0001752724-23-139593.txt : 20230622
0001752724-23-139593.hdr.sgml : 20230622
20230622132559
ACCESSION NUMBER: 0001752724-23-139593
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230428
FILED AS OF DATE: 20230622
DATE AS OF CHANGE: 20230622
PERIOD START: 20231031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL INVESTMENT PORTFOLIOS 9
CENTRAL INDEX KEY: 0001070287
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-09101
FILM NUMBER: 231032588
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102-4077
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
STREET 2: 17TH FLOOR
CITY: NEWARK
STATE: NJ
ZIP: 07102-4077
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL INVESTMENT PORFOLIOS 9
DATE OF NAME CHANGE: 20100217
FORMER COMPANY:
FORMER CONFORMED NAME: DRYDEN TAX-MANAGED FUNDS
DATE OF NAME CHANGE: 20070801
FORMER COMPANY:
FORMER CONFORMED NAME: DRYDEN TAX MANAGED FUNDS
DATE OF NAME CHANGE: 20030716
0001070287
S000055822
PGIM International Bond Fund
C000175781
Class A
PXBAX
C000175782
Class C
PXBCX
C000175783
Class R6
PXBQX
C000175784
Class Z
PXBZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001070287
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S000055822
C000175784
C000175782
C000175783
C000175781
Prudential Investment Portfolios 9
811-09101
0001070287
5493006TC8ECBK1GPV34
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM International Bond Fund
S000055822
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2023-10-31
2023-04-28
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28520526.69
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0.00000000
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0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
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CNY
EUR
GBP
JPY
USD
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PGIM International Bond Fund - ExDerivatives
N/A
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
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-0.00523349381
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-04-03
0.00000000
USD
0.00000000
USD
-27100000.00000000
HUF
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N
N
N
ABU DHABI NATIONAL ENERG
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Abu Dhabi National Energy Co PJSC
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PA
108213.47000000
0.379423112259
Long
DBT
CORP
AE
N
2
2024-05-02
Fixed
2.75000000
N
N
N
N
N
N
UNITED GROUP BV
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United Group BV
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PA
191002.00000000
0.669700114854
Long
DBT
CORP
NL
N
2
2026-02-15
Fixed
3.12500000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
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Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
60000.00000000
PA
USD
59009.14000000
0.206900597038
Long
DBT
CORP
US
Y
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
KINGDOM OF SPAIN
9598007A56S18711AH60
Spain Government International Bond
000000000
615000.00000000
PA
787928.38000000
2.762671210683
Long
DBT
NUSS
ES
N
2
2029-04-06
Fixed
5.25000000
N
N
N
N
N
N
JPN BANK FOR INT'L COOP
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Japan Bank for International Cooperation
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100000.00000000
PA
109520.66000000
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Long
DBT
USGA
JP
N
2
2028-02-15
Fixed
3.12500000
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N
N
N
N
N
NTPC LTD
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NTPC Ltd
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100000.00000000
PA
101292.16000000
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Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
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CDS DP WORLD PLC
000000000
1.00000000
NC
USD
303.97000000
0.001065793781
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
DP WORLD PLC
DP World Ltd/United Arab Emirates
Y
Default Event
2024-12-20
154.19000000
USD
0.00000000
USD
100000.00000000
USD
149.78000000
N
N
N
MORGAN STANLEY & CO. LLC
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CNH/USD FORWARD
000000000
1.00000000
NC
USD
19463.45000000
0.068243655566
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
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CNY
1949043.74000000
USD
2023-05-23
19463.45000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2462.45000000
0.008633956962
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-06-20
2.29000000
USD
0.00000000
USD
2440000.00000000
CNY
2460.16000000
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
135000.00000000
PA
144793.37000000
0.507681262600
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
3.62500000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF KAZAKHSTAN
000000000
1.00000000
NC
USD
256.84000000
0.000900544379
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
REPUBLIC OF KAZAKHSTAN
Kazakhstan Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
0.00000000
USD
115000.00000000
USD
256.84000000
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
000000000
200000.00000000
PA
214130.33000000
0.750793743493
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.37500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
100000.00000000
PA
62574.98000000
0.219403311447
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
3.50000000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/EUR FORWARD
000000000
1.00000000
NC
USD
2692.12000000
0.009439236621
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-128358.91000000
USD
118901.97000000
EUR
2023-05-02
2692.12000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-9952.89000000
-0.03489728681
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2036-12-22
0.00000000
USD
-1601.67000000
USD
70000000.00000000
JPY
-8351.22000000
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
100000.00000000
PA
115880.20000000
0.406304558325
Long
DBT
CORP
AE
N
2
2030-09-25
Fixed
4.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-280.70000000
-0.00098420342
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-46886.00000000
USD
322180.95000000
CNY
2023-05-23
-280.70000000
N
N
N
HUNGARIAN DEVELOPMENT BA
549300KCFVCFTUJZYT59
MFB Magyar Fejlesztesi Bank Zrt
000000000
100000.00000000
PA
101946.41000000
0.357449254384
Long
DBT
NUSS
HU
N
2
2025-06-24
Fixed
1.37500000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
103472.45000000
0.362799926960
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
83969.23000000
0.294416827966
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-14129.52000000
-0.04954158158
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-07-08
0.00000000
USD
-21907.15000000
USD
40000000.00000000
JPY
7777.63000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-3529.59000000
-0.01237561296
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-12-03
0.00000000
USD
-7.86000000
USD
57765000.00000000
JPY
-3521.73000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-24153.99000000
-0.08468984553
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-06-29
0.00000000
USD
-4181.63000000
USD
3300000.00000000
CZK
-19972.36000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA TREASURY BOND
000000000
1.00000000
NC
USD
4929.35000000
0.017283516723
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
2023-06-21
136476.90000000
USD
4929.35000000
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
100000.00000000
PA
86379.70000000
0.302868530230
Long
DBT
NUSS
CN
N
2
2030-11-25
Fixed
0.25000000
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N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/PEN FORWARD
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1.00000000
NC
USD
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-0.00092137148
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DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-44434.00000000
PEN
11684.86000000
USD
2023-06-21
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N
N
N
GOLDMAN SACHS INTERNATIONAL
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CDS SIMON PROPERTY GROUP LP
000000000
1.00000000
NC
USD
771.05000000
0.002703491448
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
SIMON PROPERTY GROUP LP
Simon Property Group LP
Y
Default Event
2026-06-20
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0.00000000
USD
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USD
187.54000000
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N
N
REALTY INCOME CORP
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Realty Income Corp
756109BL7
5000.00000000
PA
USD
4175.94000000
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Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS CNY
000000000
1.00000000
NC
1216.76000000
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N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
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2026-04-02
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USD
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USD
500000.00000000
CNY
1217.73000000
N
N
N
VISTRA CORP
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Vistra Corp
92840MAB8
50000.00000000
PA
USD
47169.39000000
0.165387513746
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
50000.00000000
PA
65638.50000000
0.230144768059
Long
DBT
NUSS
ES
N
2
2041-11-30
Fixed
6.35000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-5464.17000000
-0.01915872753
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-12-23
0.00000000
USD
0.00000000
USD
3460000.00000000
USD
-5464.17000000
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
10000.00000000
PA
USD
9937.89000000
0.034844693115
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
8.81533000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
-13312.11000000
-0.04667554054
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-12-03
22226.46000000
USD
0.00000000
USD
350000.00000000
AUD
-35538.57000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
HUF/USD FORWARD
000000000
1.00000000
NC
USD
121.85000000
0.000427236149
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-39562.49000000
USD
13765767.00000000
HUF
2023-07-19
121.85000000
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TAD6
100000.00000000
PA
88137.43000000
0.309031565082
Long
DBT
NUSS
N/A
N
2
2045-01-05
Fixed
5.40000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
1148816.46000000
PA
USD
87899.74000000
0.308198165326
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.48272900
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
100000.00000000
PA
102826.72000000
0.360535838337
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-6971.96000000
-0.02444541110
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-08-04
0.00000000
USD
0.00000000
USD
4300000.00000000
CNY
-6971.96000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-10781.65000000
-0.03780312375
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-04-03
0.00000000
USD
-438.63000000
USD
80000.00000000
CHF
-10343.02000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/MXN FORWARD
000000000
1.00000000
NC
USD
487.15000000
0.001708068035
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-48238.73000000
USD
885938.00000000
MXN
2023-06-21
487.15000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
150000.00000000
PA
167889.66000000
0.588662551098
Long
DBT
CORP
US
N
2
2029-03-02
Fixed
4.65600000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
1.00000000
NC
USD
425.00000000
0.001490154808
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Put
Purchased
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-09-17
0.00000000
USD
2500.00000000
96.18750000
USD
2023-06-16
XXXX
-676.47000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CHF FORWARD
000000000
1.00000000
NC
USD
1190.40000000
0.004173835963
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-226332.59000000
USD
201497.00000000
CHF
2023-07-19
1190.40000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Treasure Bond
000000000
6.00000000
NC
USD
7655.11000000
0.026840703480
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
2023-06-21
782282.39000000
USD
7655.11000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
-1520.77000000
-0.00533219465
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2023-12-20
0.00000000
USD
-475.18000000
USD
150000.00000000
EUR
-1045.59000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
100000.00000000
PA
75879.59000000
0.266052555146
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
120000.00000000
PA
113162.38000000
0.396775211166
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-601.52000000
-0.00210907746
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-07-04
0.00000000
USD
-368.44000000
USD
46500000.00000000
JPY
-233.08000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
312.65000000
0.001096228002
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PANAMA GOVERNMENT INTERNATIONAL BOND
PANAMA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2026-12-20
167.75000000
USD
0.00000000
USD
80000.00000000
USD
144.90000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2532.56000000
0.008879779912
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-09-03
0.00000000
USD
-3.03000000
USD
2300000.00000000
CNY
2535.59000000
N
N
N
iShares Preferred & Income Securities ETF
549300YX74JNY54XCY80
iShares Preferred & Income Securities ETF
464288687
5000.00000000
NS
USD
156850.00000000
0.549954780656
Long
EC
RF
US
N
1
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
511.69000000
0.001794111327
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
REPUBLIC OF INDONESIA
REPUBLIC OF INDONESIA
Y
Default Event
2023-06-20
0.00000000
USD
-38.78000000
USD
220000.00000000
USD
550.47000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
CNH/USD FORWARD
000000000
1.00000000
NC
USD
246.04000000
0.000862676915
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-159440.40000000
CNY
23310.00000000
USD
2023-05-23
246.04000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-2571.27000000
-0.00901550671
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-04-28
0.00000000
USD
-1021.83000000
USD
400000000.00000000
KRW
-1549.44000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS SAR
000000000
1875000.00000000
OU
Other
25926.15000000
0.090903475527
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Purchased
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS SAR
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
2025-05-21
0.00000000
USD
0.00000000
USD
0.00000000
SAR
1875000.00000000
USD
2.05000000
SAR
2023-05-17
XXXX
22776.40000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
205000.00000000
PA
261155.60000000
0.915675936978
Long
DBT
NUSS
IT
N
2
2028-08-04
Fixed
6.00000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-15.00000000
NC
USD
-47618.46000000
-0.16696206391
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
2023-06-21
-1680428.49000000
USD
-47618.46000000
N
N
N
REPUBLIKA SLOVENIJA
485100000LWQHIX4XX88
Slovenia Government Bond
000000000
75000.00000000
PA
64750.68000000
0.227031852194
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.00000000
N
N
N
N
N
N
AMERICAN MEDICAL SYST EU
549300AA2JE6ZQ5D2493
American Medical Systems Europe BV
000000000
100000.00000000
PA
93407.90000000
0.327511132649
Long
DBT
CORP
NL
N
2
2031-03-08
Fixed
1.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
454.48000000
0.001593518958
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-08-15
1.15000000
USD
0.00000000
USD
800000.00000000
CNY
453.33000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SGD
000000000
1.00000000
NC
-15701.45000000
-0.05505315582
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-07-29
0.00000000
USD
0.00000000
USD
140000.00000000
SGD
-15701.45000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
-5.00000000
NC
-4234.95000000
-0.01484877907
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
UNITED KINGDOM GILT
United Kingdom Gilt
2023-06-28
-608042.23000000
USD
-4234.95000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
883.85000000
0.003098996065
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2029-12-20
241.76000000
USD
0.00000000
USD
-35000.00000000
EUR
642.09000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-12548.11000000
-0.04399676813
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-12-03
0.00000000
USD
-12294.00000000
USD
280000.00000000
CAD
-254.11000000
N
N
N
PROVINCE OF SASKATCHEWAN
549300FKDIB7OJMBSP83
Province of Saskatchewan Canada
803854KA5
100000.00000000
PA
59241.98000000
0.207716991498
Long
DBT
NUSS
CA
N
2
2046-12-02
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
100000.00000000
PA
25390.17000000
0.089024197470
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
259000.00000000
PA
46072.99000000
0.161543264964
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
000000000
60000.00000000
PA
68276.81000000
0.239395333550
Long
DBT
NUSS
GR
N
2
2034-07-17
Fixed
5.20000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/IDR FORWARD
000000000
1.00000000
NC
USD
-7377.25000000
-0.02586645779
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-2097886404.00000000
IDR
135522.38000000
USD
2023-06-21
-7377.25000000
N
N
N
PERU ENHANCED PASS-THRU
549300O4IWRO77V4HJ21
Peru Enhanced Pass-Through Finance Ltd
000000000
52804.56000000
PA
USD
48887.12000000
0.171410298734
Long
DBT
CORP
KY
N
2
2025-06-02
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
1284180.49000000
PA
USD
96427.57000000
0.338098840347
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.48061300
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
NOK/USD FORWARD
000000000
1.00000000
NC
USD
-1015.99000000
-0.00356231149
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-51229.27000000
USD
533009.00000000
NOK
2023-07-19
-1015.99000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
-1.00000000
NC
USD
-631.25000000
-0.00221331817
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Call
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Long
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-09-17
0.00000000
USD
2500.00000000
96.62500000
USD
2023-06-16
XXXX
129.78000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS SAR
000000000
1875000.00000000
OU
Other
0.00000000
0.000000
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Purchased
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS SAR
000000000
0.00000000
NC
0.00000000
0.00000000
DIR
CORP
DE
US
2025-05-21
0.00000000
USD
0.00000000
USD
0.00000000
SAR
1875000.00000000
USD
2.05000000
SAR
2023-05-17
XXXX
-3149.75000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-155.77000000
-0.00054616803
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-237590.23000000
CNY
34213.00000000
USD
2023-05-23
-155.77000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-4338.86000000
-0.01521311316
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-04-17
0.19000000
USD
0.00000000
USD
75700000.00000000
KRW
-4339.05000000
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/PEN FORWARD
000000000
1.00000000
NC
USD
-318.85000000
-0.00111796673
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-48234.00000000
PEN
12650.55000000
USD
2023-06-21
-318.85000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
30000.00000000
PA
USD
22607.37000000
0.079267014405
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-14.88000000
-0.00005217294
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2033-02-06
0.00000000
USD
0.00000000
USD
-80000000.00000000
CLP
-14.88000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-55598.45000000
-0.19494187679
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2037-05-08
0.00000000
USD
-52038.61000000
USD
160000.00000000
GBP
-3559.84000000
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DQ0
35000.00000000
PA
USD
35958.75000000
0.126080245259
Long
DBT
CORP
US
N
2
2030-03-02
Fixed
5.25000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 YEAR US TREASURY NOTE
000000000
-33.00000000
NC
USD
-78496.07000000
-0.27522657927
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
2023-06-30
-3542996.20000000
USD
-78496.07000000
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
94049.95000000
PA
112188.24000000
0.393359636094
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
5.58177000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
-5113.08000000
-0.01792771941
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-05-09
0.00000000
USD
-2.30000000
USD
150000.00000000
AUD
-5110.78000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1499.66000000
0.005258177789
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-04
0.00000000
USD
0.00000000
USD
2500000.00000000
CNY
1499.66000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAJ5
200000.00000000
PA
USD
167674.62000000
0.587908567827
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
9.44800000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-14582.98000000
-0.05113152417
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-01-31
0.00000000
USD
-542.41000000
USD
140000.00000000
CHF
-14040.57000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1231.56000000
0.004318153074
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-04-01
0.31000000
USD
0.00000000
USD
1400000.00000000
CNY
1231.25000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-1786.17000000
-0.00626275250
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-04-28
0.00000000
USD
-2015.15000000
USD
100000000.00000000
KRW
228.98000000
N
N
N
ZIGGO BOND CO BV
213800JYI4P7V5QDOG59
Ziggo Bond Co BV
000000000
200000.00000000
PA
167728.84000000
0.588098676518
Long
DBT
CORP
NL
N
2
2030-02-28
Fixed
3.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.XO.38.V1
000000000
1.00000000
NC
82284.30000000
0.288509047867
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EU.XO.38.V1
Y
Default Event
2028-06-20
0.00000000
USD
-53597.75000000
USD
2300000.00000000
EUR
135882.05000000
N
N
N
Silver Creek CLO
549300LSJSAR2PPV4U78
Silver Creek CLO Ltd
827551AL6
156529.60000000
PA
USD
155381.13000000
0.544804560199
Long
ABS-CBDO
CORP
KY
N
2
2030-07-20
Floating
6.49043000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
88792.48000000
0.311328331924
Long
DBT
NUSS
RO
N
2
2030-02-08
Fixed
2.50000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
000000000
100000.00000000
PA
100678.71000000
0.353004385558
Long
DBT
CORP
US
N
2
2027-06-21
Fixed
1.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-212.54000000
-0.00074521765
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-12
0.00000000
USD
-2.19000000
USD
6000000.00000000
CNY
-210.35000000
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
2000000.00000000
PA
299403.79000000
1.049783523475
Long
DBT
NUSS
CN
N
2
2030-10-27
Fixed
3.80000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
140000.00000000
PA
165883.77000000
0.581629406087
Long
DBT
NUSS
PT
N
2
2045-02-15
Fixed
4.10000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
25000.00000000
PA
USD
21869.79000000
0.076680877031
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-45172.28000000
-0.15838515358
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-08
8201.69000000
USD
0.00000000
USD
190000.00000000
GBP
-53373.97000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
JPY/USD FORWARD
000000000
1.00000000
NC
USD
10362.04000000
0.036331867614
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-112108357.00000000
JPY
837672.81000000
USD
2023-06-02
10362.04000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.EU.39.V1
000000000
1.00000000
NC
44953.65000000
0.157618582884
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
ITRAXX.EUR.39.V1
Y
Default Event
2028-06-20
18380.51000000
USD
0.00000000
USD
4430000.00000000
EUR
26573.14000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-260129.77000000
-0.91207912401
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-06-28
0.00000000
USD
-62247.05000000
USD
1335000.00000000
EUR
-197882.72000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
702.52000000
0.002463208367
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2023-12-20
0.00000000
USD
-2749.67000000
USD
400000.00000000
USD
3452.19000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
50000.00000000
PA
57268.69000000
0.200798150127
Long
DBT
NUSS
IT
N
2
2048-01-27
Fixed
5.34500000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
200000.00000000
PA
203686.21000000
0.714174083157
Long
DBT
NUSS
CY
N
2
2027-04-16
Fixed
1.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
218010.91000000
0.764400013960
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5146.48000000
0.018044828049
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-02
15.29000000
USD
0.00000000
USD
11480000.00000000
CNY
5131.19000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
2 YEAR US TREASURY NOTE
000000000
-38.00000000
NC
USD
-8249.70000000
-0.02892548265
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
2023-06-30
-7825984.66000000
USD
-8249.70000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
-2248.36000000
-0.00788330462
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-02-27
592.61000000
USD
0.00000000
USD
4020000.00000000
MXN
-2840.97000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
206.57000000
0.000724285362
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-568836.00000000
CAD
420744.47000000
USD
2023-07-19
206.57000000
N
N
N
BANK GOSPODARSTWA KRAJOW
259400BCOV9JJIGLYF05
Bank Gospodarstwa Krajowego
000000000
250000.00000000
PA
239026.21000000
0.838084838327
Long
DBT
NUSS
PL
N
2
2028-04-30
Fixed
1.62500000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAA5
37773.71000000
PA
USD
37754.64000000
0.132377078482
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
6.56533000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
140000.00000000
PA
151257.81000000
0.530347183430
Long
DBT
NUSS
ID
N
2
2024-07-18
Fixed
2.15000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Three-Month SOFR
000000000
-17.00000000
NC
USD
-4174.86000000
-0.01463808871
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2023-06-20
-4036406.39000000
USD
-4174.86000000
N
N
N
TRANSPORT FOR LONDON
213800FGQ9DJHGRLQZ89
Transport for London
000000000
100000.00000000
PA
104049.59000000
0.364823522128
Long
DBT
CORP
GB
N
2
2042-07-23
Fixed
3.87500000
N
N
N
N
N
N
JAPAN (10 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Ten Year Bond
000000000
43200000.00000000
PA
313580.76000000
1.099491476466
Long
DBT
NUSS
JP
N
2
2032-03-20
Fixed
0.20000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-13373.75000000
-0.04689166559
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2037-07-26
0.00000000
USD
-1837.27000000
USD
95000000.00000000
JPY
-11536.48000000
N
N
N
SUN HUNG KAI PROP (CAP)
222100WJDEUAP4JLW867
SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD
000000000
1000000.00000000
PA
141544.08000000
0.496288450555
Long
DBT
CORP
HK
N
2
2027-08-14
Fixed
3.20000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-57249.03000000
-0.20072921731
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-09-03
0.00000000
USD
-0.75000000
USD
80000.00000000
GBP
-57248.28000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
70000.00000000
PA
71544.61000000
0.250853046220
Long
DBT
NUSS
ES
N
2
2028-04-30
Fixed
1.40000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1819.65000000
0.006380141642
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-08-06
0.00000000
USD
-4.66000000
USD
5039000.00000000
CNY
1824.31000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS MYR
000000000
1.00000000
NC
-1388.00000000
-0.00486667029
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2030-02-04
0.11000000
USD
0.00000000
USD
200000.00000000
MYR
-1388.11000000
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
La Poste SA
000000000
100000.00000000
PA
90891.95000000
0.318689591492
Long
DBT
CORP
FR
N
2
2032-04-21
Fixed
1.37500000
N
N
N
N
N
N
SLOVAKIA GOVERNMENT BOND
097900BHFM0000074794
Slovakia Government Bond
000000000
70000.00000000
PA
49030.83000000
0.171914181434
Long
DBT
NUSS
SK
N
2
2036-04-21
Fixed
0.37500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
150000.00000000
PA
113107.14000000
0.396581526103
Long
DBT
NUSS
IT
N
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-4481.12000000
-0.01571191180
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-04-22
0.00000000
USD
0.00000000
USD
-1598000.00000000
USD
-4481.12000000
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
200000.00000000
PA
212225.94000000
0.744116482513
Long
DBT
NUSS
HR
N
2
2028-06-15
Fixed
2.70000000
N
N
N
N
N
N
REP OF ITALY CPN STRIP
815600DE60799F5A9309
Repubic of Italy Government International Bond Coupon Strip
000000000
134433.60000000
PA
108034.94000000
0.378797142052
Long
DBT
NUSS
IT
N
2
2031-02-20
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-17792.43000000
-0.06238464735
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
USD
0.00000000
USD
100000.00000000
EUR
-17792.43000000
N
N
N
TECHEM VERWALTUNGSGES
549300W2QKB8BC676O97
Techem Verwaltungsgesellschaft 674 mbH
000000000
87919.78740000
PA
90844.96000000
0.318524832964
Long
DBT
CORP
DE
N
2
2026-07-30
Fixed
6.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-780.53000000
-0.00273673066
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-03-02
0.00000000
USD
0.00000000
USD
-20000000.00000000
HUF
-780.53000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
40099.96000000
0.140600348779
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
-242000.00000000
EUR
40099.96000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
100000.00000000
PA
106457.31000000
0.373265582214
Long
DBT
NUSS
PE
N
2
2026-01-30
Fixed
2.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-1003.05000000
-0.00351694066
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
2027-12-20
0.00000000
USD
-2465.88000000
USD
-70000.00000000
EUR
1462.83000000
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
100000.00000000
PA
86338.02000000
0.302722389871
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
744000.00000000
PA
642353.14000000
2.252248519047
Long
DBT
NUSS
GR
N
2
2035-02-04
Fixed
1.87500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-8948.17000000
-0.03137449072
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
2024-12-20
0.00000000
USD
-10694.24000000
USD
-700000.00000000
EUR
1746.07000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-6875.05000000
-0.02410562075
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-605769.41000000
GBP
755039.47000000
USD
2023-06-02
-6875.05000000
N
N
N
BANFF MERGER SUB INC
549300DSDR5SWIGOZV63
Banff Merger Sub Inc
000000000
100000.00000000
PA
105576.16000000
0.370176053014
Long
DBT
CORP
US
N
2
2026-09-01
Fixed
8.37500000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
100000.00000000
PA
104483.81000000
0.366346004530
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
(PIPA070) PGIM Core Government Money Market Fund
N/A
(PIPA070) PGIM Core Government Money Market Fund
000000000
507979.26000000
NS
USD
507979.26000000
1.781100557929
Long
STIV
RF
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
828.62000000
0.002905346065
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-12-20
0.00000000
USD
-756.42000000
USD
301250000.00000000
JPY
1585.04000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
200000.00000000
PA
195904.05000000
0.686887911045
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.75000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/RON FORWARD
000000000
1.00000000
NC
USD
-121.12000000
-0.00042467658
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-81696.00000000
RON
18113.98000000
USD
2023-07-19
-121.12000000
N
N
N
BRAZIL LOAN TRUST 1
549300V5WCG7Q7KQX569
Brazil Loan Trust 1
000000000
24795.82000000
PA
USD
24606.75000000
0.086277333751
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
200000.00000000
PA
USD
172936.82000000
0.606359138734
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
250000.00000000
PA
250771.64000000
0.879267212438
Long
DBT
NUSS
IT
N
2
2035-03-01
Fixed
3.35000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
200000.00000000
PA
206264.66000000
0.723214764727
Long
DBT
NUSS
CY
N
2
2028-09-25
Fixed
2.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS EUR
000000000
1.00000000
NC
12224.11000000
0.042860744238
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-05-15
0.00000000
USD
0.00000000
USD
-200000.00000000
EUR
12224.11000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-13218.44000000
-0.04634711042
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-12-22
0.00000000
USD
-1207.30000000
USD
45000000.00000000
JPY
-12011.14000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
15034.87000000
0.052715961957
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-02-21
0.00000000
USD
0.00000000
USD
6780000.00000000
USD
15034.87000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
000000000
200000.00000000
PA
194182.33000000
0.680851136133
Long
DBT
NUSS
IL
N
2
2029-01-16
Fixed
1.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
KRW/USD FORWARD
000000000
1.00000000
NC
USD
-917.60000000
-0.00321733188
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-60665.50000000
USD
79675642.00000000
KRW
2023-06-21
-917.60000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-14074.70000000
-0.04934936915
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-11-12
3.33000000
USD
0.00000000
USD
100000000.00000000
JPY
-14078.03000000
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
000000000
100000.00000000
PA
91293.52000000
0.320097594943
Long
DBT
NUSS
LT
N
2
2035-10-22
Fixed
2.12500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
10000.00000000
PA
USD
10103.00000000
0.035423609492
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
10.06533000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NOK
000000000
1.00000000
NC
-3267.84000000
-0.01145785291
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-02-07
547.91000000
USD
0.00000000
USD
500000.00000000
NOK
-3815.75000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
219.60000000
0.000769971755
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-12772.41000000
USD
61802299.00000000
COP
2023-06-21
219.60000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-1320.22000000
-0.00462901689
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-01-06
0.00000000
USD
0.00000000
USD
3480000.00000000
USD
-1320.22000000
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
300000.00000000
PA
295405.62000000
1.035764953469
Long
DBT
NUSS
MX
N
2
2028-04-17
Fixed
1.75000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
000000000
100000.00000000
PA
102655.30000000
0.359934797543
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-55851.46000000
-0.19582899224
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-09-30
0.00000000
USD
-3764.71000000
USD
100000.00000000
GBP
-52086.75000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VEW0
100000.00000000
PA
93493.85000000
0.327812494545
Long
DBT
CORP
US
N
2
2030-04-08
Fixed
1.25000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
310000.00000000
PA
179845.31000000
0.630582008371
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
450000.00000000
PA
453611.62000000
1.590474204528
Long
DBT
NUSS
FR
N
2
2028-02-25
Fixed
0.75000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-260.78000000
-0.00091435899
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-250284.00000000
ZAR
13353.36000000
USD
2023-06-21
-260.78000000
N
N
N
REPUBLIC OF LATVIA
25490002QDEB2KTLNK39
Latvia Government International Bond
000000000
100000.00000000
PA
86175.47000000
0.302152449485
Long
DBT
NUSS
LV
N
2
2030-01-23
Fixed
0.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS TARGA RESOURCES PARTNERS LP
000000000
1.00000000
NC
USD
375.17000000
0.001315438540
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
TARGA RESOURCES PARTNERS
Targa Resources Partners LP / Targa Resources Partners Finance Corp
Y
Default Event
2023-06-20
144.02000000
USD
0.00000000
USD
30000.00000000
USD
231.15000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-27883.41000000
-0.09776611176
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-27
0.00000000
USD
0.00000000
USD
515000.00000000
PLN
-27883.41000000
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CU4
25000.00000000
PA
USD
24654.79000000
0.086445773838
Long
DBT
CORP
US
N
2
N/A
Fixed
10.25000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
300000.00000000
PA
315859.63000000
1.107481756677
Long
DBT
NUSS
PE
N
2
2030-03-01
Fixed
3.75000000
N
N
N
N
N
N
iShares Floating Rate Bond ETF
549300G2T0MQ0NCEG317
iShares Floating Rate Bond ETF
46429B655
10000.00000000
NS
USD
506200.00000000
1.774862033587
Long
EC
RF
US
N
1
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-MEAD
61771LAL6
300000.00000000
PA
USD
251142.45000000
0.880567363743
Long
ABS-MBS
CORP
US
N
2
2036-11-10
Variable
3.28300000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
110000.00000000
PA
73389.08000000
0.257320212903
Long
DBT
NUSS
GR
N
2
2052-01-24
Fixed
1.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
COP/USD FORWARD
000000000
1.00000000
NC
USD
102.66000000
0.000359951276
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4799.40000000
USD
23318845.00000000
COP
2023-06-21
102.66000000
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
115000.00000000
PA
108328.48000000
0.379826365682
Long
DBT
NUSS
BG
N
2
2035-03-26
Fixed
3.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
625.84000000
0.002194349377
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-03-20
0.00000000
USD
0.00000000
USD
195000.00000000
EUR
625.84000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS HALLIBURTON COMPANY
000000000
1.00000000
NC
USD
456.71000000
0.001601337888
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
HALLIBURTON CO
Halliburton Co
Y
Default Event
2026-12-20
209.44000000
USD
0.00000000
USD
30000.00000000
USD
247.27000000
N
N
N
FRANCE (GOVT OF)
969500KCGF3SUYJHPV70
French Republic Government Bond OAT
000000000
1145000.00000000
PA
982869.31000000
3.446182185494
Long
DBT
NUSS
FR
N
2
2032-05-25
None
0.00000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-500000.00000000
OU
Other
USD
-30193.64000000
-0.10586634787
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Put
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
2025-05-19
0.00000000
USD
0.00000000
USD
0.00000000
USD
-500000.00000000
USD
1.13000000
USD
2023-05-17
XXXX
-26443.64000000
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
Spectrum Brands Inc
000000000
100000.00000000
PA
104749.18000000
0.367276457193
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
4.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-6255.48000000
-0.02193325553
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-11-17
0.00000000
USD
0.00000000
USD
22700000.00000000
CLP
-6255.48000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-500000.00000000
OU
Other
USD
0.00000000
0.000000
N/A
DIR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
Call
Written
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
IRS USD
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
DE
US
2025-05-19
0.00000000
USD
0.00000000
USD
0.00000000
USD
-500000.00000000
USD
1.13000000
USD
2023-05-17
XXXX
3750.00000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS TARGA RESOURCES PARTNERS LP
000000000
1.00000000
NC
USD
250.12000000
0.000876982401
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
TARGA RESOURCES PARTNERS
Targa Resources Partners LP / Targa Resources Partners Finance Corp
Y
Default Event
2023-06-20
100.46000000
USD
0.00000000
USD
20000.00000000
USD
149.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-854.96000000
-0.00299770060
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-41420.00000000
GBP
51204.90000000
USD
2023-05-02
-854.96000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS IFS EUR
000000000
1.00000000
NC
-24663.51000000
-0.08647634830
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
2023-05-15
0.00000000
USD
0.00000000
USD
200000.00000000
EUR
-24663.51000000
N
N
N
LANDSVIRKJUN
213800Z3CFZOLXPJWN61
Landsvirkjun
000000000
100000.00000000
PA
107710.33000000
0.377658979340
Long
DBT
NUSS
IS
N
2
2026-07-24
Floating
3.30100000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
600000.00000000
PA
629239.99000000
2.206270581323
Long
DBT
NUSS
CO
N
2
2026-03-22
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-28345.43000000
-0.09938606782
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-02-06
0.00000000
USD
-188.30000000
USD
35000000.00000000
JPY
-28157.13000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS REPUBLIC OF ESTONIA
000000000
1.00000000
NC
USD
251.08000000
0.000880348398
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
REPUBLIC OF ESTONIA
Estonia Government International Bond
Y
Default Event
2026-12-20
137.95000000
USD
0.00000000
USD
20000.00000000
USD
113.13000000
N
N
N
CODERE FINANCE 2 LUXEMBO
2221005CUH65GSJUKB29
Codere Finance 2 Luxembourg SA
000000000
35912.00000000
PA
33635.72000000
0.117935129198
Long
DBT
CORP
LU
N
2
2026-09-30
Fixed
11.00000000
N
N
Y
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS TWD
000000000
1.00000000
NC
-501.74000000
-0.00175922417
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-02-17
0.00000000
USD
0.00000000
USD
-6300000.00000000
TWD
-501.74000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
300000.00000000
PA
272782.23000000
0.956441768993
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
1290.00000000
0.004523058125
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-109553.40000000
USD
463495.00000000
PLN
2023-07-19
1290.00000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
42140.79000000
0.147756002047
Long
DBT
NUSS
RO
N
2
2034-04-03
Fixed
3.50000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
84729.22000000
0.297081540326
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-4166.40000000
-0.01460842587
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-06-01
2.11000000
USD
0.00000000
USD
2880000.00000000
CNY
-4168.51000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
Ultra 10-Year US Treasury Note
000000000
-9.00000000
NC
USD
-23754.36000000
-0.08328864420
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
2023-06-21
-1069323.81000000
USD
-23754.36000000
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
150000.00000000
PA
USD
141373.89000000
0.495691722444
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
7.64529000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1417.49000000
0.004970069506
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-12
0.00000000
USD
-4.56000000
USD
1270000.00000000
CNY
1422.05000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
50000.00000000
PA
49459.98000000
0.173418887167
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
40000.00000000
PA
32555.64000000
0.114148102361
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS UNITED STATES OF AMERICA
000000000
1.00000000
NC
4387.84000000
0.015384849121
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
US TREASURY N/B
United States Treasury Note/Bond
Y
Default Event
2032-12-20
1095.06000000
USD
0.00000000
USD
-150000.00000000
EUR
3292.78000000
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-2265.69000000
-0.00794406788
N/A
DFE
CORP
US
N
2
State Street Bank and Trust Company
571474TGEMMWANRLN572
-237392.00000000
EUR
259382.33000000
USD
2023-05-02
-2265.69000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-8920.19000000
-0.03127638594
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-05-08
1782.45000000
USD
0.00000000
USD
50000.00000000
GBP
-10702.64000000
N
N
N
BLACKSTONE PP EUR HOLD
213800Y3B5GQFBGVHP79
Blackstone Property Partners Europe Holdings Sarl
000000000
150000.00000000
PA
123666.62000000
0.433605667048
Long
DBT
CORP
LU
N
2
2028-05-04
Fixed
1.00000000
N
N
N
N
N
N
MORGAN GUARANTY TRUST CO
N/A
MORGAN GUARANTY TRUST CO OF NEW YORK
000000000
25822.84000000
PA
23770.76000000
0.083346146648
Long
DBT
CORP
US
N
2
2027-01-21
None
0.00000000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
200000.00000000
PA
202109.48000000
0.708645678941
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
30000.00000000
PA
USD
29925.00000000
0.104924429780
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
7.71533000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
CNH/USD FORWARD
000000000
1.00000000
NC
USD
34.84000000
0.000122157631
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-31021.00000000
USD
214688.00000000
CNY
2023-05-23
34.84000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
100000.00000000
PA
93032.87000000
0.326196184983
Long
DBT
CORP
US
N
2
2030-03-06
Fixed
1.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
27617.07000000
0.096832258044
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-09-22
19.81000000
USD
0.00000000
USD
-3100000.00000000
ZAR
27597.26000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/HUF FORWARD
000000000
1.00000000
NC
USD
108.80000000
0.000381479631
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-42868.01000000
USD
14794179.00000000
HUF
2023-06-21
108.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2785.73000000
0.009767456366
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-10-10
0.00000000
USD
-1.35000000
USD
2600000.00000000
CNY
2787.08000000
N
N
N
BUNDESSCHATZANWEISUNGEN
529900AQBND3S6YJLY83
Bundesschatzanweisungen
000000000
270000.00000000
PA
288864.30000000
1.012829472399
Long
DBT
NUSS
DE
N
2
2024-06-14
Fixed
0.20000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
150000.00000000
PA
119717.07000000
0.419757570753
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
3.37500000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
5000.00000000
PA
USD
4422.41000000
0.015506060067
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS DKK
000000000
1.00000000
NC
-10735.04000000
-0.03763969759
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-04-08
0.00000000
USD
-3112.00000000
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600000.00000000
DKK
-7623.04000000
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
94049.95000000
PA
110752.97000000
0.388327225523
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
5.83177000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-800.76000000
-0.00280766203
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2043-02-24
140.99000000
USD
0.00000000
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-170000.00000000
EUR
-941.75000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
17053.41000000
0.059793460988
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
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0.00000000
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-100000.00000000
EUR
17053.41000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
USD/COP FORWARD
000000000
1.00000000
NC
USD
84.95000000
0.000297855649
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-5475.36000000
USD
26450078.00000000
COP
2023-06-21
84.95000000
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
000000000
100000.00000000
PA
95901.88000000
0.336255641567
Long
DBT
NUSS
LT
N
2
2032-06-01
Fixed
2.12500000
N
N
N
N
N
N
CITY OF TORONTO CANADA
54930037NB6NXS8EKP78
City of Toronto Canada
891288DM1
100000.00000000
PA
69616.56000000
0.244092827445
Long
DBT
NUSS
CA
N
2
2036-06-02
Fixed
3.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-41916.28000000
-0.14696881462
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
242000.00000000
EUR
-41916.28000000
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
103325.35000000
0.362284158084
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
BELGIUM KINGDOM
549300SZ25JZFHRHWD76
Kingdom of Belgium Government Bond
000000000
400000.00000000
PA
437612.14000000
1.534376082028
Long
DBT
NUSS
BE
N
2
2034-06-22
Fixed
3.00000000
N
N
N
N
N
N
BULGARIAN ENERGY HLD
635400E1RWKJXPSBCV07
Bulgarian Energy Holding EAD
000000000
100000.00000000
PA
89550.04000000
0.313984524105
Long
DBT
CORP
BG
N
2
2028-07-22
Fixed
2.45000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS MYR
000000000
1.00000000
NC
357.85000000
0.001254710349
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2032-04-07
0.00000000
USD
-1.23000000
USD
100000.00000000
MYR
359.08000000
N
N
N
CHASE MANHAT BANK USA NA
7H6GLXDRUGQFU57RNE97
CHASE BANK USA NA
000000000
51645.69000000
PA
13219.56000000
0.046351037425
Long
DBT
CORP
US
N
2
2048-03-17
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5025.26000000
0.017619800835
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-03-01
0.00000000
USD
0.00000000
USD
3005000.00000000
CNY
5025.26000000
N
N
N
REPUBLIC OF ESTONIA
254900EIG0O7C6C9R437
Estonia Government International Bond
000000000
75000.00000000
PA
84569.10000000
0.296520120119
Long
DBT
NUSS
EE
N
2
2032-10-12
Fixed
4.00000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
50000.00000000
PA
53221.32000000
0.186607072788
Long
DBT
CORP
KZ
N
2
2023-12-05
Fixed
3.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS MYR
000000000
1.00000000
NC
-811.53000000
-0.00284542431
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2029-11-19
0.30000000
USD
0.00000000
USD
200000.00000000
MYR
-811.83000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS STATE OF ILLINOIS
000000000
1.00000000
NC
USD
-239.05000000
-0.00083816825
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ILLINOIS ST
State of Illinois
Y
Default Event
2024-12-20
0.00000000
USD
-1629.38000000
USD
100000.00000000
USD
1390.33000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
716.31000000
0.002511559508
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-03-13
0.00000000
USD
-0.99000000
USD
800000.00000000
CNY
717.30000000
N
N
N
One New York Plaza Trust 2020-
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
100000.00000000
PA
USD
76166.96000000
0.267060145234
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
7.69800000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000.00000000
PA
80493.79000000
0.282231078250
Long
DBT
NUSS
MX
N
2
2039-04-08
Fixed
2.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
-5752.62000000
-0.02017010436
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-19
0.00000000
USD
-3.01000000
USD
165000.00000000
AUD
-5749.61000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-245153.56000000
-0.85956883848
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-05-08
118372.52000000
USD
0.00000000
USD
525000.00000000
GBP
-363526.08000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3359.55000000
0.011779410796
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-01
0.00000000
USD
-5.69000000
USD
1780000.00000000
CNY
3365.24000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-11439.56000000
-0.04010991846
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-01-12
0.00000000
USD
0.00000000
USD
20000000.00000000
HUF
-11439.56000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
JPY/USD FORWARD
000000000
1.00000000
NC
USD
25095.49000000
0.087990976719
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-88153128.00000000
JPY
672506.76000000
USD
2023-05-02
25095.49000000
N
N
N
One New York Plaza Trust 2020-
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
100000.00000000
PA
USD
87090.96000000
0.305362383193
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
7.14800000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
500000.00000000
PA
77499.24000000
0.271731447467
Long
DBT
NUSS
CN
N
2
2043-06-29
Fixed
3.95000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BX5
730000.00000000
PA
USD
700351.34000000
2.455604511138
Long
DBT
NUSS
IT
N
2
2024-10-17
Fixed
2.37500000
N
N
N
N
N
N
REGION OF LAZIO
81560007498E8B065B77
Region of Lazio Italy
000000000
84874.65000000
PA
78984.54000000
0.276939275555
Long
DBT
NUSS
IT
N
2
2043-03-31
Fixed
3.08800000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-47.58000000
-0.00016682721
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-03-31
0.00000000
USD
0.00000000
USD
100000.00000000
CHF
-47.58000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
150000.00000000
PA
157250.43000000
0.551358786985
Long
DBT
CORP
NL
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
325000.00000000
PA
299718.71000000
1.050887710657
Long
DBT
NUSS
ES
N
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2000000.00000000
PA
311703.31000000
1.092908673770
Long
DBT
NUSS
CN
N
2
2031-12-12
Fixed
4.15000000
N
N
N
N
N
N
ANDORRA INTERNATIONAL BD
549300ZPD490G9UI0A49
Andorra International Bond
000000000
100000.00000000
PA
99718.67000000
0.349638248563
Long
DBT
NUSS
AD
N
2
2027-02-23
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
98399.67000000
0.345013509285
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
105000.00000000
PA
61179.58000000
0.214510694928
Long
DBT
NUSS
PT
N
2
2052-04-12
Fixed
1.00000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
185000.00000000
PA
225228.16000000
0.789705472301
Long
DBT
NUSS
ES
N
2
2028-10-31
Fixed
5.15000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-3209.45000000
-0.01125312317
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-08
0.00000000
USD
-2828.00000000
USD
10000000.00000000
JPY
-381.45000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/HUF FORWARD
000000000
1.00000000
NC
USD
733.94000000
0.002573374636
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-49739.02000000
USD
17508141.00000000
HUF
2023-07-19
733.94000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-1224.14000000
-0.00429213672
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2033-02-23
0.00000000
USD
0.00000000
USD
-34000000.00000000
CLP
-1224.14000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
BP CURRENCY
000000000
-20.00000000
NC
USD
-63356.10000000
-0.22214211079
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2023-06-16
-1509018.90000000
USD
-63356.10000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
87139.63000000
0.305533032216
Long
DBT
NUSS
ID
N
2
2031-10-30
Fixed
1.40000000
N
N
N
N
N
N
HKT CAPITAL NO 3 LTD
254900HE65W6XSXMND87
HKT Capital No 3 Ltd
000000000
100000.00000000
PA
96318.18000000
0.337715292031
Long
DBT
CORP
VG
N
2
2027-04-10
Fixed
1.65000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
JPY/USD FORWARD
000000000
1.00000000
NC
USD
2554.24000000
0.008955795339
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-23955229.00000000
JPY
178485.44000000
USD
2023-05-02
2554.24000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
779.80000000
0.002734171105
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-51422.09000000
USD
41533.00000000
GBP
2023-05-02
779.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-6969.06000000
-0.02443524299
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-12-03
1109.37000000
USD
0.00000000
USD
200000.00000000
CAD
-8078.43000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
875000.00000000
PA
980902.67000000
3.439286660662
Long
DBT
NUSS
IT
N
2
2024-07-31
Fixed
5.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
90.39000000
0.000316929631
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2038-03-20
0.00000000
USD
0.00000000
USD
-140000.00000000
EUR
90.39000000
N
N
N
NOVA SCOTIA PROVINCE
5493002W033HJBDP3481
Province of Nova Scotia Canada
669827FZ5
100000.00000000
PA
66872.35000000
0.234470950438
Long
DBT
NUSS
CA
N
2
2045-06-01
Fixed
3.45000000
N
N
N
N
N
N
Highbridge Loan Management Ltd
2549009NI8GVCM3ROT27
HPS Loan Management 10-2016 Ltd
40436TAS5
500000.00000000
PA
USD
489775.60000000
1.717274036779
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
6.39043000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-18010.13000000
-0.06314795724
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-04-27
0.14000000
USD
0.00000000
USD
184000000.00000000
KRW
-18010.27000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
211537.25000000
0.741701765536
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
JAPAN (5 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Five Year Bond
000000000
60000000.00000000
PA
439881.10000000
1.542331615335
Long
DBT
NUSS
JP
N
2
2027-06-20
Fixed
0.00500000
N
N
N
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
100000.00000000
PA
108179.03000000
0.379302357126
Long
DBT
NUSS
BG
N
2
2029-09-23
Fixed
4.12500000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
325000.00000000
PA
USD
320084.38000000
1.122294772039
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
THERMO FISHER SCIENTIFIC
HCHV7422L5HDJZCRFL38
Thermo Fisher Scientific Inc
000000000
100000.00000000
PA
108532.46000000
0.380541569865
Long
DBT
CORP
US
N
2
2034-11-21
Fixed
3.65000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
THB/USD FORWARD
000000000
1.00000000
NC
USD
465.04000000
0.001630544923
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-19061.05000000
USD
663172.00000000
THB
2023-06-21
465.04000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-10957.76000000
-0.03842060884
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-07-03
0.00000000
USD
0.00000000
USD
4200000.00000000
THB
-10957.76000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
100000.00000000
PA
97263.34000000
0.341029256076
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.87500000
N
N
N
N
N
N
Real Estate Asset Liquidity Tr
N/A
Real Estate Asset Liquidity Trust
75585RRT4
18112.38000000
PA
12428.74000000
0.043578227481
Long
ABS-MBS
CORP
CA
N
2
2055-02-12
Variable
2.38100000
N
N
N
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
CDS REPUBLIC OF IRELAND
000000000
1.00000000
NC
USD
3088.85000000
0.010830269838
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
1041.18000000
USD
0.00000000
USD
100000.00000000
USD
2047.67000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
NZD/USD FORWARD
000000000
1.00000000
NC
USD
233.47000000
0.000818603395
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-51123.00000000
NZD
31834.91000000
USD
2023-07-19
233.47000000
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
100000.00000000
PA
108771.71000000
0.381380439366
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
216.27000000
0.000758295954
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-06
0.00000000
USD
-3.78000000
USD
3900000.00000000
CNY
220.05000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
25000.00000000
PA
23123.56000000
0.081076903843
Long
DBT
NUSS
ES
N
2
2030-04-30
Fixed
0.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
25000.00000000
PA
USD
22461.36000000
0.078755067338
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
4077.00000000
0.014294967425
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-05-08
1519.88000000
USD
0.00000000
USD
-60000.00000000
GBP
2557.12000000
N
N
N
HONG KONG
549300DSMAD69T7GGN13
Hong Kong Government International Bond
000000000
100000.00000000
PA
68501.16000000
0.240181959977
Long
DBT
NUSS
HK
N
2
2041-11-24
Fixed
1.00000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAE6
100000.00000000
PA
USD
89340.11000000
0.313248457754
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
7.34800000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
100000.00000000
PA
98236.04000000
0.344439782153
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BOBL
000000000
-19.00000000
NC
-60545.07000000
-0.21228594639
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESOBLIGATION
Bundesobligation
2023-06-08
-2319968.78000000
USD
-60545.07000000
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAN7
250000.00000000
PA
USD
133781.35000000
0.469070404814
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
3.03862000
N
N
N
N
N
N
European Loan Conduit
635400BIYQM1LPPW1N05
Salus European Loan Conduit NO 33 DAC
000000000
200000.00000000
PA
245424.93000000
0.860520328630
Long
ABS-MBS
CORP
IE
N
2
2029-01-23
Floating
5.81893000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
1191.35000000
0.004177166897
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-127034.00000000
AUD
85543.81000000
USD
2023-07-19
1191.35000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
125000.00000000
PA
99842.47000000
0.350072321893
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
200000.00000000
PA
200724.86000000
0.703790859761
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 20
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
65131.33000000
PA
USD
64910.59000000
0.227592536090
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
5.88200000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
100000.00000000
PA
115997.64000000
0.406716331927
Long
DBT
CORP
GB
N
2
2027-04-15
Fixed
5.00000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
-25.00000000
NC
-118464.16000000
-0.41536455931
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2023-06-08
-3497060.99000000
USD
-118464.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-10459.17000000
-0.03667242934
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-833801.64000000
USD
112108357.00000000
JPY
2023-05-02
-10459.17000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO FX CURR
000000000
-136.00000000
NC
USD
-593256.48000000
-2.08010352139
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2023-06-16
-18189193.52000000
USD
-593256.48000000
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
515000.00000000
PA
608024.84000000
2.131885033571
Long
DBT
NUSS
PT
N
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
CAISSE FRANCAISE DE FIN
549300E6W08778I4OW85
Caisse Francaise de Financement Local
000000000
100000.00000000
PA
76058.41000000
0.266679542165
Long
DBT
NUSS
FR
N
2
2029-03-09
Fixed
4.68000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
115000.00000000
PA
114308.01000000
0.400792072469
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-143.04000000
-0.00050153351
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-17118.24000000
USD
363844.00000000
CZK
2023-07-19
-143.04000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
300000.00000000
PA
303979.78000000
1.065828072896
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
100000.00000000
PA
107035.54000000
0.375292999191
Long
DBT
CORP
US
N
2
2025-08-12
Floating
3.10300000
N
N
N
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
100000.00000000
PA
42524.55000000
0.149101559246
Long
DBT
NUSS
NZ
N
2
2037-04-15
Fixed
2.00000000
N
N
N
N
N
N
AIRCRAFT FINANCE CO LTD
549300V406LJMUES1M40
Aircraft Finance Co Ltd
000000000
53971.84000000
PA
USD
52244.74000000
0.183182942474
Long
DBT
CORP
KY
N
2
2026-03-29
Fixed
4.10000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
250000.00000000
PA
248065.24000000
0.869777906615
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
33306.96000000
PA
USD
33306.89000000
0.116782170126
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
7.41533000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-22502.90000000
-0.07890071682
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-11-24
0.00000000
USD
-235.42000000
USD
90000000.00000000
JPY
-22267.48000000
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
100000.00000000
PA
85145.30000000
0.298540419416
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
200000.00000000
PA
183852.01000000
0.644630486660
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
-20225.82000000
-0.07091671279
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-01-24
0.00000000
USD
0.00000000
USD
1500000.00000000
SEK
-20225.82000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS ILS
000000000
1.00000000
NC
-22408.45000000
-0.07856955183
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2030-04-24
0.00000000
USD
-4.29000000
USD
450000.00000000
ILS
-22404.16000000
N
N
N
PINEWOOD FINANCE CO LTD
N/A
Pinewood Finance Co Ltd
000000000
100000.00000000
PA
117631.80000000
0.412446099886
Long
DBT
CORP
GB
N
2
2025-09-30
Fixed
3.25000000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
20000.00000000
PA
25621.61000000
0.089835683185
Long
DBT
NUSS
GB
N
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
-1.00000000
NC
USD
-118.75000000
-0.00041636678
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Put
Written
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
SOFR 1 YEAR MIDCURVE
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DIR
CORP
US
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2024-09-17
0.00000000
USD
2500.00000000
95.68750000
USD
2023-06-16
XXXX
404.78000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS KINGDOM OF MOROCCO
000000000
1.00000000
NC
USD
988.54000000
0.003466065023
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
MOROCCO GOVERNMENT INTERNATIONAL BOND
MOROCCO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
1248.70000000
USD
0.00000000
USD
-50000.00000000
USD
-260.16000000
N
N
N
Retiro Mortgage Securities
635400CU9HBU644YSL41
Retiro Mortgage Securities DAC
000000000
32554.48000000
PA
35122.56000000
0.123148356907
Long
ABS-MBS
CORP
IE
N
2
2075-07-30
Floating
4.46800000
N
N
N
N
N
N
UGI INTERNATIONAL LLC
5493001JFF8MQO00ZQ21
UGI International LLC
000000000
100000.00000000
PA
86499.15000000
0.303287351387
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
82525.42000000
0.289354474049
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
100000.00000000
PA
18477.60000000
0.064787022346
Long
DBT
NUSS
RO
N
2
2030-10-24
Fixed
4.15000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-23883.03000000
-0.08373979295
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-05-30
0.00000000
USD
-6901.34000000
USD
150000.00000000
CAD
-16981.69000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
300000.00000000
PA
51506.94000000
0.180596033726
Long
DBT
NUSS
UA
N
2
2028-06-20
Variable
6.75000000
N
Y
N
N
N
N
ALTICE FRANCE SA
5493001ZMCICV4N02J21
Altice France SA/France
000000000
100000.00000000
PA
83969.23000000
0.294416827966
Long
DBT
CORP
FR
N
2
2028-01-15
Fixed
3.37500000
N
N
N
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
100000.00000000
PA
65520.71000000
0.229731767271
Long
DBT
CORP
AE
N
2
2028-02-09
Fixed
4.75000000
N
N
N
N
N
N
FINNISH GOVERNMENT
743700M6Y2OQRVSBRD14
Finland Government Bond
000000000
200000.00000000
PA
201098.95000000
0.705102511555
Long
DBT
NUSS
FI
N
2
2027-09-15
Fixed
0.50000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CSWAP IDR VS USD
000000000
1.00000000
NC
USD
1463.96000000
0.005133004786
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-138169.26000000
USD
2000000000.00000000
IDR
2023-11-29
1463.96000000
N
N
N
MOUNTAIN VIEW CLO
549300IB1UGD5G8HYT10
Mountain View Clo XIV Ltd
62432MAN9
250000.00000000
PA
USD
245537.03000000
0.860913378875
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
6.51029000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
200000.00000000
PA
181515.68000000
0.636438737520
Long
DBT
CORP
IT
N
2
2029-04-30
Fixed
2.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-30190.90000000
-0.10585674075
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-09-03
0.00000000
USD
-0.72000000
USD
500000.00000000
CAD
-30190.18000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-902.31000000
-0.00316372137
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-266205.00000000
CHF
299686.57000000
USD
2023-07-19
-902.31000000
N
N
N
EXPORT-IMPORT BANK CHINA
300300C1020211000045
Export-Import Bank of China/The
000000000
6000000.00000000
PA
882265.31000000
3.093439751620
Long
DBT
NUSS
CN
N
2
2024-05-14
Fixed
4.40000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-3.00000000
NC
-3529.94000000
-0.01237684015
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2023-06-08
-332980.31000000
USD
-3529.94000000
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
93872.24000000
PA
108200.86000000
0.379378898489
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
6.18177000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS MYR
000000000
1.00000000
NC
647.13000000
0.002268997368
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2023-11-27
0.00000000
USD
-2.27000000
USD
1000000.00000000
MYR
649.40000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-17676.87000000
-0.06197946549
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-605882.41000000
GBP
743843.05000000
USD
2023-05-02
-17676.87000000
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF Reseau
761034AA5
100000.00000000
PA
81210.47000000
0.284743935070
Long
DBT
NUSS
FR
N
2
2035-06-01
Fixed
4.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-26692.11000000
-0.09358912018
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-09-22
0.00000000
USD
-24.15000000
USD
3300000.00000000
ZAR
-26667.96000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
913.04000000
0.003201343404
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2043-02-24
0.00000000
USD
-88.30000000
USD
170000.00000000
EUR
1001.34000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1000000.00000000
PA
152441.86000000
0.534498754728
Long
DBT
NUSS
CN
N
2
2036-07-04
Fixed
3.90000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
24881.53000000
0.087240780194
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-05-08
2882.83000000
USD
0.00000000
USD
-50000.00000000
GBP
21998.70000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS KRW
000000000
1.00000000
NC
-31792.42000000
-0.11147206482
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2027-01-06
0.00000000
USD
-8.55000000
USD
850000000.00000000
KRW
-31783.87000000
N
N
N
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
GBP/USD FORWARD
000000000
1.00000000
NC
USD
6831.51000000
0.023952958773
N/A
DFE
CORP
US
N
2
The Bank of New York Mellon
HPFHU0OQ28E4N0NFVK49
-754546.38000000
USD
605769.41000000
GBP
2023-05-02
6831.51000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-21035.58000000
-0.07375593104
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-04-20
0.00000000
USD
0.00000000
USD
690000000.00000000
COP
-21035.58000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
397664.05000000
PA
USD
34562.53000000
0.121184753618
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.68051600
N
N
N
N
N
N
2023-06-22
Prudential Investment Portfolios 9
Christian J. Kelly
Christian J. Kelly
Chief Financial Officer