Q4 2023 Holdings
Filed 2024-02-14 | 4 holdings | $1.3B | 13F-HR | View on SEC ↗ · Holdings Table ↗
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| Issuer | Class | CUSIP | Value ↓ | Shares | % Portfolio |
|---|---|---|---|---|---|
| Ishares TR(EMB) | JPMORGAN USD EMG | 464288281 | $583.6M | 6,552,802 | 43.9% |
| Ishares TR(LQD)Put | IBOXX INV CP ETF | 464287242 | $298.8M | 2,700,000 | 22.5% |
| Ishares TR(EMB)Call | JPMORGAN USD EMG | 464288281 | $285.9M | 3,210,000 | 21.5% |
| Ishares TR(EMB)Put | JPMORGAN USD EMG | 464288281 | $160.3M | 1,800,000 | 12.1% |