00000000 0.012385478958 Long ABS-MBS CORP US N 2 2041-10-25 Floating 7.09728000 N N N N N N Doncasters US Finance LLC N/A 000000000 1800000.00000000 PA USD 1813500.00000000 0.068983618218 Long DBT CORP US N 3 2030-04-23 None 0.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 415372180.42280000 PA 429436.22000000 0.016335298731 Long DBT NUSS AR N 2 2033-12-31 Variable 4.33000000 N Y N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -113840000.00000000 OU Other -9646.52000000 -0.00036694339 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-06-11 0.00000000 USD 0.00000000 USD 0.00000000 EUR -113840000.00000000 USD 1.66900000 EUR 2026-06-09 XXXX -9646.52000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TN8 1000000.00000000 PA USD 805468.75000000 0.030639177687 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N BENCHMARK Mortgage Trust N/A 08162MAW8 6200000.00000000 PA USD 5677357.98000000 0.215960681212 Long ABS-MBS CORP US N 2 2053-03-15 Fixed 2.04220000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 1000000.00000000 PA 1276242.64000000 0.048546917579 Long DBT NUSS ES N 2 2029-05-11 Floating 5.48000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 71000000.00000000 PA 2235099.17000000 0.085020803872 Long DBT CORP US N 2 2032-04-05 None 0.00000000 N N N N N N Diamond Sports Net, LLC 549300MPO5H6LGX4RJ82 25277EAB8 326110.52000000 PA USD 87818.30000000 0.003340515070 Long LON CORP US N 2 2028-01-02 Fixed 15.00000000 N N N N N N Mountain View CLO Ltd 549300URXZ1TS31FK720 62432BAQ6 3993491.36000000 PA USD 4001478.34000000 0.152211995651 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 5.71380000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 404280CT4 2400000.00000000 PA USD 2193092.64000000 0.083422919985 Long DBT CORP GB N 2 2032-05-24 Fixed 2.80400000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 370000.00000000 PA 255310.04000000 0.009711723367 Long DBT CORP FR N 2 2027-03-09 Fixed 4.62500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 107300.53000000 0.004081598453 Long DBT NUSS GB N 2 2052-07-22 Fixed 3.75000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AV5 275000.00000000 PA USD 283126.97000000 0.010769849906 Long DBT CORP CA N 2 2085-08-24 Fixed 6.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 21895.44000000 0.000832879334 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 BANK OF NOVA SCOTIA Bank of Nova Scotia/The Y Default Event 2026-12-20 16051.89000000 USD 0.00000000 USD 2537000.00000000 USD 5843.55000000 N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 13000000.00000000 PA 1883338.24000000 0.071640190859 Long DBT CORP FR N 2 2029-06-16 Fixed 3.55000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FV5Q1 116537137.72000000 PA USD 5739908.53000000 0.218340037849 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.36953800 N N N N N N PLAQUEMINES LA PORT HARBOR & T N/A 727521AB2 4900000.00000000 PA USD 3479000.00000000 0.132337473272 Long DBT MUN US Y 3 2034-12-01 Fixed 12.00000000 N N N N N N Laurel Road Prime Student Loan N/A 51888JAA6 425790.08100000 PA USD 406974.97000000 0.015480896583 Long ABS-O CORP US N 2 2043-08-25 Variable 0.01000000 N N N N N N PERMIAN RESOURC OPTG LLC 5493004CTVUMQLRPOE23 27034RAA1 1825000.00000000 PA USD 1843249.16000000 0.070115244738 Long DBT CORP US N 2 2027-04-15 Fixed 8.00000000 N N N N N N Radnor Re LTD 254900JO0CMUL2VM8206 75049GAB5 1238729.22000000 PA USD 1250431.49000000 0.047565088786 Long ABS-MBS CORP BM Y 2 2031-11-25 Floating 7.39728000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 106518.22000000 0.004051840210 Long DBT NUSS RO N 2 2030-10-24 Fixed 4.15000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 3085000.00000000 PA 3809399.56000000 0.144905522408 Long DBT NUSS IT N 2 2035-02-01 Fixed 3.85000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAB8 3700000.00000000 PA USD 3767856.35000000 0.143325262723 Long DBT CORP US N 2 N/A Fixed 8.00000000 N N N N N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 1800000.00000000 PA 336349.89000000 0.012794393382 Long DBT NUSS DK N 2 2039-11-15 Fixed 4.50000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 36778.44000000 0.001399012883 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 19429.55000000 USD 0.00000000 USD 4000000.00000000 USD 17348.89000000 N N N SAGESS 96950015LNMQ336X4W81 000000000 1100000.00000000 PA 1274337.14000000 0.048474434379 Long DBT NUSS FR N 2 2032-09-07 Fixed 2.87500000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 57276000.00000000 PA 1327619.93000000 0.050501255246 Long DBT NUSS TR N 2 2028-09-06 Floating 38.65200000 N N N N N N ALTRIA GROUP INC XSGZFLO9YTNO9VCQV219 02209SAZ6 2900000.00000000 PA 3404057.32000000 0.129486733143 Long DBT CORP US N 2 2031-06-15 Fixed 3.12500000 N N N N N N CHARTER COMM OPT LLC/CAP N/A 161175CA0 695000.00000000 PA USD 451739.63000000 0.017183696812 Long DBT CORP US N 2 2052-06-01 Fixed 3.90000000 N N N N N GAZPROM PJSC (GA 213800UNP9N6BPNYMQ45 000000000 6000000.00000000 PA 5627061.64000000 0.214047461738 Long DBT CORP GB N 2 2027-06-30 Fixed 1.54000000 N N N N N N BON Y OBLI EST PRINCIPAL 9598007A56S18711AH60 000000000 1700000.00000000 PA 1106756.87000000 0.042099858494 Long DBT NUSS ES N 2 2041-07-30 None 0.00000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RDY5 150000.00000000 PA 105114.60000000 0.003998447993 Long DBT CORP US N 2 2047-05-25 Fixed 4.85000000 N N N N N N CARRIER GLOBAL CORP 549300JE3W6CWY2NAN77 14448CBG8 3000000.00000000 PA 3793202.97000000 0.144289421288 Long DBT CORP US N 2 2032-11-29 Fixed 4.50000000 N N N N N N INTESA SANPAOLO SPA 2W8N8UU78PMDQKZENC08 46115HBQ9 1430000.00000000 PA USD 1370927.84000000 0.052148642249 Long DBT CORP IT Y 2 2032-06-01 Fixed 4.19800000 N N N N N N Credit Suisse AG/London BFM8T61CT2L1QCEMIK50 000000000 120000000.00000000 PA 17805132.80000000 0.677288383455 Long DBT CORP GB N 2 2031-05-27 Fixed 3.55000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 88017.33000000 0.003348085960 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -5853131.92000000 USD 7532454.00000000 SGD 2026-03-18 88017.33000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 283150.86000000 0.010770758656 Long DBT NUSS PL N 2 2027-05-25 Fixed 3.75000000 N N N N N N VISTRA CORP 549300KP43CPCUJOOG15 92840MAC6 2650000.00000000 PA USD 2689106.39000000 0.102290757405 Long DBT CORP US N 2 N/A Fixed 7.00000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VEX8 1400000.00000000 PA 1723172.35000000 0.065547650133 Long DBT CORP US N 2 2031-04-08 Fixed 2.50000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 1300000.00000000 PA 192827.43000000 0.007334951096 Long DBT CORP KY N 2 2027-11-17 Fixed 3.95000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 000000000 17500000.00000000 PA 2462502.96000000 0.093671003062 Long DBT CORP US N 2 2035-08-06 Fixed 2.75000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 2550000.00000000 PA USD 2766852.00000000 0.105248118022 Long DBT CORP MX N 2 2033-02-07 Fixed 10.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71656MBM0 28000.00000000 PA USD 23087.71000000 0.000878232022 Long DBT CORP MX N 2 2047-09-21 Fixed 6.75000000 N N N N N N Fannie Mae B1V7KEBTPIMZEU4LTD58 3136A85Q9 46858.57000000 PA USD 61.50000000 0.000002339394 Long ABS-MBS USGSE US N 2 2027-09-25 Fixed 3.50000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAS7 1125000.00000000 PA USD 1083884.95000000 0.041229834895 Long DBT CORP US N 2 2030-06-01 Fixed 4.62500000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 86765BAV1 2200000.00000000 PA USD 1993698.13000000 0.075838164125 Long DBT CORP US N 2 2047-10-01 Fixed 5.40000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 20726.43000000 0.000788411433 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 CYPRUS GOVERNMENT INTERNATIONAL BOND CYPRUS GOVERNMENT INTERNATIONAL BOND Y Default Event 2028-12-20 11593.19000000 USD 0.00000000 USD 1000000.00000000 USD 9133.24000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYJ7 1770000.00000000 PA USD 1582958.64000000 0.060214069190 Long DBT CORP US N 2 2032-07-21 Fixed 2.38300000 N N N N N N ONEOK INC 2T3D6M0JSY48PSZI1Q41 682680BL6 5600000.00000000 PA USD 5934163.25000000 0.225729281544 Long DBT CORP US N 2 2033-09-01 Fixed 6.05000000 N N N N N N SALLY HOLDINGS/SALLY CAP N/A 79546VAQ9 285000.00000000 PA USD 295915.32000000 0.011256305188 Long DBT CORP US N 2 2032-03-01 Fixed 6.75000000 N N N N N N Fannie Mae - CAS N/A 20754XAC7 250000.00000000 PA USD 250957.50000000 0.009546157358 Long ABS-MBS CORP US N 2 2044-07-25 Floating 5.39728000 N N N N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 100000000.00000000 PA 568622.38000000 0.021629792761 Long DBT NUSS TN N 2 2031-03-17 Fixed 4.20000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 200000000.00000000 PA 1193711.55000000 0.045407522375 Long DBT CORP US N 2 2032-08-16 Fixed 1.00000000 N N N N N N LINEAGE EUROPE FINCO BV 254900HAPZY8OK9NWE76 000000000 7100000.00000000 PA 8395569.50000000 0.319358566920 Long DBT CORP NL N 2 2031-11-26 Fixed 4.12500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAH7 765000.00000000 PA USD 770061.65000000 0.029292329124 Long DBT CORP US N 2 2031-03-15 Fixed 5.75000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AS2 275000.00000000 PA USD 279577.09000000 0.010634816233 Long DBT CORP US N 2 2033-11-15 Fixed 5.75000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 9128337P9 85000.00000000 PA USD 69144.41000000 0.002630180083 Long DBT UST US N 2 2031-05-15 None 0.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 27064.06000000 0.001029488162 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -1540268.64000000 USD 9828152.00000000 DKK 2026-04-22 27064.06000000 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 169091.00000000 PA 208912.30000000 0.007946802505 Long DBT NUSS GR N 2 2031-02-24 Variable 4.30000000 N N N N N N DAVITA INC M2XHYMU3TZNEZURC6H66 23918KAT5 1125000.00000000 PA USD 1033808.72000000 0.039324988172 Long DBT CORP US N 2 2031-02-15 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TG3 1000000.00000000 PA USD 695625.00000000 0.026460837840 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N CONSTELLATION EN GEN LLC S2PEWKCZFFECR4533P43 210385AG5 2770000.00000000 PA USD 2770649.20000000 0.105392559486 Long DBT CORP US N 2 2029-02-01 Fixed 4.62500000 N N N N N N Ameriquest Mortgage Securities N/A 03072SCW3 47558.95000000 PA USD 47322.63000000 0.001800102696 Long ABS-MBS CORP US N 2 2032-08-25 Floating 6.63707000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBT1 1600000.00000000 PA USD 1619439.21000000 0.061601751414 Long DBT CORP US N 2 2029-10-15 Fixed 7.25000000 N N N N N MASTR Asset Backed Securities N/A 57643LDJ2 514459.28000000 PA USD 517485.84000000 0.019684612969 Long ABS-MBS CORP US N 2 2034-04-25 Floating 4.68707000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 51852.00000000 PA 61050.53000000 0.002322297465 Long DBT NUSS GR N 2 2026-02-24 Variable 4.30000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TJ7 1000000.00000000 PA USD 712968.75000000 0.027120575710 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N NTT FINANCE CORP 3538007PR116187GD960 62954WAS4 2375000.00000000 PA USD 2422065.38000000 0.092132800371 Long DBT CORP JP N 2 2030-07-16 Fixed 4.87600000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 19314.40000000 0.000734699308 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IRISH TSY 4 1/2% 2020 Ireland Government Bond Y Default Event 2026-12-20 573.58000000 USD 0.00000000 USD 2000000.00000000 USD 18740.82000000 N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 000000000 3000800.00000000 PA 3554294.96000000 0.135201613760 Long DBT CORP US N 2 2026-02-13 Fixed 3.70000000 N N N N N N SLOVAKIA GOVERNMENT BOND 097900BHFM0000074794 000000000 1530000.00000000 PA 1864932.64000000 0.070940061340 Long DBT NUSS SK N 2 2033-06-08 Fixed 3.62500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 13980000.00000000 PA 16919188.05000000 0.643587984008 Long DBT NUSS ID N 2 2028-06-14 Fixed 3.75000000 N N N N N N BEAZER HOMES USA 549300DUPYT2T0F60I45 07556QBR5 1375000.00000000 PA USD 1371714.55000000 0.052178567863 Long DBT CORP US N 2 2027-10-15 Fixed 5.87500000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RCG1 700000000.00000000 PA 4289151.40000000 0.163154774004 Long DBT CORP US N 2 2031-03-07 Fixed 1.41500000 N N N N N N BARRICK PD AU FIN PTY LT 5493008DX0TK7OFLV260 06849UAD7 50000.00000000 PA USD 52708.47000000 0.002004974343 Long DBT CORP AU N 2 2039-10-15 Fixed 5.95000000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 22000000.00000000 PA 317522.72000000 0.012078227787 Long DBT CORP NL N 2 2039-03-11 None 0.00000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 47324000.00000000 PA 1100747.95000000 0.041871285545 Long DBT NUSS TR N 2 2028-05-17 Floating 39.58200000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 1490000.00000000 PA 2077477.55000000 0.079025044480 Long DBT CORP KY N 2 2029-06-11 Fixed 5.12500000 N N N N N N BXMT Ltd N/A 05613YAA1 2600000.00000000 PA USD 2603208.40000000 0.099023288893 Long ABS-CBDO CORP US N 2 2042-10-18 Floating 5.31416000 N N N N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -5000000.00000000 OU Other USD -13.40000000 -0.00000050972 N/A DIR CORP GB N 3 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Put Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2026-04-26 0.00000000 USD 0.00000000 USD 0.00000000 USD -5000000.00000000 USD 85.00000000 USD 2026-04-26 XXXX 11195.20000000 N N N SUN HUNG KAI PROP (CAP) 222100WJDEUAP4JLW867 000000000 4000000.00000000 PA 582462.59000000 0.022156259682 Long DBT CORP HK N 2 2028-01-25 Fixed 3.16000000 N N N N N N Freddie Mac - STACR 5493000ISBDRXIMCHZ70 35564KQC6 100000.00000000 PA USD 101188.00000000 0.003849084290 Long ABS-MBS CORP US N 2 2042-01-25 Floating 6.19728000 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A 86773AAB7 3735137.80000000 PA USD 3600786.39000000 0.136970098490 Long ABS-O CORP US N 2 2059-10-30 Fixed 5.88000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1000000.00000000 PA 1193443.93000000 0.045397342394 Long DBT NUSS PH N 2 2032-02-04 Fixed 3.62500000 N N N N N N DCLI BIDCO LLC 2549007UUVJTHHNK9T70 233104AA6 425000.00000000 PA USD 432820.61000000 0.016464037340 Long DBT CORP US N 2 2029-11-15 Fixed 7.75000000 N N N N N N CANADIAN GOVERNMENT 4BFD7AQU0A75QLAHK410 135087YQ1 650000.00000000 PA 495911.50000000 0.018863947938 Long DBT NUSS CA N 2 2041-06-01 Fixed 4.00000000 N N N N N N PROLOGIS YEN FINANCE 5493000T2SX5D8WRJG02 000000000 200000000.00000000 PA 1071520.81000000 0.040759516112 Long DBT CORP US N 2 2035-06-22 Fixed 1.22200000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 340000.00000000 PA 365270.77000000 0.013894513010 Long DBT NUSS MX N 2 2114-03-19 Fixed 5.62500000 N N N N N N REGIE AUTONOME DES TRANS 969500K59E47ULNCAQ69 000000000 7000000.00000000 PA 7666789.87000000 0.291636562089 Long DBT NUSS FR N 2 2032-05-25 Fixed 1.87500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 33900000.00000000 PA 349445.95000000 0.013292553627 Long DBT CORP US N 2 2043-09-25 Variable 0.50000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 29997.26000000 0.001141063982 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2026-12-20 831.69000000 USD 0.00000000 USD 4000000.00000000 USD 29165.57000000 N N N DISH DBS CORP N/A 25470XAY1 4950000.00000000 PA USD 4853719.98000000 0.184630364509 Long DBT CORP US Y 2 2026-07-01 Fixed 7.75000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082AY9 200000.00000000 PA USD 198039.60000000 0.007533216519 Long DBT CORP CA N 2 2085-11-24 Fixed 6.50000000 N N N N N N PGIM Institutional Money Market Fund - D N/A 000000000 9904949.31700000 NS USD 9899006.35000000 0.376547711489 Long STIV RF US N 1 N N PROVINCE OF QUEBEC 549300WN65YFEQH74Y36 74814ZCC5 2800000.00000000 PA 1112838.01000000 0.042331178616 Long DBT NUSS CA N 2 2039-10-01 None 0.00000000 N N N N N N UNITED RENTALS NORTH AM NGIZXNT70J2LYT3FBI09 911365BG8 1190000.00000000 PA USD 1190099.76000000 0.045270133711 Long DBT CORP US N 2 2028-01-15 Fixed 4.87500000 N N N N N N SUNRUN CALLISTO ISSUER LLC N/A 86773AAA9 900657.06000000 PA USD 879781.63000000 0.033465960892 Long ABS-O CORP US N 2 2059-10-30 Fixed 5.49000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 135863.47000000 0.005168102423 Long DBT NUSS GB N 2 2038-12-07 Fixed 4.75000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 282053.90000000 0.010729031460 Long DBT NUSS PL N 2 2034-10-25 Fixed 5.00000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 110480.32000000 0.004202554295 Long DBT NUSS ES N 2 2053-07-30 None 0.00000000 N N N N N N ClubCorp Holdings Inc N/A 000000000 43634.50000000 PA USD 43089.07000000 0.001639062560 Long DBT CORP US N 3 2032-07-10 None 0.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 10723.76000000 0.000407920466 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BARCLAYS PLC Barclays PLC Y Default Event 2026-06-20 6437.41000000 USD 0.00000000 USD 2120000.00000000 EUR 4286.35000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 278.00000000 NC USD 27800.00000000 0.001057482540 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-16 0.00000000 USD 2500.00000000 96.37500000 USD 2026-03-13 XXXX -5194.70000000 N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 133840.19000000 0.005091138995 Long DBT NUSS ES N 2 2049-07-30 None 0.00000000 N N N N N N PROVINCE OF SASKATCHEWAN 549300FKDIB7OJMBSP83 803854KC1 3500000.00000000 PA 2112080.93000000 0.080341320386 Long DBT NUSS CA N 2 2048-06-02 Fixed 3.30000000 N N N N N N COMMERCIAL METALS CO 549300OQS2LO07ZJ7N73 201723AV5 275000.00000000 PA USD 280985.69000000 0.010688397884 Long DBT CORP US N 2 2035-12-15 Fixed 6.00000000 N N N N N N HOUSING AND URBAN DEV CO 335800KSC46MN2VPTI91 44182YAB9 500000.00000000 PA USD 508400.85000000 0.019339029577 Long DBT NUSS IN N 2 2030-09-15 Floating 4.71713000 N N N N N N Citigroup Commercial Mortgage N/A 17326DAB8 635744.67000000 PA USD 625058.82000000 0.023776575132 Long ABS-MBS CORP US N 2 2050-09-15 Fixed 3.10900000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 109900.40000000 0.004180494753 Long DBT NUSS GB N 2 2060-01-22 Fixed 4.00000000 N N N N N N REGIAO AUTONOMA ACORES 5493002P6SL6ANYFUJ27 000000000 600000.00000000 PA 536374.74000000 0.020403126708 Long DBT NUSS PT N 2 2036-09-27 Fixed 1.09500000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAD7 3700000.00000000 PA USD 3829254.69000000 0.145660790512 Long ABS-O CORP US N 2 2036-09-15 Fixed 7.52000000 N N N N N N LA POSTE SA 9695000YG7TR7PAP0L59 000000000 5000000.00000000 PA 5334546.18000000 0.202920483621 Long DBT CORP FR N 2 2032-04-21 Fixed 1.37500000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 000000000 3600000.00000000 PA 4301952.82000000 0.163641726455 Long DBT NUSS AE N 2 2031-01-17 Fixed 4.62500000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD 193032.66000000 0.007342757827 N/A DCR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2027-06-20 109234.75000000 USD 0.00000000 USD -1000000.00000000 USD 83797.91000000 N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDR8 675000.00000000 PA USD 663514.47000000 0.025239387306 Long DBT CORP US N 2 2030-01-15 Fixed 4.37500000 N N N N N N OneMain Financial Issuance Tru N/A 68269HAC9 1300000.00000000 PA USD 1344520.71000000 0.051144143007 Long ABS-O CORP US N 2 2036-09-15 Fixed 6.74000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FLMX9 22301627.77000000 PA USD 441721.65000000 0.016802623469 Long ABS-MBS USGSE US N 2 2029-02-25 Variable 0.70589700 N N N N N N Doncasters US Finance LLC N/A 000000000 1191000.00000000 PA USD 1199932.50000000 0.045644160720 Long DBT CORP US N 3 2030-04-23 None 0.00000000 N N N N N N Fannie Mae - CAS N/A 20753YCK6 1200000.00000000 PA USD 1227660.00000000 0.046698885437 Long ABS-MBS CORP US N 2 2042-03-25 Floating 6.79728000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 168000.00000000 PA 148170.92000000 0.005636264778 Long DBT NUSS ES N 2 2035-01-31 None 0.00000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 115183.69000000 0.004381465506 Long DBT NUSS RO N 2 2026-06-24 Fixed 3.25000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 56000000.00000000 PA 1844892.53000000 0.070177756792 Long DBT CORP US N 2 2031-11-07 None 0.00000000 N N N N N N FIFTH THIRD FINANCL CORP I9Q57JVPWHHZ3ZGBW498 200340AW7 2792000.00000000 PA USD 2918328.06000000 0.111010106824 Long DBT CORP US N 2 2030-01-30 Fixed 5.98200000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 250000.00000000 PA 172708.73000000 0.006569657068 Long DBT CORP KY N 2 2028-02-01 Fixed 4.90000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 129814.03000000 0.004937988136 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -7053511.09000000 USD 9747144.00000000 CAD 2026-04-22 129814.03000000 N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 706451BD2 1000000.00000000 PA USD 1052650.00000000 0.040041690497 Long DBT CORP MX N 2 2027-09-15 Variable 9.50000000 N N N N N N CHUBB INA HOLDINGS LLC CZCBJZWDMLTHWJDXU843 000000000 10000000.00000000 PA 1436653.71000000 0.054648784693 Long DBT CORP US N 2 2030-08-06 Fixed 2.50000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 5000000.00000000 PA 4695467.69000000 0.178610615098 Long DBT NUSS MX N 2 2039-04-08 Fixed 2.87500000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 000000000 2000000.00000000 PA 2645844.38000000 0.100645116390 Long DBT CORP CL N 2 2031-10-30 Fixed 1.69250000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 119083.37000000 0.004529805201 Long DBT NUSS ES N 2 2052-07-30 None 0.00000000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 845467AR0 2000000.00000000 PA USD 2001126.29000000 0.076120723460 Long DBT CORP US N 2 2029-02-01 Fixed 5.37500000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 4740000.00000000 PA 6315722.05000000 0.240243373955 Long DBT CORP AE N 2 2030-09-25 Fixed 4.25000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 18000000.00000000 PA 2616517.37000000 0.099529548008 Long DBT CORP FR N 2 2028-03-29 Fixed 3.50000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 436000.00000000 PA 285137.19000000 0.010846316545 Long DBT NUSS ES N 2 2041-07-30 None 0.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAK8 180000.00000000 PA USD 184698.31000000 0.007025727985 Long DBT CORP US N 2 2032-11-15 Fixed 5.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 319924.55000000 0.012169590855 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Japan Government Twenty Year Bond JAPAN (20 YEAR ISSUE) Y Default Event 2028-06-20 249200.41000000 USD 0.00000000 USD 15000000.00000000 USD 70724.14000000 N N N Fannie Mae - CAS N/A 20754RAB2 66424.40000000 PA USD 66713.59000000 0.002537714266 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.24728000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 1000000.00000000 PA 620737.67000000 0.023612203165 Long DBT CORP US N 2 2031-03-23 Fixed 3.00000000 N N N N N N Real Estate Asset Liquidity Tr N/A 75585RRT4 139057.25000000 PA 101914.15000000 0.003876706266 Long ABS-MBS CORP CA N 2 2055-02-12 Variable 2.38100000 N N N N N N HAMBURG COMMERCIAL BANK TUKDD90GPC79G1KOE162 000000000 8160000.00000000 PA USD 7862044.13000000 0.299063827227 Long DBT CORP DE N 2 2031-03-21 Floating 4.35945600 N N N N N N PROLOGIS YEN FINANCE 5493000T2SX5D8WRJG02 74346GAB8 700000000.00000000 PA 4368447.34000000 0.166171107531 Long DBT CORP US N 2 2028-09-25 Fixed 0.97200000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TT5 1000000.00000000 PA USD 880937.50000000 0.033509928962 Long DBT UST US N 2 2053-08-15 Fixed 4.12500000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BSP98 36803800.32000000 PA USD 101011.71000000 0.003842378405 Long ABS-MBS USGSE US N 2 2026-08-25 Variable 0.89231200 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 1200000.00000000 PA 1479544.39000000 0.056280300709 Long DBT NUSS PL N 2 2032-03-13 Fixed 4.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CKQ3 32015000.00000000 PA USD 32530241.41000000 1.237415910652 Long DBT UST US N 2 2034-05-15 Fixed 4.37500000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 153612.11000000 0.005843241880 Long DBT NUSS ES N 2 2046-07-30 None 0.00000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 694.17000000 0.000026405491 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2030-12-20 0.00000000 USD -13454.47000000 USD 2240000.00000000 USD 14148.64000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 296949.76000000 0.011295654190 Long DBT NUSS PL N 2 2029-04-25 Fixed 5.75000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 97311.66000000 0.003701632424 Long DBT NUSS ES N 2 2055-07-30 None 0.00000000 N N N N N N COMISION FED DE ELECTRIC 4469000001BFPONMPF32 000000000 4803333.32000000 PA USD 4447790.59000000 0.169189240680 Long DBT CORP MX N 2 2036-12-15 Floating 4.59055000 N N N N N N ALIBABA GROUP HOLDING 5493001NTNQJDH60PM02 000000000 17720000.00000000 PA 2597455.09000000 0.098804439077 Long DBT CORP HK N 2 2029-11-28 Fixed 2.80000000 N N N N N N KOREA EXPRESSWAY CORP 988400EZO9DR1OFL5772 000000000 7500000.00000000 PA 5284036.49000000 0.200999148539 Long DBT NUSS KR N 2 2032-05-11 Fixed 3.03000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 238953.00000000 0.009089518899 Long DBT NUSS PL N 2 2032-04-25 Fixed 1.75000000 N N N N N N DIG INTL FIN/DIFL US LLC N/A 25381MAA5 775000.00000000 PA USD 805860.50000000 0.030654079442 Long DBT CORP N/A Y 2 2032-08-01 Fixed 8.62500000 N N N N N N BULGARIAN ENERGY HLD 635400E1RWKJXPSBCV07 000000000 9300000.00000000 PA 10610364.19000000 0.403607009890 Long DBT CORP BG N 2 2028-07-22 Fixed 2.45000000 N N N N N N OneMain Direct Auto Receivable N/A 68267EAB0 1061741.22000000 PA USD 1060762.08000000 0.040350265424 Long ABS-O CORP US N 2 2028-11-14 Fixed 3.95000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 000000000 2240000000.00000000 PA 13654685.97000000 0.519409784307 Long DBT CORP US N 2 2029-09-13 Fixed 0.44000000 N N N N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 63734.18000000 0.002424380667 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2027-09-20 199063.26000000 USD 0.00000000 USD -4500000.00000000 USD -135329.08000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 182260.00000000 PA USD 134454.24000000 0.005114496807 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N Towd Point Mortgage Trust N/A 89183QAA2 4149530.22000000 PA USD 4159859.23000000 0.158236636869 Long ABS-MBS CORP US N 2 2064-09-25 Variable 5.16700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 4050000.00000000 PA USD 4139100.00000000 0.157446977759 Long DBT CORP MX N 2 2030-01-23 Fixed 6.84000000 N N N N N N SAUDI INTERNATIONAL BOND 635400FMICXSM3SI3H65 000000000 16656000.00000000 PA 15498403.84000000 0.589542858278 Long DBT NUSS SA N 2 2039-07-09 Fixed 2.00000000 N N N N N N HKT CAPITAL NO 3 LTD 254900HE65W6XSXMND87 000000000 9300000.00000000 PA 10659198.54000000 0.405464616814 Long DBT CORP VG N 2 2027-04-10 Fixed 1.65000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 102499.66000000 0.003898978446 Long DBT NUSS ES N 2 2054-07-30 None 0.00000000 N N N N N N US BANK NA 6BYL5QZYBDK8S7L73M02 90331HLH4 3414000.00000000 PA USD 3396409.10000000 0.129195802959 Long DBT CORP US N 2 2047-08-09 Floating 3.87656000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 131108.00000000 PA 158237.31000000 0.006019179586 Long DBT NUSS GR N 2 2036-02-24 Variable 4.30000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 121658.00000000 0.004627741397 Long DBT NUSS RO N 2 2031-04-28 Fixed 7.35000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 168000.00000000 PA 135531.26000000 0.005155465506 Long DBT NUSS ES N 2 2037-01-31 None 0.00000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 57900000.00000000 NC USD -34022.62000000 -0.00129418441 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Long 2026-03-17 57196310.61000000 USD -34022.62000000 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 7892000.00000000 PA 9799134.35000000 0.372748686444 Long DBT NUSS IT N 2 2029-06-28 Floating 4.25000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 62000000.00000000 PA 11329875.29000000 0.430976449662 Long DBT NUSS CN N 2 2045-05-21 Fixed 4.10000000 N N N N N N EXPORT-IMPORT BANK CHINA 300300C1020211000045 000000000 4000000.00000000 PA 593546.71000000 0.022577887861 Long DBT NUSS CN N 2 2027-06-18 Fixed 4.15000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TV0 3260000.00000000 PA USD 3183593.75000000 0.121100532567 Long DBT UST US N 2 2053-11-15 Fixed 4.75000000 N N N N N N MVM ENERGETIKA ZRT 529900ELI5AQ9F74PF85 000000000 5430000.00000000 PA 6203129.17000000 0.235960460116 Long DBT CORP HU N 2 2027-11-18 Fixed 0.87500000 N N N N N N BPIFRANCE SACA 969500STN7T9MRUMJ267 000000000 3900000.00000000 PA 4670928.47000000 0.177677169174 Long DBT NUSS FR N 2 2032-11-25 Fixed 3.37500000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 4150000.00000000 PA 4708045.73000000 0.179089070411 Long DBT NUSS RO N 2 2030-02-08 Fixed 2.50000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 146451.58000000 0.005570862907 Long DBT NUSS ES N 2 2047-07-30 None 0.00000000 N N N N N N REGION OF ILE DE FRANCE 969500X7E3U7ZNH95E23 000000000 1700000.00000000 PA 2017009.14000000 0.076724890243 Long DBT NUSS FR N 2 2031-04-30 Fixed 2.90000000 N N N N N N GREYSTONE COML CAP TRUST N/A 39810DAA7 19079706.37780000 PA USD 16980938.68000000 0.645936912536 Long DBT CORP US Y 3 2026-05-31 Floating 7.23018000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -56723.50000000 -0.00215770182 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD -57662.88000000 N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137BEWS9 4923928.89000000 PA USD 282632.53000000 0.010751041933 Long ABS-MBS USGSE US N 2 2032-02-25 Variable 2.06004100 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 24000000.00000000 PA 4140637.00000000 0.157505443610 Long DBT NUSS CN N 2 2034-05-22 Fixed 4.50000000 N N N N N N SWEDISH GOVERNMENT ERE94C0BSULG2RM19605 000000000 10000000.00000000 PA 1190781.81000000 0.045296078170 Long DBT NUSS SE N 2 2039-03-30 Fixed 3.50000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 318913.00000000 PA 378892.98000000 0.014412687442 Long DBT NUSS GR N 2 2039-02-24 Variable 4.30000000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 780082BA0 5400000.00000000 PA USD 5396150.72000000 0.205263855040 Long DBT CORP CA N 2 2086-05-24 Fixed 6.50000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 400000.00000000 PA USD 397600.00000000 0.015124282659 Long DBT NUSS HU N 2 2036-03-26 Fixed 5.50000000 N N N N N N ClubCorp Holdings Inc N/A 000000000 667389.63000000 PA USD 659047.26000000 0.025069459372 Long DBT CORP US N 3 2032-07-10 Floating 8.67194000 N N N N N N SM ENERGY CO IIVIHPH28S64K95M2381 097793AE3 1755000.00000000 PA USD 1753004.89000000 0.066682448340 Long DBT CORP US N 2 2026-10-15 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1050000.00000000 PA USD 1018374.00000000 0.038737867780 Long DBT CORP MX N 2 2031-01-28 Fixed 5.95000000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912833X96 800000.00000000 PA USD 520849.90000000 0.019812578246 Long DBT UST US N 2 2035-11-15 None 0.00000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -120713.65000000 -0.00459181932 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.17 Y Default Event 2056-12-15 0.00000000 USD -200342.09000000 USD 16065000.00000000 USD 79628.44000000 N N N JP Morgan Chase Commercial Mor N/A 46649XAN7 1459000.00000000 PA USD 266252.91000000 0.010127978545 Long ABS-MBS CORP US N 2 2031-07-05 Variable 4.61320000 N N N N N N REP OF ITALY CPN STRIP 815600DE60799F5A9309 000000000 5458004.16000000 PA 5496760.04000000 0.209090926956 Long DBT NUSS IT N 2 2031-02-20 None 0.00000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 3000000.00000000 PA 3552493.95000000 0.135133105248 Long DBT NUSS IT N 2 2026-05-11 Floating 2.45500000 N N N N N N BULGARIA 529900PG0XCL4LICL838 000000000 8212000.00000000 PA 9463389.04000000 0.359977290644 Long DBT NUSS BG N 2 2035-03-26 Fixed 3.12500000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GXR0 2450000.00000000 PA USD 2173950.83000000 0.082694785818 Long DBT CORP US N 2 2032-01-27 Fixed 1.99200000 N N N N N N Oaktown Re Ltd N/A 67389JAB4 311103.21000000 PA USD 313641.22000000 0.011930579640 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 6.59728000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 122762.10000000 0.004669740191 Long DBT NUSS ES N 2 2051-07-30 None 0.00000000 N N N N N N REPUBLIC OF AUSTRIA 529900QWWUI4XRVR7I03 052591AS3 2349000.00000000 PA 1879803.79000000 0.071505744126 Long DBT NUSS AT N 2 2034-12-01 Fixed 5.37500000 N N N N N N Boots Group Finco LP 254900Q2CMXV6QWMW891 000000000 1200000.00000000 PA 1650459.98000000 0.062781748632 Long LON CORP GB N 2 2032-08-31 Floating 8.47460000 N N N N N N HUNGARY GOVERNMENT BOND 5299003F3UFKGCCMAP43 000000000 800000000.00000000 PA 2363396.53000000 0.089901099489 Long DBT NUSS HU N 2 2027-10-27 Fixed 3.00000000 N N N N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -22992.22000000 -0.00087459968 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD -23931.60000000 N N N MANITOBA (PROVINCE OF) 5493003QILFOB3JRKE30 563469US2 3000000.00000000 PA 1740471.49000000 0.066205691086 Long DBT NUSS CA N 2 2050-03-05 Fixed 3.20000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 084670CF3 300000000.00000000 PA 1428018.03000000 0.054320292577 Long DBT CORP US N 2 2039-09-13 Fixed 0.96500000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBS0 805000.00000000 PA USD 876077.07000000 0.033325043356 Long DBT CORP FR N 2 2034-01-10 Fixed 6.69100000 N N N N N GENERAL ELECTRIC CO 3C7474T6CDKPR9K6YT90 36962GQX5 400000.00000000 PA USD 399400.43000000 0.015192769109 Long DBT CORP US N 2 2038-10-16 Floating 3.32000000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 000000000 26000000.00000000 PA 3772596.99000000 0.143505591645 Long DBT CORP US N 2 2027-02-06 Fixed 3.50000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 10060000.00000000 PA 10611431.65000000 0.403647614938 Long DBT NUSS ID N 2 2031-10-30 Fixed 1.40000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 026657BF2 2300000.00000000 PA 2735144.23000000 0.104041988052 Long DBT CORP US N 2 2028-06-27 Fixed 2.85000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 300000.00000000 PA 398177.53000000 0.015146251288 Long DBT NUSS GB N 2 2036-03-07 Fixed 4.25000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 501102.00000000 PA 619205.62000000 0.023553925607 Long DBT NUSS GR N 2 2030-02-24 Variable 4.30000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 129088.49000000 0.004910389363 Long DBT NUSS ES N 2 2050-07-30 None 0.00000000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -68380000.00000000 OU Other USD -118954.95000000 -0.00452492024 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -68380000.00000000 USD 3.69400000 USD 2026-11-04 XXXX 41384.36000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -18268.48000000 -0.00069491361 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.16 Y Default Event 2065-04-17 0.00000000 USD -93834.70000000 USD 10948245.83000000 USD 75566.22000000 N N N HCA INC L3CJ6J7LJ2DX62FTXD46 404119AJ8 2000000.00000000 PA USD 2295123.92000000 0.087304081753 Long DBT CORP US N 2 2033-11-06 Fixed 7.50000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 78000000.00000000 PA 1652344.93000000 0.062853450132 Long DBT NUSS N/A N 2 2037-01-27 None 0.00000000 N N N N N N BOOTS GROUP FINCO LP 254900YVLYOVF1PF1N93 000000000 225000.00000000 PA 317646.20000000 0.012082924835 Long DBT CORP US N 2 2032-08-31 Fixed 7.37500000 N N N N N N MEDTRONIC GLOBAL HLDINGS 549300JXMTTP8GKYIX14 58507LAQ2 2100000.00000000 PA 1526245.81000000 0.058056773236 Long DBT CORP LU N 2 2049-07-02 Fixed 1.75000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 94988U656 526.00000000 NS USD 12771.28000000 0.000485805957 Long EP CORP US N 1 N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 63689.85000000 0.002422694401 Long DBT NUSS GB N 2 2046-01-31 Fixed 0.87500000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 36800000.00000000 PA 5295972.60000000 0.201453185515 Long DBT CORP GB N 2 2026-04-04 Fixed 3.12000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1285000.00000000 PA 1530653.23000000 0.058224426822 Long DBT NUSS IT N 2 2035-03-01 Fixed 3.35000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 500000.00000000 PA 619221.68000000 0.023554536512 Long DBT NUSS IT N 2 2034-07-01 Fixed 3.85000000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 452004.80000000 PA USD 332901.54000000 0.012663221802 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -56601.67000000 -0.00215306754 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 1409.07000000 USD 0.00000000 USD -3000000.00000000 USD -58010.74000000 N N N ClubCorp Holdings Inc N/A 000000000 72724.16000000 PA USD 71815.11000000 0.002731770681 Long DBT CORP US N 3 2031-07-10 None 0.00000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 000000000 600000.00000000 PA USD 561750.00000000 0.021368374708 Long DBT CORP IL N 2 2032-02-22 Fixed 3.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TR9 1000000.00000000 PA USD 804843.75000000 0.030615403349 Long DBT UST US N 2 2053-05-15 Fixed 3.62500000 N N N N N N NOVA SCOTIA PROVINCE 5493002W033HJBDP3481 669827FZ5 3000000.00000000 PA 1877156.39000000 0.071405039836 Long DBT NUSS CA N 2 2045-06-01 Fixed 3.45000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 12000000.00000000 PA 1755056.96000000 0.066760506909 Long DBT CORP GB N 2 2027-04-30 Fixed 3.60000000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299BW3 300000.00000000 PA USD 323439.00000000 0.012303276808 Long DBT NUSS PA N 2 2036-01-31 Fixed 6.87500000 N N N N N N ECUADOR SOCIAL BOND SARL 5493006P8FVL2JCVBP02 000000000 16159999.99000000 PA USD 281184.00000000 0.010695941386 Long DBT NUSS LU N 3 2035-01-30 Fixed 0.35000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 8500000.00000000 PA 9375229.49000000 0.356623794786 Long DBT NUSS ID N 2 2029-07-28 Fixed 1.00000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 000000000 7000.00000000 PA 10197.21000000 0.000387891062 Long DBT CORP US N 2 2030-08-16 Fixed 6.50000000 N N N N N N REPUBLIKA SLOVENIJA 485100000LWQHIX4XX88 000000000 100000.00000000 PA 104682.70000000 0.003982018974 Long DBT NUSS SI N 2 2031-02-12 None 0.00000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD -304987.35000000 -0.01160139559 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -86566463.00000000 SEK 9454189.95000000 USD 2026-04-22 -304987.35000000 N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 210000.00000000 PA 144189.18000000 0.005484803608 Long DBT CORP US N 2 2028-05-16 Fixed 4.50000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 2500000.00000000 PA 2144411.65000000 0.081571146714 Long DBT NUSS ES N 2 2040-10-31 Fixed 1.20000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 126597.01000000 0.004815616104 Long DBT NUSS GB N 2 2040-12-07 Fixed 4.25000000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055BG6 100000000.00000000 PA 534909.02000000 0.020347372272 Long DBT CORP US N 2 2035-03-12 Fixed 0.83000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 6000000.00000000 PA 6625419.00000000 0.252023917744 Long DBT NUSS RS N 2 2029-06-26 Fixed 1.50000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 200000.00000000 PA 244255.59000000 0.009291223803 Long DBT NUSS CL N 2 2031-07-09 Fixed 3.87500000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055AS1 80000000.00000000 PA 514028.95000000 0.019553116536 Long DBT CORP US N 2 2027-01-25 Fixed 0.93200000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 245658.60000000 0.009344592817 Long DBT NUSS PL N 2 2030-10-25 Fixed 1.25000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 25470MAG4 1300000.00000000 PA USD 1344350.81000000 0.051137680191 Long DBT CORP US Y 2 2027-11-15 Fixed 11.75000000 N N N N N N JPMorgan Chase Bank, NA - CACL N/A 46591HBW9 306782.64000000 PA USD 297983.81000000 0.011334988356 Long ABS-O CORP US N 2 2028-09-25 Fixed 28.34800000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -13880.87000000 -0.00052801358 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2030-12-20 0.00000000 USD -6533.32000000 USD -2240000.00000000 USD -7347.55000000 N N N TFS_18-3 N/A 000000000 1.00000000 PA 1.19000000 0.000000045266 Long ABS-MBS CORP N/A N 3 2040-04-16 Fixed 0.00000100 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 10000000.00000000 PA 62617.91000000 0.002381918939 Long DBT CORP US N 2 2030-03-22 Fixed 1.30000000 N N N N N N MALTA GOVERNMENT 549300CZVZYSMSGX6X78 000000000 2500000.00000000 PA 2567372.68000000 0.097660136079 Long DBT NUSS MT N 2 2031-04-23 Fixed 1.00000000 N N N N N N HAMMERSON IRELAND 63540093EUHUMTGSHN61 000000000 6897000.00000000 PA 8063356.53000000 0.306721537591 Long DBT CORP IE N 2 2027-06-03 Fixed 1.75000000 N N N N N N Ameriquest Mortgage Securities N/A 03072SCJ2 76545.25000000 PA USD 76286.35000000 0.002901851912 Long ABS-MBS CORP US N 2 2032-08-25 Floating 4.39368600 N N N N N N ROGERS COMMUNICATIONS IN 5493000M6Z4XFIP6PF03 775109BJ9 700000.00000000 PA 513821.13000000 0.019545211284 Long DBT CORP CA N 2 2029-05-01 Fixed 3.25000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 2100000.00000000 PA 2441695.09000000 0.092879493737 Long DBT NUSS IT N 2 2048-01-27 Fixed 5.34500000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 103909.00000000 PA 125510.32000000 0.004774279568 Long DBT NUSS IT N 2 2036-05-15 Fixed 1.80000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2J1 7890000.00000000 PA USD 7369784.94000000 0.280338809291 Long DBT CORP US N 2 2031-02-11 Fixed 2.57200000 N N N N N N FED REPUBLIC OF BRAZIL 254900ZFY40OYEADAP90 105756BN9 2890000.00000000 PA 550707.61000000 0.020948333894 Long DBT NUSS BR N 2 2028-01-10 Fixed 10.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 113840000.00000000 OU Other 91184.93000000 0.003468578107 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-06-11 0.00000000 USD 0.00000000 USD 0.00000000 EUR 113840000.00000000 USD 2.06900000 EUR 2026-06-09 XXXX 70003.40000000 N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 31359MEE9 15000000.00000000 PA 21131258.01000000 0.803810661719 Long DBT USGSE US N 2 2028-12-07 Fixed 5.37500000 N N N N N N AFRICAN EXPORT-IMPORT BA 21380068LJCDYA42GJ76 000000000 300000.00000000 PA USD 261262.50000000 0.009938148637 Long DBT NUSS N/A N 2 2031-05-17 Fixed 3.79800000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 8200000.00000000 PA 9619428.75000000 0.365912875856 Long DBT CORP US N 2 2036-11-07 Fixed 3.74900000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 200447AR1 405000.00000000 PA USD 406620.00000000 0.015467393901 Long DBT CORP MX N 2 2051-01-28 Fixed 6.50000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDH0 275000.00000000 PA USD 274600.53000000 0.010445513164 Long DBT CORP US N 2 2028-06-15 Fixed 4.62500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 115889.55000000 0.004408315672 Long DBT NUSS RO N 2 2027-07-26 Fixed 5.80000000 N N N N N N JPMORGAN CHASE FINANCIAL 549300NJFDJOFYVV6789 000000000 14000000.00000000 PA 2027325.43000000 0.077117310982 Long DBT CORP US N 2 2026-08-31 Fixed 3.33000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 139688.65000000 0.005313608216 Long DBT NUSS ES N 2 2048-07-30 None 0.00000000 N N N N N N BRITISH COLUMBIA PROV OF 54930058TO7MEKUHWL16 11070TAG3 3000000.00000000 PA 1650556.31000000 0.062785412923 Long DBT NUSS CA N 2 2048-06-18 Fixed 2.80000000 N N N N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 000000000 500000.00000000 PA 737198.56000000 0.028042252006 Long DBT CORP US N 2 2028-06-02 Fixed 8.12500000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1082.82000000 0.000041189325 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 TOTALENERGIES CAPITAL SA TotalEnergies Capital SA Y Default Event 2026-12-20 950.30000000 USD 0.00000000 USD 100000.00000000 EUR 132.52000000 N N N BEIGNET INVESTOR LLC N/A 076912AA2 13739000.00000000 PA USD 14352794.84000000 0.545965105930 Long DBT CORP US N 2 2049-05-30 Fixed 6.58100000 N N N N N N FREEPORT INDONESIA PT 549300T4HTQHRKLNE619 000000000 2490000.00000000 PA USD 2530462.50000000 0.096256111946 Long DBT CORP ID N 2 2032-04-14 Fixed 5.31500000 N N N N N N CADILLAC FAIRVIEW PRP TR N/A 68327LAD8 1775000.00000000 PA USD 1597446.75000000 0.060765181541 Long DBT CORP CA N 2 2031-10-15 Fixed 2.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 5000000.00000000 PA 1533563.19000000 0.058335118617 Long DBT NUSS PL N 2 2028-07-25 Fixed 7.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 120448.70000000 0.004581740907 Long DBT NUSS RO N 2 2033-10-30 Fixed 7.20000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 35360000.00000000 PA 5085595.59000000 0.193450666993 Long DBT CORP AE N 2 2028-08-29 Fixed 2.40000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 8758000.00000000 PA 4476762.76000000 0.170291311325 Long DBT NUSS US N 2 2032-04-23 None 0.00000000 N N N N N N Expand Energy Corp X2MT1W32SPAZ9WSKLE78 165167735 23063.00000000 NS USD 2592511.83000000 0.098616402705 Long EC CORP US Y 1 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 95895.72000000 0.003647771567 Long DBT NUSS RO N 2 2036-04-28 Fixed 4.25000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1063000.00000000 PA 1340009.76000000 0.050972551250 Long DBT CORP GB N 2 2030-05-14 Fixed 8.12500000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 35275.27000000 0.001341833889 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -7951158.11000000 USD 250493285.00000000 THB 2026-03-18 35275.27000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 75059.47000000 0.002855182697 Long DBT NUSS GB N 2 2065-07-22 Fixed 2.50000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1085000.00000000 PA 929274.99000000 0.035348635858 Long DBT NUSS PH N 2 2041-04-28 Fixed 1.75000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 64434.00000000 PA 78333.09000000 0.002979707733 Long DBT NUSS GR N 2 2028-02-24 Variable 4.30000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 168000.00000000 PA 141530.95000000 0.005383687356 Long DBT NUSS ES N 2 2036-01-31 None 0.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 5526001.36200000 PA 260812.01000000 0.009921012475 Long DBT NUSS ZA N 2 2046-03-31 Fixed 2.50000000 N N N N N N TOTALENERGIES SE 529900S21EQ1BO4ESM68 000000000 5500000.00000000 PA 6324754.97000000 0.240586976660 Long DBT CORP FR N 2 N/A Fixed 1.62500000 N N N N N N KUNTARAHOITUS OYJ 529900HEKOENJHPNN480 000000000 13000000.00000000 PA 1452663.42000000 0.055257777096 Long DBT NUSS FI N 2 2032-09-24 Fixed 3.05000000 N N N N N N XPO INC 54930096DB9LCLPN7H13 983793AK6 735000.00000000 PA USD 772578.15000000 0.029388054118 Long DBT CORP US N 2 2032-02-01 Fixed 7.12500000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 000000000 74000000.00000000 PA 8138677.10000000 0.309586652255 Long DBT NUSS KR N 2 2027-08-10 Fixed 1.83000000 N N N N N N Bayview Financing Trust N/A 07336HAA0 1805332.73000000 PA USD 1813823.21000000 0.068995912783 Long ABS-MBS CORP US N 2 2026-07-01 Floating 8.68559000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC 5807.03000000 0.000220893267 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2026-06-20 2948.08000000 USD 0.00000000 USD 5000000.00000000 EUR 2858.95000000 N N N CALPINE CORP 43R4VPJBXTU2O15HEF41 131347CN4 2050000.00000000 PA USD 2049111.30000000 0.077946022390 Long DBT CORP US Y 2 2028-03-15 Fixed 5.12500000 N N N N N N TOTE SHIPHOLDINGS INC N/A 89156HAA5 94000.00000000 PA USD 84734.50000000 0.003223210586 Long DBT CORP US N 2 2040-10-16 Fixed 3.40000000 N N N N N N UNICREDIT SPA 549300TRUWO2CD2G5692 904678AW9 8485000.00000000 PA USD 8418423.30000000 0.320227901254 Long DBT CORP IT N 2 2027-06-03 Fixed 1.98200000 N N N N N N REGIAO AUTONOMA ACORES 5493002P6SL6ANYFUJ27 000000000 400000.00000000 PA 458626.71000000 0.017445674037 Long DBT NUSS PT N 2 2027-10-01 Fixed 0.49100000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 24000.00000000 PA USD 23986.56000000 0.000912423323 Long DBT CORP MX N 2 2028-02-12 Fixed 5.35000000 N N N N N N DP WORLD LTD UAE 549300M3U2DNF4QVSS04 000000000 1361000.00000000 PA 1607211.62000000 0.061136626848 Long DBT CORP AE N 2 2026-09-25 Fixed 2.37500000 N N N N N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 12110000.00000000 PA 1877631.34000000 0.071423106431 Long DBT NUSS DK N 2 2027-11-15 Fixed 0.50000000 N N N N N N NESTLE FINANCE INTL LTD 0KLLMNHINTFDRMU6DI05 000000000 28000000.00000000 PA 4032119.07000000 0.153377536550 Long DBT CORP LU N 2 2035-05-29 Fixed 2.80000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 1100000.00000000 PA 1226082.18000000 0.046638866837 Long DBT CORP US N 2 2030-03-06 Fixed 1.87500000 N N N N N N AIRCRAFT FINANCE CO LTD 549300V406LJMUES1M40 000000000 366237.48000000 PA USD 365801.26000000 0.013914692287 Long DBT CORP KY N 2 2026-03-29 Fixed 4.10000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 9944.77000000 0.000378288512 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IHS MARKIT LTD CDX.NA.HY.42.V1 Y Default Event 2027-08-02 0.00000000 USD -5562.22000000 USD 6999840.54000000 USD 15506.99000000 N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 185844.36000000 0.007069322513 Long DBT NUSS ES N 2 2042-07-30 None 0.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 280455.25000000 0.010668220509 Long DBT NUSS PL N 2 2026-07-25 Fixed 2.50000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 127918.83000000 0.004865896736 Long DBT NUSS GB N 2 2042-12-07 Fixed 4.50000000 N N N N N N SOUTHAVEN CMBD CYCLE GEN N/A 841215AA4 77331.15000000 PA USD 75332.13000000 0.002865554395 Long DBT CORP US N 2 2033-08-15 Fixed 3.84600000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912834JB5 800000.00000000 PA USD 397078.99000000 0.015104463991 Long DBT UST US N 2 2040-08-15 None 0.00000000 N N N N N N CHILE ELECTRICITY LUX N/A 000000000 3786396.90000000 PA USD 3907637.33000000 0.148642383075 Long DBT CORP LU N 2 2035-10-20 Fixed 5.67200000 N N N N N N BIOCEANICO SOVEREIGN N/A 000000000 7129392.72000000 PA USD 5833625.59000000 0.221904935499 Long DBT CORP KY N 2 2034-06-05 None 0.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 279086.97000000 0.010616172587 Long DBT NUSS PL N 2 2026-04-25 None 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1287000.00000000 PA USD 1115867.61000000 0.042446421389 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N VIATRIS INC 254900ZZTSW7NL773X71 92556VAE6 4410000.00000000 PA USD 3390484.81000000 0.128970449245 Long DBT CORP US N 2 2040-06-22 Fixed 3.85000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 68470000.00000000 OU Other USD 125334.03000000 0.004767573683 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD 68470000.00000000 USD 3.60000000 USD 2026-09-28 XXXX 125334.03000000 N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 419264.00000000 PA 114344.73000000 0.004349552357 Long DBT NUSS PL N 2 2031-08-25 Fixed 1.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TX6 1000000.00000000 PA USD 899687.50000000 0.034223159093 Long DBT UST US N 2 2054-02-15 Fixed 4.25000000 N N N N N N ANTERO MIDSTREAM PART/FI N/A 03690AAH9 1250000.00000000 PA USD 1251912.64000000 0.047621430162 Long DBT CORP US N 2 2029-06-15 Fixed 5.37500000 N N N N N N BOOKING HOLDINGS INC FXM8FAOHMYDIPD38UZ17 09857LBH0 3500000.00000000 PA 4154201.32000000 0.158021415968 Long DBT CORP US N 2 2031-05-09 Fixed 3.12500000 N N N N N N Fannie Mae - CAS N/A 20754RAF3 1000000.00000000 PA USD 1015000.00000000 0.038609524395 Long ABS-MBS CORP US N 2 2041-10-25 Floating 6.79728000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1786000.00000000 PA 1833225.37000000 0.069733950389 Long DBT NUSS RO N 2 2039-03-11 Fixed 4.12500000 N N N N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 7550000.00000000 PA 6684793.47000000 0.254282459664 Long DBT NUSS CY N 2 2040-01-21 Fixed 1.25000000 N N N N N N Morgan Stanley Dean Witter Cap N/A 61746WWR7 21349.76000000 PA USD 21507.84000000 0.000818135441 Long ABS-MBS CORP US N 2 2033-02-25 Floating 4.76707000 N N N N N N BONOS DE TESORERIA 254900STKLK2DBJJZ530 000000000 6000000.00000000 PA 1872435.72000000 0.071225470552 Long DBT NUSS PE N 2 2029-02-12 Fixed 5.94000000 N N N N N N DENMARK I/L GOVT BOND 549300PTO6LS1PTM6607 000000000 1036674.00000000 PA 152714.23000000 0.005809087476 Long DBT NUSS DK N 2 2034-11-15 Fixed 0.10000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 656.53000000 0.000024973705 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-03-20 296.67000000 USD 0.00000000 USD 305000.00000000 USD 359.86000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -174151.63000000 -0.00662454345 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2035-06-20 0.00000000 USD -276971.54000000 USD 8255000.00000000 USD 102819.91000000 N N N European Residential Loan Secu N/A 000000000 169538.55000000 PA 201612.43000000 0.007669123186 Long ABS-O CORP LU N 2 2060-11-25 Floating 4.04700000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 71334.82000000 0.002713500958 Long DBT NUSS GB N 2 2047-07-22 Fixed 1.50000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 500000.00000000 PA 73616.67000000 0.002800300114 Long DBT NUSS CN N 2 2029-03-15 Fixed 2.39000000 N N N N N N FIDELITY NATL INFO SERV 6WQI0GK1PRFVBA061U48 31620MBD7 5600000.00000000 PA 6547377.73000000 0.249055310535 Long DBT CORP US N 2 2027-05-21 Fixed 1.50000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 2450000.00000000 PA 2797890.93000000 0.106428806027 Long DBT NUSS CO N 2 2032-09-19 Fixed 5.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 9300000.00000000 PA 10933043.83000000 0.415881401450 Long DBT NUSS CO N 2 2028-09-19 Fixed 3.75000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 21500000.00000000 PA 3343344.60000000 0.127177285612 Long DBT NUSS CN N 2 2030-05-21 Fixed 3.60000000 N N N N N N CIFC European Funding CLO 5493000EF0244RPYUG32 000000000 11500000.00000000 PA 13588990.55000000 0.516910800148 Long ABS-CBDO CORP IE N 2 2034-01-15 Fixed 2.00000000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 880349AU9 2325000.00000000 PA USD 2337901.99000000 0.088931314204 Long DBT CORP US N 2 2028-11-17 Fixed 8.00000000 N N N N N N CIM Trust N/A 17179VAA8 744928.71000000 PA USD 741822.80000000 0.028218153195 Long ABS-MBS CORP US N 2 2064-06-25 Variable 4.75000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -26299.27000000 -0.00100039636 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.17 Y Default Event 2056-12-15 0.00000000 USD -84895.44000000 USD 3500000.00000000 USD 58596.17000000 N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 000000000 5000000.00000000 PA 731589.78000000 0.027828899959 Long DBT CORP US N 2 2028-03-08 Fixed 3.10000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 000000000 5000000.00000000 PA 6265167.43000000 0.238320329783 Long DBT CORP US N 3 2030-08-24 Floating 5.22000000 N N N N N N Citigroup Commercial Mortgage N/A 29429EAG6 9100000.00000000 PA USD 22715.42000000 0.000864070505 Long ABS-MBS CORP US N 2 2049-07-10 Variable 1.30052400 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1000000.00000000 PA 1181841.36000000 0.044955992926 Long DBT NUSS RO N 2 2027-04-19 Fixed 2.37500000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 100000.00000000 PA 30363.77000000 0.001155005634 Long DBT NUSS FR N 2 2072-05-25 Fixed 0.50000000 N N N N N N EUROPEAN INVESTMENT BANK 5493006YXS1U5GIHE750 000000000 3985000.00000000 PA 1054505.25000000 0.040112262241 Long DBT NUSS N/A N 2 2028-02-25 Fixed 1.00000000 N N N N N N BLACKSTONE PP EUR HOLD 213800Y3B5GQFBGVHP79 000000000 2400000.00000000 PA 2657667.17000000 0.101094842793 Long DBT CORP LU N 2 2030-04-20 Fixed 1.62500000 N N N N N N MORGAN STANLEY FIN LLC 5493003FCPSE9RKT4B56 000000000 2000000.00000000 PA 296146.07000000 0.011265082674 Long DBT CORP US N 2 2028-08-10 Fixed 3.46000000 N N N N N N TALLGRASS NRG PRTNR/FIN N/A 87470LAD3 2075000.00000000 PA USD 2075137.29000000 0.078936023470 Long DBT CORP US N 2 2028-01-15 Fixed 5.50000000 N N N N N N UNITED KINGDOM I/L GILT ECTRVYYCEF89VWYS6K36 000000000 167354.00000000 PA 162996.80000000 0.006200225542 Long DBT NUSS GB N 2 2044-03-22 Fixed 0.12500000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 338301.71000000 0.012868638547 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 776340.02000000 USD 0.00000000 USD -4700000.00000000 USD -438038.31000000 N N N BROADCOM INC 549300WV6GIDOZJTV909 11135FCU3 3405000.00000000 PA USD 3143883.20000000 0.119589985327 Long DBT CORP US N 2 2033-04-15 Fixed 3.41900000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 1388000.00000000 PA USD 1401880.00000000 0.053326029615 Long DBT CORP VE N 2 2020-10-27 Fixed 8.50000000 Y N N N N N ASCENT RESOURCES/ARU FIN N/A 04364VAK9 579000.00000000 PA USD 712846.59000000 0.027115928873 Long DBT CORP US N 2 2027-11-01 Fixed 9.00000000 N N N N N N SPAIN I/L BOND 9598007A56S18711AH60 000000000 103741.00000000 PA 120480.81000000 0.004582962337 Long DBT NUSS ES N 2 2036-11-30 Fixed 1.15000000 N N N N N N AGENCE FRANCE LOCALE 969500NMI4UP00IO8G47 000000000 2300000.00000000 PA 2673060.26000000 0.101680379624 Long DBT NUSS FR N 2 2034-03-20 Fixed 3.12500000 N N N N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -81840000.00000000 OU Other USD -353039.86000000 -0.01342926215 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS B4TYDEB6GKMZO031MB27 BNP PARIBAS B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2027-09-10 0.00000000 USD 0.00000000 USD 0.00000000 USD -81840000.00000000 USD 2.87750000 USD 2026-09-08 XXXX -70691.86000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1493.00000000 NC USD 310316.32000000 0.011804103967 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2026-03-16 120874627.43000000 USD 310316.32000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -37570.39000000 -0.00142913782 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.17 Y Default Event 2056-12-15 0.00000000 USD -83651.29000000 USD 5000000.00000000 USD 46080.90000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 47250000.00000000 NC USD -226588.32000000 -0.00861917957 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Long 2026-03-10 47753681.69000000 USD -226588.32000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 27424.19000000 0.001043187125 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 ESTONIA GOVERNMENT INTERNATIONAL BOND ESTONIA GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 5248.33000000 USD 0.00000000 USD 3150000.00000000 USD 22175.86000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 2931.43000000 0.000111508490 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CANADIAN IMPERIAL BANK Canadian Imperial Bank of Commerce Y Default Event 2028-06-20 0.00000000 USD 0.00000000 USD 535000.00000000 USD 2931.43000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 709559.57000000 0.026990894116 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2027-12-20 606858.90000000 USD 0.00000000 USD -3300000.00000000 USD 102700.67000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 132825000.00000000 OU Other USD 0.00000000 0.000000 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Purchased MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP GB US 2027-02-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 132825000.00000000 USD 2.81000000 USD 2026-02-04 XXXX 0.00000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 345652.78000000 0.013148265459 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 345080.83000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 5758.11000000 0.000219032402 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 UNITEDHEALTH GROUP INC UnitedHealth Group Inc Y Default Event 2026-06-20 3574.04000000 USD 0.00000000 USD 1300000.00000000 USD 2184.07000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -64230.19000000 -0.00244324836 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD -64802.14000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 20523.69000000 0.000780699418 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 0.00000000 USD -12414.89000000 USD 4200000.00000000 USD 32938.58000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -22713.41000000 -0.00086399404 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 PACIFIC LIFE GLOBAL FUNDING II PACIFIC LIFE GLOBAL FUNDING II Y Default Event 2035-08-20 0.00000000 USD -2.78000000 USD 800000.00000000 USD -22710.63000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -113840000.00000000 OU Other -25981.42000000 -0.00098830568 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-06-11 0.00000000 USD 0.00000000 USD 0.00000000 EUR -113840000.00000000 USD 1.86900000 EUR 2026-06-09 XXXX -25981.42000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 7859.58000000 0.000298970094 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 Qatar Government International Bond STATE OF QATAR Y Default Event 2026-12-20 6598.58000000 USD 0.00000000 USD 860000.00000000 USD 1261.00000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 149931.54000000 0.005703236897 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ECUADOR GOVERNMENT INTERNATIONAL BOND ECUADOR GOVERNMENT INTERNATIONAL BOND Y Default Event 2028-06-20 0.00000000 USD -26024.51000000 USD 2600000.00000000 USD 175956.05000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 13790.30000000 0.000524568398 N/A DCR CORP US N 3 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 STATE OF ILLINOIS STATE OF ILLINOIS Y Default Event 2028-06-20 0.00000000 USD -29581.09000000 USD 1000000.00000000 USD 43371.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -145603.19000000 -0.00553859105 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -11877278549.00000000 COP 3036502.25000000 USD 2026-03-18 -145603.19000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1423.59000000 0.000054151855 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 COLOMBIA TELECOMUNICACIO Colombia Telecomunicaciones SA ESP Y Default Event 2026-03-20 0.00000000 USD -385.95000000 USD 1000000.00000000 USD 1809.54000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 92360.31000000 0.003513288317 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 AUSTRALIA GOVERNMENT BOND AUSTRALIA GOVERNMENT BOND Y Default Event 2027-12-20 63587.13000000 USD 0.00000000 USD 5000000.00000000 USD 28773.18000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 84469.76000000 0.003213140157 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 83897.81000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 445252.13000000 0.016936919187 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD 441024.93000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD -239945.88000000 -0.00912728700 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1768896651.00000000 JPY 11272164.18000000 USD 2026-04-22 -239945.88000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -112900.56000000 -0.00429461766 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 1878.76000000 USD 0.00000000 USD -4000000.00000000 USD -114779.32000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -98.00000000 NC USD -228314.14000000 -0.00868482793 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short EURO FX CURRENCY EURO FX CURRENCY 2026-03-16 -14340610.86000000 USD -228314.14000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 84469.76000000 0.003213140157 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 KINGDOM OF BAHRAIN Bahrain Government International Bond Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 83530.38000000 N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 65597.87000000 0.002495273460 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -77280000.00000000 HKD 10000000.00000000 USD 2026-07-02 65597.87000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -145660.02000000 -0.00554075280 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA DEVELOPMENT BANK China Development Bank Y Default Event 2029-06-20 0.00000000 USD -46298.81000000 USD -6695000.00000000 USD -99361.21000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 12898.72000000 0.000490653639 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NOMURA HOLDINGS INC Nomura Holdings Inc Y Default Event 2026-06-20 8921.72000000 USD 0.00000000 USD 3121000.00000000 USD 3977.00000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 151.56000000 0.000005765181 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2026-03-20 0.00000000 USD -100.59000000 USD 260000.00000000 USD 252.15000000 N N N BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 000000000 1.00000000 NC USD -263552.58000000 -0.01002526085 N/A DFE CORP US N 2 BNY Capital Markets, LLC VJW2DOOHGDT6PR0ZRO63 -106061195.00000000 MXN 5778484.57000000 USD 2026-03-18 -263552.58000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -21118.48000000 -0.00080332459 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD -22057.86000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 11615.05000000 0.000441824193 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ALTICE FRANCE SA ALTICE FRANCE SA Y Default Event 2026-06-20 5702.42000000 USD 0.00000000 USD 515000.00000000 EUR 5912.63000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 10000000.00000000 OU Other 614540.26000000 0.023376460256 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Put Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP DE US 2050-10-25 0.00000000 USD 0.00000000 USD 0.00000000 AUD 10000000.00000000 USD 4.80700000 AUD 2030-10-24 XXXX 169649.49000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -68380000.00000000 OU Other USD -202574.59000000 -0.00770572273 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -68380000.00000000 USD 3.49400000 USD 2026-11-04 XXXX 37934.38000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -12451.32000000 -0.00047363501 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2027-06-20 0.00000000 USD -12456.01000000 USD 3704000.00000000 USD 4.69000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 46937.32000000 0.001785445912 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 LINCOLN NATIONAL CORP LINCOLN NATIONAL CORP Y Default Event 2029-12-20 0.00000000 USD -88647.77000000 USD 7100000.00000000 USD 135585.09000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -64230.19000000 -0.00244324836 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 Abu Dhabi Government International Bond ABU DHABI GOVT INT'L Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD -65169.57000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC 8478.15000000 0.000322499841 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2029-06-20 0.00000000 USD -108.87000000 USD 33000000.00000000 BRL 8587.02000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -56601.67000000 -0.00215306754 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PERU Peruvian Government International Bond Y Default Event 2030-12-20 857.93000000 USD 0.00000000 USD -3000000.00000000 USD -57459.60000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC -113536.50000000 -0.00431880814 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 0.00000000 USD -66122.59000000 USD -4935000.00000000 EUR -47413.91000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 68585000.00000000 OU Other 14438.18000000 0.000549213066 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-05-20 0.00000000 USD 0.00000000 USD 0.00000000 EUR 68585000.00000000 USD 1.90100000 EUR 2026-05-18 XXXX 14438.18000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 131772.69000000 0.005012493486 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -14343499.62000000 USD 12164333.48000000 EUR 2026-04-22 131772.69000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 11828.24000000 0.000449933715 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 STANDARD CHARTERED BK/NY Standard Chartered Bank/New York Y Default Event 2026-12-20 10198.87000000 USD 0.00000000 USD 1411000.00000000 USD 1629.37000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -68585000.00000000 OU Other -6420.21000000 -0.00024421798 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-05-20 0.00000000 USD 0.00000000 USD 0.00000000 EUR -68585000.00000000 USD 2.27270000 EUR 2026-05-18 XXXX -6420.21000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 190.74000000 0.000007255547 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-03-20 68.38000000 USD 0.00000000 USD 102000.00000000 USD 122.36000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 1244.54000000 0.000047340982 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2026-03-20 0.00000000 USD -821.61000000 USD 2135000.00000000 USD 2066.15000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -500.00000000 NC USD -1126258.75000000 -0.04284168934 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2026-03-16 -41676866.25000000 USD -1126258.75000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -19728.70000000 -0.00075045884 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SWISS CONFEDERATION GOVERNMENT BOND SWISS CONFEDERATION GOVERNMENT BOND Y Default Event 2027-12-20 0.00000000 USD 0.00000000 USD -5000000.00000000 USD -19728.70000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -2790.75000000 -0.00010615717 N/A DCR CORP DE N 3 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2028-06-20 0.00000000 USD -26985.51000000 USD 4010000.00000000 USD 24194.76000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -278.00000000 NC USD -12162.50000000 -0.00046264861 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-16 0.00000000 USD 2500.00000000 96.50000000 USD 2026-03-13 XXXX 3486.55000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 283134.16000000 0.010770123406 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2029-06-20 112531.54000000 USD 0.00000000 USD 13390000.00000000 USD 170602.62000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -237810.34000000 -0.00904605332 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD -242037.54000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 15635.40000000 0.000594754047 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -923369.81000000 USD 3336486.00000000 PLN 2026-04-22 15635.40000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -42370000.00000000 OU Other USD -304795.94000000 -0.01159411456 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD -42370000.00000000 USD 2.75000000 USD 2027-09-24 XXXX -20916.94000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 171884.51000000 0.006538304612 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 170945.13000000 N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 137791.92000000 0.005241458617 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD 133564.72000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 -265650000.00000000 OU Other USD 0.00000000 0.000000 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Call Written MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2027-02-06 0.00000000 USD 0.00000000 USD 0.00000000 USD -265650000.00000000 USD 2.37000000 USD 2026-02-04 XXXX 0.00000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 345652.78000000 0.013148265459 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 344713.40000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -136.00000000 NC USD -5950.00000000 -0.00022633169 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Written CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-16 0.00000000 USD 2500.00000000 96.50000000 USD 2026-03-13 XXXX 628.32000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 126725.41000000 0.004820500304 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 IVORY COAST IVORY COAST Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 125786.03000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 136.00000000 NC USD 13600.00000000 0.000517329587 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Call Purchased CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Long THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-06-16 0.00000000 USD 2500.00000000 96.37500000 USD 2026-03-13 XXXX -221.68000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 151.00000000 NC -1403.26000000 -0.00005337852 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHICAGO MERCANTILE EXCHANGE INC. 3 MONTH EURO SHORT TERM RATE 2026-03-17 43098425.07000000 USD -1403.26000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 263473.81000000 0.010022264526 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 2818.13000000 USD 0.00000000 USD -6000000.00000000 USD 260655.68000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 18259.94000000 0.000694588767 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 UNITED KINGDOM GILT UNITED KINGDOM GILT Y Default Event 2027-12-20 8372.74000000 USD 0.00000000 USD 1000000.00000000 USD 9887.20000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 1520.33000000 0.000057831742 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 TOTALENERGIES CAPITAL SA TotalEnergies Capital SA Y Default Event 2026-03-20 760.80000000 USD 0.00000000 USD 531000.00000000 EUR 759.53000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 46908.49000000 0.001784349250 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 IHS MARKIT LTD CMBX.NA.AAA.18 Y Default Event 2057-12-17 14872.41000000 USD 0.00000000 USD 15560000.00000000 USD 32036.08000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -184816.83000000 -0.00703023636 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FRANCE (GOVT OF) French Republic Government Bond OAT Y Default Event 2034-12-20 0.00000000 USD -303694.16000000 USD 9995000.00000000 USD 118877.33000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 21972.72000000 0.000835818984 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 SKANDINAVISKA ENSKILDA SKANDINAVISKA ENSKILDA Y Default Event 2026-12-20 18945.45000000 USD 0.00000000 USD 2443000.00000000 USD 3027.27000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -29443.79000000 -0.00112001056 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2028-06-20 0.00000000 USD -18152.26000000 USD -4010000.00000000 USD -11291.53000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 192609.26000000 0.007326652140 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -5582618.95000000 USD 4425035.00000000 CHF 2026-04-22 192609.26000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -21118.48000000 -0.00080332459 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 OMAN GOVERNMENT INTERNATIONAL BOND OMAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD -21690.43000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 1721.11000000 0.000065469200 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 ROMANIAN GOVERNMENT INTERNATIONAL BOND ROMANIAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-12-20 1067.32000000 USD 0.00000000 USD 246000.00000000 USD 653.79000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -12186.18000000 -0.00046354937 N/A DCR CORP GB N 3 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 BANK OF NOVA SCOTIA Bank of Nova Scotia/The Y Default Event 2035-05-20 0.00000000 USD -1172.75000000 USD 1000000.00000000 USD -11013.43000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -4069.58000000 -0.00015480251 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 SOFTBANK GROUP CORP SOFTBANK GROUP CORP Y Default Event 2026-06-20 0.00000000 USD -4213.35000000 USD 2240000.00000000 USD 143.77000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 71673.70000000 0.002726391594 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ECUADOR GOVERNMENT INTERNATIONAL BOND ECUADOR GOVERNMENT INTERNATIONAL BOND Y Default Event 2027-12-20 36235.43000000 USD 0.00000000 USD 1295000.00000000 USD 35438.27000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -3361.58000000 -0.00012787094 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2027-06-20 0.00000000 USD -2689.94000000 USD 1000000.00000000 USD -671.64000000 N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC USD -138498.54000000 -0.00526833769 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2035-06-20 0.00000000 USD -217125.27000000 USD 6565000.00000000 USD 78626.73000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 225.00000000 NC USD -2513.75000000 -0.00009562038 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 25905638.75000000 USD -2513.75000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 70909.01000000 0.002697303597 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2030-12-20 176842.64000000 USD 0.00000000 USD -1000000.00000000 USD -105933.63000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 1211.45000000 0.000046082274 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2026-06-20 856.02000000 USD 0.00000000 USD 305000.00000000 USD 355.43000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 30980.18000000 0.001178453217 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 IHS MARKIT LTD CMBX.NA.AAA.18 Y Default Event 2057-12-17 11646.60000000 USD 0.00000000 USD 10000000.00000000 USD 19333.58000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 2500000.00000000 NC 3897.40000000 0.000148252965 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Long 2026-03-04 2910889.90000000 USD 3897.40000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD -1459044.42000000 -0.05550050357 N/A DCR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 GAZPROM PJSC VIA GAZ CAPITAL SA GAZPROM PJSC VIA GAZ CAPITAL SA Y Default Event 2026-12-20 0.00000000 USD -952067.25000000 USD 8600000.00000000 USD -506977.17000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 3371.06000000 0.000128231550 N/A DCR CORP US N 3 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 BANK OF MONTREAL Bank of Montreal Y Default Event 2029-11-20 0.00000000 USD 0.00000000 USD 665000.00000000 USD 3371.06000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -68470000.00000000 OU Other USD -22006.91000000 -0.00083711953 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -68470000.00000000 USD 4.12000000 USD 2026-09-28 XXXX -22006.91000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -375643.21000000 -0.01428906963 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FRANCE (GOVT OF) FRENCH REPUBLIC GOVERNMENT BOND OAT Y Default Event 2034-12-20 0.00000000 USD -432350.83000000 USD 20315000.00000000 USD 56707.62000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 263473.81000000 0.010022264526 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2030-12-20 1715.86000000 USD 0.00000000 USD -6000000.00000000 USD 261757.95000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -112900.56000000 -0.00429461766 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF CHILE Chile Government International Bond Y Default Event 2030-12-20 1143.91000000 USD 0.00000000 USD -4000000.00000000 USD -114044.47000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 22294.89000000 0.000848073989 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2026-12-20 2127.11000000 USD 0.00000000 USD 4200000.00000000 USD 20167.78000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -137170000.00000000 OU Other -5590.78000000 -0.00021266734 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-05-20 0.00000000 USD 0.00000000 USD 0.00000000 EUR -137170000.00000000 USD 1.60100000 EUR 2026-05-18 XXXX -5590.78000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -81840000.00000000 OU Other USD -65929.36000000 -0.00250788298 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2027-09-10 0.00000000 USD 0.00000000 USD 0.00000000 USD -81840000.00000000 USD 2.87750000 USD 2026-09-08 XXXX 216418.64000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 40305.53000000 0.001533179649 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2029-06-20 114584.47000000 USD 0.00000000 USD -1000000.00000000 USD -74278.94000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 297.00000000 NC -282565.70000000 -0.01074849979 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Long BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 44768767.67000000 USD -282565.70000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD 115819.60000000 0.004405654848 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2027-06-20 108888.53000000 USD 0.00000000 USD -600000.00000000 USD 6931.07000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -118238.96000000 -0.00449768473 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 SAUDI GOVERNMENT INTERNATIONAL BOND SAUDI GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD -122466.16000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -81225.49000000 -0.00308973156 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 2001.84000000 USD 0.00000000 USD -7000000.00000000 USD -83227.33000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -105064.63000000 -0.00399654718 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 COMISION FEDERAL DE ELECTRICIDAD COMISION FEDERAL DE ELECTRICIDAD Y Default Event 2029-06-20 0.00000000 USD -166268.19000000 USD 4540000.00000000 USD 61203.56000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -28.00000000 NC USD 41961.36000000 0.001596165667 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-20 -3173149.00000000 USD 41961.36000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 53879.80000000 0.002049530495 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2034-12-20 0.00000000 USD -7616.80000000 USD 1380000.00000000 USD 61496.60000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 30707.32000000 0.001168073911 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 857.93000000 USD 0.00000000 USD -3000000.00000000 USD 29849.39000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 68585000.00000000 OU Other 854.47000000 0.000032503133 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP US US 2027-05-20 0.00000000 USD 0.00000000 USD 0.00000000 EUR 68585000.00000000 USD 1.30100000 EUR 2026-05-18 XXXX 854.47000000 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 68380000.00000000 OU Other USD 389328.90000000 0.014809658780 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Put Purchased BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-11-06 0.00000000 USD 0.00000000 USD 0.00000000 USD 68380000.00000000 USD 3.20580000 USD 2026-11-04 XXXX -11519.38000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 7161.55000000 0.000272417772 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 SIEMENS FINANCIERINGSMAATSCHAPPIJ NV SIEMENS FINANCIERINGSMAATSCHAPPIJ NV Y Default Event 2026-06-20 5451.20000000 USD 0.00000000 USD 1267000.00000000 EUR 1710.35000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -56215.20000000 -0.00213836663 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD -58788.99000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 53879.80000000 0.002049530495 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2034-12-20 0.00000000 USD -7616.84000000 USD 1380000.00000000 USD 61496.64000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 10000000.00000000 OU Other 269772.91000000 0.010261875615 N/A DIR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 Call Purchased DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 0.00000000 NC 0.00000000 0.00000000 DIR CORP DE US 2050-10-25 0.00000000 USD 0.00000000 USD 0.00000000 AUD 10000000.00000000 USD 4.80700000 AUD 2030-10-24 XXXX -175117.86000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -21193.24000000 -0.00080616839 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2028-12-20 51891.54000000 USD 0.00000000 USD -3000000.00000000 USD -73084.78000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 2611.19000000 0.000099326900 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 REPUBLIC OF COLOMBIA Colombia Government International Bond Y Default Event 2026-12-20 0.00000000 USD -10263.55000000 USD 1000000.00000000 USD 12874.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -143800.89000000 -0.00547003346 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-07-31 0.00000000 USD 0.00000000 USD 21660000.00000000 NZD -143800.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -230447.02000000 -0.00876596043 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-12 0.00000000 USD 0.00000000 USD -75000000.00000000 CNY -230447.02000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -140429.80000000 -0.00534180077 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-12-13 0.00000000 USD 0.00000000 USD 12200000.00000000 CHF -140429.80000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1399638.37000000 0.053240760385 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-08 2099978.63000000 USD 0.00000000 USD -8290000.00000000 GBP -700340.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -946458.44000000 -0.03600227608 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-10 0.00000000 USD -84417.59000000 USD 15125000.00000000 USD -862040.85000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3065357.06000000 -0.11660293417 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-12-16 0.00000000 USD -11567.13000000 USD 1000000000.00000000 JPY -3053789.93000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 138142.36000000 0.005254788983 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-07-23 120652.84000000 USD 0.00000000 USD 95000000.00000000 CNY 17489.52000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -52308.34000000 -0.00198975382 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2047-10-04 0.00000000 USD -320.51000000 USD 26000000.00000000 JPY -51987.83000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7546875.99000000 0.287075165168 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-25 0.00000000 USD 0.00000000 USD -30272000.00000000 EUR 7546875.99000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -852.00000000 NC 387657.62000000 0.014746085060 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2026-03-06 -115682185.66000000 USD 387657.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -249278.18000000 -0.00948227780 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-04-15 0.00000000 USD -643.45000000 USD 110291400.00000000 JPY -248634.73000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -7406456.69000000 -0.28173376380 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-25 0.00000000 USD 0.00000000 USD 30272000.00000000 EUR -7406456.69000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 64774.33000000 0.002463946871 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-05-08 2157.31000000 USD 0.00000000 USD -3195000.00000000 GBP 62617.02000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -17993.55000000 -0.00068445557 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-09-09 0.00000000 USD -2540.48000000 USD 200000000.00000000 JPY -15453.07000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -178612.82000000 -0.00679424239 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-10-14 0.00000000 USD -753.93000000 USD 350000000.00000000 JPY -177858.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -323862.74000000 -0.01231939542 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-03-20 0.00000000 USD 0.00000000 USD -14280000.00000000 EUR -323862.74000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 206098.61000000 0.007839772719 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2030-07-31 0.00000000 USD 0.00000000 USD 34800000.00000000 CNY 206098.61000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -95952.72000000 -0.00364993978 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-04-06 0.00000000 USD -935.42000000 USD 200000000.00000000 JPY -95017.30000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 23331.23000000 0.000887495264 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-03-23 0.00000000 USD 0.00000000 USD 50000000.00000000 CNY 23331.23000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 460809.92000000 0.017528721032 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-06-07 603.80000000 USD 0.00000000 USD 30750000.00000000 GBP 460206.12000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 39451.40000000 0.001500689449 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 IRISH TSY 4 1/2% 2020 Ireland Government Bond Y Default Event 2027-06-20 11742.81000000 USD 0.00000000 USD 2800000.00000000 USD 27708.59000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -89729.50000000 -0.00341321509 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-09-15 0.00000000 USD 0.00000000 USD 2690000.00000000 SGD -89729.50000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 20779.24000000 0.000790420269 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-04-03 0.00000000 USD -2690.91000000 USD 700000.00000000 CHF 23470.15000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 371294.79000000 0.014123660347 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-02-15 0.00000000 USD 0.00000000 USD -19744800.00000000 EUR 371294.79000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -86957.91000000 -0.00330778674 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-04-01 0.00000000 USD -611.48000000 USD 200000000.00000000 JPY -86346.43000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -687571.25000000 -0.02615448172 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-17 0.00000000 USD 0.00000000 USD -30780000.00000000 USD -687571.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 433710.36000000 0.016497882487 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-12-03 520250.48000000 USD 0.00000000 USD 19975000.00000000 CAD -86540.12000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -1222371.10000000 -0.04649770128 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 US TREASURY N/B United States Treasury Note/Bond Y Performance Leg 2026-03-03 0.00000000 USD 0.00000000 USD 110087115.74000000 USD -1222371.10000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -197300.36000000 -0.00750509661 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-03-28 0.00000000 USD 0.00000000 USD -21040000.00000000 USD -197300.36000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3199218.54000000 0.121694883021 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-07-08 1781890.00000000 USD 0.00000000 USD -1000000000.00000000 JPY 1417328.54000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 659957.00000000 0.025104064917 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-02-15 0.00000000 USD 0.00000000 USD -26060000.00000000 EUR 659957.00000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD 104687.32000000 0.003982194714 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD 100460.12000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -425273.71000000 -0.01617696126 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-04-26 0.00000000 USD 0.00000000 USD 13000000.00000000 USD -425273.71000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 13499622.75000000 0.513511343740 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-11 11885094.68000000 USD 0.00000000 USD -27110000.00000000 USD 1614528.07000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 239822.21000000 0.009122582726 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-12 0.00000000 USD 0.00000000 USD 75000000.00000000 CNY 239822.21000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -128954.46000000 -0.00490529100 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-07-02 0.00000000 USD -138.88000000 USD 300000000.00000000 JPY -128815.58000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2798170.36000000 -0.10643943524 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-05-08 0.00000000 USD -2005436.11000000 USD 3700000.00000000 GBP -792734.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3512741.10000000 -0.13362094896 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2051-02-08 0.00000000 USD -13761.46000000 USD 1200000000.00000000 JPY -3498979.64000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -6116251.20000000 -0.23265571420 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-05-08 1447556.06000000 USD 0.00000000 USD 9725000.00000000 GBP -7563807.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -897841.74000000 -0.03415294833 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-01-04 0.00000000 USD -19711.14000000 USD 900000000.00000000 JPY -878130.60000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -72901.61000000 -0.00277309998 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD -10456527.26000000 BRL -72901.61000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 4352712.42000000 0.165572567848 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-11-28 0.00000000 USD -31553.09000000 USD -44440000.00000000 EUR 4384265.51000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 -68470000.00000000 OU Other USD -53824.22000000 -0.00204741629 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Put Written CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-30 0.00000000 USD 0.00000000 USD 0.00000000 USD -68470000.00000000 USD 3.86000000 USD 2026-09-28 XXXX -53824.22000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 5583.89000000 0.000212405258 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2026-04-02 3.26000000 USD 0.00000000 USD 10000000.00000000 CNY 5580.63000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3123386.40000000 -0.11881030877 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-24 0.00000000 USD 0.00000000 USD 12485000.00000000 EUR -3123386.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1634656.42000000 0.062180597956 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-08 1970701.12000000 USD 0.00000000 USD -7080000000.00000000 JPY -336044.70000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 17397.87000000 0.000661796538 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-09-10 31749.94000000 USD 0.00000000 USD 680000.00000000 SGD -14352.07000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -12922.25000000 -0.00049154869 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-08-29 2.63000000 USD 0.00000000 USD 5000000.00000000 DKK -12924.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 2142956.57000000 0.081515797012 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2074-05-10 169940.70000000 USD 0.00000000 USD -16430000.00000000 USD 1973015.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -43271.00000000 -0.00164598298 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-06-25 0.00000000 USD 0.00000000 USD 72900000.00000000 THB -43271.00000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -270536.30000000 -0.01029091416 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-05-09 0.00000000 USD -761.14000000 USD 166000000.00000000 JPY -269775.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 5871703.67000000 0.223353385310 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-14 565538.05000000 USD 0.00000000 USD -140995000.00000000 USD 5306165.62000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -491572.93000000 -0.01869891333 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-10 6944.12000000 USD 0.00000000 USD 30916085000.00000000 KRW -498517.05000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 222.00000000 NC USD -491081.74000000 -0.01868022898 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 26562206.74000000 USD -491081.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -58045.48000000 -0.00220798854 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-09-08 0.00000000 USD -495.35000000 USD 120000000.00000000 JPY -57550.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 268229.18000000 0.010203153762 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-01-15 0.00000000 USD -409639.57000000 USD -21200000.00000000 USD 677868.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -38199.29000000 -0.00145306051 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-09-21 0.00000000 USD -398.52000000 USD 71000000.00000000 JPY -37800.77000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -109118.05000000 -0.00415073498 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-07-03 0.00000000 USD 0.00000000 USD 200200000.00000000 THB -109118.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -336298.19000000 -0.01279242676 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-12-03 0.00000000 USD -339493.06000000 USD 3010000.00000000 AUD 3194.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -65162.68000000 -0.00247871929 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-12-03 134594.06000000 USD 0.00000000 USD 2765000.00000000 CAD -199756.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -186773.53000000 -0.00710466715 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-01-08 0.00000000 USD -193083.99000000 USD 2430000000.00000000 JPY 6310.46000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -415039.42000000 -0.01578765971 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-05-11 0.00000000 USD -52681.42000000 USD 4150000.00000000 EUR -362358.00000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3370170.27000000 -0.12819770567 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-02-17 0.00000000 USD 0.00000000 USD 8450000.00000000 EUR -3370170.27000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 21165.14000000 0.000805099496 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2033-11-24 0.00000000 USD 0.00000000 USD 2640000000.00000000 KRW 21165.14000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD -72304.62000000 -0.00275039112 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2031-06-20 0.00000000 USD -205139.91000000 USD 3000000.00000000 USD 132835.29000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -119406.76000000 -0.00454210661 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-09-25 0.00000000 USD 0.00000000 USD 3800000.00000000 SGD -119406.76000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 18988.29000000 0.000722294429 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-08-18 0.00000000 USD 0.00000000 USD -1378430000.00000000 THB 18988.29000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 67051.42000000 0.002550564961 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-05-08 184095.97000000 USD 0.00000000 USD 5340000.00000000 NZD -117044.55000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -876373.28000000 -0.03333631087 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-03-28 0.00000000 USD -6795.41000000 USD 800000000.00000000 JPY -869577.87000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -114898.10000000 -0.00437060196 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2035-07-29 0.00000000 USD -8.86000000 USD 13700000.00000000 MYR -114889.24000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 15811.94000000 0.000601469441 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-10-11 0.00000000 USD 0.00000000 USD -18515000.00000000 EUR 15811.94000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -44051.86000000 -0.00167568607 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-12-03 0.00000000 USD -21039.03000000 USD -1845000.00000000 CAD -23012.83000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1316598.67000000 -0.05008201819 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-05-08 0.00000000 USD -212008.88000000 USD 1800000.00000000 GBP -1104589.79000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -67331.08000000 -0.00256120293 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-30 0.00000000 USD -381.63000000 USD 130000000.00000000 JPY -66949.45000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -400112.28000000 -0.01521984712 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-07-04 0.00000000 USD -103184.00000000 USD 1235000.00000000 EUR -296928.28000000 N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 000000000 1.00000000 NC USD -1802131.42000000 -0.06855116948 N/A DFE CORP US N 2 State Street Bank and Trust Company 571474TGEMMWANRLN572 -80178082.00000000 EUR 93607910.74000000 USD 2026-04-22 -1802131.42000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -187851.94000000 -0.00714568872 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.17 Y Default Event 2056-12-15 0.00000000 USD -311767.97000000 USD 25000000.00000000 USD 123916.03000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -455267.66000000 -0.01731789933 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-09-25 0.00000000 USD 0.00000000 USD -50180000.00000000 USD -455267.66000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 619333.75000000 0.023558799536 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-02-15 0.00000000 USD 0.00000000 USD -28839500.00000000 EUR 619333.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1803481.03000000 -0.06860250721 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-04-12 0.00000000 USD -4296.36000000 USD 775000000.00000000 JPY -1799184.67000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1843235.24000000 -0.07011471523 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-05-11 0.00000000 USD -221268.71000000 USD 14225000.00000000 EUR -1621966.53000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -720411.00000000 -0.02740367101 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-03-22 0.00000000 USD -1037.36000000 USD 2500000000.00000000 JPY -719373.64000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -131403.69000000 -0.00499845711 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-15 0.00000000 USD -924.28000000 USD 256500000.00000000 JPY -130479.41000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 102768.92000000 0.003909220811 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-07-04 0.00000000 USD 0.00000000 USD 19925000.00000000 CHF 102768.92000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC 70642.88000000 0.002687180294 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD 10456527.26000000 BRL 70642.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1659891.33000000 0.063140507191 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-08 1073710.39000000 USD 0.00000000 USD -2945000000.00000000 JPY 586180.94000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 336453.65000000 0.012798340303 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2033-04-26 0.00000000 USD 0.00000000 USD -49500000.00000000 SAR 336453.65000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -108155.45000000 -0.00411411870 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 GOVERNMENT OF FRANCE GOVERNMENT OF FRANCE Y Default Event 2034-06-20 0.00000000 USD -126530.22000000 USD 6850000.00000000 USD 18374.77000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -284873.27000000 -0.01083627730 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-03-26 0.00000000 USD 0.00000000 USD 10000000.00000000 PLN -284873.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 568711.27000000 0.021633174042 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-04-22 0.00000000 USD 0.00000000 USD 218530000.00000000 THB 568711.27000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -98853.22000000 -0.00376027173 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-07-13 0.00000000 USD 0.00000000 USD 800000000.00000000 CLP -98853.22000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 96349.19000000 0.003665021085 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-11-24 0.00000000 USD 0.00000000 USD 16100000.00000000 CNY 96349.19000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -151465.93000000 -0.00576160346 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-01-15 0.00000000 USD 0.00000000 USD 12200000000.00000000 KRW -151465.93000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -425650.88000000 -0.01619130840 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-09-10 261368.43000000 USD 0.00000000 USD 20447900000.00000000 KRW -687019.31000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2355488.34000000 -0.08960028032 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-05-08 597836.06000000 USD 0.00000000 USD 3440000.00000000 GBP -2953324.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -446863.64000000 -0.01699821932 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2039-11-08 0.00000000 USD 0.00000000 USD 11100000000.00000000 KRW -446863.64000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1603596.97000000 -0.06099912939 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2036-03-26 0.00000000 USD 0.00000000 USD 10000000.00000000 AUD -1603596.97000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -7137429.13000000 -0.27150024050 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2046-03-09 0.00000000 USD 0.00000000 USD 14270000.00000000 EUR -7137429.13000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 338243.75000000 0.012866433810 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -19818641.91000000 USD 14732560.00000000 GBP 2026-04-22 338243.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -134270.92000000 -0.00510752350 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-01-04 1471.27000000 USD 0.00000000 USD 2000000000.00000000 JPY -135742.19000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -68275.38000000 -0.00259712310 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2030-02-04 9.48000000 USD 0.00000000 USD 17800000.00000000 MYR -68284.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 159404.33000000 0.006063571791 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-04-12 0.00000000 USD -114.01000000 USD 345920000.00000000 CNY 159518.34000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 2334410.15000000 0.088798488310 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-05-08 2793289.86000000 USD 0.00000000 USD -8715000.00000000 GBP -458879.71000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -2686.62000000 -0.00010219617 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2027-07-29 3.24000000 USD 0.00000000 USD 3000000.00000000 MYR -2689.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3308982.76000000 0.125870197632 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-03-22 0.00000000 USD 0.00000000 USD -17040000.00000000 EUR 3308982.76000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 246203.34000000 0.009365314149 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-04-30 0.00000000 USD 0.00000000 USD -7710000.00000000 USD 246203.34000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 7406.46000000 0.000281733889 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-04-19 0.00000000 USD 0.00000000 USD 19850000000.00000000 KRW 7406.46000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -2912.32000000 -0.00011078156 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2028-06-15 0.00000000 USD 0.00000000 USD -1000000.00000000 CNY -2912.32000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -17746.21000000 -0.00067504702 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-03-04 0.00000000 USD 0.00000000 USD -260000000.00000000 CNY -17746.21000000 N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD 315142.79000000 0.011987697772 N/A DCR CORP US N 2 INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 331319.53000000 USD 0.00000000 USD -29189000.00000000 USD -16176.74000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -610687.92000000 -0.02322992132 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-08-10 0.00000000 USD -10957.07000000 USD 600000000.00000000 JPY -599730.85000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 5254938.94000000 0.199892308572 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-08 5919337.80000000 USD 0.00000000 USD -38880000.00000000 GBP -664398.86000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC -1242552.09000000 -0.04726536476 N/A DIR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 Y 2031-01-02 0.00000000 USD 0.00000000 USD -106840966.75000000 BRL -1242552.09000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -460447.20000000 -0.01751492354 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-10-07 0.00000000 USD 0.00000000 USD 48000000.00000000 NOK -460447.20000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4744032.14000000 -0.18045795531 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2051-03-30 0.00000000 USD -11895.37000000 USD 1650000000.00000000 JPY -4732136.77000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 218351.87000000 0.008305873745 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-02-24 12547.82000000 USD 0.00000000 USD -15130000.00000000 EUR 205804.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -206524.00000000 -0.00785595410 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-06 22.49000000 USD 0.00000000 USD 2100000000.00000000 JPY -206546.49000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1410050.96000000 0.053636844274 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2074-05-11 111922.51000000 USD 0.00000000 USD -24840000.00000000 USD 1298128.45000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 20421.08000000 0.000776796242 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2032-02-28 3.81000000 USD 0.00000000 USD 17745000.00000000 MYR 20417.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -254204.83000000 -0.00966968235 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2040-12-03 0.00000000 USD -185343.49000000 USD 1595000.00000000 AUD -68861.34000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 14.00000000 NC USD -17844.26000000 -0.00067877674 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-20 1616031.76000000 USD -17844.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -8272.54000000 -0.00031467865 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-08-18 0.00000000 USD -1588.38000000 USD 100000000.00000000 JPY -6684.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 407062.53000000 0.015484227273 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-07-08 318795.77000000 USD 0.00000000 USD -285000000.00000000 JPY 88266.76000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 43943.12000000 0.001671549717 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-11-14 0.00000000 USD 0.00000000 USD 160000000.00000000 JPY 43943.12000000 N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC -55104.88000000 -0.00209613124 N/A DIR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Y 2026-08-12 0.00000000 USD -111.80000000 USD 45900000.00000000 MYR -54993.08000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -546094.98000000 -0.02077287433 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-05-29 0.00000000 USD -1.69000000 USD 800000000.00000000 JPY -546093.29000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -243243.86000000 -0.00925273866 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-03-31 0.00000000 USD 0.00000000 USD 500000000.00000000 HUF -243243.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -71419.70000000 -0.00271672970 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-06-07 0.00000000 USD 0.00000000 USD 140000000.00000000 JPY -71419.70000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -192102.87000000 -0.00730738960 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-03-10 362152.26000000 USD 0.00000000 USD 12166000000.00000000 KRW -554255.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -983.02000000 -0.00003739303 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-04-02 0.00000000 USD -550.34000000 USD 50000000.00000000 JPY -432.68000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2984517.67000000 -0.11352788944 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-12-03 0.00000000 USD -1099.29000000 USD 2430385000.00000000 JPY -2983418.38000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 469771.59000000 0.017869613462 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -11342245.94000000 USD 46486195.00000000 MYR 2026-03-18 469771.59000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4246.87000000 -0.00016154643 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-06-22 0.00000000 USD 0.00000000 USD 1865000.00000000 DKK -4246.87000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -482005.05000000 -0.01833496131 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-11 0.00000000 USD -428030.44000000 USD -17280000.00000000 EUR -53974.61000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1453897.72000000 0.055304728560 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-05-11 854613.43000000 USD 0.00000000 USD -23230000.00000000 USD 599284.29000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -17991.50000000 -0.00068437759 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2027-04-26 0.00000000 USD 0.00000000 USD 2040000000.00000000 KRW -17991.50000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 597926.53000000 0.022744491573 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2045-05-08 395351.78000000 USD 0.00000000 USD -5860000.00000000 GBP 202574.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1283872.07000000 -0.04883713301 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2039-12-03 0.00000000 USD -482.18000000 USD 969000000.00000000 JPY -1283389.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1591386.25000000 0.060534646543 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2053-07-31 0.00000000 USD 0.00000000 USD -701000000.00000000 JPY 1591386.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 228710.88000000 0.008699919508 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-10 0.00000000 USD 0.00000000 USD -15700000.00000000 USD 228710.88000000 N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC -40872.25000000 -0.00155473707 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Y 2028-10-17 0.00000000 USD 0.00000000 USD 1280000000.00000000 KRW -40872.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -38571.81000000 -0.00146723077 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-11-05 0.00000000 USD 0.00000000 USD 4000000.00000000 CHF -38571.81000000 N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 155686.12000000 0.005922135022 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ECUADOR GOVERNMENT INTERNATIONAL BOND ECUADOR GOVERNMENT INTERNATIONAL BOND Y Default Event 2028-12-20 0.00000000 USD -33794.01000000 USD 2600000.00000000 USD 189480.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1462363.98000000 0.055626776119 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-05-08 1901098.89000000 USD 0.00000000 USD -20000000.00000000 GBP -438734.91000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC -9682.03000000 -0.00036829416 N/A DIR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 Y 2026-04-09 0.00000000 USD -39.34000000 USD 23575000.00000000 MYR -9642.69000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -820066.00000000 -0.03119444160 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-12-03 0.00000000 USD -510542.53000000 USD 18000000.00000000 AUD -309523.47000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -92798.41000000 -0.00352995317 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-05-06 0.00000000 USD -343.53000000 USD 215000000.00000000 JPY -92454.88000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 103473.31000000 0.003936015060 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2054-05-30 0.00000000 USD 0.00000000 USD -3330000000.00000000 KRW 103473.31000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -596645.08000000 -0.02269574657 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2040-05-08 0.00000000 USD -609496.53000000 USD 9680000.00000000 GBP 12851.45000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 8368.52000000 0.000318329632 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-12-22 0.00000000 USD 0.00000000 USD 6300000.00000000 CNY 8368.52000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -841241.21000000 -0.03199992415 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2037-05-08 0.00000000 USD -532845.56000000 USD 2120000.00000000 GBP -308395.65000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -17800.27000000 -0.00067710340 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-10-17 0.00000000 USD -446.39000000 USD 800000.00000000 CHF -17353.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -589662.35000000 -0.02243013092 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-02-23 95.93000000 USD 0.00000000 USD 6400000.00000000 EUR -589758.28000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 117740.14000000 0.004478710155 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2030-12-20 92791.19000000 USD 0.00000000 USD 3360000.00000000 USD 24948.95000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3699949.63000000 -0.14074216305 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-08-15 0.00000000 USD -7029.55000000 USD 27230000.00000000 EUR -3692920.08000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1215840.95000000 0.046249301300 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-15 0.00000000 USD 0.00000000 USD -14416000.00000000 USD 1215840.95000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -438009.58000000 -0.01666142026 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-03-29 958.13000000 USD 0.00000000 USD 4680000.00000000 EUR -438967.71000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -9807.64000000 -0.00037307223 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2026-10-28 0.00000000 USD -6.69000000 USD 1485000000.00000000 KRW -9800.95000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -341223.05000000 -0.01297976322 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-01-05 0.00000000 USD 0.00000000 USD 5000000000.00000000 KRW -341223.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 1929423.53000000 0.073393226454 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2055-09-17 0.00000000 USD 0.00000000 USD -36892000.00000000 USD 1929423.53000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3204.74000000 -0.00012190491 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-10-21 0.00000000 USD -1.21000000 USD 1300000.00000000 DKK -3203.53000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -681353.59000000 -0.02591796852 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-11-07 0.00000000 USD 0.00000000 USD 24760000.00000000 AUD -681353.59000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -461726.01000000 -0.01756356812 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-11-12 39.44000000 USD 0.00000000 USD 1800000000.00000000 JPY -461765.45000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 543748.16000000 0.020683603791 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-04-23 0.00000000 USD 0.00000000 USD 71770000.00000000 USD 543748.16000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 196205.31000000 0.007463442071 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2029-12-20 577467.90000000 USD 0.00000000 USD -4050000.00000000 USD -381262.59000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1015332.19000000 -0.03862216055 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-05-11 0.00000000 USD -95108.05000000 USD 3000000.00000000 EUR -920224.14000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -411176.70000000 -0.01564072594 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-07-08 0.00000000 USD -206684.86000000 USD 530000000.00000000 JPY -204491.84000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 39866.78000000 0.001516490064 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2031-10-14 0.00000000 USD 0.00000000 USD 5000000.00000000 CNY 39866.78000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -67085.48000000 -0.00255186056 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-12-03 0.00000000 USD -72314.89000000 USD 2220000.00000000 CAD 5229.41000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 18015.19000000 0.000685278736 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-03-03 0.00000000 USD -7.79000000 USD 40000000.00000000 CNY 18022.98000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 196922.66000000 0.007490729305 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-02-17 0.00000000 USD 0.00000000 USD -564000000.00000000 TWD 196922.66000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -31862.27000000 -0.00121200698 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-12-12 0.00000000 USD 0.00000000 USD 60000000.00000000 CNY -31862.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -517921.88000000 -0.01970119946 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-09-05 0.00000000 USD 0.00000000 USD -32215000.00000000 USD -517921.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -533077.06000000 -0.02027768645 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-12-16 0.00000000 USD 0.00000000 USD 8440000.00000000 USD -533077.06000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -58003.96000000 -0.00220640917 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2048-12-03 0.00000000 USD -61995.60000000 USD 3410000.00000000 CAD 3991.64000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 131410.00000000 0.004998697143 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND KAZAKHSTAN GOVERNMENT INTERNATIONAL BOND Y Default Event 2029-06-20 29819.36000000 USD 0.00000000 USD 10000000.00000000 USD 101590.64000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1265364.27000000 0.048133115913 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-07-08 150529.39000000 USD 0.00000000 USD -975000000.00000000 JPY 1114834.88000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC -25220.24000000 -0.00095935120 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2031-01-27 0.00000000 USD 0.00000000 USD 520000000.00000000 KRW -25220.24000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 225573.90000000 0.008580592113 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-05-08 211302.00000000 USD 0.00000000 USD 1135000.00000000 CHF 14271.90000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -9202.12000000 -0.00035003889 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-08-28 0.00000000 USD -1368.30000000 USD 100000000.00000000 JPY -7833.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -61414.67000000 -0.00233614896 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-09-29 0.00000000 USD -6519.65000000 USD 655000000.00000000 JPY -54895.02000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -184895.67000000 -0.00703323535 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-09-17 0.00000000 USD 0.00000000 USD 5540000.00000000 SGD -184895.67000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -878070.00000000 -0.03340085230 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-06-28 0.00000000 USD -34732.84000000 USD 7000000.00000000 EUR -843337.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 136879.33000000 0.005206744660 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-07-08 1334.27000000 USD 0.00000000 USD 21840000.00000000 ILS 135545.06000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -56159.89000000 -0.00213626270 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-09-11 0.00000000 USD 0.00000000 USD 1850000.00000000 SGD -56159.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2193.82000000 -0.00008345058 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-02-20 0.00000000 USD -2361.02000000 USD 135000000.00000000 JPY 167.20000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 131172.75000000 0.004989672405 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 UNITED KINGDOM GILT UNITED KINGDOM GILT Y Default Event 2028-12-20 83666.61000000 USD 0.00000000 USD 5000000.00000000 USD 47506.14000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 137791.92000000 0.005241458617 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF SOUTH AFRICA REPUBLIC OF SOUTH AFRICA Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD 135218.13000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1180221.09000000 -0.04489435957 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 0.00000000 USD -911674.14000000 USD -11630000.00000000 CHF -268546.95000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -553591.84000000 -0.02105804694 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2040-07-08 0.00000000 USD -108217.30000000 USD 765000000.00000000 JPY -445374.54000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 349352.81000000 0.013289010680 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2052-11-15 0.00000000 USD 0.00000000 USD -7443000.00000000 USD 349352.81000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -95087.93000000 -0.00361704409 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-11 0.00000000 USD -72088.37000000 USD 144425000.00000000 CNY -22999.56000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 644309.26000000 0.024508841470 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-05-15 0.00000000 USD 0.00000000 USD 286750000.00000000 CNY 644309.26000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -76111.63000000 -0.00289520574 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-04-07 0.00000000 USD -746.24000000 USD 159520000.00000000 JPY -75365.39000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 3040.40000000 0.000115653594 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2028-06-15 0.00000000 USD 0.00000000 USD 1000000.00000000 CNY 3040.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -408235.91000000 -0.01552886140 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-05 34.36000000 USD 0.00000000 USD 700000000.00000000 JPY -408270.27000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -22865.89000000 -0.00086979422 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-03-15 0.00000000 USD 0.00000000 USD 13000000.00000000 DKK -22865.89000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 296223.29000000 0.011268020041 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-04-23 0.00000000 USD 0.00000000 USD 110000000.00000000 THB 296223.29000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -1307063.73000000 -0.04971931918 N/A DFE CORP US N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 -68724070.00000000 EUR 80472972.07000000 USD 2026-04-22 -1307063.73000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -86249.62000000 -0.00328084414 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2039-05-11 0.00000000 USD -2430.47000000 USD 365000.00000000 EUR -83819.15000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -2197862.71000000 -0.08360436839 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-05-08 19693.43000000 USD 0.00000000 USD 4100000.00000000 GBP -2217556.14000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -91808.23000000 -0.00349228777 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-09-21 0.00000000 USD -702.98000000 USD 190000000.00000000 JPY -91105.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 823600.63000000 0.031328895188 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-05-11 419206.38000000 USD 0.00000000 USD 139215000.00000000 USD 404394.25000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -868656.02000000 -0.03304275447 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-04-23 0.00000000 USD 0.00000000 USD -65650000.00000000 EUR -868656.02000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1152549.47000000 0.043841760471 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-07-08 60876.31000000 USD 0.00000000 USD -940000000.00000000 JPY 1091673.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 248726.24000000 0.009461282592 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-12-06 0.00000000 USD 0.00000000 USD 69650000.00000000 CNY 248726.24000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -41815.00000000 -0.00159059828 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-11-28 0.00000000 USD 0.00000000 USD 6450000.00000000 NZD -41815.00000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -177864.27000000 -0.00676576834 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-03-02 4.24000000 USD 0.00000000 USD 9000000000.00000000 JPY -177868.51000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -811899.64000000 -0.03088380192 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-05-19 0.00000000 USD -16.31000000 USD 1200000000.00000000 JPY -811883.33000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -42370000.00000000 OU Other USD -58753.27000000 -0.00223491212 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD -42370000.00000000 USD 2.75000000 USD 2027-09-23 XXXX 137207.98000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -43940.16000000 -0.00167143712 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-03-20 0.00000000 USD 0.00000000 USD -4290000.00000000 EUR -43940.16000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 728925.54000000 0.027727555092 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-04-18 0.00000000 USD 0.00000000 USD 260500000.00000000 THB 728925.54000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -14021.32000000 -0.00053335615 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-03-10 0.00000000 USD -13090.31000000 USD 1067160000.00000000 KRW -931.01000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1593337.06000000 -0.06060885328 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-05-29 0.00000000 USD -148.98000000 USD 500000000.00000000 JPY -1593188.08000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -588233.41000000 -0.02237577556 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2045-05-11 0.00000000 USD -899946.96000000 USD 21865000.00000000 USD 311713.55000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1520367.02000000 -0.05783315029 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2050-08-26 0.00000000 USD -3358.36000000 USD 500000000.00000000 JPY -1517008.66000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD 616352.92000000 0.023445411922 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-16 0.00000000 USD 0.00000000 USD -7515000.00000000 USD 616352.92000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -771544.51000000 -0.02934873554 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-07-10 84618.42000000 USD 0.00000000 USD 10000000.00000000 AUD -856162.93000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC -18991.08000000 -0.00072240055 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2034-05-30 0.00000000 USD 0.00000000 USD 8100000000.00000000 KRW -18991.08000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -412080.91000000 -0.01567512113 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Y 2028-09-22 0.00000000 USD 0.00000000 USD -10000000.00000000 USD -412080.91000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -200.00000000 NC 17595.34000000 0.000669308087 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN BUNDESSCHATZANWEISUNGEN 2026-03-06 -24807411.33000000 USD 17595.34000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -256263.68000000 -0.00974799882 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-13 0.00000000 USD 0.00000000 USD 4000000000.00000000 KRW -256263.68000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -323714.21000000 -0.01231374550 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-07-10 0.00000000 USD -346154.30000000 USD -60000000.00000000 SEK 22440.09000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC USD -117543.44000000 -0.00447122789 N/A DFE CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 -1563966.22000000 USD 10000000.00000000 CNY 2027-01-10 -117543.44000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 18397.17000000 0.000699808851 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2054-12-03 0.00000000 USD -1954.69000000 USD -415000.00000000 CAD 20351.86000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 147927.88000000 0.005627019794 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2056-01-15 0.00000000 USD 0.00000000 USD -7200000000.00000000 KRW 147927.88000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 94001.52000000 0.003575718206 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-01-31 0.00000000 USD -27289.83000000 USD 14500000.00000000 CHF 121291.35000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 929002.30000000 0.035338263020 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2033-03-20 0.00000000 USD 0.00000000 USD 19945000.00000000 EUR 929002.30000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 192143.63000000 0.007308940068 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-12-16 0.00000000 USD 0.00000000 USD 204200000.00000000 THB 192143.63000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 52290.55000000 0.001989077109 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-07-10 42554.59000000 USD 0.00000000 USD 9925000.00000000 DKK 9735.96000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -81474.89000000 -0.00309921847 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-07 0.00000000 USD -160.41000000 USD 150000000.00000000 JPY -81314.48000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 20998.56000000 0.000798762970 N/A DFE CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 -1680226.75000000 USD 2308413.97000000 CAD 2026-04-22 20998.56000000 N N N STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 000000000 1.00000000 NC 256737.48000000 0.009766021672 N/A DIR CORP GB N 2 STANDARD CHARTERED BANK RILFO74KP1CM8P6PCT96 Y 2031-11-02 0.00000000 USD 0.00000000 USD 30000000.00000000 CNY 256737.48000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -550020.04000000 -0.02092217946 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-07-29 65170.18000000 USD 0.00000000 USD 17215000.00000000 SGD -615190.22000000 N N N HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 000000000 1.00000000 NC -2340.20000000 -0.00008901872 N/A DIR CORP US N 2 HSBC BANK USA, NATIONAL ASSOCIATION 1IE8VN30JCEQV1H4R804 Y 2032-12-14 0.00000000 USD 0.00000000 USD 35000000.00000000 JPY -2340.20000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC 2849.41000000 0.000108388536 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2029-07-11 0.00000000 USD -5.68000000 USD 3160000.00000000 MYR 2855.09000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -308677.40000000 -0.01174176118 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2032-10-30 0.00000000 USD 0.00000000 USD 3050000.00000000 EUR -308677.40000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -119778.29000000 -0.00455623922 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2027-07-08 0.00000000 USD -67706.74000000 USD 2140000000.00000000 JPY -52071.55000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -4875951.66000000 -0.18547603405 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2045-10-23 0.00000000 USD -5774.90000000 USD 2000000000.00000000 JPY -4870176.76000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 543535.11000000 0.020675499595 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-04-11 0.00000000 USD 0.00000000 USD -6295000000.00000000 JPY 543535.11000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 3182986.79000000 0.121077444452 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2041-11-24 0.00000000 USD 0.00000000 USD -12485000.00000000 EUR 3182986.79000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 539724.88000000 0.020530562483 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2044-11-08 0.00000000 USD 0.00000000 USD -8800000000.00000000 KRW 539724.88000000 N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 43.72000000 0.000001663062 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2026-03-20 0.00000000 USD -29.03000000 USD 75000.00000000 USD 72.75000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 39794.30000000 0.001513733001 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-05-29 0.00000000 USD -555.56000000 USD 23000000.00000000 THB 40349.86000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -13278137.69000000 -0.50508628676 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2049-05-11 0.00000000 USD -11195328.87000000 USD 29415000.00000000 USD -2082808.82000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -600082.79000000 -0.02282651341 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-02-05 4.26000000 USD 0.00000000 USD 11000000000.00000000 KRW -600087.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 221578.88000000 0.008428625786 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2034-05-11 300468.39000000 USD 0.00000000 USD 12390000.00000000 EUR -78889.51000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 110388.53000000 0.004199062701 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2043-02-24 0.00000000 USD -6719.18000000 USD 15130000.00000000 EUR 117107.71000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -1171112.13000000 -0.04454786438 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2047-11-24 0.00000000 USD -1337.71000000 USD 560000000.00000000 JPY -1169774.42000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -128898.56000000 -0.00490316462 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2026-06-02 11.92000000 USD 0.00000000 USD 5000000000.00000000 JPY -128910.48000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -87698.14000000 -0.00333594431 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2030-04-28 0.00000000 USD 0.00000000 USD 173600000.00000000 THB -87698.14000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -685.05000000 -0.00002605857 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2035-08-01 0.00000000 USD 0.00000000 USD -310000.00000000 USD -685.05000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -220248.78000000 -0.00837803019 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2029-02-07 0.00000000 USD 0.00000000 USD 36000000.00000000 NOK -220248.78000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC USD 107831.65000000 0.004101801695 N/A DCR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2030-06-20 231001.29000000 USD 0.00000000 USD -1800000.00000000 USD -123169.64000000 N N N MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 000000000 1.00000000 NC -20558.00000000 -0.00078200453 N/A DIR CORP GB N 2 MORGAN STANLEY & CO. INTERNATIONAL PLC 4PQUHN3JPFGFNF3BB653 Y 2029-11-19 17.23000000 USD 0.00000000 USD 11700000.00000000 MYR -20575.23000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -742078.25000000 -0.02822787024 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2038-04-06 0.00000000 USD -5081.45000000 USD 675000000.00000000 JPY -736996.80000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC 1630246.49000000 0.062012848892 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-05-11 492442.59000000 USD 0.00000000 USD 434070000.00000000 CNY 1137803.90000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -41159.33000000 -0.00156565729 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2031-08-17 0.00000000 USD 0.00000000 USD 115500000.00000000 THB -41159.33000000 N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC 1190906.23000000 0.045300810975 N/A DIR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 Y 2031-01-02 0.00000000 USD 0.00000000 USD 106840966.75000000 BRL 1190906.23000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -3207422.28000000 -0.12200694459 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2042-03-22 0.00000000 USD 0.00000000 USD 17040000.00000000 EUR -3207422.28000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC -640341.18000000 -0.02435789991 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-07-31 0.00000000 USD 0.00000000 USD 3674000000.00000000 JPY -640341.18000000 N N N UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 000000000 1.00000000 NC USD -701282.14000000 -0.02667602945 N/A DIR CORP GB N 2 UK CLEARING HOUSE LIMITED 213800O8SCO4XJGBU385 Y 2028-11-07 0.00000000 USD 0.00000000 USD -30430000.00000000 USD -701282.14000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 1.00000000 NC -46795.18000000 -0.00178003905 N/A DIR CORP US N 2 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Y 2030-02-11 0.00000000 USD 0.00000000 USD 634000000.00000000 CLP -46795.18000000 N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 1400000.00000000 PA 1744493.72000000 0.066358692453 Long DBT NUSS IT N 2 2036-03-28 Fixed 4.42500000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -4381.45000000 -0.00016666571 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 REPUBLIC OF SOUTH AFRICA Republic of South Africa Government International Bond Y Default Event 2026-06-20 3002.89000000 USD 0.00000000 USD -1000000.00000000 USD -7384.34000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UF3 2390000.00000000 PA USD 2332117.19000000 0.088711266542 Long DBT UST US N 2 2044-11-15 Fixed 4.62500000 N N N N N N SOCIETE NATIONALE SNCF S 969500A4MXJ3ESPHK698 000000000 3200000.00000000 PA 3667484.66000000 0.139507230000 Long DBT NUSS FR N 2 2029-02-02 Fixed 1.50000000 N N N N N N Laurel Road Prime Student Loan N/A 51889RAD1 1089361.89200000 PA USD 483991.06000000 0.018410507032 Long ABS-O CORP US N 2 2048-10-25 Fixed 0.00000100 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 506000.00000000 PA 577588.98000000 0.021970872723 Long DBT NUSS PL N 2 2030-06-01 Fixed 2.00000000 N N N N N N AMERICAN INTERNATIONAL ODVCVCQG2BP6VHV36M30 026874DV6 150000000.00000000 PA 886797.65000000 0.033732842858 Long DBT CORP US N 2 2034-11-27 Fixed 2.13700000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 2500000.00000000 PA 2987467.24000000 0.113640087964 Long DBT CORP MX N 2 2029-02-26 Fixed 4.75000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AD8 725000.00000000 PA USD 760173.75000000 0.028916203887 Long DBT CORP US N 2 2036-01-15 Fixed 6.75000000 N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 1635000.00000000 PA 2168965.00000000 0.082505130128 Long DBT NUSS IT N 2 2034-07-31 Fixed 5.20000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 10100000.00000000 PA 10936453.97000000 0.416011119561 Long DBT NUSS MX N 2 2030-01-17 Fixed 1.12500000 N N N N N N CHASE MANHAT BANK USA NA 7H6GLXDRUGQFU57RNE97 000000000 15390415.59000000 PA 5030456.17000000 0.191353221887 Long DBT CORP US N 2 2048-03-17 None 0.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 126725.41000000 0.004820500304 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IVORY COAST IVORY COAST Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 126153.46000000 N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 2000000.00000000 PA 1773188.77000000 0.067450221746 Long DBT NUSS CY N 2 2050-04-16 Fixed 2.25000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967PG0 1230000.00000000 PA USD 1272182.68000000 0.048392481003 Long DBT CORP US N 2 2035-02-13 Fixed 5.82700000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 70829000.00000000 PA 68650.90000000 0.002611407486 Long DBT NUSS AR N 2 2038-12-31 Variable 0.67000000 N Y N N N N JOHNSONVILLE AERO COMBST N/A 479281AA5 271595.99000000 PA USD 260247.94000000 0.009899555850 Long DBT CORP US N 2 2054-10-01 Fixed 5.07800000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KKK4 150000.00000000 PA USD 152109.00000000 0.005786065168 Long ABS-MBS CORP US N 2 2041-09-25 Floating 7.04728000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 68221.75000000 0.002595083074 Long DBT NUSS ES N 2 2062-07-30 None 0.00000000 N N N N N N TFS_18-3-A1 N/A 000000000 1630974.33000000 PA 1449956.57000000 0.055154811391 Long ABS-MBS CORP LU N 3 2026-03-15 None 0.00000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 1500000.00000000 PA USD 1556250.00000000 0.059198100828 Long DBT NUSS IL N 2 2027-11-21 Fixed 6.25000000 N N N N N N BARCLAYS US CCP G5GSEF7VJP5I7OUK5573 000000000 17000000.00000000 PA 2462616.23000000 0.093675311733 Long DBT CORP GB N 2 2029-09-24 Fixed 2.75000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 268268.00000000 PA 324102.03000000 0.012328497767 Long DBT NUSS GR N 2 2038-02-24 Variable 4.30000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 3098.02000000 0.000117845397 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.18 Y Default Event 2057-12-17 1063.40000000 USD 0.00000000 USD 1000000.00000000 USD 2034.62000000 N N N REGION OF PIEMONTE 81560015A25A29EC1433 000000000 4000000.00000000 PA 4041999.88000000 0.153753392092 Long DBT NUSS IT N 2 2036-11-27 Floating 2.27600000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 51907302.48060000 PA 53664.83000000 0.002041353264 Long DBT NUSS AR N 2 2033-12-31 Fixed 4.33000000 N Y N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 300000000.00000000 PA 1885806.09000000 0.071734065258 Long DBT CORP FR N 2 2028-07-12 Fixed 0.98900000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 3690000.00000000 PA 4113167.11000000 0.156460518104 Long DBT NUSS CO N 2 2036-02-19 Fixed 5.62500000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 1592068.20000000 PA USD 1540628.48000000 0.058603874761 Long DBT CORP KY N 2 2036-04-05 Fixed 4.35000000 N N N N N SFIL SA 549300HFEHJOXGE4ZE63 000000000 9100000.00000000 PA 10763714.75000000 0.409440302686 Long DBT NUSS FR N 2 2031-01-22 Fixed 2.87500000 N N N N N N INTERNATIONAL SCHOOLS PARTNERSHIP N/A 000000000 2573756.41000000 PA USD 2560887.63000000 0.097413451649 Long DBT CORP US N 3 2031-07-06 None 0.00000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 59650.50000000 0.002269041807 Long DBT NUSS ES N 2 2065-07-30 None 0.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FUZE7 28722823.25000000 PA USD 1616376.88000000 0.061485263626 Long ABS-MBS USGSE US N 2 2030-05-25 Variable 1.56285200 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 1270000.00000000 PA 1485165.76000000 0.056494131667 Long DBT CORP MX N 2 2027-04-21 Fixed 2.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -3361.58000000 -0.00012787094 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2027-06-20 0.00000000 USD -2071.72000000 USD 1000000.00000000 USD -1289.86000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -833.00000000 NC USD 348539.76000000 0.013258083119 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2026-03-31 -174022532.36000000 USD 348539.76000000 N N N TSY INFL IX N/B 254900HROIFWPRGM1V77 912810UH9 513580.00000000 PA USD 486857.79000000 0.018519554404 Long DBT UST US N 2 2055-02-15 Fixed 2.37500000 N N N N N N COREWEAVE INC 984500511DP2B6186053 21873SAB4 430000.00000000 PA USD 423382.41000000 0.016105018214 Long DBT CORP US N 2 2030-06-01 Fixed 9.25000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 157019.00000000 PA 189193.49000000 0.007196719869 Long DBT NUSS GR N 2 2037-02-24 Variable 4.30000000 N N N N N N VENTURE GLOBAL LNG INC 54930011XLBUWMQUC829 92332YAF8 1440000.00000000 PA USD 1268139.70000000 0.048238690329 Long DBT CORP US N 2 N/A Fixed 9.00000000 N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1000000.00000000 PA 1076451.90000000 0.040947089550 Long DBT NUSS RO N 2 2034-04-03 Fixed 3.50000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 95151.00000000 PA 115990.40000000 0.004412151899 Long DBT NUSS GR N 2 2034-02-24 Variable 4.30000000 N N N N N N ONTARIO ELECTRICITY FIN 549300SI5D7OIEG4Y641 683078FP9 10000000.00000000 PA 6159799.51000000 0.234312245766 Long DBT NUSS CA N 2 2031-04-11 None 0.00000000 N N N N N N JPMORGAN CHASE FINANCIAL 549300NJFDJOFYVV6789 000000000 38000000.00000000 PA 5624702.62000000 0.213957727117 Long DBT CORP US N 2 2028-07-27 Fixed 3.50000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FVNJ7 74310762.20000000 PA USD 3061335.88000000 0.116449972750 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.10961300 N N N N N N Woodward Capital Management N/A 749414AA6 2162079.52000000 PA USD 2171680.23000000 0.082608414600 Long ABS-MBS CORP US N 2 2044-10-25 Variable 5.15800000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 169435.81000000 0.006445158659 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 939.38000000 USD 0.00000000 USD -2000000.00000000 USD 168496.43000000 N N N NEWDAY FUNDING N/A 000000000 2600000.00000000 PA 3578728.95000000 0.136131056847 Long ABS-O CORP GB N 2 2032-03-15 Floating 5.38064000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 62547.08000000 0.002379224641 Long DBT NUSS ES N 2 2064-07-30 None 0.00000000 N N N N N N WARNERMEDIA HOLDINGS INC 549300DXR29GD4N0A520 000000000 30000.00000000 PA USD 29149.92000000 0.001108832066 Long DBT CORP US N 2 2029-03-15 Fixed 4.05400000 N N N N N N JPMDB Commercial Mortgage Secu N/A 46652JAV4 5000000.00000000 PA USD 4404810.50000000 0.167554323603 Long ABS-MBS CORP US N 2 2053-05-13 Fixed 1.91520000 N N N N N N HUNGARIAN DEVELOPMENT BA 549300KCFVCFTUJZYT59 000000000 100000.00000000 PA 117122.06000000 0.004455199047 Long DBT NUSS HU N 2 2026-06-09 Fixed 0.37500000 N N N N N N BANK GOSPODARSTWA KRAJOW 259400BCOV9JJIGLYF05 000000000 4760000.00000000 PA 5534498.72000000 0.210526466351 Long DBT NUSS PL N 2 2028-04-30 Fixed 1.62500000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 3200000.00000000 PA 3797861.40000000 0.144466623028 Long DBT NUSS ID N 2 2032-09-10 Fixed 3.65000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 126970.71000000 0.004829831256 Long DBT NUSS RO N 2 2032-09-29 Fixed 8.25000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 65794.14000000 0.002502739362 Long DBT NUSS ES N 2 2063-07-30 None 0.00000000 N N N N N N Ferrellgas Partners LP 529900YP52A6C5K57L34 315293308 2731.00000000 NS USD 488205.58000000 0.018570822907 Long EC CORP US Y 2 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 171884.51000000 0.006538304612 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF NIGERIA Nigeria Government International Bond Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 171312.56000000 N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 000000000 1500000.00000000 PA 1912500.23000000 0.072749482055 Long DBT NUSS IT N 2 2030-10-18 Fixed 4.75000000 N N N N N N REPUBLIC OF CHILE 549300FLZTJM5YJF8D34 000000000 1884000.00000000 PA 2148784.46000000 0.081737483772 Long DBT NUSS CL N 2 2029-02-01 Fixed 1.44000000 N N N N N N LIMA METRO LINE 2 FIN LT 5493009BVQNQT1UKQ352 000000000 3232141.28000000 PA USD 3337218.19000000 0.126944243467 Long DBT CORP KY N 2 2034-07-05 Fixed 5.87500000 N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 300000000.00000000 PA 1526266.48000000 0.058057559501 Long DBT NUSS MX N 2 2038-04-20 Fixed 2.00000000 N N N N N N Fannie Mae - CAS N/A 20754LAF6 340000.00000000 PA USD 346391.66000000 0.013176371672 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.84728000 N N N N N N BULGARIAN ENERGY HLD 635400E1RWKJXPSBCV07 000000000 1800000.00000000 PA 2130296.20000000 0.081034209954 Long DBT CORP BG N 2 2030-06-19 Fixed 4.25000000 N N N N N N JAPAN (30 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 4200000000.00000000 PA 25203327.22000000 0.958707859260 Long DBT NUSS JP N 2 2055-09-20 Fixed 3.20000000 N N N N N N FORTIVE CORPORATION 549300MU9YQJYHDQEF63 34959JAM0 3850000.00000000 PA 4675553.04000000 0.177853082916 Long DBT CORP US N 2 2029-08-15 Fixed 3.70000000 N N N N N N MEXICAN UDIBONOS 254900EGTWEU67VP6075 000000000 8685889.00000000 PA 423126.45000000 0.016095281767 Long DBT NUSS MX N 2 2043-11-12 Fixed 3.25000000 N N N N N N DIAMOND SPORTS GRP LLC- WARRANTS N/A 000000000 82206.12000000 NS USD 0.82000000 0.000000031191 Long EC CORP US Y 2 N N N BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 -42370000.00000000 OU Other USD -58782.12000000 -0.00223600955 N/A DIR CORP FR N 2 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 Call Written BNP PARIBAS R0MUWSFPU8MPRO8K5P83 BNP PARIBAS R0MUWSFPU8MPRO8K5P83 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP FR US 2028-09-28 0.00000000 USD 0.00000000 USD 0.00000000 USD -42370000.00000000 USD 2.75000000 USD 2027-09-24 XXXX 55616.88000000 N N N GS Mortgage Securities Trust N/A 36253BAX1 35000000.00000000 PA USD 37530.50000000 0.001427620448 Long ABS-MBS CORP US N 2 2047-06-10 Variable 0.27674200 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 180000.00000000 PA 230808.08000000 0.008779694773 Long DBT NUSS GB N 2 2039-09-07 Fixed 4.25000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BV7 11300000.00000000 PA 13797321.36000000 0.524835483391 Long DBT CORP US N 2 2029-10-15 Fixed 3.65000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 000000000 27000000.00000000 PA 4416362.21000000 0.167993738410 Long DBT NUSS CN N 2 2032-08-02 Fixed 4.30000000 N N N N N N PERUSAHAAN LISTRIK NEGAR 254900OYVDRYS9J51J61 000000000 7500000.00000000 PA 7937192.50000000 0.301922391586 Long DBT CORP ID N 2 2031-11-05 Fixed 1.87500000 N N N N N N BANK OF NEW YORK MELLON HPFHU0OQ28E4N0NFVK49 06406MAU2 1092000.00000000 PA USD 1088842.12000000 0.041418400389 Long DBT CORP US N 2 2038-06-30 Floating 3.74719000 N N N N N N BPCE SA 9695005MSX1OYEMGDF46 000000000 4000000.00000000 PA 588289.00000000 0.022377890144 Long DBT CORP FR N 2 2029-01-25 Fixed 3.61000000 N N N N N N KOREA EXPRESSWAY CORP 988400EZO9DR1OFL5772 000000000 80000000.00000000 PA 8478779.10000000 0.322523771926 Long DBT NUSS KR N 2 2032-04-28 Fixed 2.31000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003EAE6 1700000.00000000 PA USD 1697725.91000000 0.064579694521 Long ABS-MBS CORP US N 2 2031-05-15 Floating 6.19548000 N N N N N N SAN MARINO GOVERNMENT BO 5299009BDP7ZQ4185U27 000000000 300000.00000000 PA 363793.59000000 0.013838322648 Long DBT NUSS SM N 2 2027-01-19 Fixed 6.50000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 916566.34000000 0.034865212280 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -21835136.39000000 USD 32682589.00000000 AUD 2026-04-22 916566.34000000 N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 59795.53000000 0.002274558595 Long DBT NUSS GB N 2 2051-07-31 Fixed 1.25000000 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAM2 7800000.00000000 PA USD 8049953.59000000 0.306211703956 Long DBT CORP US N 2 N/A Fixed 7.12500000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003EAG1 2200000.00000000 PA USD 2196985.56000000 0.083571002537 Long ABS-MBS CORP US N 2 2031-05-15 Floating 7.29548000 N N N N N N BECTON DICKINSON & CO ICE2EP6D98PQUILVRZ91 075887CV9 2300000.00000000 PA 2790587.46000000 0.106150989768 Long DBT CORP US N 2 2032-06-07 Fixed 3.82800000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UA4 1000000.00000000 PA USD 957656.25000000 0.036428228913 Long DBT UST US N 2 2054-05-15 Fixed 4.62500000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAQ3 1000000.00000000 PA USD 845000.00000000 0.032142904546 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.09990000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 41660000.00000000 PA 5988361.28000000 0.227790917171 Long DBT CORP KY N 2 2026-03-09 Fixed 3.50000000 N N N N N N LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A N/A 518888102 3430000.00000000 PA USD 447778.84000000 0.017033032558 Long ABS-O CORP US N 2 2043-02-25 None 0.00000000 N N N N N N REPUBLIC OF GUATEMALA 529900QKDFFU9UWW5315 401494BA6 1000000.00000000 PA USD 1041250.00000000 0.039608046578 Long DBT NUSS GT N 2 2036-08-15 Fixed 6.25000000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 598000.00000000 PA 756498.39000000 0.028776397087 Long DBT NUSS ES N 2 2034-10-28 Fixed 4.69000000 N N N N N N UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 000000000 1.00000000 NC USD -1841017.77000000 -0.07003036502 N/A DFE CORP US N 2 UBS SECURITIES LLC T6FIZBDPKLYJKFCRVK44 -80178081.00000000 EUR 93569023.20000000 USD 2026-04-22 -1841017.77000000 N N N HYDRO-QUEBEC 6THEVG93PYJH84S4D167 000000000 500000.00000000 PA USD 367500.00000000 0.013979310557 Long DBT NUSS CA N 2 N/A Floating 4.44996800 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29273VAN0 5045000.00000000 PA USD 5066827.38000000 0.192736744173 Long DBT CORP US N 2 N/A Fixed 6.50000000 N N N N N N REGIAO AUTONOMA ACORES 5493002P6SL6ANYFUJ27 000000000 300000.00000000 PA 335895.34000000 0.012777102782 Long DBT NUSS PT N 2 2029-06-15 Fixed 1.00600000 N N N N N N ANDORRA INTERNATIONAL BD 549300ZPD490G9UI0A49 000000000 400000.00000000 PA 428916.38000000 0.016315524568 Long DBT NUSS AD N 2 2031-05-06 Fixed 1.25000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 45724.00000000 PA 56345.22000000 0.002143312459 Long DBT NUSS GR N 2 2033-02-24 Variable 4.30000000 N N N N N N DBS BANK LTD ATUEL7OJR5057F2PV266 000000000 5000000.00000000 PA 714742.37000000 0.027188042335 Long DBT CORP SG N 2 2028-08-20 Fixed 1.92000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 72836.69000000 0.002770630501 Long DBT NUSS ES N 2 2061-07-30 None 0.00000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 1812000.00000000 PA 1756.28000000 0.000066807030 Long DBT NUSS AR N 2 2038-12-31 Variable 0.67000000 N Y N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UD8 21410000.00000000 PA USD 19583459.38000000 0.744934042050 Long DBT UST US N 2 2044-08-15 Fixed 4.12500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 10198000.00000000 PA 13210387.94000000 0.502509158072 Long DBT NUSS GR N 2 2034-07-17 Fixed 5.20000000 N N N N N N BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 000000000 1.00000000 NC 2009.07000000 0.000076422893 N/A DCR CORP US N 2 BARCLAYS CAPITAL INC. AC28XWWI3WIBK2824319 US TREASURY N/B United States Treasury Note/Bond Y Default Event 2027-06-20 0.00000000 USD -205.68000000 USD 1300000.00000000 EUR 2214.75000000 N N N JAPAN (10 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 300000000.00000000 PA 1853595.24000000 0.070508798658 Long DBT NUSS JP N 2 2035-09-20 Fixed 1.70000000 N N N N N N VENTURE GLOBAL PLAQUE 549300TKP4I6OJ02BF90 922966AB2 240000.00000000 PA USD 267672.53000000 0.010181979386 Long DBT CORP US N 2 2035-05-01 Fixed 7.75000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137F83S0 123533770.97000000 PA USD 4729774.55000000 0.179915611698 Long ABS-MBS USGSE US N 2 2030-10-25 Variable 1.01347000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 76794.50000000 0.002921181400 Long DBT NUSS ES N 2 2060-07-30 None 0.00000000 N N N N N N Wells Fargo Commercial Mortgag 549300MZIB10PDVAE312 95000FAX4 24000000.00000000 PA USD 32896.80000000 0.001251359410 Long ABS-MBS CORP US N 2 2048-07-15 Variable 0.92032200 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 2000000.00000000 PA 2124739.88000000 0.080822853429 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N BONOS TESORERIA GENL REP 549300FLZTJM5YJF8D34 000000000 198504700.00000000 PA 220885.58000000 0.008402253388 Long DBT NUSS CL N 2 2035-03-01 Fixed 2.00000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAB8 2723000.00000000 PA USD 2774957.41000000 0.105556439229 Long DBT CORP US N 2 2028-01-15 Fixed 5.75000000 N N N N N N Wells Fargo Commercial Mortgag N/A 95003EAC0 1800000.00000000 PA USD 1797647.22000000 0.068380595266 Long ABS-MBS CORP US N 2 2031-05-15 Floating 5.64548000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746ST9 4198000.00000000 PA 2899758.07000000 0.110303724083 Long DBT CORP US N 2 2027-04-27 Fixed 4.00000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD -22824.45000000 -0.00086821789 N/A DFE CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 -9949247.28000000 USD 68902691.74000000 CNY 2026-03-18 -22824.45000000 N N N SNCF RESEAU 969500VZN4KDEZ14C105 000000000 1700000.00000000 PA 1585214.78000000 0.060299890365 Long DBT NUSS FR N 2 2037-05-29 Fixed 1.50000000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CE3 390000.00000000 PA USD 319596.40000000 0.012157108376 Long DBT CORP US N 2 2039-03-01 Fixed 3.50000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 000000000 5000000.00000000 PA 721369.13000000 0.027440117263 Long DBT NUSS KR N 2 2026-06-26 Fixed 3.05000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CEP2 2035000.00000000 PA USD 1911946.09000000 0.072728403157 Long DBT UST US N 2 2032-05-15 Fixed 2.87500000 N N N N N N NORWEGIAN GOVERNMENT 549300L0BT3FJTN9MX24 000000000 22000000.00000000 PA 2231425.24000000 0.084881051468 Long DBT NUSS NO N 2 2027-02-17 Fixed 1.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBD3 1685000.00000000 PA USD 1526783.22000000 0.058077215743 Long DBT CORP FR N 2 2032-06-09 Fixed 2.88900000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 77753.78000000 0.002957671394 Long DBT NUSS ES N 2 2059-07-30 None 0.00000000 N N N N N N REGIAO AUTONOMA ACORES 5493002P6SL6ANYFUJ27 000000000 500000.00000000 PA 552888.49000000 0.021031292258 Long DBT NUSS PT N 2 2032-04-06 Fixed 2.16300000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 7585000.00000000 PA 5781703.00000000 0.219929855198 Long DBT NUSS GR N 2 2052-01-24 Fixed 1.87500000 N N N N N N HUNT COS INC 549300ODPWDNCH5TKM49 445587AE8 3975000.00000000 PA USD 3884144.69000000 0.147748747945 Long DBT CORP US N 2 2029-04-15 Fixed 5.25000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 30146.84000000 0.001146753846 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.18 Y Default Event 2057-12-17 0.00000000 USD -60456.63000000 USD 10000000.00000000 USD 90603.47000000 N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 1375000.00000000 PA USD 1181125.00000000 0.044928743351 Long DBT NUSS HU N 2 2031-09-22 Fixed 2.12500000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 22400000.00000000 PA USD 16464000.00000000 0.626273112953 Long DBT CORP US N 2 2032-04-02 Variable 0.01000000 N N N N N N ANDORRA INTERNATIONAL BD 549300ZPD490G9UI0A49 000000000 700000.00000000 PA 817341.89000000 0.031090819351 Long DBT NUSS AD N 2 2027-02-23 Fixed 1.25000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 73372.30000000 0.002791004538 Long DBT NUSS GB N 2 2049-01-22 Fixed 1.75000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 1250000.00000000 PA 1541499.81000000 0.058637019231 Long DBT NUSS CR N 2 2030-11-21 Fixed 5.49950000 N N N N N N SUZANO AUSTRIA GMBH 254900287ZNSGVP1R341 000000000 200000.00000000 PA USD 206626.00000000 0.007859834076 Long DBT CORP AT N 2 2029-01-15 Fixed 6.00000000 N N N N N N ONE Park Mortgage Trust N/A 682413AE9 1500000.00000000 PA USD 1496628.75000000 0.056930171659 Long ABS-MBS CORP US N 2 2036-03-15 Floating 4.89448000 N N N N N N VANTAGE DATA CENTERS GERMANY B 2549008VW14T3IH21H24 000000000 7900000.00000000 PA 9467271.92000000 0.360124991285 Long ABS-O CORP LU N 2 2050-06-28 Fixed 4.29200000 N N N N N N PLATINUM SECURITIES KY N/A 000000000 3450000.00000000 PA USD 3072190.50000000 0.116862870992 Long DBT NUSS KY N 2 2040-10-20 Variable 4.47000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SJ8 56637000.00000000 PA USD 35380425.94000000 1.345833909807 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 15067.51000000 0.000573152113 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 SLOVAKIA GOVERNMENT BOND SLOVAKIA GOVERNMENT BOND Y Default Event 2027-12-20 13361.87000000 USD 0.00000000 USD 880000.00000000 USD 1705.64000000 N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 81500000.00000000 PA 13865891.11000000 0.527443804017 Long DBT NUSS CN N 2 2035-11-30 Fixed 4.00000000 N N N N N N STATES OF JERSEY N/A 000000000 834000.00000000 PA 830225.84000000 0.031580911155 Long DBT NUSS JE N 2 2054-06-09 Fixed 3.75000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FWHV5 47812029.89000000 PA USD 2426288.39000000 0.092293439196 Long ABS-MBS USGSE US N 2 2030-07-25 Variable 1.40855300 N N N N N N QXO INC N/A 000000000 3630000.00000000 PA USD 3630000.00000000 0.138081353256 Long DBT CORP US N 3 2079-12-31 Fixed 4.75000000 N N N N N N Greensky Home Improvement Issu N/A 39571MAD0 116478.65000000 PA USD 119270.57000000 0.004536926090 Long ABS-O CORP US N 2 2059-06-25 Fixed 5.67000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 300072.00000000 PA 358712.25000000 0.013645033859 Long DBT NUSS GR N 2 2041-02-24 Variable 4.30000000 N N N N N N 20 TSQ GroundCo LLC N/A 90137LAN0 1000000.00000000 PA USD 870000.00000000 0.033093878053 Long ABS-MBS CORP US Y 2 2035-05-15 Variable 3.09990000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1003000.00000000 PA 1282532.40000000 0.048786173385 Long DBT NUSS RO N 2 2039-07-11 Fixed 6.75000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MY4 6600000.00000000 PA USD 5983684.62000000 0.227613021981 Long DBT CORP US N 2 2032-05-01 Fixed 2.56100000 N N N N N N ADCB FINANCE CAYMAN LTD 213800R9XDKRM525M609 000000000 30000000000.00000000 PA 1843532.90000000 0.070126037907 Long DBT CORP KY N 2 2029-04-29 Fixed 8.16000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -29737.42000000 -0.00113117994 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -9841328.63000000 USD 164734000000.00000000 IDR 2026-03-13 -29737.42000000 N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 169435.81000000 0.006445158659 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 EGYPT GOVERNMENT INTERNATIONAL BOND EGYPT GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 168863.86000000 N N N IBM CORP VGRQXHF3J8VDLUA7XE92 459200LX7 4100000.00000000 PA 4851765.94000000 0.184556034898 Long DBT CORP US N 2 2031-02-03 Fixed 3.00000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 10300000.00000000 PA 11999261.01000000 0.456439173097 Long DBT NUSS ID N 2 2027-02-14 Fixed 0.90000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 288404.17000000 0.010970589002 Long DBT NUSS PL N 2 2029-07-25 Fixed 4.75000000 N N N N N N SAGESS 96950015LNMQ336X4W81 000000000 2000000.00000000 PA 2360217.00000000 0.089780153537 Long DBT NUSS FR N 2 2031-11-25 Fixed 3.00000000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAD0 195000.00000000 PA USD 191722.83000000 0.007292933282 Long DBT CORP US N 2 2034-03-31 Fixed 5.75000000 N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 1000000.00000000 PA USD 288895.40000000 0.010989274870 Long DBT NUSS LB N 2 2022-10-04 Fixed 6.10000000 Y N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 4200000.00000000 PA 4656711.48000000 0.177136369940 Long DBT CORP DE N 2 N/A Fixed 1.60000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 682691AA8 1500000.00000000 PA USD 1407222.06000000 0.053529235916 Long DBT CORP US N 2 2030-09-15 Fixed 4.00000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAD2 1370000.00000000 PA USD 1277607.20000000 0.048598823996 Long DBT CORP CA N 2 2030-02-15 Fixed 4.87500000 N N N N N N BX Trust N/A 74625PAB0 4709877.33000000 PA 3495429.76000000 0.132962443932 Long ABS-MBS CORP CA N 2 2041-11-15 Floating 4.17688900 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD 1669732.56000000 0.063514857152 N/A DCR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 GAZPROM PJSC VIA GAZ CAPITAL SA GAZPROM PJSC VIA GAZ CAPITAL SA Y Default Event 2027-06-20 1353328.15000000 USD 0.00000000 USD -8650000.00000000 USD 316404.41000000 N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 4000000.00000000 PA 4636200.19000000 0.176356142205 Long DBT NUSS PH N 2 2027-05-17 Fixed 0.87500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 4700000.00000000 PA 5532843.38000000 0.210463498972 Long DBT NUSS EG N 2 2030-04-16 Fixed 5.62500000 N N N N N N ALBERTSONS COS/SAFEWAY N/A 01309QAC2 125000.00000000 PA USD 125453.63000000 0.004772123140 Long DBT CORP US N 2 2031-03-31 Fixed 5.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 117468.50000000 0.004468377257 Long DBT NUSS RO N 2 2032-02-25 Fixed 6.70000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 4825000.00000000 PA 4629784.48000000 0.176112095395 Long DBT NUSS MX N 2 2033-10-25 Fixed 1.45000000 N N N N N N REPUBLIC OF INDONESIA 529900FWX0GRR7WG5W79 000000000 10000000.00000000 PA 1430260.54000000 0.054405595281 Long DBT NUSS ID N 2 2030-10-31 Fixed 2.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAG5 1675000.00000000 PA USD 1620026.50000000 0.061624091303 Long DBT CORP CA N 2 2029-06-15 Fixed 5.00000000 N N N N N N Apidos CLO 254900N39ZT8BF6B8W53 037989AL4 10000000.00000000 PA USD 10047789.00000000 0.382207245829 Long ABS-CBDO CORP JE N 2 2037-10-26 Floating 5.02802000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 92343VGA6 3200000.00000000 PA 1978587.74000000 0.075263380902 Long DBT CORP US N 2 2051-03-22 Fixed 4.05000000 N N N N N N REGION OF UMBRIA 815600517A684B514873 000000000 599446.59000000 PA 670953.99000000 0.025522378763 Long DBT NUSS IT N 2 2031-03-26 Floating 2.30300000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC 192333.97000000 0.007316180400 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 HELLENIC REPUBLIC Hellenic Republic Government Bond Y Default Event 2029-12-20 8663.07000000 USD 0.00000000 USD 5000000.00000000 EUR 183670.90000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 117258.23000000 0.004460378809 Long DBT NUSS RO N 2 2026-10-28 Fixed 7.20000000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 33700000.00000000 PA 1848967.24000000 0.070332754442 Long DBT NUSS N/A N 2 2028-07-24 Fixed 6.63000000 N N N N N N REPUBLICA ORIENT URUGUAY 549300RDR012H2V82H43 000000000 100000000.00000000 PA 518997.16000000 0.019742101980 Long DBT NUSS UY N 2 2036-12-09 Fixed 1.32000000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 19767QAS4 2000000.00000000 PA USD 2277054.16000000 0.086616727231 Long DBT CORP US N 2 2036-07-15 Fixed 7.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SK5 1000000.00000000 PA USD 639843.75000000 0.024338978201 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 000000000 950000.00000000 PA 790374.79000000 0.030065019444 Long DBT NUSS MX N 2 2115-03-15 Fixed 4.00000000 N N N N N N DIGICEL INTL FIN LTD N/A 000000000 3857.00000000 NS USD 48413.84000000 0.001841611169 Long EC CORP US Y 3 N N N GPS BLUE FINANCING DAC 635400J1S8CE6RWLCE97 000000000 240000.00000000 PA USD 238800.00000000 0.009083698941 Long DBT NUSS IE N 2 2041-11-09 Fixed 5.64500000 N N N N N N VICI PROPERTIES / NOTE N/A 92564RAA3 4000000.00000000 PA USD 3998438.76000000 0.152096373249 Long DBT CORP US N 2 2026-12-01 Fixed 4.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SL3 1000000.00000000 PA USD 584375.00000000 0.022229005732 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -1079662.83000000 -0.04106922992 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -37956.93000000 USD 100000000.00000000 USD -1041705.90000000 N N N BNPP IP Euro CLO 635400VGNU8T62DHAX91 000000000 3440893.47000000 PA 4065683.55000000 0.154654293801 Long ABS-CBDO CORP IE N 2 2031-04-15 Floating 2.61600000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055AV4 700000000.00000000 PA 4298645.90000000 0.163515934722 Long DBT CORP US N 2 2030-10-18 Fixed 1.15900000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SF6 3000000.00000000 PA USD 2201718.75000000 0.083751048069 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 84728.47000000 0.003222981211 Long DBT NUSS ES N 2 2057-07-30 None 0.00000000 N N N N N N BPIFRANCE SACA 969500STN7T9MRUMJ267 000000000 6800000.00000000 PA 8003151.30000000 0.304431394441 Long DBT NUSS FR N 2 2034-05-25 Fixed 3.37500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 127541.62000000 0.004851548067 Long DBT NUSS RO N 2 2038-02-24 Fixed 7.90000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 200000000.00000000 PA 1283962.78000000 0.048840583524 Long DBT CORP GB N 2 2027-06-09 Fixed 0.65400000 N N N N N N Freddie Mac - STACR 5493000ITBQFEOXM0S98 35566CBD6 400000.00000000 PA USD 426674.52000000 0.016230246590 Long ABS-MBS CORP US Y 2 2050-12-25 Floating 6.69728000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 902613AH1 13125000.00000000 PA USD 12943209.56000000 0.492345975628 Long DBT CORP CH N 2 2027-08-10 Fixed 1.49400000 N N N N N N Woodward Capital Management N/A 749424AA5 963217.48000000 PA USD 971828.64000000 0.036967331610 Long ABS-MBS CORP US N 2 2044-02-25 Variable 6.02500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -58015.10000000 -0.00220683292 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 857.93000000 USD 0.00000000 USD -3000000.00000000 USD -58873.03000000 N N N ESKOM HOLDINGS 3789001900ED06F65111 000000000 16350000.00000000 PA USD 16873200.00000000 0.641838647320 Long DBT CORP ZA N 2 2028-08-10 Fixed 6.35000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810UK2 660000.00000000 PA USD 645046.88000000 0.024536899753 Long DBT UST US N 2 2055-05-15 Fixed 4.75000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 81367.56000000 0.003095135756 Long DBT NUSS GB N 2 2041-10-22 Fixed 1.25000000 N N N N N N GLOBAL PAYMENTS INC 549300NOMHGVQBX6S778 37940XAS1 700000.00000000 PA 868735.63000000 0.033045782758 Long DBT CORP US N 2 2031-03-17 Fixed 4.87500000 N N N N N N AGENCE FRANCAISE DEVELOP 9695008K5N8MKIT4XJ91 000000000 5000000.00000000 PA 5734130.63000000 0.218120252656 Long DBT NUSS FR N 2 2034-01-17 Fixed 3.00000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 83368RBJ0 4915000.00000000 PA USD 4509266.75000000 0.171527728660 Long DBT CORP FR Y 2 2033-01-21 Fixed 3.33700000 N N N N N N TIME WARNER CABLE ENTRMN N/A 88731EAJ9 2065000.00000000 PA USD 2374988.59000000 0.090342049167 Long DBT CORP US N 2 2033-07-15 Fixed 8.37500000 N N N N N N Eagle Re Ltd N/A 26982AAC8 930936.36000000 PA USD 932975.02000000 0.035489381078 Long ABS-MBS CORP BM N 2 2034-04-25 Floating 7.14728000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 35000000.00000000 PA 5034359.72000000 0.191501708793 Long DBT CORP GB N 2 2026-03-06 Fixed 3.15000000 N N N N N N BOF URSA FUNDING N/A 07336MAA9 592790.54000000 PA USD 594166.35000000 0.022601458310 Long ABS-O CORP US N 2 2032-07-29 Fixed 6.97100000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD -23120.27000000 -0.00087947057 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 ORACLE CORP Oracle Corp Y Default Event 2030-06-20 27540.91000000 USD 0.00000000 USD 1380000.00000000 USD -50661.18000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SE9 41310000.00000000 PA USD 32550989.06000000 1.238205129271 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N ADCB FINANCE CAYMAN LTD 213800R9XDKRM525M609 000000000 2270000.00000000 PA 1562733.87000000 0.059444740371 Long DBT CORP KY N 2 2027-10-25 Fixed 4.50000000 N N N N N N TRINIDAD & TOBAGO N/A 896292AN9 2215000.00000000 PA USD 2208089.20000000 0.083993373236 Long DBT NUSS TT N 2 2036-01-28 Fixed 6.50000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156RBV9 600000000.00000000 PA 3716182.73000000 0.141359652977 Long DBT CORP US N 2 2029-05-23 Fixed 0.76900000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967MV0 19245000.00000000 PA USD 19221044.31000000 0.731148156841 Long DBT CORP US N 2 N/A Fixed 3.87500000 N N N N N N FREEPORT TERMINAL MALTA N/A 356834AA9 3000000.00000000 PA USD 3141953.28000000 0.119516573215 Long DBT CORP MT N 2 2028-05-15 Fixed 7.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 112304.70000000 0.004271951777 Long DBT NUSS RO N 2 2028-01-26 Fixed 4.15000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 33300000.00000000 PA 1885701.10000000 0.071730071549 Long DBT CORP US N 2 2027-12-15 Fixed 7.50000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 88709.61000000 0.003374419558 Long DBT NUSS ES N 2 2056-07-30 None 0.00000000 N N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38144GAG6 11370000.00000000 PA USD 11271016.40000000 0.428737519860 Long DBT CORP US N 2 N/A Fixed 3.65000000 N N N N N N GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 000000000 1.00000000 NC USD 8095.73000000 0.000307952990 N/A DCR CORP US N 2 GOLDMAN SACHS & CO. LLC FOR8UP27PHTHYVLBNG30 CITIGROUP INC Citigroup Inc Y Default Event 2026-12-20 6381.22000000 USD 0.00000000 USD 1050000.00000000 USD 1714.51000000 N N N PROLOGIS YEN FIN 5493000T2SX5D8WRJG02 74346GAP7 300000000.00000000 PA 1494190.75000000 0.056837432722 Long DBT CORP US N 2 2036-06-27 Fixed 0.88500000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 3600000.00000000 PA 3910704.82000000 0.148759067144 Long DBT NUSS ES N 2 2029-07-30 None 0.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SH2 22900000.00000000 PA USD 16366343.75000000 0.622558372690 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 17324CMJ2 1500000.00000000 PA USD 1499120.64000000 0.057024960514 Long DBT CORP US N 2 2027-09-21 Floating 4.01540000 N N N N N N Lendmark Funding Trust N/A 51507KAA4 756498.20000000 PA USD 748336.04000000 0.028465909943 Long ABS-O CORP US N 2 2031-04-21 Fixed 2.32000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 4200000.00000000 PA 4299406.69000000 0.163544874368 Long DBT NUSS ES N 2 2066-07-30 Fixed 3.45000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 2000000.00000000 PA 295778.81000000 0.011251112492 Long DBT NUSS CN N 2 2027-06-29 Fixed 3.48000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 277933.44000000 0.010572293529 Long DBT NUSS PL N 2 2027-07-25 Fixed 2.50000000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 9015000.00000000 PA USD 7925176.65000000 0.301465321386 Long DBT NUSS RS N 2 2030-12-01 Fixed 2.12500000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 41500000.00000000 PA 6774859.85000000 0.257708489315 Long DBT NUSS CN N 2 2031-12-12 Fixed 4.15000000 N N N N N N BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 000000000 1.00000000 NC USD 511398.40000000 0.019453053202 N/A DFE CORP US N 2 BNP PARIBAS SECURITIES CORP. RCNB6OTYUAMMP879YW96 -50452980.45000000 USD 353761163.00000000 CNY 2026-03-18 511398.40000000 N N N REGIAO AUTONOMA ACORES 5493002P6SL6ANYFUJ27 000000000 400000.00000000 PA 485543.11000000 0.018469545370 Long DBT NUSS PT N 2 2028-10-17 Fixed 3.72000000 N N N N N N TAYLOR MORRISON COMM 549300O1Z08HI2MRK572 87724RAJ1 150000.00000000 PA USD 150932.89000000 0.005741327190 Long DBT CORP US N 2 2030-08-01 Fixed 5.12500000 N N N N N N Freddie Mac S6XOOCT0IEG5ABCC6L87 3137AYCV1 3293051.96000000 PA USD 517325.62000000 0.019678518370 Long ABS-MBS USGSE US N 2 2043-02-15 Fixed 3.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNJ6 26455000.00000000 PA USD 26496335.94000000 1.007892540756 Long DBT UST US N 2 2032-06-30 Fixed 4.00000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 84566.39000000 0.003216815859 Long DBT NUSS ES N 2 2058-07-30 None 0.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 95000U2U6 4410000.00000000 PA USD 4110106.82000000 0.156344107916 Long DBT CORP US N 2 2033-03-02 Fixed 3.35000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 5400000.00000000 PA 6818229.95000000 0.259358241959 Long DBT NUSS GR N 2 2028-04-14 Fixed 6.14000000 N N N N N N HILCORP ENERGY I/HILCORP N/A 431318BC7 1000000.00000000 PA USD 1037781.87000000 0.039476122588 Long DBT CORP US N 2 2033-11-01 Fixed 8.37500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1700000000.00000000 PA 10292711.29000000 0.391523830194 Long DBT NUSS PH N 2 2029-08-15 Fixed 0.59000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 49000000.00000000 PA 9315740.85000000 0.354360909961 Long DBT NUSS CN N 2 2046-12-12 Fixed 4.40000000 N N N N N N J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 000000000 1.00000000 NC USD 314939.09000000 0.011979949239 N/A DFE CORP US N 2 J.P. MORGAN SECURITIES LLC ZBUT11V806EZRVTWT807 -29124888.09000000 USD 42640292408.00000000 KRW 2026-03-18 314939.09000000 N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 1000000.00000000 PA 1232313.57000000 0.046875902309 Long DBT NUSS IT N 2 2028-10-10 Variable 4.10000000 N N N N N N CREDIT AGRICOLE CIB SA 1VUV7VQFKUOQSJ21A208 000000000 17000000.00000000 PA 2495409.20000000 0.094922721560 Long DBT CORP FR N 2 2029-04-29 Fixed 3.50000000 N N N N N N BROOKFIELD RESID PROPERT N/A 11283YAB6 1275000.00000000 PA USD 1274528.25000000 0.048481704001 Long DBT CORP CA N 2 2027-09-15 Fixed 6.25000000 N N N N N N Freddie Mac - STACR 5493000ISONLNOUKGB71 35564KKY4 78120.97000000 PA USD 78388.46000000 0.002981813949 Long ABS-MBS CORP US N 2 2041-10-25 Floating 5.19728000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1100000.00000000 PA 1300142.85000000 0.049456056241 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.87500000 N N N N N N STRIPS 254900HROIFWPRGM1V77 912833XP0 345000.00000000 PA USD 302541.08000000 0.011508342077 Long DBT UST US N 2 2029-08-15 None 0.00000000 N N N N N N EAGLE FUNDING LUXCO SARL 894500VDP08MVIZ6OA60 26951TAA8 13210000.00000000 PA USD 13408150.00000000 0.510031817264 Long DBT NUSS LU N 2 2030-08-17 Fixed 5.50000000 N N N N N N CASSA DEPOSITI E PRESTIT 81560029E2CE4D14F425 000000000 2200000.00000000 PA 2640192.67000000 0.100430131331 Long DBT NUSS IT N 2 2032-02-11 Fixed 3.37500000 N N N N N N JP Morgan Chase Commercial Mor N/A 48128KAS0 1623643.97000000 PA USD 1603345.01000000 0.060989545101 Long ABS-MBS CORP US N 2 2050-07-15 Fixed 3.10850000 N N N N N N AMAZON CONSERVATION DAC 635400VMJ6EGNYN3YK31 02315JAA2 9000000.00000000 PA USD 9254251.80000000 0.352021931659 Long DBT NUSS IE N 2 2042-01-16 Fixed 6.03400000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 445252.13000000 0.016936919187 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 TURKEY GOVERNMENT INTERNATIONAL BOND TURKEY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD 442678.34000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 101799.99000000 0.003872363741 Long DBT NUSS RO N 2 2031-09-24 Fixed 3.65000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AL1 2000000.00000000 PA USD 1298800.00000000 0.049404975650 Long DBT CORP CA Y 2 2031-02-15 Fixed 5.25000000 N N N N N N SUN HUNG KAI PROP (CAP) 222100WJDEUAP4JLW867 000000000 5000000.00000000 PA 726717.00000000 0.027643544571 Long DBT CORP HK N 2 2027-08-14 Fixed 3.20000000 N N N N N N CHILE ELECTRICITY LUX N/A 000000000 2003885.25000000 PA USD 2061997.92000000 0.078436215759 Long DBT CORP LU N 2 2035-10-20 Fixed 5.58000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325AQ8 1000000.00000000 PA USD 1124080.00000000 0.042758812002 Long DBT NUSS CO N 2 2028-03-09 Fixed 11.85000000 N N N N N N POWER SECTOR ASSETS & LI N/A 637193BA0 4320000.00000000 PA USD 4829155.20000000 0.183695946309 Long DBT CORP PH N 2 2028-05-15 Fixed 9.62500000 N N N N N N ASHLAND INC 529900E4L9R04SB8HB11 04433LAA0 1600000.00000000 PA USD 1467270.30000000 0.055813407332 Long DBT CORP US N 2 2031-09-01 Fixed 3.37500000 N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SS8 1000000.00000000 PA USD 522812.50000000 0.019887233470 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N REPUBLIC OF PANAMA 549300SHS4T08CL0LP14 698299AT1 14336000.00000000 PA USD 16345190.40000000 0.621753721673 Long DBT NUSS PA N 2 2034-04-28 Fixed 8.12500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 102139.68000000 0.003885285188 Long DBT NUSS RO N 2 2034-10-11 Fixed 4.75000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 6269.02000000 0.000238466877 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Finland Government International Bond Finland Government International Bond Y Default Event 2027-06-20 2326.94000000 USD 0.00000000 USD 2000000.00000000 USD 3942.08000000 N N N MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 000000000 1.00000000 NC USD 5371.98000000 0.000204344426 N/A DCR CORP US N 2 MORGAN STANLEY & CO. LLC 9R7GPTSO7KV3UQJZQ078 REPUBLIC OF ARGENTINA Argentine Republic Government International Bond Y Default Event 2026-06-20 0.00000000 USD -1689.45000000 USD 286000.00000000 USD 7061.43000000 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 118042.32000000 0.004490204762 Long DBT NUSS RO N 2 2027-05-31 Fixed 7.20000000 N N N N N N The Huntington National Bank N/A 44644NAJ8 1695335.37000000 PA USD 1705294.79000000 0.064867606695 Long ABS-O CORP US N 2 2032-10-20 Floating 6.30300000 N N N N N N EXPAND ENERGY CORP X2MT1W32SPAZ9WSKLE78 165167DG9 600000.00000000 PA USD 600598.07000000 0.022846114123 Long DBT CORP US Y 2 2029-02-01 Fixed 5.87500000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 000000000 17100000.00000000 PA 23258209.78000000 0.884717653100 Long DBT NUSS IT N 2 2034-12-07 Fixed 5.25000000 N N N N N N FIN DEPT GOVT SHARJAH 254900ZNL8O3F1CLJO24 000000000 3400000.00000000 PA 4062955.44000000 0.154550519387 Long DBT NUSS AE N 2 2031-01-17 Fixed 4.62500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 112800.00000000 0.004290792464 Long DBT NUSS RO N 2 2029-02-12 Fixed 5.00000000 N N N N N N SNCF RESEAU 969500VZN4KDEZ14C105 761034AA5 6400000.00000000 PA 4813830.28000000 0.183113002592 Long DBT NUSS FR N 2 2035-06-01 Fixed 4.70000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AM9 175000.00000000 PA USD 133106.75000000 0.005063239715 Long DBT CORP CA Y 2 2029-02-15 Fixed 5.00000000 N N N N N N Woodward Capital Management N/A 74938KAA5 479002.99000000 PA USD 484604.93000000 0.018433857997 Long ABS-MBS CORP US N 2 2044-08-25 Variable 5.84600000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAM0 236373.27000000 PA USD 0.24000000 0.000000009129 Long DBT CORP BM Y 3 2030-12-31 None 0.00000000 N N N N N N HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 000000000 1.00000000 NC USD 322037.27000000 0.012249956485 N/A DCR CORP GB N 2 HSBC BANK PLC MP6I5ZYZBEU3UXPYFY54 Gazprom PJSC Via Gaz Capital SA GAZPROM (GAZ CAPITAL SA) Y Default Event 2026-06-20 232941.14000000 USD 0.00000000 USD -4400000.00000000 USD 89096.13000000 N N N Equifirst Mortgage Loan Trust N/A 29445FAR9 293189.43000000 PA USD 291149.36000000 0.011075013120 Long ABS-MBS CORP US N 2 2034-01-25 Floating 4.26707000 N N N N N N Freddie Mac - STACR 5493000IS4CDPWRMWB65 35564KWT2 300000.00000000 PA USD 308907.00000000 0.011750494928 Long ABS-MBS CORP US N 2 2042-05-25 Floating 7.04728000 N N N N N N ROYAL BANK OF CANADA ES7IP3U3RHIGC71XBU11 000000000 3000000.00000000 PA 431386.17000000 0.016409472763 Long DBT CORP CA N 2 2026-03-10 Fixed 3.65000000 N N N N N N Shackleton CLO LTD 549300OM5GJJFIKCOZ48 81881JAE2 6500000.00000000 PA USD 6509750.00000000 0.247623991560 Long ABS-CBDO CORP KY N 2 2031-05-07 Floating 5.83117000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SU3 1000000.00000000 PA USD 557031.25000000 0.021188878459 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N PROLOGIS LP GL16H1DHB0QSHP25F723 000000000 63660000.00000000 PA 9297512.57000000 0.353667525506 Long DBT CORP US N 2 2029-09-11 Fixed 3.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AN7 300000.00000000 PA USD 278268.00000000 0.010585019836 Long DBT CORP CA Y 2 2028-06-01 Fixed 4.87500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 251518.80000000 PA USD 185243.60000000 0.007046470239 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N WPC EUROBOND BV 5493005XDMOLBARL5M14 000000000 9950000.00000000 PA 10775896.06000000 0.409903666810 Long DBT CORP NL N 2 2030-06-01 Fixed 0.95000000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 000000000 1637456000.00000000 PA 1692898.42000000 0.064396061917 Long DBT NUSS AR N 2 2038-12-31 Variable 0.67000000 N Y N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -3065.77000000 -0.00011661864 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 IVORY COAST IVORY COAST Y Default Event 2027-06-20 0.00000000 USD -2453.54000000 USD 912000.00000000 USD -612.23000000 N N N MALTA GOVERNMENT 549300CZVZYSMSGX6X78 000000000 1000000.00000000 PA 887198.91000000 0.033748106363 Long DBT NUSS MT N 2 2037-05-13 Fixed 1.20000000 N N N N N N Invesco Euro CLO 549300GHZE7CYFQDBC40 000000000 12506314.96000000 PA 14550868.78000000 0.553499628706 Long ABS-CBDO CORP IE N 2 2031-07-15 Fixed 0.80000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RGC0 4575000.00000000 PA 3311836.67000000 0.125978757344 Long DBT CORP US N 2 2048-11-25 Fixed 5.10000000 N N N N N N AGRICUL DEV BANK CHINA 300300C1020311000158 000000000 55000000.00000000 PA 8530681.34000000 0.324498078135 Long DBT NUSS CN N 2 2030-10-27 Fixed 3.80000000 N N N N N N SELP FINANCE SARL 549300Y4VYEJE1MH6D45 000000000 2500000.00000000 PA 3003865.37000000 0.114263855452 Long DBT CORP LU N 2 2027-08-10 Fixed 3.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBP4 3600000.00000000 PA 4259792.30000000 0.162037984952 Long DBT NUSS MX N 2 2038-03-19 Fixed 5.12500000 N N N N N N P3 GROUP SARL 529900GR62MT0O5VW110 000000000 1900000.00000000 PA 2170752.16000000 0.082573111801 Long DBT CORP LU N 2 2029-01-26 Fixed 1.62500000 N N N N N N HERC HOLDINGS INC 549300TP80QLITMSBP82 42704LAK0 145000.00000000 PA USD 145682.78000000 0.005541618569 Long DBT CORP US N 2 2034-03-15 Fixed 6.00000000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325AL9 7176000.00000000 PA USD 7312631.04000000 0.278164735501 Long DBT NUSS CO N 2 2027-02-15 Fixed 8.37500000 N N N N N N HSBC HOLDINGS PLC MLU0ZO3ML4LN2LL2TL39 000000000 1000000.00000000 PA 144346.35000000 0.005490782188 Long DBT CORP GB N 2 2027-06-29 Fixed 3.40000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 -42370000.00000000 OU Other USD -304555.07000000 -0.01158495212 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Put Written BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US 2028-09-27 0.00000000 USD 0.00000000 USD 0.00000000 USD -42370000.00000000 USD 2.75000000 USD 2027-09-23 XXXX -108593.82000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SN9 1000000.00000000 PA USD 477187.50000000 0.018151706820 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N BRIXMOR OPERATING PART 549300CJHBL7JBUA6503 11120VAL7 1880000.00000000 PA USD 1689608.94000000 0.064270933584 Long DBT CORP US N 2 2031-08-16 Fixed 2.50000000 N N N N N N COSTA RICA GOVERNMENT 549300S1EK2VN6XVJP58 000000000 1000000.00000000 PA USD 1082000.00000000 0.041158133395 Long DBT NUSS CR N 2 2034-04-03 Fixed 6.55000000 N N N N N N CAISSE DES DEPOTS ET CON 969500Q2PFTTP0Y5QL44 000000000 1300000.00000000 PA 1544066.65000000 0.058734659104 Long DBT NUSS FR N 2 2030-10-09 Fixed 3.06250000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 120000.81000000 0.004564703646 Long DBT NUSS RO N 2 2034-07-31 Fixed 7.10000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 46507WAB6 8650000.00000000 PA USD 9119695.00000000 0.346903533578 Long DBT CORP IL N 2 2027-12-15 Fixed 7.75000000 N N N N N N SUN HUNG KAI PROP (CAP) 222100WJDEUAP4JLW867 000000000 13000000.00000000 PA 1894610.05000000 0.072068958566 Long DBT CORP HK N 2 2028-07-11 Fixed 3.15000000 N N N N N N DBS GROUP HOLDINGS LTD 5493007FKT78NKPM5V55 000000000 8780000.00000000 PA 1263236.21000000 0.048052166765 Long DBT CORP SG N 2 2031-03-03 Fixed 3.70000000 N N N N N N LLOYDS BANK PLC H7FNTJ4851HG0EXQ1Z70 000000000 2800000.00000000 PA USD 2089113.60000000 0.079467667491 Long DBT CORP GB N 2 2032-04-02 Variable 0.01000000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 194141.00000000 PA 237258.91000000 0.009025077511 Long DBT NUSS GR N 2 2029-02-24 Variable 4.30000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 119.50000000 0.000004545653 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 PETROLEOS MEXICANOS Petroleos Mexicanos Y Default Event 2026-03-20 0.00000000 USD -78.96000000 USD 205000.00000000 USD 198.46000000 N N N DIAMOND SPORTS GRP LLC- CS N/A 000000000 44198.00000000 NS USD 8309.22000000 0.000316073923 Long EC CORP US Y 2 N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1230000.00000000 PA 1388726.43000000 0.052825681751 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 115962.19000000 0.004411078821 Long DBT NUSS GB N 2 2055-12-07 Fixed 4.25000000 N N N N N N Radiate Holdco LLC 5493000GQJ5RDX9DNJ71 75025KAM0 2100000.00000000 PA USD 1800750.00000000 0.068498621729 Long LON CORP US N 2 2029-09-25 Floating 0.00000000 N N N N N N DISH DBS CORP N/A 25470XBD6 500000.00000000 PA USD 442500.00000000 0.016832231078 Long DBT CORP US Y 2 2029-06-01 Fixed 5.12500000 N N N N N N WESTPAC BANKING CORP EN5TNI6CI43VEPAMHL14 000000000 2000000.00000000 PA 292509.32000000 0.011126744558 Long DBT CORP AU N 2 2034-07-31 Fixed 3.31000000 N N N N N N EMIRATES TELECOM GROUP 529900XDPQPWEQ9BGB80 000000000 1200000.00000000 PA 1192926.76000000 0.045377669795 Long DBT CORP AE N 2 2033-05-17 Fixed 0.87500000 N N N N N N Citigroup Commercial Mortgage N/A 17290XAZ3 33868000.00000000 PA USD 20727.22000000 0.000788441483 Long ABS-MBS CORP US N 2 2049-04-10 Variable 0.65526300 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CU6 6600000.00000000 PA 7857928.15000000 0.298907259710 Long DBT CORP US N 2 2031-06-20 Fixed 3.37500000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BY3 3300000.00000000 PA USD 3175202.58000000 0.120781341352 Long DBT NUSS IT N 2 2029-10-17 Fixed 2.87500000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD -55056.71000000 -0.00209429890 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -10000000.00000000 USD 77362000.00000000 HKD 2026-07-02 -55056.71000000 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 377714.00000000 PA 449402.25000000 0.017094785354 Long DBT NUSS GR N 2 2040-02-24 Variable 4.30000000 N N N N N N LHOME Mortgage Trust N/A 50205PAA0 1500000.00000000 PA USD 1507779.15000000 0.057354321059 Long ABS-MBS CORP US N 2 2039-07-25 Variable 5.92100000 N N N N N N Shackleton CLO LTD 549300OM5GJJFIKCOZ48 81881JAC6 129299.50000000 PA USD 129305.45000000 0.004918642291 Long ABS-CBDO CORP KY N 2 2031-05-07 Floating 5.23117000 N N N N N N COMM Mortgage Trust 5493004GWEVMOU8S3L34 12591QAA0 50000000.00000000 PA USD 112875.00000000 0.004293645385 Long ABS-MBS CORP US N 2 2047-08-10 Variable 0.26673700 N N N N N N WYNN RESORTS FINANCE LLC N/A 983133AC3 820000.00000000 PA USD 883685.85000000 0.033614473284 Long DBT CORP US Y 2 2031-02-15 Fixed 7.12500000 N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 700000.00000000 PA 829745.00000000 0.031562620511 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 2100000.00000000 PA 2929082.82000000 0.111419206497 Long DBT NUSS ES N 2 2041-11-30 Fixed 6.35000000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AQ4 635000.00000000 PA USD 660098.85000000 0.025109460741 Long DBT CORP US N 2 2029-11-01 Fixed 6.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 172967242 260011.00000000 NS USD 6523675.99000000 0.248153721462 Long EP CORP US N 1 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 60000000.00000000 PA 63269476.30000000 2.406703831228 Long DBT NUSS GR N 2 2035-02-04 Fixed 1.87500000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 3973.99000000 0.000151166368 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2026-06-20 2718.43000000 USD 0.00000000 USD 1200000.00000000 USD 1255.56000000 N N N PROLOGIS YEN FINANCE 5493000T2SX5D8WRJG02 000000000 1500000000.00000000 PA 8602801.43000000 0.327241449932 Long DBT CORP US N 2 2032-06-24 Fixed 1.00300000 N N N N N N Eagle Re Ltd N/A 26982EAA4 122041.76000000 PA USD 122181.91000000 0.004647670379 Long ABS-MBS CORP BM N 2 2033-09-26 Floating 5.69728000 N N N N N N REPUBLIC OF POLAND 259400R9L8QEP0TPXS31 000000000 100000000.00000000 PA 664559.92000000 0.025279155116 Long DBT NUSS PL N 2 2034-08-04 Fixed 3.22000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SQ2 160000.00000000 PA USD 100075.00000000 0.003806746949 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N BOEING CO RVHJWBXLJ1RFUBSY1F30 097023CW3 3760000.00000000 PA USD 3709821.03000000 0.141117660651 Long DBT CORP US N 2 2050-05-01 Fixed 5.80500000 N N N N N N ADIF ALTA VELOCIDAD 959800D5SDA4R1CG7K10 000000000 5000000.00000000 PA 6030302.77000000 0.229386327005 Long DBT NUSS ES N 2 2029-05-31 Fixed 3.25000000 N N N N N N MEDTRONIC INC D56MRZY2INAN94ZONZ37 585055BZ8 9000000.00000000 PA 10681010.45000000 0.406294318756 Long DBT CORP US N 2 2030-10-15 Fixed 2.95000000 N N N N N N Santander Drive Auto Receivabl N/A 80287DAE7 500000.00000000 PA USD 516607.60000000 0.019651205650 Long ABS-O CORP US N 2 2031-03-17 Fixed 6.40000000 N N N N N N Codere Group Topco S.A. Warrants N/A 000000000 21.00000000 NS 74.68000000 0.000002840748 Long EC CORP N/A N 3 N N N CASSA DEL TRENTINO SPA 815600ECB4F640532453 000000000 158381.68000000 PA 186817.11000000 0.007106324892 Long DBT NUSS IT N 2 2026-06-17 Fixed 1.16000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD 39489.95000000 0.001502155850 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND REPUBLIC OF ITALY GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-06-20 0.00000000 USD -15120.67000000 USD 1200000.00000000 USD 54610.62000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 220534.60000000 PA USD 161330.94000000 0.006136857993 Long DBT NUSS EC N 2 2040-07-31 Variable 5.00000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 1471700000.00000000 PA 8851554.68000000 0.336703759956 Long DBT NUSS JP N 2 2045-09-20 Fixed 2.70000000 N N N N N N GS Mortgage Securities Trust 549300V3F4KBEWHAZP46 36250HAH6 48710841.29000000 PA USD 496.85000000 0.000018899647 Long ABS-MBS CORP US N 2 2047-11-10 Variable 0.27676400 N N N N N N ENERGY TRANSFER LP MTLVN9N7JE8MIBIJ1H73 29278NAE3 2350000.00000000 PA USD 2287545.43000000 0.087015804025 Long DBT CORP US N 2 2048-06-15 Fixed 6.00000000 N N N N N N Woodward Capital Management N/A 749410AA4 4428449.28000000 PA USD 4454351.72000000 0.169438819112 Long ABS-MBS CORP US N 2 2044-09-25 Variable 5.34400000 N N N N N N CLEVELAND-CLIFFS INC 549300TM2WLI2BJMDD86 185899AR2 395000.00000000 PA USD 411790.25000000 0.015664064732 Long DBT CORP US N 2 2033-05-01 Fixed 7.37500000 N N N N N N DISH DBS CORP N/A 25470XBB0 250000.00000000 PA USD 239929.48000000 0.009126663163 Long DBT CORP US Y 2 2028-07-01 Fixed 7.37500000 N N N N N N COOPERATIEVE RABOBANK UA DG3RU1DBUFHT4ZF9WN62 000000000 2882000.00000000 PA 1973773.79000000 0.075080263346 Long DBT CORP NL N 2 2026-12-14 Fixed 3.50000000 N N N N N N AMAZON CONSERVATION DAC 635400VMJ6EGNYN3YK31 000000000 2770000.00000000 PA USD 2848253.05000000 0.108344527703 Long DBT NUSS IE N 2 2042-01-16 Fixed 6.03400000 N N N N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 1200000.00000000 PA 1203722.93000000 0.045788344661 Long DBT NUSS PE N 2 2033-03-11 Fixed 1.25000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 2273.00000000 NC USD -1302270.43000000 -0.04953698712 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long US TREASURY N/B United States Treasury Note/Bond 2026-03-31 248899455.80000000 USD -1302270.43000000 N N N NXP BV/NXP FDG/NXP USA N/A 62954HAX6 575000.00000000 PA USD 568997.00000000 0.021644042908 Long DBT CORP N/A N 2 2027-05-01 Fixed 3.15000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746NG2 450000.00000000 PA USD 447677.66000000 0.017029183778 Long DBT CORP US N 2 2046-07-06 Floating 3.66138000 N N N N N N REGION OF LOMBARDY 815600FFE23852109066 541624AA0 2590000.00000000 PA USD 2433052.22000000 0.092550728121 Long DBT NUSS IT N 2 2032-10-25 Fixed 5.80400000 N N N N N N FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred N/A 000000000 633000.00000000 NS USD 688387.50000000 0.026185531009 Long EP CORP US Y 3 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 116796.09000000 0.004442799493 Long DBT NUSS RO N 2 2029-04-25 Fixed 6.30000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 109737.49000000 0.004174297829 Long DBT NUSS RO N 2 2027-10-25 Fixed 2.50000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SP4 1000000.00000000 PA USD 490156.25000000 0.018645024327 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N SOCIETE DES GRANDS PROJ 9695004RTVK8D9VA8F57 000000000 2000000.00000000 PA 2077601.82000000 0.079029771579 Long DBT NUSS FR N 2 2030-11-25 None 0.00000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91086QAN8 875400.00000000 PA USD 999321.62000000 0.038013135434 Long DBT NUSS MX N 2 2033-04-08 Fixed 7.50000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 269582.04000000 0.010254615123 Long DBT NUSS PL N 2 2029-10-25 Fixed 2.75000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC USD -155798.66000000 -0.00592641592 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG INDUSTRIAL & COMMERCIAL BANK OF CHINA LTD/HONG KONG Y Default Event 2029-06-20 0.00000000 USD -40439.36000000 USD -6695000.00000000 USD -115359.30000000 N N N GAZPROM (GAZ CAPITAL SA) 213800568PRHV2JR9650 000000000 3500000.00000000 PA 3754596.13000000 0.142820858006 Long DBT CORP LU N 2 2026-03-21 Fixed 2.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 3600000.00000000 PA 3824531.78000000 0.145481136021 Long DBT NUSS RO N 2 2031-07-16 Fixed 2.12400000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 27000000.00000000 PA 1381152.37000000 0.052537572535 Long DBT CORP US N 2 2027-06-28 None 0.00000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 350000000.00000000 PA 1879683.19000000 0.071501156630 Long DBT NUSS JP N 2 2036-12-20 Fixed 0.60000000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 8300000.00000000 PA 11282062.85000000 0.429157715112 Long DBT CORP NL N 2 2029-10-01 Fixed 5.37500000 N N N N N N EX-IM BK INDIA/L 335800OFZ8YEIVN1QI11 000000000 50000000.00000000 PA 7217640.85000000 0.274551409336 Long DBT NUSS GB N 2 2026-06-25 Fixed 3.45000000 N N N N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 2000000000.00000000 PA 114197.92000000 0.004343967860 Long DBT CORP US N 2 2026-10-05 None 0.00000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 800000000.00000000 PA 5003360.04000000 0.190322513816 Long DBT NUSS PH N 2 2028-08-15 Fixed 0.99000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AD9 375000.00000000 PA USD 337031.25000000 0.012820311595 Long DBT CORP CA Y 2 2028-01-15 Fixed 7.00000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 302547.14000000 0.011508572593 Long DBT NUSS PL N 2 2033-10-25 Fixed 6.00000000 N N N N N N GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 000000000 1.00000000 NC USD 66231.27000000 0.002519367324 N/A DCR CORP GB N 2 GOLDMAN SACHS INTERNATIONAL W22LROWP2IHZNBB6K528 NEW YORK LIFE GLOBAL FUNDING NEW YORK LIFE GLOBAL FUNDING Y Default Event 2035-09-20 0.00000000 USD 0.00000000 USD 1000000.00000000 USD 66231.27000000 N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 1.00000000 NC 4922.22000000 0.000187236032 N/A DCR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 DEUTSCHE TELEKOM AG DEUTSCHE TELEKOM AG Y Default Event 2026-06-20 3702.45000000 USD 0.00000000 USD 889000.00000000 EUR 1219.77000000 N N N REPUBLIC OF CYPRUS 213800IOEYYAHPDLUL60 000000000 3000000.00000000 PA 2979152.01000000 0.113323785426 Long DBT NUSS CY N 2 2049-05-03 Fixed 2.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SZ2 1000000.00000000 PA USD 570937.50000000 0.021717857472 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N STATE OF ISRAEL 213800T8ZHTFZIBYPE21 000000000 3517000.00000000 PA 5295497.02000000 0.201435094955 Long DBT NUSS IL N 2 2034-10-21 Fixed 6.87500000 N N N N N N PETROBRAS GLOBAL FINANCE 549300FNENFFSMO3GT38 000000000 6690000.00000000 PA 9312172.51000000 0.354225174088 Long DBT CORP NL N 2 2034-01-16 Fixed 6.62500000 N N N N N N FANNIE MAE B1V7KEBTPIMZEU4LTD58 313586752 10000.00000000 NS USD 129700.00000000 0.004933650555 Long EP USGSE US N 1 N N Morgan Stanley Capital I Trust N/A 61692BBV1 54413000.00000000 PA USD 1931672.38000000 0.073478770324 Long ABS-MBS CORP US N 2 2053-07-15 Variable 0.85372800 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 97229.48000000 0.003698506384 Long DBT NUSS GB N 2 2068-07-22 Fixed 3.50000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 111581.10000000 0.004244426800 Long DBT NUSS RO N 2 2029-07-25 Fixed 4.85000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 2200000.00000000 PA 2617862.07000000 0.099580698971 Long DBT NUSS ZA N 2 2026-07-24 Fixed 3.75000000 N N N N N N TURKIYE GOVERNMENT BOND 5493000PCHOG3B6S3Q85 000000000 5004183.00000000 PA 105458.72000000 0.004011537953 Long DBT NUSS TR N 2 2029-05-02 Fixed 2.48000000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD 30707.32000000 0.001168073911 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF PANAMA Panama Government International Bond Y Default Event 2030-12-20 1409.07000000 USD 0.00000000 USD -3000000.00000000 USD 29298.25000000 N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 000000000 23612000000.00000000 PA 6300765.78000000 0.239674453294 Long DBT NUSS CO N 2 2027-06-28 Fixed 9.85000000 N N N N N N SOCIALIST REP OF VIETNAM 5493008AE7RS4XK4BZ08 000000000 33797699.48000000 PA USD 32474857.52000000 1.235309166167 Long DBT NUSS VN N 2 2028-03-12 Variable 5.50000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 1000000.00000000 PA 1064444.30000000 0.040490333170 Long DBT NUSS RO N 2 2035-10-29 Fixed 3.87500000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 118507.32000000 0.004507892869 Long DBT NUSS GB N 2 2049-12-07 Fixed 4.25000000 N N N N N N AT&T INC 549300Z40J86GGSTL398 00206RMR0 6500000.00000000 PA 8000330.17000000 0.304324081646 Long DBT CORP US N 2 2031-04-30 Fixed 3.95000000 N N N N N N REGION OF LAZIO 81560007498E8B065B77 000000000 5942383.47000000 PA 6636672.36000000 0.252451983634 Long DBT NUSS IT N 2 2043-03-31 Fixed 3.08800000 N N N N N N PUBLIC FIN AUTH WI SPL FAC REV 5493004S6D3NA627K012 74446DAP3 5050000.00000000 PA USD 4673500.06000000 0.177774989733 Long DBT MUN US N 2 2055-09-01 Fixed 9.25000000 N N N N N N ING GROEP NV 549300NYKK9MWM7GGW15 456837BR3 1995000.00000000 PA USD 2039898.07000000 0.077595560884 Long DBT CORP NL N 2 2031-03-25 Fixed 5.06600000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 000000000 200000000.00000000 PA 1316719.73000000 0.050086623189 Long DBT CORP IL N 2 2030-05-23 Fixed 3.70000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 54312.55000000 0.002065991846 Long DBT NUSS GB N 2 2071-10-22 Fixed 1.62500000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -1079662.83000000 -0.04106922992 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 IHS MARKIT LTD CDX.EM.44.V1 Y Default Event 2030-12-20 0.00000000 USD -56362.68000000 USD 100000000.00000000 USD -1023300.15000000 N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109CR3 6300000.00000000 PA 8737251.27000000 0.332355779368 Long DBT CORP US N 2 2029-10-15 Fixed 5.00000000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 1200000.00000000 PA 1446430.45000000 0.055020681522 Long DBT NUSS HU N 2 2034-06-16 Fixed 4.50000000 N N N N N N SOGECAP SA 9695009HXSFK8D6V0T62 000000000 3900000.00000000 PA 5306276.08000000 0.201845118975 Long DBT CORP FR N 2 2044-05-16 Fixed 6.50000000 N N N N N N ISRAEL ELECTRIC CORP LTD 254900JW7GE35YNJGJ55 000000000 5889000.00000000 PA USD 6062725.50000000 0.230619653296 Long DBT CORP IL N 2 2026-12-15 Fixed 7.87500000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CAQ6 1595000.00000000 PA USD 1459799.49000000 0.055529225637 Long DBT CORP US N 2 2033-01-25 Fixed 3.05700000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 88368.04000000 0.003361426597 Long DBT NUSS GB N 2 2039-01-31 Fixed 1.12500000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 116065.51000000 0.004415009004 Long DBT NUSS RO N 2 2026-04-22 Fixed 4.85000000 N N N N N N INTERNATIONAL PARK HLDGS BV N/A 000000000 2525000.00000000 PA 2963078.66000000 0.112712372225 Long DBT CORP US N 3 2031-12-31 Floating 7.28700000 N N N N N N HUNGARY 5299003F3UFKGCCMAP43 000000000 2976000.00000000 PA 3094024.09000000 0.117693397618 Long DBT NUSS HU N 2 2032-04-28 Fixed 1.62500000 N N N N N N New Residential Mortgage Loan N/A 64828FCQ3 296520.45000000 PA USD 292335.57000000 0.011120135292 Long ABS-MBS CORP US N 2 2048-01-25 Floating 4.53707000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -117740.14000000 -0.00447871015 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 ITALY GOV'T INT BOND Republic of Italy Government International Bond Y Default Event 2030-12-20 0.00000000 USD -123828.48000000 USD -3360000.00000000 USD 6088.34000000 N N N MORGAN STANLEY IGJSJL3JD5P30I6NJZ34 000000000 16700000.00000000 PA 176002.10000000 0.006694933373 Long DBT CORP US N 2 2043-06-26 Variable 0.50000000 N N N N N N QNB FINANCE LTD 549300MY0DXTHQEX5O57 000000000 20500000.00000000 PA 2945464.08000000 0.112042332268 Long DBT CORP KY N 2 2026-02-04 Fixed 3.15000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 10600000.00000000 PA 6742096.48000000 0.256462205439 Long DBT NUSS ES N 2 2050-10-31 Fixed 1.00000000 N N N N N N Freddie Mac - STACR 5493000ISOMSKCX2AW62 35564KMH9 830000.00000000 PA USD 836411.50000000 0.031816207107 Long ABS-MBS CORP US N 2 2041-11-25 Floating 5.49728000 N N N N N N Citigroup Commercial Mortgage N/A 17322MBC9 2149025.15000000 PA USD 1517.21000000 0.000057713060 Long ABS-MBS CORP US N 2 2047-05-10 Variable 0.01000000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 000000000 1400000.00000000 PA 78492.73000000 0.002985780269 Long DBT NUSS SE N 2 2027-06-25 None 0.00000000 N N N N N N TDF INFRASTRUCTURE SAS 969500BWNQ1B0PI06I59 000000000 4100000.00000000 PA 4957476.33000000 0.188577146111 Long DBT CORP FR N 2 2031-10-23 Fixed 4.12500000 N N N N N N Voya CLO Ltd 5493007ASGBOUR3XJY69 92916WAA7 54869.63000000 PA USD 54883.84000000 0.002087723112 Long ABS-CBDO CORP KY N 2 2031-04-25 Floating 4.89963000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 4475000.00000000 PA 5378030.11000000 0.204574566238 Long DBT NUSS GB N 2 2046-12-07 Fixed 4.25000000 N N N N N N GENERALITAT DE CATALUNYA 95980020140005848404 000000000 3250000.00000000 PA 4265485.18000000 0.162254536074 Long DBT NUSS ES N 2 2030-05-28 Fixed 5.90000000 N N N N N N HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 000000000 1.00000000 NC USD 83067.49000000 0.003159799292 N/A DFE CORP US N 2 HSBC SECURITIES (USA) INC. CYYGQCGNHMHPSMRL3R97 -6735082.19000000 USD 47327106.00000000 CNY 2026-03-18 83067.49000000 N N N Chase Funding Mortgage Loan As N/A 161546GB6 193093.56000000 PA USD 192615.69000000 0.007326896731 Long ABS-O CORP US N 2 2033-05-25 Floating 4.38707000 N N N N N N CREDIT AGRICOLE SA 969500TJ5KRTCJQWXH05 000000000 400000.00000000 PA 264361.65000000 0.010056037019 Long DBT CORP FR N 2 2034-05-29 Fixed 4.20000000 N N N N N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 5000000.00000000 PA 379605.89000000 0.014439805783 Long DBT NUSS DK N 2 2052-11-15 Fixed 0.25000000 N N N N N N CORP ANDINA DE FOMENTO UKZ46SXGNYCZK0UOZE76 000000000 1500000.00000000 PA 2066071.67000000 0.078591176892 Long DBT NUSS N/A N 2 2029-04-16 Fixed 4.75000000 N N N N N N SOCIETE GENERALE O2RNE8IBXP4R0TD8PU41 000000000 220000.00000000 PA 151097.28000000 0.005747580412 Long DBT CORP FR N 2 2027-05-19 Fixed 5.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71643VAA3 1800000.00000000 PA USD 1560654.00000000 0.059365624321 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N GABON BLUE BOND MASTER N/A 000000000 7715000.00000000 PA USD 7790915.60000000 0.296358173321 Long DBT NUSS US N 2 2038-08-01 Fixed 6.09700000 N N N N N N SWEDISH EXPORT CREDIT 1FOLRR5RWTWWI397R131 000000000 43890000.00000000 PA 1414922.59000000 0.053822155917 Long DBT NUSS SE N 2 2032-03-30 None 0.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 3500000.00000000 PA 547573.60000000 0.020829119475 Long DBT NUSS CN N 2 2029-05-22 Fixed 4.29000000 N N N N N N KINGDOM OF SPAIN 9598007A56S18711AH60 000000000 16080000.00000000 PA 22501217.46000000 0.855922467439 Long DBT NUSS ES N 2 2029-04-06 Fixed 5.25000000 N N N N N N JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 000000000 27400000.00000000 NC USD -21803.83000000 -0.00082939458 N/A DIR CORP US N 2 JPMORGAN CHASE BANK, NATIONAL ASSOCIATION 7H6GLXDRUGQFU57RNE97 Long 2026-03-17 26868122.71000000 USD -21803.83000000 N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AH0 1090000.00000000 PA USD 933312.50000000 0.035502218460 Long DBT CORP CA Y 2 2028-01-30 Fixed 5.00000000 N N N N N N STATE OF MINAS GERAIS N/A 000000000 12546900.00000000 PA USD 12575381.46000000 0.478354184495 Long DBT CORP KY N 2 2028-02-15 Fixed 5.33300000 N N N N N N REALTY INCOME CORP 549300CUWDAUZSH43859 756109BU7 4400000.00000000 PA 5564713.62000000 0.211675809128 Long DBT CORP US N 2 2030-07-06 Fixed 4.87500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNX5 9000000.00000000 PA USD 8942343.75000000 0.340157279969 Long DBT UST US N 2 2030-08-31 Fixed 3.62500000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 5365000.00000000 PA 5946041.57000000 0.226181120250 Long DBT NUSS PH N 2 2029-02-03 Fixed 0.70000000 N N N N N N REPUBLIC OF PHILIPPINES 529900RAHBALMYIJ3T08 000000000 1350000.00000000 PA 1354956.40000000 0.051541105596 Long DBT NUSS PH N 2 2033-04-28 Fixed 1.20000000 N N N N N N CCO HLDGS LLC/CAP CORP N/A 1248EPCK7 723000.00000000 PA USD 662484.48000000 0.025200207578 Long DBT CORP US N 2 2031-02-01 Fixed 4.25000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 58900.53000000 0.002240513743 Long DBT NUSS ES N 2 2066-07-30 None 0.00000000 N N N N N N FHLMC Multifamily Structured P S6XOOCT0IEG5ABCC6L87 3137FVEE8 98777058.19000000 PA USD 4743155.80000000 0.180424620267 Long ABS-MBS USGSE US N 2 2030-06-25 Variable 1.36195700 N N N N N N Ally Bank Auto Credit-Linked N N/A 02007G4F7 2224805.64000000 PA USD 2246567.58000000 0.085457050035 Long ABS-O CORP US N 2 2032-09-15 Fixed 6.67800000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -237810.34000000 -0.00904605332 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 CHINA GOVERNMENT INTERNATIONAL BOND CHINA GOVERNMENT INTERNATIONAL BOND Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD -240384.13000000 N N N COMUNE DI MILANO 8156001967BDA37A6B23 000000000 6958000.00000000 PA 8407961.97000000 0.319829963347 Long DBT NUSS IT N 2 2035-06-29 Fixed 4.01900000 N N N N N N CANADIAN GOVERNMENT RRB 4BFD7AQU0A75QLAHK410 135087M43 236824.00000000 PA 112464.66000000 0.004278036486 Long DBT NUSS CA N 2 2054-12-01 Fixed 0.25000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410CC0 1492000.00000000 PA USD 1094246.38000000 0.041623972712 Long DBT NUSS IT N 2 2051-05-06 Fixed 3.87500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BE5 185000.00000000 PA USD 181300.00000000 0.006896459874 Long DBT CORP US N 2 2032-05-15 Fixed 6.62500000 N N N N N CALEDONIA GENERA N/A 129268AB4 8652198.77000000 PA USD 7667056.82000000 0.291646716584 Long DBT CORP US N 2 2034-02-28 Fixed 1.95000000 N N N N N N LOGICOR FINANCING SARL 254900IS16Q1A2TQFN22 000000000 4300000.00000000 PA 5023710.07000000 0.191096607392 Long DBT CORP LU N 2 2027-07-15 Fixed 1.62500000 N N N N N N (PIPA070) PGIM Core Government Money Market Fund N/A 000000000 50485003.40000000 NS USD 50485003.40000000 1.920396029931 Long STIV RF US N 1 N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 123893.95000000 0.004712794566 Long DBT NUSS RO N 2 2028-10-30 Fixed 8.75000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SY5 545000.00000000 PA USD 399553.13000000 0.015198577655 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AJ6 3250000.00000000 PA USD 2307500.00000000 0.087774854721 Long DBT CORP CA Y 2 2030-01-30 Fixed 5.25000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -56723.50000000 -0.00215770182 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 PENERBANGAN MALAYSIA BHD PENERBANGAN MALAYSIA BHD Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD -57295.45000000 N N N NRG ENERGY INC 5E2UPK5SW04M13XY7I38 629377CU4 650000.00000000 PA USD 714210.27000000 0.027167801815 Long DBT CORP US N 2 N/A Fixed 10.25000000 N N N N N N GAZPROM PJSC (GAZ FN) 213800UNP9N6BPNYMQ45 000000000 1410000.00000000 PA USD 1145625.00000000 0.043578360971 Long DBT CORP GB N 2 2027-06-29 Fixed 3.00000000 N N N N N N REGIAO AUTONOMA MADEIRA 549300NI7DXWFX27WX21 000000000 1000000.00000000 PA 951243.38000000 0.036184290134 Long DBT NUSS PT N 2 2034-12-04 Fixed 1.14100000 N N N N N N LAND NORDRHEIN-WESTFALEN 529900VWPV1LPOHGJ702 000000000 500000.00000000 PA 28285.93000000 0.001075966802 Long DBT NUSS DE N 2 2027-06-08 Fixed 7.50000000 N N N N N N VILLE DE PARIS 969500Y6KLTVY0FYAX02 000000000 2800000.00000000 PA 3123948.77000000 0.118831700734 Long DBT NUSS FR N 2 2031-05-25 Fixed 1.75000000 N N N N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBN9 1070000.00000000 PA 1265787.85000000 0.048149228447 Long DBT NUSS MX N 2 2034-03-19 Fixed 4.50000000 N N N N N N BONOS TESORERIA PESOS 549300FLZTJM5YJF8D34 000000000 505000000.00000000 PA 566015.81000000 0.021530641600 Long DBT NUSS CL N 2 2035-03-01 Fixed 5.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CNZ0 45621000.00000000 PA USD 45278842.50000000 1.722359186310 Long DBT UST US N 2 2032-09-30 Fixed 3.87500000 N N N N N N NEWELL BRANDS INC 549300LWGYFM1TVO1Z12 651229BF2 365000.00000000 PA USD 360661.31000000 0.013719174036 Long DBT CORP US N 2 2030-05-15 Fixed 6.37500000 N N N N N Wells Fargo Commercial Mortgag 5493007OD9MH69ES1S63 95000HBK7 20910000.00000000 PA USD 95023.40000000 0.003614589438 Long ABS-MBS CORP US N 2 2049-10-15 Variable 0.95848400 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -56215.20000000 -0.00213836663 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 UNITED MEXICAN STATES Mexico Government International Bond Y Default Event 2030-12-20 4227.20000000 USD 0.00000000 USD -9000000.00000000 USD -60442.40000000 N N N HONG KONG 549300DSMAD69T7GGN13 000000000 22000000.00000000 PA 3417474.19000000 0.129997096660 Long DBT NUSS HK N 2 2033-06-07 Fixed 3.30000000 N N N N N N DOMINICAN REPUBLIC 254900EHU7Q8FGVPI369 000000000 1000000.00000000 PA USD 958000.00000000 0.036441304798 Long DBT NUSS DO N 2 2032-09-23 Fixed 4.87500000 N N N N N N BAUSCH HEALTH COS INC B3BS7ACMDUWISF18KY76 071734AK3 25000.00000000 PA USD 19765.63000000 0.000751863619 Long DBT CORP CA Y 2 2029-02-15 Fixed 6.25000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810SX7 45110000.00000000 PA USD 28320621.88000000 1.077286444701 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N DIGICEL INTL FIN LTD Common Equity N/A 000000000 59495.00000000 NS USD 1085813.50000000 0.041303194893 Long EC CORP US N 2 N N N KRAFT HEINZ FOODS CO 5493003STKEZ2S0RNU91 50077LAZ9 15000.00000000 PA USD 12844.97000000 0.000488609046 Long DBT CORP US N 2 2049-10-01 Fixed 4.87500000 N N N N N N CITY OF TORONTO CANADA 54930037NB6NXS8EKP78 891288DP4 3000000.00000000 PA 1784631.29000000 0.067885483082 Long DBT NUSS CA N 2 2046-06-24 Fixed 3.25000000 N N N N N N ROMANIA GOVERNMENT BOND 315700IASY927EDWBK92 000000000 500000.00000000 PA 123822.69000000 0.004710083911 Long DBT NUSS RO N 2 2030-04-29 Fixed 8.00000000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 88033GDB3 280000.00000000 PA USD 280073.93000000 0.010653715500 Long DBT CORP US N 2 2027-11-01 Fixed 5.12500000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TD0 1000000.00000000 PA USD 604062.50000000 0.022977897369 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1.00000000 NC USD 152105.29000000 0.005785924044 N/A DFE CORP US N 2 BARCLAYS PLC 213800LBQA1Y9L22JB70 -3109867.92000000 USD 10106965.00000000 ILS 2026-03-18 152105.29000000 N N N ILE DE FRANCE MOBILITES 969500A5KNK9VZQKNQ79 000000000 1400000.00000000 PA 1465571.62000000 0.055748791345 Long DBT NUSS FR N 2 2032-02-16 Fixed 0.95000000 N N N N N N BELLIS ACQUISITION CO PL 259400CYE2267UB4A481 000000000 1625000.00000000 PA 1822909.85000000 0.069341558940 Long DBT CORP GB N 2 2031-07-01 Fixed 8.00000000 N N N N N N FREDDIE MAC S6XOOCT0IEG5ABCC6L87 313400624 10000.00000000 NS USD 119100.00000000 0.004530437788 Long EP USGSE US N 1 N N KINGDOM OF DENMARK 549300PTO6LS1PTM6607 000000000 4300000.00000000 PA 642753.41000000 0.024449658584 Long DBT NUSS DK N 2 2029-11-15 Fixed 0.50000000 N N N N N N KOREA DEVELOPMENT BANK 549300ML2LNRZUCS7149 000000000 6000000.00000000 PA 866303.07000000 0.032953250753 Long DBT NUSS KR N 2 2026-07-31 Fixed 3.00000000 N N N N N N NTPC LTD 335800Q4TRGJXNLVMB81 000000000 12350000.00000000 PA 14614186.08000000 0.555908151701 Long DBT CORP IN N 2 2027-02-01 Fixed 2.75000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AD6 75000.00000000 PA USD 72496.48000000 0.002757689274 Long DBT CORP US N 2 2030-01-31 Fixed 4.12500000 N N N N N N US BANCORP N1GZ7BBF3NP8GI976H15 902973BC9 18150000.00000000 PA USD 17875762.59000000 0.679975065820 Long DBT CORP US N 2 N/A Fixed 3.70000000 N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 862000.00000000 PA 715514.64000000 0.027217418668 Long DBT NUSS ES N 2 2036-07-30 None 0.00000000 N N N N N N REPUBLIC OF SLOVENIA 485100000LWQHIX4XX88 000000000 3200000.00000000 PA USD 3318400.00000000 0.126228419462 Long DBT NUSS SI N 2 2033-09-19 Fixed 5.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -14.00000000 NC 59064.90000000 0.002246766204 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2026-03-06 -1841379.45000000 USD 59064.90000000 N N N DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 000000000 1.00000000 NC USD -81225.49000000 -0.00308973156 N/A DCR CORP DE N 2 DEUTSCHE BANK AKTIENGESELLSCHAFT 7LTWFZYICNSX8D621K86 REPUBLIC OF INDONESIA REPUBLIC OF INDONESIA Y Default Event 2030-12-20 3287.82000000 USD 0.00000000 USD -7000000.00000000 USD -84513.31000000 N N N BANGKO PILIPINAS BOND 4IDQTQC5NXVM3WSFHR30 059891AA9 3560000.00000000 PA USD 3775130.80000000 0.143601975092 Long DBT NUSS PH N 2 2027-06-15 Fixed 8.60000000 N N N N N N MEDLINE BORROWER LP 254900QT3R363TVK6F09 62482BAA0 1800000.00000000 PA USD 1762012.04000000 0.067025070781 Long DBT CORP US N 2 2029-04-01 Fixed 3.87500000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 275674.78000000 0.010486376496 Long DBT NUSS PL N 2 2026-10-25 Fixed 0.25000000 N N N N N N ROMANIA 315700IASY927EDWBK92 000000000 700000.00000000 PA 827363.63000000 0.031472035720 Long DBT NUSS RO N 2 2028-05-26 Fixed 2.87500000 N N N N N N REPUBLIC OF SERBIA 254900W94OCY91V32O78 000000000 15595000.00000000 PA 18461871.77000000 0.702270037922 Long DBT NUSS RS N 2 2027-05-15 Fixed 3.12500000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 000000000 6000000.00000000 PA 776341.83000000 0.029531220516 Long DBT CORP US N 2 2028-09-28 Fixed 3.79000000 N N N N N N LAMB WESTON HLD 5493005SMYID1D2OY946 513272AE4 1650000.00000000 PA USD 1572072.00000000 0.059799952941 Long DBT CORP US N 2 2032-01-31 Fixed 4.37500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 199408.00000000 PA 244473.34000000 0.009299506783 Long DBT NUSS GR N 2 2035-02-24 Variable 4.30000000 N N N N N N Freddie Mac - STACR 5493000ISU5NYXNHD479 35564KHE2 381034.64000000 PA USD 382451.86000000 0.014548063466 Long ABS-MBS CORP US N 2 2034-01-25 Floating 5.34728000 N N N N N N FRANCE (GOVT OF) 969500KCGF3SUYJHPV70 000000000 105513.00000000 PA 106025.63000000 0.004033102608 Long DBT NUSS FR N 2 2039-03-01 Fixed 0.55000000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 104687.32000000 0.003982194714 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 FED REPUBLIC OF BRAZIL Brazilian Government International Bond Y Default Event 2030-12-20 2573.79000000 USD 0.00000000 USD -9000000.00000000 USD 102113.53000000 N N N ORGANON & CO/ORGANON FOR N/A 68622TAB7 525000.00000000 PA USD 476597.08000000 0.018129247869 Long DBT CORP US N 2 2031-04-30 Fixed 5.12500000 N N N N N N BANCO SANTANDER SA 5493006QMFDDMYWIAM13 05971KAG4 600000.00000000 PA USD 546379.98000000 0.020783715435 Long DBT CORP ES N 2 2030-12-03 Fixed 2.74900000 N N N N N N CLUE OPCO LLC N/A 36267QAA2 2286000.00000000 PA USD 2425945.38000000 0.092280391459 Long DBT CORP US N 2 2031-10-15 Fixed 9.50000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 438400.00000000 PA 476737.37000000 0.018134584351 Long DBT NUSS ES N 2 2029-07-30 None 0.00000000 N N N N N N CHINA DEVELOPMENT BANK 300300C1020111000029 000000000 16000000.00000000 PA 2353861.46000000 0.089538395530 Long DBT NUSS CN N 2 2027-01-19 Fixed 4.20000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TF5 56495000.00000000 PA USD 41435551.56000000 1.576164471722 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N PROVINCE OF ALBERTA LQPXMHHNJKIPJYE53543 013051DY0 3500000.00000000 PA 2009855.69000000 0.076452780585 Long DBT NUSS CA N 2 2048-12-01 Fixed 3.05000000 N N N N N N LEVEL 3 FINANCING INC 254900AE5FEFIJOXWL19 527298CN1 1800000.00000000 PA USD 1865359.79000000 0.070956309673 Long DBT CORP US N 2 2034-03-31 Fixed 7.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 106391.95000000 0.004047037033 Long DBT NUSS GB N 2 2044-01-22 Fixed 3.25000000 N N N N N N Towd Point Mortgage Trust N/A 89182JAA9 312449.61000000 PA USD 315399.48000000 0.011997461987 Long ABS-MBS CORP US N 2 2064-02-25 Variable 6.12500000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 24833000.00000000 OU Other USD 0.00000000 0.000000 N/A DIR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 Call Purchased BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Performance Leg 2026-05-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 24833000.00000000 USD 1.30300000 USD 2026-05-13 XXXX -18003.93000000 N N N BANK OF AMERICA CORP 9DJT3UXIJIZJI4WXO774 06051GJT7 6950000.00000000 PA USD 6372556.45000000 0.242405294303 Long DBT CORP US N 2 2032-04-22 Fixed 2.68700000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325EF8 1600000.00000000 PA USD 1721600.00000000 0.065487839605 Long DBT NUSS CO N 2 2033-04-20 Fixed 8.00000000 N N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 71500000.00000000 PA 12716964.69000000 0.483739860527 Long DBT NUSS CN N 2 2043-06-29 Fixed 3.95000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 73015AAA5 5077432.91000000 PA USD 5132732.25000000 0.195243695588 Long ABS-MBS CORP US N 2 2033-05-25 Floating 7.19728000 N N N N N N ZAIS CLO 3, LTD 549300SYHU0CNKIXQ691 98887HAL8 8500000.00000000 PA USD 8513380.70000000 0.323839980123 Long ABS-CBDO CORP KY N 2 2031-07-15 Floating 6.12380000 N N N N N N Freddie Mac - STACR 5493000IT2BRJ2Q9YQ96 35565TBD0 595000.00000000 PA USD 651469.90000000 0.024781224627 Long ABS-MBS CORP US N 2 2050-11-25 Floating 7.69728000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 862000.00000000 PA 652791.85000000 0.024831510204 Long DBT NUSS ES N 2 2038-07-30 None 0.00000000 N N N N N N BERKSHIRE HATHAWAY INC 5493000C01ZX7D35SD85 000000000 100000000.00000000 PA 543247.42000000 0.020664556172 Long DBT CORP US N 2 2034-09-13 Fixed 0.78700000 N N N N N N VOLKSWAGEN BANK GMBH 529900GJD3OQLRZCKW37 000000000 11000000.00000000 PA 13749702.02000000 0.523024094160 Long DBT CORP DE N 2 2031-05-03 Fixed 4.62500000 N N N N N N INTL BK RECON & DEVELOP ZTMSNXROF84AHWJNKQ93 000000000 4000.00000000 PA USD 4041.52000000 0.000153735137 Long DBT NUSS N/A N 2 2026-05-31 Floating 2.33000000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 27132.16000000 0.001032078614 N/A DCR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 IHS MARKIT LTD CMBX.NA.AAA.18 Y Default Event 2057-12-17 0.00000000 USD -10584.78000000 USD 9000000.00000000 USD 37716.94000000 N N N UNITED MEXICAN STATES 254900EGTWEU67VP6075 91087BBM1 1020000.00000000 PA 1208423.82000000 0.045967161535 Long DBT NUSS MX N 2 2029-09-19 Fixed 3.50000000 N N N N N N INTL FINANCE CORP QKL54NQY28TCDAI75F60 000000000 44300000.00000000 PA 2477717.56000000 0.094249750323 Long DBT NUSS N/A N 2 2028-04-06 Fixed 7.02000000 N N N N N N VERIZON COMMUNICATIONS 2S72QS2UO2OESLG6Y829 000000000 1600000.00000000 PA 1003894.82000000 0.038187095116 Long DBT CORP US N 2 2030-05-06 Fixed 2.65000000 N N N N N N LLOYDS BANKING GROUP PLC 549300PPXHEU2JF0AM85 000000000 120000.00000000 PA USD 125101.34000000 0.004758722402 Long DBT CORP GB N 2 N/A Fixed 6.41300000 N N N N N N Freddie Mac - STACR 5493000ISE4NWBTOSK36 35564KNS4 2350000.00000000 PA USD 2380103.50000000 0.090536614923 Long ABS-MBS CORP US N 2 2041-12-25 Floating 6.04728000 N N N N N N LIBERTY MUTUAL GROUP INC QUR0DG15Z6FFGYCHH861 53079EBJ2 90000.00000000 PA USD 66726.29000000 0.002538197361 Long DBT CORP US N 2 2050-10-15 Fixed 3.95100000 N N N N N N MORGAN GUARANTY TRUST CO N/A 000000000 1174939.44000000 PA 1346906.15000000 0.051234882617 Long DBT CORP US N 2 2027-01-21 None 0.00000000 N N N N N N UNITED KINGDOM GILT ECTRVYYCEF89VWYS6K36 000000000 100000.00000000 PA 63347.76000000 0.002409681660 Long DBT NUSS GB N 2 2057-07-22 Fixed 1.75000000 N N N N N N EMIRATES NBD BANK PJSC 54930029BCN8HF3B1286 000000000 7000000.00000000 PA 1037185.28000000 0.039453428936 Long DBT CORP AE N 2 2028-07-13 Fixed 3.67000000 N N N N N N POLAND GOVERNMENT BOND 259400R9L8QEP0TPXS31 000000000 1000000.00000000 PA 276808.33000000 0.010529495536 Long DBT NUSS PL N 2 2028-04-25 Fixed 2.75000000 N N N N N N BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 000000000 1.00000000 NC USD -8625.58000000 -0.00032810792 N/A DCR CORP GB N 2 BARCLAYS BANK PLC G5GSEF7VJP5I7OUK5573 NORWAY GOVERNMENT BOND NORWAY GOVERNMENT BOND Y Default Event 2026-12-20 0.00000000 USD -10977.59000000 USD 25000000.00000000 USD 2352.01000000 N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 158339.00000000 PA 195288.46000000 0.007428566069 Long DBT NUSS GR N 2 2032-02-24 Variable 4.30000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 862000.00000000 PA 683990.12000000 0.026018259334 Long DBT NUSS ES N 2 2037-07-30 None 0.00000000 N N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69391NAA9 4680782.06000000 PA USD 4727379.71000000 0.179824514522 Long ABS-MBS CORP US N 2 2027-03-29 Floating 7.04227000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAX7 955000.00000000 PA USD 674475.63000000 0.025656338217 Long DBT CORP CA N 2 2052-02-15 Fixed 3.75000000 N N N N N N AMERICAN HONDA FINANCE B6Q2VFHD1797Q7NZ3E43 026657BG0 6600000.00000000 PA 7902149.41000000 0.300589389578 Long DBT CORP US N 2 2031-06-27 Fixed 3.50000000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 2100000.00000000 PA 2030825.20000000 0.077250438524 Long DBT NUSS ES N 2 2033-01-31 None 0.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QAM4 6378000.00000000 PA USD 6700025.22000000 0.254861859292 Long DBT CORP MX N 2 2027-09-15 Fixed 9.50000000 N N N N N GOLDMAN SACHS GROUP INC 784F5XWPLTWKTBV3E584 38141GYB4 9660000.00000000 PA USD 8794917.18000000 0.334549329475 Long DBT CORP US N 2 2032-04-22 Fixed 2.61500000 N N N N N N GACI FIRST INVESTMENT 558600TU1PWGNLZ3XM88 000000000 4446000.00000000 PA 5182780.63000000 0.197147482926 Long DBT CORP KY N 2 2032-10-14 Fixed 3.37500000 N N N N N N COLUMBIA PIPELINES OPCO N/A 19828TAB2 2040000.00000000 PA USD 2177730.13000000 0.082838546385 Long DBT CORP US Y 2 2033-11-15 Fixed 6.03600000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD -22992.22000000 -0.00087459968 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 KINGDOM OF MOROCCO Morocco Government International Bond Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD -23564.17000000 N N N REPUBLIC OF PERU 254900STKLK2DBJJZ530 000000000 9408000.00000000 PA 11416627.40000000 0.434276407995 Long DBT NUSS PE N 2 2030-03-01 Fixed 3.75000000 N N N N N N BONOS Y OBLIG DEL ESTADO 9598007A56S18711AH60 000000000 7225000.00000000 PA 7647072.48000000 0.290886533468 Long DBT NUSS ES N 2 2035-07-30 Fixed 1.85000000 N N N N N N ITALY GOV'T INT BOND 815600DE60799F5A9309 465410BG2 5900000.00000000 PA USD 6218532.74000000 0.236546395595 Long DBT NUSS IT N 2 2033-06-15 Fixed 5.37500000 N N N N N N CENOVUS ENERGY INC 549300F4XPHJ7NOSP309 15135UAW9 1340000.00000000 PA USD 1195936.06000000 0.045492140378 Long DBT CORP CA N 2 2032-01-15 Fixed 2.65000000 N N N N N CHINA GOVERNMENT BOND 300300CHN201808MOF68 000000000 16000000.00000000 PA 2719074.49000000 0.103430712172 Long DBT NUSS CN N 2 2036-07-04 Fixed 3.90000000 N N N N N N GS Mortgage Securities Trust N/A 36253GAH5 83262000.00000000 PA USD 49.96000000 0.000001900425 Long ABS-MBS CORP US N 2 2047-09-10 Variable 0.02100000 N N N N N N CITIGROUP GLOBAL MARKETS 82VOJDD5PTRDMVVMGV31 17330RZL2 885000.00000000 PA USD 876610.36000000 0.033345329142 Long DBT CORP US N 2 2057-10-20 Floating 3.75009000 N N N N N N Cantor Commercial Real Estate N/A 12529WAN6 9086471.94000000 PA USD 9039981.01000000 0.343871297872 Long ABS-MBS CORP US N 2 2052-04-15 Variable 2.84000000 N N N N N N NEW ZEALAND GOVERNMENT 549300237GPHG2AI7C34 000000000 8000000.00000000 PA 4490750.81000000 0.170823401924 Long DBT NUSS NZ N 2 2028-05-15 Fixed 0.25000000 N N N N N N UBS GROUP AG 549300SZJ9VS8SGXAN81 225401AP3 1925000.00000000 PA USD 1903953.40000000 0.072424369699 Long DBT CORP CH Y 2 2031-04-01 Fixed 4.19400000 N N N N N N BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 000000000 1.00000000 NC USD 29982.91000000 0.001140518123 N/A DCR CORP US N 2 BANK OF AMERICA, NATIONAL ASSOCIATION B4TYDEB6GKMZO031MB27 DOMINICAN REPUBLIC Dominican Republic International Bond Y Default Event 2030-12-20 571.95000000 USD 0.00000000 USD -2000000.00000000 USD 29410.96000000 N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAG2 1300000.00000000 PA USD 1299045.28000000 0.049414305841 Long DBT CORP US Y 2 2026-04-15 Fixed 4.37500000 N N N N N N HELLENIC REPUBLIC 2138003EKTMKZ5598902 000000000 99255.00000000 PA 119580.66000000 0.004548721585 Long DBT NUSS GR N 2 2027-02-24 Variable 4.30000000 N N N N N N BUONI POLIENNALI DEL TES 815600DE60799F5A9309 000000000 250000.00000000 PA 317502.34000000 0.012077452553 Long DBT NUSS IT N 2 2034-03-01 Fixed 4.20000000 N N N N N N DEUTSCHLAND I/L BOND 529900AQBND3S6YJLY83 000000000 130412.00000000 PA 121612.33000000 0.004626004159 Long DBT NUSS DE N 2 2046-04-15 Fixed 0.10000000 N N N N N N LIFEPOINT HEALTH INC 549300G8ZVHRTBBBSZ90 53219LAU3 3000000.00000000 PA USD 2914707.88000000 0.110872399013 Long DBT CORP US N 2 2029-01-15 Fixed 5.37500000 N N N N N N LINE ONE PERU METRO EXPA N/A 53566TAB7 1258111.95000000 PA USD 1223855.07000000 0.046554149932 Long DBT CORP KY N 2 2033-04-10 Fixed 4.73700000 N N N N N N MAGYAR EXPORT-IMPORT BAN 529900O4UGETQ9Q3AA63 000000000 3600000.00000000 PA 4564858.71000000 0.173642387907 Long DBT NUSS HU N 2 2029-05-16 Fixed 6.00000000 N N N N N N US TREASURY N/B 254900HROIFWPRGM1V77 912810TB4 1000000.00000000 PA USD 550468.75000000 0.020939247913 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N DEUTSCHE BANK AG 7LTWFZYICNSX8D621K86 000000000 4000000.00000000 PA 4790823.41000000 0.182237845638 Long DBT CORP DE N 2 2032-06-24 Fixed 4.00000000 N N N N N N DEUTSCHE BAHN AG 52990063S23N13HU4E98 000000000 1000000.00000000 PA 605156.49000000 0.023019511589 Long DBT CORP DE N 2 2030-07-08 Fixed 1.98700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 1.00000000 NC USD 63554.91000000 0.002417561426 N/A DFE CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 -1251928.97000000 USD 1149859200.00000000 CLP 2026-03-18 63554.91000000 N N N BARCLAYS PLC 213800LBQA1Y9L22JB70 000000000 1000000.00000000 PA 698192.12000000 0.026558488364 Long DBT CORP GB N 2 2028-06-15 Fixed 5.24400000 N N N N N N BPIFRANCE SACA 969500STN7T9MRUMJ267 000000000 1500000.00000000 PA 1570149.52000000 0.059726823839 Long DBT NUSS FR N 2 2031-07-22 Fixed 0.62500000 N N N N N N DIGICEL GROUP HOLDINGS N/A 25381HAD0 351193.53000000 PA USD 35.12000000 0.000001335927 Long DBT CORP BM Y 2 2030-12-31 None 0.00000000 N N N N N N WELLS FARGO & COMPANY PBLD0EJDB5FWOLXP3B76 949746SE2 1458000.00000000 PA 1012022.71000000 0.038496271438 Long DBT CORP US N 2 2026-07-27 Fixed 3.70000000 N N N N N N Fannie Mae - CAS N/A 20754KAF8 260000.00000000 PA USD 264682.99000000 0.010068260452 Long ABS-MBS CORP US N 2 2041-11-25 Floating 6.99728000 N N N N N N KB HOME 549300LGUCWQURMWLG09 48666KAX7 1650000.00000000 PA USD 1679741.21000000 0.063895575591 Long DBT CORP US N 2 2027-06-15 Fixed 6.87500000 N N N N N N UNITED AIRLINES INC K1OQBWM7XEOO08LDNP29 90932LAH0 950000.00000000 PA USD 949068.15000000 0.036101546690 Long DBT CORP US Y 2 2029-04-15 Fixed 4.62500000 N N N N N N TIME WARNER CABLE LLC 549300U5NFR7S6E3GM41 88732JAJ7 20000.00000000 PA USD 20222.19000000 0.000769230677 Long DBT CORP US N 2 2037-05-01 Fixed 6.55000000 N N N N N N HONEYWELL INTERNATIONAL ISRPG12PN4EIEOEMW547 438516CP9 4900000.00000000 PA 5937505.87000000 0.225856431267 Long DBT CORP US N 2 2032-05-17 Fixed 3.75000000 N N N N N N LINE ONE PERU METRO EXPA N/A 53566TAA9 1500342.34000000 PA USD 1461249.72000000 0.055584390849 Long DBT CORP KY N 2 2033-01-10 Fixed 4.73700000 N N N N N N CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 49665000.00000000 OU Other USD 0.00000000 0.000000 N/A DIR CORP US N 2 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 Call Purchased CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 CITIBANK, NATIONAL ASSOCIATION E57ODZWZ7FF32TWEFA76 000000000 0.00000000 NC USD 0.00000000 0.00000000 DIR CORP US Performance Leg 2026-05-13 0.00000000 USD 0.00000000 USD 0.00000000 USD 49665000.00000000 USD 1.30300000 USD 2026-05-13 XXXX -37248.75000000 N N N CZECH REPUBLIC 3157007EFDLQABN47912 000000000 115000000.00000000 PA 4799449.31000000 0.182565965733 Long DBT NUSS CZ N 2 2033-10-13 Fixed 2.00000000 N N N N N N AFLAC INC 549300N0B7DOGLXWPP39 001055AZ5 100000000.00000000 PA 605096.73000000 0.023017238382 Long DBT CORP US N 2 2029-12-17 Fixed 0.50000000 N N N N N N LANDSVIRKJUN 213800Z3CFZOLXPJWN61 000000000 5600000.00000000 PA 6601915.88000000 0.251129883966 Long DBT NUSS IS N 2 2026-07-24 Floating 2.12000000 N N N N N N EMPRESA DE TRANSPORTE ME 959800T4M5QUPYMSCH69 000000000 800000.00000000 PA 1033439.23000000 0.039310933164 Long DBT CORP CL N 2 2033-10-07 Fixed 1.39750000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 176364.97000000 0.006708736563 Long DBT NUSS ES N 2 2043-07-30 None 0.00000000 N N N N N N Evergreen Credit Card Trust 5493002G9KVV6J3CNU15 30023JCT3 5600000.00000000 PA USD 5635804.16000000 0.214380017934 Long ABS-O CORP CA N 2 2028-10-15 Fixed 5.64000000 N N N N N N Freddie Mac - STACR 5493000ISHRHX47NOH65 35564KJP5 3350000.00000000 PA USD 3372856.38000000 0.128299882449 Long ABS-MBS CORP US N 2 2041-09-25 Floating 5.79728000 N N N N N N COMISION FEDERAL DE ELEC 4469000001BFPONMPF32 000000000 9330000.00000000 PA USD 8793525.00000000 0.334496372423 Long DBT CORP MX N 2 2036-09-29 Fixed 5.00000000 N N N N N N NXP BV/NXP FDG/NXP USA N/A 62954HAY4 725000.00000000 PA USD 698936.25000000 0.026586794281 Long DBT CORP N/A N 2 2030-05-01 Fixed 3.40000000 N N N N N PMT CREDIT RISK TRANSFER TRUST N/A 69392AAA6 4026875.77000000 PA USD 4082029.07000000 0.155276060060 Long ABS-MBS CORP US N 2 2028-09-27 Floating 6.79227000 N N N N N N DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 000000000 1.00000000 NC USD -58015.10000000 -0.00220683292 N/A DCR CORP US N 2 DEUTSCHE BANK SECURITIES INC. 9J6MBOOO7BECTDTUZW19 REPUBLIC OF PHILIPPINES Philippine Government International Bond Y Default Event 2030-12-20 1409.07000000 USD 0.00000000 USD -3000000.00000000 USD -59424.17000000 N N N US TREASURY N/B 254900HROIFWPRGM1V77 91282CDY4 1415000.00000000 PA USD 1258686.72000000 0.047879108987 Long DBT UST US N 2 2032-02-15 Fixed 1.87500000 N N N N N N Towd Point Mortgage Trust N/A 89183CAA3 441557.85000000 PA USD 444390.05000000 0.016904126577 Long ABS-MBS CORP US N 2 2064-01-25 Variable 5.84800000 N N N N N N POWER FINANCE CORP LTD 3358003Q6D9LIJJZ1614 000000000 6419000.00000000 PA 7317574.34000000 0.278352773395 Long DBT CORP IN N 2 2028-09-21 Fixed 1.84100000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 3137000.00000000 PA USD 2701741.25000000 0.102771374090 Long DBT CORP MX N 2 2047-07-31 Fixed 5.50000000 N N N N N N CITIGROUP INC 6SHGI4ZSSLCXXQSBB395 17327CBC6 179000.00000000 PA USD 182913.78000000 0.006957846355 Long DBT CORP US N 2 N/A Fixed 6.87500000 N N N N N N BON Y OBLIG ESTADO STRIP 9598007A56S18711AH60 000000000 300000.00000000 PA 159581.98000000 0.006070329408 Long DBT NUSS ES N 2 2045-07-30 None 0.00000000 N N N N N N METLIFE INC C4BXATY60WC6XEOZDX54 59156R876 38476.00000000 NS USD 926502.08000000 0.035243157300 Long EP CORP US N 1 N N N CAISSE FRANCAISE DE FIN 549300E6W08778I4OW85 000000000 28712000.00000000 PA 21505826.75000000 0.818058859655 Long DBT NUSS FR N 2 2029-03-09 Fixed 4.68000000 N N N N N N JAPAN (20 YEAR ISSUE) 353800WZS8AXZXFUC241 000000000 377000000.00000000 PA 2026171.10000000 0.077073401492 Long DBT NUSS JP N 2 2044-06-20 Fixed 1.90000000 N N N N N N MEXICO CITY ARPT TRUST N/A 000000000 389000.00000000 PA USD 380624.83000000 0.014478565181 Long DBT CORP MX N 2 2028-04-30 Fixed 3.87500000 N N N N N N 2026-03-30 Prudential Global Total Return Fund, Inc. Christian J. Kelly Christian J. Kelly Chief Financial Officer XXXX