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Y sell protection 2027-12-20 36668.35000000 USD 0.00000000 USD 3700000.00000000 USD -1389.13000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 21600000.00000000 OU Notional Amount USD 252129.77000000 0.000528841031 N/A DCR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Chile Government International Bonds Chile Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -186287.51000000 USD 21600000.00000000 USD 438417.28000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 20976000.00000000 OU Notional Amount USD 110152.30000000 0.000231043942 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -561873.27000000 USD 20976000.00000000 USD 672025.57000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 18974000.00000000 OU Notional Amount USD 99639.10000000 0.000208992553 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -508246.72000000 USD 18974000.00000000 USD 607885.82000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 5000000.00000000 OU Notional Amount USD 26256.75000000 0.000055073412 N/A DCR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Colombia Government International Bonds Colombia Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -133962.53000000 USD 5000000.00000000 USD 160219.28000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 44900000.00000000 OU Notional Amount USD 446987.17000000 0.000937553530 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 Boeing Co. 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Y sell protection 2027-12-20 431826.93000000 USD 0.00000000 USD 44900000.00000000 USD 15160.24000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 30200000.00000000 OU Notional Amount USD 352514.77000000 0.000739398106 N/A DCR US N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 Chile Government International Bonds Chile Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -264039.66000000 USD 30200000.00000000 USD 616554.43000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 38500000.00000000 OU Notional Amount USD 449397.97000000 0.000942610172 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 Chile Government International Bonds Chile Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -346100.36000000 USD 38500000.00000000 USD 795498.33000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 500000.00000000 OU Notional Amount USD 4540.94000000 0.000009524600 N/A DCR US N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 Mexico Government International Bonds Mexico Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -4864.83000000 USD 500000.00000000 USD 9405.77000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 11500000.00000000 OU Notional Amount USD 118649.18000000 0.000248866108 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 Peru Government International Bonds Peru Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -84421.37000000 USD 11500000.00000000 USD 203070.55000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 46900000.00000000 OU Notional Amount USD 547448.43000000 0.001148270561 N/A DCR US N 2 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 Chile Government International Bonds Chile Government International Bonds Y sell protection 2027-12-20 0.00000000 USD -459374.28000000 USD 46900000.00000000 USD 1006822.71000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 20400000.00000000 OU Notional Amount USD 185183.99000000 0.000388422566 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 AT&T, Inc. 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Y sell protection 2031-06-20 323055.64000000 USD 0.00000000 USD 21250000.00000000 USD 49132.25000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 807185000.00000000 OU Notional Amount USD 17720714.41000000 0.037169116881 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 CDX.NA.IG.S46 2I65BYEJ0 Y sell protection 2031-06-20 16644738.39000000 USD 0.00000000 USD 807185000.00000000 USD 1075976.02000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 111625000.00000000 OU Notional Amount 2860455.56000000 0.005999792366 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 iTraxx Europe S45 2I666VDN2 Y sell protection 2031-06-20 2190999.23000000 EUR 0.00000000 EUR 111625000.00000000 EUR 294403.49000000 N N N Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 000000000 1800000.00000000 OU Notional Amount USD 20591.48000000 0.000043190534 N/A DCR US N 2 Intercontinental Exchange, Inc. 5493000F4ZO33MV32P92 MetLife, Inc. 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Y sell protection 2031-06-20 15613.53000000 USD 0.00000000 USD 4100000.00000000 USD 14628.59000000 N N N Barclays Bank PLC G5GSEF7VJP5I7OUK5573 000000000 2700000.00000000 OU Notional Amount USD -306918.33000000 -0.00064375978 N/A DCR GB N 3 Barclays Bank PLC G5GSEF7VJP5I7OUK5573 SW Finance I PLC SW Finance I PLC Y sell protection 2035-06-20 0.00000000 USD -323692.27000000 USD 2700000.00000000 USD 16773.94000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 60240762.32000000 OU Notional Amount 4990602.77000000 0.010467766331 N/A DCR XX N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iTraxx Europe Crossover S38 2I667KLC0 Y sell protection 2027-12-20 2939220.72000000 EUR 0.00000000 EUR 60240762.32000000 EUR 2204495.21000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 9498584.06000000 OU Notional Amount 1698915.81000000 0.003563468088 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 iTraxx Europe Crossover S42 2I667KKW7 Y sell protection 2029-12-20 1308473.49000000 EUR 0.00000000 EUR 9498584.06000000 EUR 316288.87000000 N N N BNP Paribas SA R0MUWSFPU8MPRO8K5P83 000000000 195120000.00000000 OU Notional Amount 41216167.74000000 0.086450722058 N/A DCR FR N 2 BNP Paribas SA R0MUWSFPU8MPRO8K5P83 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 33834735.27000000 EUR 0.00000000 EUR 195120000.00000000 EUR 1822763.45000000 N N N Citibank NA E57ODZWZ7FF32TWEFA76 000000000 76190000.00000000 OU Notional Amount 16093992.52000000 0.033757075207 N/A DCR US N 2 Citibank NA E57ODZWZ7FF32TWEFA76 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 13298136.61000000 EUR 0.00000000 EUR 76190000.00000000 EUR 834460.21000000 N N N Bank of America NA B4TYDEB6GKMZO031MB27 000000000 121100000.00000000 OU Notional Amount 25580555.11000000 0.053655096559 N/A DCR US N 2 Bank of America NA B4TYDEB6GKMZO031MB27 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 20653810.38000000 EUR 0.00000000 EUR 121100000.00000000 EUR 1650574.98000000 N N N Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 000000000 18680000.00000000 OU Notional Amount 3945869.28000000 0.008276442646 N/A DCR US N 2 Morgan Stanley Capital Services LLC I7331LVCZKQKX5T7XV54 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 3258231.10000000 EUR 0.00000000 EUR 18680000.00000000 EUR 158554.55000000 N N N JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 000000000 206220000.00000000 OU Notional Amount 43560875.93000000 0.091368736690 N/A DCR US N 2 JPMorgan Chase Bank NA 7H6GLXDRUGQFU57RNE97 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 35254486.26000000 EUR 0.00000000 EUR 206220000.00000000 EUR 2723292.51000000 N N N Goldman Sachs International W22LROWP2IHZNBB6K528 000000000 62730000.00000000 OU Notional Amount 13250769.79000000 0.027793428622 N/A DCR GB N 2 Goldman Sachs International W22LROWP2IHZNBB6K528 iTraxx Europe Crossover S44 2I667KMH8 Y sell protection 2030-12-20 10772889.17000000 EUR 0.00000000 EUR 62730000.00000000 EUR 760575.84000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 1740480.00000000 OU Notional Amount USD 922.30000000 0.000001934520 N/A DCR GB N 3 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-07-06 0.00000000 USD 0.00000000 USD 1740480.00000000 USD 922.30000000 N N N Deutsche Bank AG 7LTWFZYICNSX8D621K86 000000000 758520.00000000 OU Notional Amount USD 416.64000000 0.000000873900 N/A DCR GB N 3 Deutsche Bank AG 7LTWFZYICNSX8D621K86 Petroleos Mexicanos Petroleos Mexicanos Y sell protection 2026-07-06 0.00000000 USD 0.00000000 USD 758520.00000000 USD 416.64000000 N N N LCH Ltd. 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