0001752724-22-286932.txt : 20221221
0001752724-22-286932.hdr.sgml : 20221221
20221221130431
ACCESSION NUMBER: 0001752724-22-286932
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221031
FILED AS OF DATE: 20221221
DATE AS OF CHANGE: 20221221
PERIOD START: 20221031
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: PRUDENTIAL GLOBAL TOTAL RETURN FUND, INC.
CENTRAL INDEX KEY: 0000793159
IRS NUMBER: 133352347
STATE OF INCORPORATION: MD
FISCAL YEAR END: 1031
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04661
FILM NUMBER: 221477548
BUSINESS ADDRESS:
STREET 1: 655 BROAD STREET
CITY: NEWARK
STATE: NJ
ZIP: 07102
BUSINESS PHONE: (973) 367-8982
MAIL ADDRESS:
STREET 1: 655 BROAD STREET
CITY: NEWARK
STATE: NJ
ZIP: 07102
FORMER COMPANY:
FORMER CONFORMED NAME: DRYDEN GLOBAL TOTAL RETURN FUND INC
DATE OF NAME CHANGE: 20030716
FORMER COMPANY:
FORMER CONFORMED NAME: PRUDENTIAL GLOBAL TOTAL RETURN FUND INC
DATE OF NAME CHANGE: 19990816
FORMER COMPANY:
FORMER CONFORMED NAME: GLOBAL TOTAL RETURN FUND INC /MD
DATE OF NAME CHANGE: 19950301
0000793159
S000059804
PGIM Global Total Return (USD Hedged) Fund
C000195657
Class A
PHEAX
C000195658
Class C
PHECX
C000195659
Class R6
PHEQX
C000195660
Class Z
PHEZX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000793159
XXXXXXXX
S000059804
C000195658
C000195657
C000195660
C000195659
Prudential Global Total Return Fund, Inc.
811-04661
0000793159
549300X4XNCFYMTTNX09
655 Broad Street
Newark
07102-4077
1-800-225-1852
PGIM Global Total Return (USD Hedged) Fund
S000059804
549300QIZG04PLRGJT57
2022-10-31
2022-10-31
N
77182133.87
2821739.32
74360394.55
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
887699.22000000
CAD
CNY
EUR
GBP
JPY
USD
N
PGIM Global Total Return USD Hedged Fund - ExDerivatives
N/A
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
110000.00000000
PA
75170.15000000
0.101088960669
Long
DBT
NUSS
ES
N
2
2037-07-30
Fixed
0.85000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-68432.38000000
-0.09202799476
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-05-08
0.00000000
USD
-34253.56000000
USD
170000.00000000
GBP
-34178.82000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-3430.10000000
-0.00461280500
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2838469.00000000
MXN
138519.34000000
USD
2022-12-21
-3430.10000000
N
N
N
BVRT_21-4F
N/A
BVRT_21-4F
000000000
33442.39000000
PA
USD
33275.18000000
0.044748525342
Long
ABS-MBS
CORP
US
N
3
2026-09-12
Floating
2.05000000
N
N
N
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
120000.00000000
PA
USD
111477.30000000
0.149914885033
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
6.38557000
N
N
N
N
N
N
Regional Management Issuance T
N/A
Regional Management Issuance Trust 2022-1
75907DAA5
100000.00000000
PA
USD
90145.29000000
0.121227557418
Long
ABS-O
CORP
US
N
2
2032-03-15
Fixed
3.07000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
22710.64000000
0.030541311860
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2022-11-09
0.00000000
USD
0.00000000
USD
-2180000.00000000
USD
22710.64000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GOVERNMENT OF MEXICO
000000000
1.00000000
NC
USD
31889.89000000
0.042885584716
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
MEXICO GOVERNMENT INTERNATIONAL BOND
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
32.62000000
USD
0.00000000
USD
-1200000.00000000
USD
31857.27000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/HUF FORWARD
000000000
1.00000000
NC
USD
6212.88000000
0.008355092838
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-116290.33000000
USD
51960809.00000000
HUF
2023-01-19
6212.88000000
N
N
N
MFRA Trust
N/A
MFA 2021-RPL1 Trust
55283QAA2
170464.80000000
PA
USD
144428.23000000
0.194227358359
Long
ABS-MBS
CORP
US
N
2
2060-07-25
Variable
1.13130000
N
N
N
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
100000.00000000
PA
99517.96000000
0.133831941858
Long
DBT
NUSS
ES
N
2
2035-04-26
Fixed
4.22000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2G7
130000.00000000
PA
USD
106542.57000000
0.143278650745
Long
DBT
CORP
US
N
2
2030-10-30
Fixed
2.87900000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
NOK/USD FORWARD
000000000
1.00000000
NC
USD
1688.14000000
0.002270213882
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-51650.37000000
USD
552956.00000000
NOK
2023-01-19
1688.14000000
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAA1
5000.00000000
PA
USD
4325.71000000
0.005817223034
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-48640.72000000
-0.06541213275
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2037-05-08
0.00000000
USD
-52412.68000000
USD
155000.00000000
GBP
3771.96000000
N
N
N
WORKDAY INC
549300J0DYC0N31V7G13
Workday Inc
98138HAG6
55000.00000000
PA
USD
50751.97000000
0.068251345769
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
3.50000000
N
N
N
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DP4
100000.00000000
PA
125120.70000000
0.168262555298
Long
DBT
USGA
US
N
2
2032-06-07
Fixed
5.62500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS VERIZON COMMUNICATIONS INC
000000000
1.00000000
NC
USD
-718.62000000
-0.00096640154
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
VERIZON COMMUNICATIONS
Verizon Communications Inc
Y
Default Event
2026-06-20
2593.20000000
USD
0.00000000
USD
170000.00000000
USD
-3311.82000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
30000.00000000
PA
6419.91000000
0.008633507176
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
150000.00000000
PA
USD
120334.76000000
0.161826414085
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5007.57000000
0.006734189658
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-12
0.00000000
USD
-1.83000000
USD
5000000.00000000
CNY
5009.40000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-25863.38000000
-0.03478112260
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2052-05-08
0.00000000
USD
-3722.55000000
USD
60000.00000000
GBP
-22140.83000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
300000.00000000
PA
172020.00000000
0.231332823125
Long
DBT
CORP
LU
N
2
2024-04-06
Fixed
4.25000000
N
N
N
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
300000.00000000
PA
USD
273363.06000000
0.367619162935
Long
DBT
CORP
CA
N
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
Post Holdings Inc
737446AR5
50000.00000000
PA
USD
41349.29000000
0.055606603824
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.50000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
25000.00000000
PA
USD
22217.65000000
0.029878337970
Long
DBT
CORP
US
N
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KJP5
70000.00000000
PA
USD
59544.17000000
0.080075113049
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
5.09682000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS STATE OF QATAR
000000000
1.00000000
NC
USD
-3899.07000000
-0.00524347675
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
STATE OF QATAR
STATE OF QATAR
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
-3904.51000000
N
N
N
ISRAEL FIXED BOND
213800T8ZHTFZIBYPE21
Israel Government Bond - Fixed
000000000
1100000.00000000
PA
242139.81000000
0.325630076958
Long
DBT
NUSS
IL
N
2
2037-05-31
Fixed
1.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
GBP/USD FORWARD
000000000
1.00000000
NC
USD
1227.90000000
0.001651282255
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-143688.15000000
USD
126359.00000000
GBP
2022-11-02
1227.90000000
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBE1
221417.41000000
PA
USD
199358.32000000
0.268097447850
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Fixed
2.68400000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CL1
200000.00000000
PA
USD
156828.86000000
0.210903749165
Long
DBT
CORP
GB
N
2
2028-09-22
Fixed
2.01300000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-12063.15000000
-0.01622254706
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-01-31
0.00000000
USD
-546.65000000
USD
130000.00000000
CHF
-11516.50000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NOK
000000000
1.00000000
NC
-9352.40000000
-0.01257712530
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-03-15
3514.94000000
USD
0.00000000
USD
1680000.00000000
NOK
-12867.34000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2158.84000000
0.002903212137
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-02-04
0.00000000
USD
0.00000000
USD
1200000.00000000
CNY
2158.84000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
000000000
100000.00000000
PA
90061.20000000
0.121114473026
Long
DBT
NUSS
IL
N
2
2027-01-18
Fixed
1.50000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RBH4
200000.00000000
PA
USD
165634.84000000
0.222746047815
Long
DBT
CORP
FR
N
2
2028-01-19
Fixed
2.79700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAQ4
230000.00000000
PA
USD
197870.07000000
0.266096046420
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.15000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
105000.00000000
PA
72272.16000000
0.097191738206
Long
DBT
NUSS
IT
N
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
12050.34000000
0.016205320147
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-05-11
691.50000000
USD
0.00000000
USD
-200000.00000000
EUR
11358.84000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-HQA3
35564KKK4
30000.00000000
PA
USD
25642.13000000
0.034483585186
Long
ABS-MBS
CORP
US
N
2
2041-09-25
Floating
6.34682000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
100000.00000000
PA
91017.83000000
0.122400950870
Long
DBT
NUSS
CY
N
2
2028-09-25
Fixed
2.37500000
N
N
N
N
N
N
UNITED KINGDOM GILT
ECTRVYYCEF89VWYS6K36
United Kingdom Gilt
000000000
330000.00000000
PA
404571.77000000
0.544068885659
Long
DBT
NUSS
GB
N
2
2046-12-07
Fixed
4.25000000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
-2.00000000
NC
13661.40000000
0.018371876699
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Short
UK TSY 4 1/2% 2034
United Kingdom Gilt
2022-12-28
-254355.05000000
USD
13661.40000000
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
90000.00000000
PA
53214.02000000
0.071562315291
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
3.50000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729RAB4
250000.00000000
PA
USD
243521.70000000
0.327488445258
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
5.08914000
N
N
N
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAG8
25000.00000000
PA
USD
24629.94000000
0.033122390150
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
84999.88000000
0.114308000265
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
KINGDOM OF SPAIN
9598007A56S18711AH60
Spain Government International Bond
000000000
100000.00000000
PA
117312.36000000
0.157761884817
Long
DBT
NUSS
ES
N
2
2029-04-06
Fixed
5.25000000
N
N
N
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF Reseau
761034AA5
100000.00000000
PA
75101.11000000
0.100996115545
Long
DBT
NUSS
FR
N
2
2035-06-01
Fixed
4.70000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
100000.00000000
PA
USD
76214.72000000
0.102493700391
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/DKK FORWARD
000000000
1.00000000
NC
USD
-33.79000000
-0.00004544085
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-240443.00000000
DKK
31960.00000000
USD
2022-12-02
-33.79000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
-136263.97000000
-0.18324804598
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-02-19
0.00000000
USD
-2721.98000000
USD
970000.00000000
AUD
-133541.99000000
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
115000.00000000
PA
99890.15000000
0.134332463678
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
Ares Euro CLO
6354007OH9MZ1YTNJL79
Ares European CLO XI DAC
000000000
500000.00000000
PA
424292.04000000
0.570588742256
Long
ABS-CBDO
CORP
IE
N
2
2032-04-15
Fixed
1.95000000
N
N
N
N
N
N
TRI POINTE HOMES INC
N/A
Tri Pointe Homes Inc
87265HAG4
75000.00000000
PA
USD
65051.37000000
0.087481206082
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
5.70000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
10000.00000000
PA
USD
8585.19000000
0.011545379838
Long
DBT
CORP
US
Y
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BT0
35000.00000000
PA
USD
24713.43000000
0.033234667660
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
One New York Plaza Trust 2020-
N/A
One New York Plaza Trust 2020-1NYP
68249DAJ8
100000.00000000
PA
USD
93315.28000000
0.125490565999
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
6.16200000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
000000000
100000.00000000
PA
88750.78000000
0.119352217718
Long
DBT
CORP
US
N
2
2027-06-21
Fixed
1.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-39667.68000000
-0.05334517149
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-12-18
0.00000000
USD
-3285.51000000
USD
91700000.00000000
JPY
-36382.17000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
45000.00000000
PA
USD
35547.53000000
0.047804385943
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
MATTAMY GROUP CORP
5493008TNY7A82WCXU31
Mattamy Group Corp
57701RAM4
125000.00000000
PA
USD
97187.50000000
0.130697934818
Long
DBT
CORP
CA
N
2
2030-03-01
Fixed
4.62500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
259.68000000
0.000349218157
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SPAIN GOVERNMENT INTERNATIONAL BOND
SPAIN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2025-06-20
103.65000000
USD
0.00000000
USD
15000.00000000
USD
156.03000000
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
5000000.00000000
PA
731990.38000000
0.984382055030
Long
DBT
NUSS
CN
N
2
2032-08-02
Fixed
4.30000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
100000.00000000
PA
USD
98349.69000000
0.132260850140
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-3163.75000000
-0.00425461701
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-04-17
0.09000000
USD
0.00000000
USD
33500000.00000000
KRW
-3163.84000000
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
50000.00000000
PA
USD
40274.72000000
0.054161520045
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
SMYRNA READY MIX CONCRET
549300S7RFWHQFOIOY93
Smyrna Ready Mix Concrete LLC
85236FAA1
60000.00000000
PA
USD
51332.72000000
0.069032339474
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
6.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
180000.00000000
PA
USD
130458.95000000
0.175441444050
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAD3
50000.00000000
PA
USD
44788.39000000
0.060231512044
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-8472.98000000
-0.01139447961
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2039-10-04
0.00000000
USD
-25.93000000
USD
10000000.00000000
JPY
-8447.05000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
156946.63000000
0.211062126485
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
156941.19000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
14289.58000000
0.019216654358
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-11
683.00000000
USD
0.00000000
USD
-100000.00000000
EUR
13606.58000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 YEAR US TREASURY NOTE
000000000
51.00000000
NC
USD
-121145.27000000
-0.16291638947
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
2022-12-30
10544668.68000000
USD
-121145.27000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
200000.00000000
PA
USD
167722.52000000
0.225553563849
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
500000.00000000
PA
74088.36000000
0.099634167419
Long
DBT
NUSS
CN
N
2
2035-11-30
Fixed
4.00000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGK4
20000.00000000
PA
USD
14184.63000000
0.019075517398
Long
DBT
CORP
US
N
2
2041-03-22
Fixed
3.40000000
N
N
N
N
N
N
BRAZIL LOAN TRUST 1
549300V5WCG7Q7KQX569
Brazil Loan Trust 1
000000000
80740.85000000
PA
USD
80014.18000000
0.107603221424
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.47700000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-800000.00000000
OU
Other
USD
-51741.15000000
-0.06958159691
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
-800000.00000000
USD
1.13000000
USD
2023-05-17
XXXX
-45741.15000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-4783.40000000
-0.00643272541
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-04-03
0.00000000
USD
-254.04000000
USD
70000.00000000
CHF
-4529.36000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
200000.00000000
PA
USD
190560.86000000
0.256266606912
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU
549300GKHS6RS20NLH85
Venture Global Calcasieu Pass LLC
92328MAB9
5000.00000000
PA
USD
4274.61000000
0.005748503656
Long
DBT
CORP
US
N
2
2031-08-15
Fixed
4.12500000
N
N
N
N
N
N
MASONITE INTERNATIONAL C
549300H0H07ZFT4JYM32
Masonite International Corp
575385AE9
50000.00000000
PA
USD
39735.00000000
0.053435703562
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
3.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-261.66000000
-0.00035188086
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-04-08
38.21000000
USD
0.00000000
USD
126000000.00000000
JPY
-299.87000000
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAS4
125000.00000000
PA
USD
115543.65000000
0.155383320246
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
3.72700000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
102674.35000000
PA
USD
102674.13000000
0.138076365276
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
5.59682000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
300000.00000000
PA
287337.91000000
0.386412567790
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA6
35564KLU1
100000.00000000
PA
USD
87999.94000000
0.118342486659
Long
ABS-MBS
CORP
US
N
2
2041-10-25
Floating
6.39682000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3230.19000000
0.004343965654
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-10-10
0.00000000
USD
-0.77000000
USD
1500000.00000000
CNY
3230.96000000
N
N
N
ENDEAVOR ENERGY RESOURCE
N/A
Endeavor Energy Resources LP / EER Finance Inc
29260FAE0
75000.00000000
PA
USD
73015.64000000
0.098191571523
Long
DBT
CORP
US
N
2
2028-01-30
Fixed
5.75000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
200000.00000000
PA
166371.89000000
0.223737234056
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.12500000
N
N
N
N
N
N
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
USD/IDR FORWARD
000000000
1.00000000
NC
USD
4353.35000000
0.005854393358
N/A
DFE
CORP
US
N
2
STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
5493003GCX71N8988W38
-1526379909.00000000
IDR
101867.32000000
USD
2022-12-21
4353.35000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CAD FORWARD
000000000
1.00000000
NC
USD
532.64000000
0.000716295284
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-69086.11000000
USD
94845.00000000
CAD
2022-11-02
532.64000000
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2018-1
05683LAA4
250000.00000000
PA
USD
244028.90000000
0.328170528783
Long
ABS-CBDO
CORP
KY
N
2
2031-04-23
Floating
5.28457000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
100000.00000000
PA
USD
88157.35000000
0.118554171926
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
50000.00000000
PA
50704.18000000
0.068187077686
Long
DBT
NUSS
CY
N
2
2025-11-04
Fixed
4.25000000
N
N
N
N
N
N
AGRICUL DEV BANK CHINA
300300C1020311000158
Agricultural Development Bank of China
000000000
6000000.00000000
PA
845105.32000000
1.136499241450
Long
DBT
NUSS
CN
N
2
2030-10-27
Fixed
3.80000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
25000.00000000
PA
USD
9625.00000000
0.012943718303
Long
DBT
CORP
CA
Y
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.38.V1
000000000
1.00000000
NC
USD
13181.14000000
0.017726022138
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.EM.37.V1
Y
Default Event
2027-06-20
0.00000000
USD
-8389.38000000
USD
990000.00000000
USD
21570.52000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
80000.00000000
PA
USD
75872.00000000
0.102032809883
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
La Poste SA
000000000
100000.00000000
PA
80919.53000000
0.108820737826
Long
DBT
CORP
FR
N
2
2032-04-21
Fixed
1.37500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAR6
200000.00000000
PA
USD
192031.62000000
0.258244487757
Long
DBT
CORP
ES
N
2
2025-08-18
Fixed
5.14700000
N
N
N
N
N
N
CHINA GOVT INTL BOND
300300CHN201808MOF68
China Government International Bond
000000000
100000.00000000
PA
76460.90000000
0.102824763723
Long
DBT
NUSS
CN
N
2
2030-11-25
Fixed
0.25000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Barclays Bank PLC
000000000
10000000.00000000
PA
148850.26000000
0.200174112712
Long
DBT
CORP
GB
N
2
2033-01-28
Fixed
0.50000000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AG6
50000.00000000
PA
USD
41368.46000000
0.055632383677
Long
DBT
CORP
US
N
2
2029-03-15
Fixed
3.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ILS FORWARD
000000000
1.00000000
NC
USD
8854.31000000
0.011907292926
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-971987.00000000
ILS
285123.79000000
USD
2022-12-21
8854.31000000
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AK5
85000.00000000
PA
USD
80743.65000000
0.108584214068
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.71200000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAT5
50000.00000000
PA
USD
36280.70000000
0.048790354354
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
300000.00000000
PA
216845.37000000
0.291614065945
Long
DBT
NUSS
GR
N
2
2031-06-18
Fixed
0.75000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS PEOPLES REPUBLIC OF CHINA
000000000
1.00000000
NC
USD
11144.41000000
0.014987023761
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PEOPLE'S REPUBLIC OF CHINA
PEOPLE'S REPUBLIC OF CHINA
Y
Default Event
2027-12-20
32.62000000
USD
0.00000000
USD
-1200000.00000000
USD
11111.79000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
100000.00000000
PA
54353.75000000
0.073095026363
Long
DBT
CORP
LU
N
2
2026-03-21
Fixed
2.50000000
N
N
N
N
N
N
ALLIED UNIVERSAL
N/A
Allied Universal Holdco LLC / Allied Universal Finance Corp
019576AA5
175000.00000000
PA
USD
167518.08000000
0.225278632548
Long
DBT
CORP
US
Y
2
2026-07-15
Fixed
6.62500000
N
N
N
N
N
N
VERALLIA SA
5299007YZU978DE0ZY32
Verallia SA
000000000
200000.00000000
PA
163408.13000000
0.219751563972
Long
DBT
CORP
FR
N
2
2028-05-14
Fixed
1.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
110000.00000000
PA
USD
94212.20000000
0.126696745720
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBD7
100000.00000000
PA
88792.15000000
0.119407852173
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
Home Re Ltd
N/A
Home RE 2021-1 Ltd
437307AB7
126653.93000000
PA
USD
125813.67000000
0.169194462672
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
5.13557000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
Bellis Finco PLC
000000000
100000.00000000
PA
79649.49000000
0.107112785619
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
50000.00000000
PA
USD
44484.58000000
0.059822947779
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXXIII Ltd
55819JAN3
750000.00000000
PA
USD
730383.15000000
0.982220649069
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
5.15361000
N
N
N
N
N
N
EX-IM BK INDIA/L
335800OFZ8YEIVN1QI11
EXPORT-IMPORT BANK OF INDIA/LONDON
000000000
1000000.00000000
PA
132622.78000000
0.178351366749
Long
DBT
CORP
GB
N
2
2026-06-25
Fixed
3.45000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AJ5
50000.00000000
PA
USD
38060.59000000
0.051183953810
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS SULTANATE OF OMAN
000000000
1.00000000
NC
USD
11565.66000000
0.015553521562
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
OMAN GOVERNMENT INTERNATIONAL BOND
OMAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
11560.22000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-69967.23000000
-0.09409206395
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-04-03
0.00000000
USD
-2813.79000000
USD
1230000.00000000
CAD
-67153.44000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-64075.27000000
-0.08616854494
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-03-31
0.00000000
USD
0.00000000
USD
5145000.00000000
CZK
-64075.27000000
N
N
N
SWISS RE FINANCE UK
549300C654ZPQWG3JF34
Swiss Re Finance UK PLC
000000000
100000.00000000
PA
73485.35000000
0.098823238425
Long
DBT
CORP
GB
N
2
2052-06-04
Fixed
2.71400000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAN3
65000.00000000
PA
USD
47524.61000000
0.063911185904
Long
DBT
CORP
US
Y
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
STANDARD INDUSTRIES INC
54930064UHXCIUWVI755
Standard Industries Inc/NJ
853496AG2
25000.00000000
PA
USD
20243.30000000
0.027223228336
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
14756.41000000
0.019844448229
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-4874480.00000000
ZAR
279069.55000000
USD
2022-12-21
14756.41000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS EMIRATE OF ABU DHABI
000000000
1.00000000
NC
USD
-3882.97000000
-0.00522182544
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ABU DHABI GOVERNMENT INTERNATIONAL BOND
ABU DHABI GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
-3888.41000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
60000.00000000
PA
USD
50984.93000000
0.068564630820
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
23000.00000000
PA
19247.01000000
0.025883415649
Long
DBT
NUSS
GR
N
2
2041-02-24
Variable
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS ELECTRICITE DE FRANCE SA
000000000
1.00000000
NC
159.86000000
0.000214980032
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
ELECTRICITE DE FRANCE SA
ELECTRICITE DE FRANCE SA
Y
Default Event
2022-12-20
196.75000000
USD
0.00000000
USD
100000.00000000
EUR
-36.89000000
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
100000.00000000
PA
96857.39000000
0.130254002263
Long
DBT
CORP
LU
N
2
2025-10-30
Fixed
6.75000000
N
N
N
N
N
N
iShares National Muni Bond ETF
549300H21FUYFQW9N157
iShares National Muni Bond ETF
464288414
100.00000000
NS
USD
10151.00000000
0.013651084103
Long
EC
RF
US
N
1
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
036752AL7
100000.00000000
PA
USD
85007.96000000
0.114318866265
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
KINGDOM OF DENMARK
549300PTO6LS1PTM6607
Denmark Government Bond
000000000
300000.00000000
PA
21224.18000000
0.028542317625
Long
DBT
NUSS
DK
N
2
2052-11-15
Fixed
0.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
100000.00000000
PA
USD
84478.45000000
0.113606780210
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBB7
200000.00000000
PA
USD
158085.56000000
0.212593761715
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.15500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
194540.55000000
PA
USD
188174.07000000
0.253056847181
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
Jamestown CLO Ltd
N/A
Jamestown CLO XIV Ltd
47048XAN2
250000.00000000
PA
USD
238701.13000000
0.321005733555
Long
ABS-CBDO
CORP
KY
N
2
2034-10-20
Floating
5.44257000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAW7
130000.00000000
PA
USD
98459.23000000
0.132408159741
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
2.50000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
10000.00000000
PA
9041.34000000
0.012158811225
Long
DBT
NUSS
GR
N
2
2030-02-24
Variable
4.30000000
N
N
N
N
N
N
Palmer Square CLO Ltd
5493006ZPBFJJGSXB826
Palmer Square CLO 2015-1 Ltd
69689ABJ8
750000.00000000
PA
USD
720000.00000000
0.968257369204
Long
ABS-CBDO
CORP
KY
N
2
2034-05-21
Floating
4.11400000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-2130.92000000
-0.00286566526
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-36416.33000000
USD
251200.00000000
CNY
2022-11-23
-2130.92000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAC5
200000.00000000
PA
USD
189923.24000000
0.255409134323
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.54390000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
200000.00000000
PA
USD
163978.68000000
0.220518840697
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
HONG KONG
549300DSMAD69T7GGN13
Hong Kong Government International Bond
000000000
100000.00000000
PA
65140.50000000
0.087601068275
Long
DBT
NUSS
HK
N
2
2041-11-24
Fixed
1.00000000
N
N
N
N
N
N
Voya CLO Ltd
5493007ASGBOUR3XJY69
Voya CLO 2013-2 Ltd
92916WAA7
250000.00000000
PA
USD
243321.28000000
0.327218920061
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
5.29161000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
200000.00000000
PA
138268.53000000
0.185943782085
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3357.26000000
0.004514849632
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-06-03
0.00000000
USD
0.00000000
USD
1440000.00000000
CNY
3357.26000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/HUF FORWARD
000000000
1.00000000
NC
USD
1154.13000000
0.001552076218
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-37298.89000000
USD
16169067.00000000
HUF
2022-12-21
1154.13000000
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BX1
40000.00000000
PA
USD
28568.48000000
0.038418946231
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.30000000
N
N
N
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
100000.00000000
PA
78337.34000000
0.105348203804
Long
DBT
NUSS
BG
N
2
2035-03-26
Fixed
3.12500000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
93000.00000000
PA
USD
85705.23000000
0.115256556287
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175CA0
135000.00000000
PA
USD
83507.65000000
0.112301246524
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
3.90000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS KINGDOM OF SAUDI ARABIA
000000000
1.00000000
NC
USD
-3024.68000000
-0.00406759541
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
SAUDI GOVERNMENT INTERNATIONAL BOND
SAUDI GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
-3030.12000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
3882.70000000
0.005221462343
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-393243.00000000
AUD
255434.29000000
USD
2022-11-02
3882.70000000
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
25000.00000000
PA
USD
20332.96000000
0.027343803274
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
EXPORT-IMPORT BANK CHINA
300300C1020211000045
Export-Import Bank of China/The
000000000
1000000.00000000
PA
139328.48000000
0.187369204861
Long
DBT
NUSS
CN
N
2
2024-05-14
Fixed
4.40000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
200000.00000000
PA
168555.45000000
0.226673689697
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
0.40600000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
100000.00000000
PA
60425.31000000
0.081260071797
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29279FAA7
25000.00000000
PA
USD
21821.79000000
0.029345984689
Long
DBT
CORP
US
N
2
2049-04-15
Fixed
6.25000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAW8
75000.00000000
PA
USD
58836.01000000
0.079122778134
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.04220000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-4418.80000000
-0.00594241064
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-137427.66000000
USD
189651544.00000000
KRW
2022-12-21
-4418.80000000
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
100000.00000000
PA
USD
89978.68000000
0.121003499974
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
BLACK KNIGHT INFOSERV LL
549300H5PS5C68DAUX66
Black Knight InfoServ LLC
092174AA9
100000.00000000
PA
USD
86970.27000000
0.116957784485
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
3.62500000
N
N
N
N
N
N
PROVINCE OF SASKATCHEWAN
549300FKDIB7OJMBSP83
Province of Saskatchewan Canada
803854KC1
100000.00000000
PA
60711.37000000
0.081644765829
Long
DBT
NUSS
CA
N
2
2048-06-02
Fixed
3.30000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDL7
75000.00000000
PA
USD
55822.20000000
0.075069800715
Long
DBT
CORP
US
N
2
2031-06-10
Fixed
2.70000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TAD6
50000.00000000
PA
41727.16000000
0.056114764119
Long
DBT
NUSS
N/A
N
2
2045-01-05
Fixed
5.40000000
N
N
N
N
N
N
AIG CLO Ltd
N/A
AIG CLO 2019-2 Ltd
00142MAC4
500000.00000000
PA
USD
484968.65000000
0.652186762771
Long
ABS-CBDO
CORP
US
N
2
2033-10-25
Floating
5.45843000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-2204.11000000
-0.00296409131
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2043-07-04
0.00000000
USD
-133.93000000
USD
5000000.00000000
JPY
-2070.18000000
N
N
N
CANTOR FITZGERALD LP
549300RLUEEVQEMX0450
Cantor Fitzgerald LP
138616AK3
235000.00000000
PA
USD
216103.46000000
0.290616343966
Long
DBT
CORP
US
N
2
2027-04-14
Fixed
4.50000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
25000.00000000
PA
USD
23509.05000000
0.031615015146
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
100000.00000000
PA
USD
97964.67000000
0.131743074512
Long
ABS-O
CORP
US
N
2
2025-08-25
Floating
6.23557000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-10841.41000000
-0.01457954878
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-02-13
0.23000000
USD
0.00000000
USD
118000000.00000000
KRW
-10841.64000000
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAB8
75000.00000000
PA
USD
71477.71000000
0.096123360335
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
5.62500000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
100000.00000000
PA
105383.75000000
0.141720267405
Long
DBT
CORP
AE
N
2
2030-09-25
Fixed
4.25000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS HUF
000000000
1.00000000
NC
-53175.99000000
-0.07151117247
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2028-06-12
0.00000000
USD
0.00000000
USD
90865000.00000000
HUF
-53175.99000000
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
96853.21000000
0.130248380991
Long
DBT
CORP
IT
N
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AQ2
98299.05000000
PA
USD
93366.81000000
0.125559863641
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
6.17774000
N
N
N
N
N
N
Carlyle Euro CLO
635400GXUD5SKWFXE966
Carlyle Euro CLO 2021-2 DAC
000000000
300000.00000000
PA
280860.55000000
0.377701801744
Long
ABS-CBDO
CORP
IE
N
2
2035-10-15
Floating
2.36800000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLV2
69000.00000000
PA
USD
43701.57000000
0.058769954442
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
22751.28000000
PA
USD
18021.26000000
0.024235024718
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
516800.00000000
PA
USD
493838.73000000
0.664115263223
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
6.06200000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
150000.00000000
PA
USD
140500.52000000
0.188945366482
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
AMERIGAS PART/FIN CORP
N/A
AmeriGas Partners LP / AmeriGas Finance Corp
030981AJ3
75000.00000000
PA
USD
70475.72000000
0.094775882277
Long
DBT
CORP
US
N
2
2026-08-20
Fixed
5.87500000
N
N
N
N
N
N
Oaktown Re Ltd
N/A
Oaktown Re VII Ltd
67389JAA6
300000.00000000
PA
USD
293401.50000000
0.394566895153
Long
ABS-MBS
CORP
BM
N
2
2034-04-25
Floating
4.59682000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
88339WAA4
30000.00000000
PA
USD
19235.23000000
0.025867573883
Long
DBT
CORP
US
N
2
2051-10-15
Fixed
3.50000000
N
N
N
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US LLC
11283YAD2
35000.00000000
PA
USD
26512.50000000
0.035654060418
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
200000.00000000
PA
USD
166710.28000000
0.224192301572
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
AIRCRAFT FINANCE CO LTD
549300V406LJMUES1M40
Aircraft Finance Co Ltd
000000000
61682.10000000
PA
USD
61182.47000000
0.082278302005
Long
DBT
CORP
KY
N
2
2026-03-29
Fixed
4.10000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAQ4
100000.00000000
PA
USD
92389.41000000
0.124245454262
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.80200000
N
N
N
N
N
N
TARGA RESOURCES CORP
5493003QENHHS261UR94
Targa Resources Corp
87612GAA9
40000.00000000
PA
USD
33481.46000000
0.045025931078
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.20000000
N
N
N
N
N
N
SHERWOOD FINANCING PLC
259400SSZWSSPNYW7K08
Sherwood Financing PLC
000000000
175000.00000000
PA
144535.43000000
0.194371521123
Long
DBT
CORP
GB
N
2
2026-11-15
Fixed
6.00000000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
China Development Bank
000000000
1000000.00000000
PA
141894.90000000
0.190820531357
Long
DBT
NUSS
CN
N
2
2027-01-19
Fixed
4.20000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
5000.00000000
PA
USD
1928.45000000
0.002593383227
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-500.03000000
-0.00067244129
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-12-18
0.00000000
USD
-557.84000000
USD
59000000.00000000
JPY
57.81000000
N
N
N
MARATHON PETROLEUM CORP
3BNYRYQHD39K4LCKQF12
Marathon Petroleum Corp
56585AAF9
50000.00000000
PA
USD
48768.98000000
0.065584617046
Long
DBT
CORP
US
N
2
2041-03-01
Fixed
6.50000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/DKK FORWARD
000000000
1.00000000
NC
USD
29.51000000
0.000039685104
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-31888.30000000
USD
240443.00000000
DKK
2022-11-02
29.51000000
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
100000.00000000
PA
86579.81000000
0.116432693134
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
250000.00000000
PA
210049.45000000
0.282474899805
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
225000.00000000
PA
216749.54000000
0.291485193578
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
3.62500000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-6
802918AE2
100000.00000000
PA
USD
95544.63000000
0.128488600118
Long
ABS-O
CORP
US
N
2
2028-11-15
Fixed
4.96000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS SAR
000000000
3000000.00000000
OU
Other
0.40000000
0.000000537920
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
3000000.00000000
USD
2.05000000
SAR
2023-05-17
XXXX
-5039.20000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-162701.84000000
-0.21880174383
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-23
0.00000000
USD
0.00000000
USD
5485000.00000000
EUR
-162701.84000000
N
N
N
iShares MBS ETF
549300M0TH0IE2E6RP07
iShares MBS ETF
464288588
8000.00000000
NS
USD
722720.00000000
0.971915230377
Long
EC
RF
US
N
1
N
N
Trimaran CAVU Ltd
N/A
Trimaran Cavu 2021-1 Ltd
89624NAA6
500000.00000000
PA
USD
486654.80000000
0.654454300498
Long
ABS-CBDO
CORP
KY
N
2
2032-04-23
Floating
5.53457000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
7100000.00000000
PA
244942.86000000
0.329399623929
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
BULGARIAN ENERGY HLD
635400E1RWKJXPSBCV07
Bulgarian Energy Holding EAD
000000000
200000.00000000
PA
141789.17000000
0.190678345452
Long
DBT
CORP
BG
N
2
2028-07-22
Fixed
2.45000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
75000.00000000
PA
USD
67674.20000000
0.091008392854
Long
DBT
CORP
US
Y
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
JAPAN (30 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Thirty Year Bond
000000000
12700000.00000000
PA
71671.07000000
0.096383391230
Long
DBT
NUSS
JP
N
2
2051-03-20
Fixed
0.70000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000.00000000
PA
84977.15000000
0.114277432918
Long
DBT
NUSS
MX
N
2
2028-04-17
Fixed
1.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RLJ9
40000.00000000
PA
USD
25317.49000000
0.034047008697
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
50000.00000000
PA
45125.47000000
0.060684817869
Long
DBT
NUSS
PT
N
2
2034-04-18
Fixed
2.25000000
N
N
N
N
N
N
UGI INTERNATIONAL LLC
5493001JFF8MQO00ZQ21
UGI International LLC
000000000
150000.00000000
PA
109400.46000000
0.147121946651
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
2.50000000
N
N
N
N
N
N
TSTAT 2022-1 Ltd
N/A
TSTAT 2022-1 Ltd
872899AA7
750000.00000000
PA
USD
735764.33000000
0.989457270167
Long
ABS-CBDO
CORP
BM
N
2
2031-07-20
Floating
4.85420000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
23000.00000000
PA
19695.85000000
0.026487016535
Long
DBT
NUSS
GR
N
2
2039-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-4047.42000000
-0.00544297811
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2038-12-03
0.00000000
USD
-6.23000000
USD
11780000.00000000
JPY
-4041.19000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
95755.25000000
0.128771842295
Long
DBT
NUSS
ID
N
2
2025-07-30
Fixed
3.37500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 10 YEAR EURO BUND
000000000
-25.00000000
NC
165249.49000000
0.222227828402
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
-3650143.14000000
USD
165249.49000000
N
N
N
iShares 0-5 Year High Yield Corporate Bond ETF
549300R96U5WQ7R5ID10
iShares 0-5 Year High Yield Corporate Bond ETF
46434V407
3000.00000000
NS
USD
122550.00000000
0.164805473050
Long
EC
RF
US
N
1
N
N
N
Carlyle Global Market Strategi
6354006SCMVW8LXU4P40
Carlyle Global Market Strategies Euro CLO 2014-2 Ltd
000000000
500000.00000000
PA
476879.54000000
0.641308512260
Long
ABS-CBDO
CORP
IE
N
2
2031-11-15
Floating
1.07100000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
50000.00000000
PA
52307.89000000
0.070343749944
Long
DBT
NUSS
IT
N
2
2048-01-27
Fixed
5.34500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
180000.00000000
PA
139283.96000000
0.187309334280
Long
DBT
NUSS
RO
N
2
2028-03-07
Fixed
2.12500000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AZ7
100000.00000000
PA
USD
91498.99000000
0.123048015753
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
200000.00000000
PA
USD
180850.00000000
0.243207423917
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-SCHATZ
000000000
-25.00000000
NC
28426.04000000
0.038227392649
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
BUNDESSCHATZANWEISUNGEN
2022-12-08
-2715156.28000000
USD
28426.04000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF COLOMBIA
000000000
1.00000000
NC
USD
63107.67000000
0.084867314626
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
COLOMBIA GOVERNMENT INTERNATIONAL BOND
COLOMBIA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
16.31000000
USD
0.00000000
USD
-600000.00000000
USD
63091.36000000
N
N
N
Chase Auto Owner Trust
N/A
Chase Auto Owner Trust 2022-A
16144JAG6
200000.00000000
PA
USD
187925.14000000
0.252722085644
Long
ABS-O
CORP
US
N
2
2030-06-25
Fixed
5.40000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
50000.00000000
PA
USD
43050.56000000
0.057894474956
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
300000.00000000
PA
204859.16000000
0.275494987943
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/ILS FORWARD
000000000
1.00000000
NC
USD
159.24000000
0.000214146254
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-51172.00000000
USD
180596.48000000
ILS
2022-12-21
159.24000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VBU3
450000.00000000
PA
USD
407606.14000000
0.548149512205
Long
DBT
CORP
US
N
2
2032-09-01
Fixed
4.95000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
200000.00000000
PA
USD
193072.00000000
0.259643592759
Long
DBT
NUSS
QA
Y
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
ILIAD HOLDING SAS
9695009PXA7OI9NXN582
Iliad Holding SASU
000000000
100000.00000000
PA
91808.43000000
0.123464151253
Long
DBT
CORP
FR
N
2
2026-10-15
Fixed
5.12500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000.00000000
PA
83062.41000000
0.111702486925
Long
DBT
NUSS
MX
N
2
2030-02-11
Fixed
2.37500000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R04
20753YAF9
20000.00000000
PA
USD
18849.65000000
0.025349045165
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
8.24682000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBP5
102000.00000000
PA
USD
70748.17000000
0.095142273555
Long
DBT
CORP
US
Y
2
2035-11-15
Fixed
3.13700000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000000.00000000
PA
679131.78000000
0.913297709230
Long
DBT
NUSS
MX
N
2
2024-07-24
Fixed
1.44000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-9499.47000000
-0.01277490532
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-08
11.16000000
USD
0.00000000
USD
179000000.00000000
JPY
-9510.63000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJZ3
300000.00000000
PA
USD
242760.09000000
0.326464230682
Long
DBT
CORP
US
N
2
2029-06-14
Fixed
2.08700000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
30000.00000000
PA
USD
20021.96000000
0.026925569883
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBC0
200000.00000000
PA
USD
199101.70000000
0.267752344786
Long
DBT
CORP
IT
Y
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
SUN HUNG KAI PROP (CAP)
222100WJDEUAP4JLW867
SUN HUNG KAI PROPERTIES CAPITAL MARKET LTD
000000000
1000000.00000000
PA
129970.49000000
0.174784562113
Long
DBT
CORP
HK
N
2
2027-08-14
Fixed
3.20000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
915478.36000000
PA
USD
73028.44000000
0.098208784988
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.38007900
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
Southwest Airlines Co
844741BK3
180000.00000000
PA
USD
175506.04000000
0.236020856347
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.12500000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
95363.44000000
PA
95903.51000000
0.128971222625
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
4.05934000
N
N
N
N
N
N
NEXI SPA
5493000P70CQRQG8SN85
Nexi SpA
000000000
414000.00000000
PA
325557.87000000
0.437810842680
Long
DBT
CORP
IT
N
2
2029-04-30
Fixed
2.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-34821.36000000
-0.04682783114
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-10-30
4537.56000000
USD
0.00000000
USD
235000.00000000
EUR
-39358.92000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
100000.00000000
PA
75250.46000000
0.101196961709
Long
DBT
NUSS
IT
N
2
2031-12-01
Fixed
0.95000000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
50000.00000000
PA
USD
46496.58000000
0.062528689205
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
13467.07000000
0.018110541345
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-12
0.00000000
USD
-13.30000000
USD
5280000.00000000
CNY
13480.37000000
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HBA6
200000.00000000
PA
USD
148271.28000000
0.199395499307
Long
DBT
CORP
JP
N
2
2032-01-22
Fixed
2.99900000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS ARAB REPUBLIC OF EGYPT
000000000
1.00000000
NC
USD
65833.24000000
0.088532666345
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Egypt Government International Bond
Egypt Government International Bond
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
65827.80000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
15000.00000000
PA
USD
10148.75000000
0.013648058299
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
93112.50000000
0.125217867069
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAE6
100000.00000000
PA
USD
93219.07000000
0.125361182608
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
5.81200000
N
N
N
N
N
N
UNITI GRP/UNITI HLD/CSL
N/A
Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
91327AAA0
100000.00000000
PA
USD
99085.47000000
0.133250328484
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
13000.00000000
PA
12886.56000000
0.017329870394
Long
DBT
NUSS
GR
N
2
2025-02-24
Variable
4.30000000
N
N
N
N
N
N
REGIE AUTONOME DES TRANS
969500K59E47ULNCAQ69
Regie Autonome des Transports Parisiens
000000000
90772.78000000
PA
79869.92000000
0.107409220302
Long
DBT
NUSS
FR
N
2
2036-12-19
Fixed
0.40000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AP3
200000.00000000
PA
USD
183238.94000000
0.246420074972
Long
DBT
CORP
CH
N
2
2028-05-12
Fixed
4.75100000
N
N
N
N
N
N
SINGAPORE GOVERNMENT
549300ZSV6VOGFH1ER70
Singapore Government Bond
000000000
40000.00000000
PA
26261.66000000
0.035316730309
Long
DBT
NUSS
SG
N
2
2046-03-01
Fixed
2.75000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
60000.00000000
PA
55347.73000000
0.074431732557
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
15000.00000000
PA
USD
12233.81000000
0.016452050952
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
200000.00000000
PA
162292.00000000
0.218250590226
Long
DBT
CORP
NL
N
2
N/A
Fixed
1.45000000
N
N
N
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPCK7
50000.00000000
PA
USD
39498.40000000
0.053117523433
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
4.25000000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AZ7
25000.00000000
PA
USD
23015.67000000
0.030951516784
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
6.25000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
318499.80000000
PA
USD
28427.29000000
0.038229073651
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.57176100
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF KAZAKHSTAN
000000000
1.00000000
NC
USD
130.25000000
0.000175160447
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
85000.00000000
USD
130.25000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME EURO FOREIGN EXCHANGE CURRENCY
000000000
-113.00000000
NC
USD
184711.04000000
0.248399757852
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2022-12-19
-14201654.79000000
USD
184711.04000000
N
N
N
REGION OF LAZIO
81560007498E8B065B77
Region of Lazio Italy
000000000
86400.58000000
PA
73195.76000000
0.098433797242
Long
DBT
NUSS
IT
N
2
2043-03-31
Fixed
3.08800000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
CDS CATALONIA AUTONOMOUS COMMUNITY OF
000000000
1.00000000
NC
USD
1396.05000000
0.001877410694
N/A
DCR
CORP
DE
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
GENERALITAT DE CATALUNYA
Autonomous Community of Catalonia
Y
Default Event
2025-12-20
0.00000000
USD
-598.83000000
USD
100000.00000000
USD
1994.88000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
100000.00000000
PA
115850.88000000
0.155796483734
Long
DBT
NUSS
IT
N
2
2028-08-04
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BAHN FIN GMBH
52990002BAIDUAIIYU29
Deutsche Bahn Finance GMBH
000000000
100000.00000000
PA
59887.23000000
0.080536460789
Long
DBT
CORP
DE
N
2
2027-09-27
Fixed
3.80000000
N
N
N
N
N
N
BX Commercial Mortgage Trust 2
N/A
BX Commercial Mortgage Trust 2019-XL
056054AJ8
85000.00000000
PA
USD
81364.35000000
0.109418932608
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
5.41200000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
415000.00000000
PA
275800.02000000
0.370896391377
Long
DBT
NUSS
IT
N
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
ISLE OF MAN
549300ZXHSYV21BRHW71
Isle of Man Government International Bond
000000000
100000.00000000
PA
123338.34000000
0.165865634181
Long
DBT
NUSS
IM
N
2
2030-03-29
Fixed
5.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
210000.00000000
PA
USD
191288.27000000
0.257244829263
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAE3
40000.00000000
PA
USD
34029.15000000
0.045762465632
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.37500000
N
N
N
N
N
N
PGIM Institutional Money Market Fund - D
N/A
PGIM Institutional Money Market Fund - D
000000000
876877.59200000
NS
USD
876000.71000000
1.178047420674
Long
STIV
RF
US
N
1
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14307PAC9
250000.00000000
PA
USD
243750.00000000
0.327795463532
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
5.44471000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
400000.00000000
PA
305072.78000000
0.410262454692
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
15000.00000000
PA
12991.34000000
0.017470778737
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-9646.24000000
-0.01297228189
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-08-04
0.00000000
USD
0.00000000
USD
761000000.00000000
KRW
-9646.24000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
30000.00000000
PA
23232.52000000
0.031243137076
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.75000000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
35000.00000000
PA
USD
31636.78000000
0.042545201906
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
6.99682000
N
N
N
N
N
N
REPUBLIKA SLOVENIJA
485100000LWQHIX4XX88
Slovenia Government Bond
000000000
300000.00000000
PA
223612.71000000
0.300714797646
Long
DBT
NUSS
SI
N
2
2031-02-12
None
0.00000000
N
N
N
N
N
N
FREEPORT TERMINAL MALTA
N/A
Freeport Terminal Malta PLC
356834AA9
200000.00000000
PA
USD
236278.74000000
0.317748098876
Long
DBT
CORP
MT
N
2
2028-05-15
Fixed
7.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/COP FORWARD
000000000
1.00000000
NC
USD
5219.16000000
0.007018736293
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-273723349.00000000
COP
60148.53000000
USD
2022-12-21
5219.16000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
100000.00000000
PA
21595.04000000
0.029041050858
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
200000.00000000
PA
32402.25000000
0.043574607418
Long
DBT
NUSS
UA
N
2
2028-06-20
Variable
6.75000000
N
Y
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
67559.24000000
0.090853794427
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
50000.00000000
PA
USD
46150.04000000
0.062062661554
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
150000.00000000
PA
86634.56000000
0.116506321038
Long
DBT
NUSS
IT
N
2
2051-09-01
Fixed
1.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-25165.34000000
-0.03384239708
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-11-12
5.99000000
USD
0.00000000
USD
163000000.00000000
JPY
-25171.33000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF PERU
000000000
1.00000000
NC
USD
7024.55000000
0.009446628198
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PERUVIAN GOVERNMENT INTERNATIONAL BOND
PERUVIAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
8.15000000
USD
0.00000000
USD
-300000.00000000
USD
7016.40000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
100000.00000000
PA
77236.68000000
0.103868034142
Long
DBT
NUSS
CY
N
2
2030-01-21
Fixed
0.62500000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
10000.00000000
PA
USD
6511.19000000
0.008756260694
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
69072.50000000
0.092888829353
Long
DBT
CORP
ID
N
2
2031-11-05
Fixed
1.87500000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
200000.00000000
PA
156105.65000000
0.209931174981
Long
DBT
NUSS
PT
N
2
2031-10-17
Fixed
0.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
195000.00000000
PA
USD
150499.63000000
0.202392188625
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
IRS THB
000000000
1.00000000
NC
-1019.83000000
-0.00137146932
N/A
DIR
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
Y
2025-05-07
0.15000000
USD
0.00000000
USD
1000000.00000000
THB
-1019.98000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
-3038.55000000
-0.00408624781
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-393243.00000000
AUD
248734.53000000
USD
2022-12-02
-3038.55000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
CDS HALLIBURTON COMPANY
000000000
1.00000000
NC
USD
599.27000000
0.000805899435
N/A
DCR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
HALLIBURTON CO
Halliburton Co
Y
Default Event
2026-12-20
396.60000000
USD
0.00000000
USD
50000.00000000
USD
202.67000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
45000.00000000
PA
USD
28562.59000000
0.038411025348
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
50000.00000000
PA
USD
43350.85000000
0.058298305519
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DBG3
60000.00000000
PA
USD
43257.43000000
0.058172674125
Long
DBT
CORP
US
N
2
2049-05-15
Fixed
5.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAJ9
140000.00000000
PA
USD
121455.89000000
0.163334111841
Long
DBT
CORP
US
N
2
2046-02-01
Fixed
4.90000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
35000.00000000
PA
USD
31378.40000000
0.042197731991
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS USD
000000000
-800000.00000000
OU
Other
USD
-65.22000000
-0.00008770798
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
-800000.00000000
USD
1.13000000
USD
2023-05-17
XXXX
5934.78000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZU1
375000.00000000
PA
USD
348508.90000000
0.468675431469
Long
DBT
CORP
US
N
2
2028-08-23
Fixed
4.48200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
300000.00000000
PA
USD
279987.83000000
0.376528166229
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
250000.00000000
PA
197449.39000000
0.265530315156
Long
DBT
NUSS
ES
N
2
2031-10-31
Fixed
0.50000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
1019000.00000000
PA
736165.96000000
0.989997382954
Long
DBT
NUSS
GR
N
2
2035-02-04
Fixed
1.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5738.73000000
0.007717455017
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-07-13
0.00000000
USD
-4.40000000
USD
3200000.00000000
CNY
5743.13000000
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AM7
25000.00000000
PA
USD
18774.46000000
0.025247929510
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
4.62500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
65000.00000000
PA
USD
55577.79000000
0.074741117682
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-5020.66000000
-0.00675179311
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2038-01-09
0.00000000
USD
-0.95000000
USD
50000.00000000
CAD
-5019.71000000
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
95497.91000000
PA
99500.36000000
0.133808273345
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
3.70934000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SGD
000000000
1.00000000
NC
-23960.20000000
-0.03222172252
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-07-29
1010.65000000
USD
0.00000000
USD
165000.00000000
SGD
-24970.85000000
N
N
N
Real Estate Asset Liquidity Tr
N/A
Real Estate Asset Liquidity Trust
75585RRT4
22086.59000000
PA
14756.12000000
0.019844058237
Long
ABS-MBS
CORP
CA
N
2
2055-02-12
Variable
2.38100000
N
N
N
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
59872.99000000
PA
56270.18000000
0.075672245071
Long
ABS-MBS
CORP
LU
N
3
2023-03-16
Floating
0.01000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2022-5
80287HAE8
200000.00000000
PA
USD
192134.68000000
0.258383083041
Long
ABS-O
CORP
US
N
2
2028-10-16
Fixed
4.74000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
135000.00000000
PA
74037.96000000
0.099566389403
Long
DBT
NUSS
GR
N
2
2052-01-24
Fixed
1.87500000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAA5
84330.63000000
PA
USD
84125.34000000
0.113131917210
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
4.74682000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
80000.00000000
PA
USD
63307.23000000
0.085135683293
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF GREECE
000000000
1.00000000
NC
USD
-11924.71000000
-0.01603637268
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
HELLENIC REPUBLIC
Hellenic Republic Government Bond
Y
Default Event
2031-12-20
0.00000000
USD
-3904.39000000
USD
140000.00000000
USD
-8020.32000000
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS MYR
000000000
1.00000000
NC
-3076.17000000
-0.00413683926
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2032-07-12
0.00000000
USD
-1.48000000
USD
230000.00000000
MYR
-3074.69000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
100000.00000000
PA
99430.30000000
0.133714056523
Long
DBT
NUSS
CY
N
2
2024-06-27
Fixed
2.75000000
N
N
N
N
N
N
SKYWORKS SOLUTIONS INC
549300WZ3ORQ2BVKBD96
Skyworks Solutions Inc
83088MAL6
75000.00000000
PA
USD
55755.88000000
0.074980613453
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
3.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-11107.12000000
-0.01493687609
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-07-03
0.00000000
USD
0.00000000
USD
3000000.00000000
THB
-11107.12000000
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
200000.00000000
PA
USD
137662.50000000
0.185128791789
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
23000.00000000
PA
20477.63000000
0.027538355765
Long
DBT
NUSS
GR
N
2
2031-02-24
Variable
4.30000000
N
N
N
N
N
N
REPUBLIC OF AUSTRIA
529900QWWUI4XRVR7I03
Republic of Austria Government International Bond
052591AS3
180000.00000000
PA
146583.04000000
0.197125150945
Long
DBT
NUSS
AT
N
2
2034-12-01
Fixed
5.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBY0
240000.00000000
PA
USD
221426.83000000
0.297775222065
Long
DBT
CORP
GB
N
2
2028-08-09
Fixed
5.50100000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
100000.00000000
PA
84235.96000000
0.113280679197
Long
DBT
NUSS
HU
N
2
2027-10-10
Fixed
1.75000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAQ6
130000.00000000
PA
USD
91010.62000000
0.122391254848
Long
DBT
CORP
US
Y
2
2052-03-15
Fixed
5.14100000
N
N
N
N
N
N
Arbor Realty Collateralized Lo
N/A
Arbor Realty Commercial Real Estate Notes 2022-FL1 Ltd
03880XAA4
200000.00000000
PA
USD
192092.40000000
0.258326224816
Long
ABS-CBDO
CORP
KY
N
2
2037-01-15
Floating
4.24135000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-69542.47000000
-0.09352084590
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-04-27
0.00000000
USD
0.00000000
USD
350000.00000000
EUR
-69542.47000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-204916.14000000
-0.27557161475
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-12-02
0.00000000
USD
0.00000000
USD
3245000.00000000
EUR
-204916.14000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.IG.38.V1
000000000
1.00000000
NC
USD
72008.36000000
0.096836979464
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.IG.38.V1
Y
Default Event
2027-06-20
46319.88000000
USD
0.00000000
USD
8345000.00000000
USD
25688.48000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
100000.00000000
PA
62205.96000000
0.083654693303
Long
DBT
CORP
US
N
2
2026-01-19
Fixed
4.10000000
N
N
N
N
N
N
ALLIANZ SE
529900K9B0N5BT694847
Allianz SE
000000000
100000.00000000
PA
95464.10000000
0.128380303221
Long
DBT
CORP
DE
N
2
N/A
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2022-DNA3
35564KUX5
140000.00000000
PA
USD
129850.11000000
0.174622674860
Long
ABS-MBS
CORP
US
N
2
2042-04-25
Floating
5.89682000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
350000.00000000
PA
358732.52000000
0.482424175087
Long
DBT
NUSS
IT
N
2
2024-07-31
Fixed
5.12500000
N
N
N
N
N
N
PUERTO RICO CMWLTH
549300X44HXPLJU48U63
Commonwealth of Puerto Rico
74514L3T2
298592.00000000
PA
USD
139678.95000000
0.187840517583
Long
DBT
MUN
US
N
2
2043-11-01
Variable
0.01000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
46000.00000000
PA
39924.15000000
0.053690072842
Long
DBT
NUSS
GR
N
2
2033-02-24
Variable
4.30000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
000000000
100000.00000000
PA
88977.79000000
0.119657501198
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CJ6
265000.00000000
PA
USD
243226.96000000
0.327092078346
Long
DBT
CORP
DE
N
2
2024-05-28
Fixed
0.89800000
N
N
N
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
47201.24000000
0.063476317313
N/A
DCR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Gazprom PJSC Via Gaz Capital SA
GAZPROM (GAZ CAPITAL SA)
Y
Default Event
2024-06-20
43901.35000000
USD
0.00000000
USD
-134000.00000000
USD
3299.89000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EUREX 5 YEAR EURO BOBL
000000000
-14.00000000
NC
40966.04000000
0.055091208496
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2022-12-08
-1730422.22000000
USD
40966.04000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-4004.58000000
-0.00538536679
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-12-03
0.00000000
USD
-2758.05000000
USD
60000.00000000
CAD
-1246.53000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
-610.08000000
-0.00082043674
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
107.21000000
USD
0.00000000
USD
45000.00000000
USD
-717.29000000
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAD1
246085.78000000
PA
USD
225808.39000000
0.303667552285
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.72000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS EUR
000000000
1.00000000
NC
10078.86000000
0.013554070094
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
10078.86000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-39213.86000000
-0.05273487349
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-07-11
17717.34000000
USD
0.00000000
USD
890000.00000000
PLN
-56931.20000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US 10YR ULTRA
000000000
-17.00000000
NC
USD
153414.85000000
0.206312582024
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
2022-12-20
-2125149.31000000
USD
153414.85000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
200000.00000000
PA
USD
162600.00000000
0.218664789212
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-7685.94000000
-0.01033606672
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2039-12-03
0.00000000
USD
-12.38000000
USD
21500000.00000000
JPY
-7673.56000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
300000.00000000
PA
282818.62000000
0.380335018004
Long
DBT
NUSS
PE
N
2
2026-01-30
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
20000.00000000
PA
12702.72000000
0.017082642012
Long
DBT
NUSS
CY
N
2
2040-01-21
Fixed
1.25000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAJ5
200000.00000000
PA
USD
191986.24000000
0.258183460647
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
5.56200000
N
N
N
N
N
N
JEFFERIES GRP LLC / CAP
N/A
Jefferies Group LLC / Jefferies Group Capital Finance Inc
47233JGT9
150000.00000000
PA
USD
106458.04000000
0.143164974640
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.62500000
N
N
N
N
N
N
UNITED GROUP BV
213800PC85O8BJ7DU398
United Group BV
000000000
150000.00000000
PA
105248.63000000
0.141538557772
Long
DBT
CORP
NL
N
2
2030-02-01
Fixed
5.25000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
300000.00000000
PA
305149.86000000
0.410366112023
Long
DBT
NUSS
IT
N
2
2034-07-31
Fixed
5.20000000
N
N
N
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
600000.00000000
PA
329555.10000000
0.443186325186
Long
DBT
CORP
LU
N
2
2023-03-06
Fixed
1.45000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2462.29000000
0.003311292274
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2027-08-04
0.00000000
USD
0.00000000
USD
7230000.00000000
CNY
2462.29000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CHF/USD FORWARD
000000000
1.00000000
NC
USD
6669.90000000
0.008969694203
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-467966.90000000
CHF
474103.12000000
USD
2022-11-02
6669.90000000
N
N
N
ING GROEP NV
549300NYKK9MWM7GGW15
ING Groep NV
456837BB8
200000.00000000
PA
USD
179872.00000000
0.241892207657
Long
DBT
CORP
NL
N
2
2028-03-28
Fixed
4.01700000
N
N
N
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
200000.00000000
PA
181319.17000000
0.243838364625
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
15000.00000000
PA
USD
14920.54000000
0.020065170565
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
TCW Gem Ltd
N/A
TCW CLO 2020-1 Ltd
87190CAW0
750000.00000000
PA
USD
722250.90000000
0.971284383805
Long
ABS-CBDO
CORP
KY
N
2
2034-04-20
Floating
5.40257000
N
N
N
N
N
N
HILCORP ENERGY I/HILCORP
N/A
Hilcorp Energy I LP / Hilcorp Finance Co
431318AY0
25000.00000000
PA
USD
22776.68000000
0.030630122577
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
125000.00000000
PA
USD
118724.92000000
0.159661498191
Long
DBT
CORP
US
N
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
125000.00000000
PA
USD
92525.36000000
0.124428280080
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
902973BC9
200000.00000000
PA
USD
153543.24000000
0.206485241141
Long
DBT
CORP
US
N
2
N/A
Fixed
3.70000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
190000.00000000
PA
101737.05000000
0.136816178310
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
195000.00000000
PA
208701.65000000
0.280662375802
Long
DBT
NUSS
PT
N
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAA0
50000.00000000
PA
USD
40839.89000000
0.054921561736
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
3.87500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
2192689.71000000
NS
USD
2192689.71000000
2.948733291786
Long
STIV
RF
US
N
1
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-5132.80000000
-0.00690259920
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-04-03
0.00000000
USD
-230.73000000
USD
40000.00000000
CHF
-4902.07000000
N
N
N
EMIRATES NBD BANK PJSC
54930029BCN8HF3B1286
Emirates NBD Bank PJSC
000000000
380000.00000000
PA
237263.78000000
0.319072782542
Long
DBT
CORP
AE
N
2
2028-02-09
Fixed
4.75000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
IRS MYR
000000000
1.00000000
NC
-1821.97000000
-0.00245018872
N/A
DIR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
Y
2032-04-07
0.00000000
USD
-2.47000000
USD
200000.00000000
MYR
-1819.50000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
10787.78000000
0.014507427058
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-02
9.95000000
USD
0.00000000
USD
5910000.00000000
CNY
10777.83000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
5460.67000000
0.007343519400
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PANAMA GOVERNMENT INTERNATIONAL BOND
PANAMA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
5455.23000000
N
N
N
JDE PEET'S NV
724500EHG519SE5ZRT89
JDE Peet's NV
47216QAB9
150000.00000000
PA
USD
123091.68000000
0.165533925344
Long
DBT
CORP
NL
N
2
2027-01-15
Fixed
1.37500000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAX7
10000.00000000
PA
USD
6618.56000000
0.008900652074
Long
DBT
CORP
CA
N
2
2052-02-15
Fixed
3.75000000
N
N
N
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAP5
50000.00000000
PA
USD
40857.90000000
0.054945781618
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-55278.74000000
-0.07433895467
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
364000.00000000
EUR
-55278.74000000
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
100000.00000000
PA
USD
94874.57000000
0.127587502156
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
291.56000000
PA
USD
291.56000000
0.000392090442
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
7.18557000
N
N
N
N
N
N
TCW CLO 2017-1, Ltd
N/A
TCW CLO 2017-1A Ltd
87240NAU0
250000.00000000
PA
USD
238024.83000000
0.320096244029
Long
ABS-CBDO
CORP
KY
N
2
2034-10-29
Floating
5.59471000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
20000.00000000
PA
USD
16550.69000000
0.022257399386
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
125000.00000000
PA
USD
109447.10000000
0.147184668212
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
183789.79000000
0.247160859100
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
50000.00000000
PA
USD
47470.92000000
0.063838983490
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-541.37000000
-0.00072803540
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-94845.00000000
CAD
69091.74000000
USD
2022-12-02
-541.37000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
DKK/USD FORWARD
000000000
1.00000000
NC
USD
-654.05000000
-0.00087956768
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-240443.00000000
DKK
31263.76000000
USD
2022-11-02
-654.05000000
N
N
N
CREDIT SUISSE NEW YORK
549300D0YARF5HYP1809
Credit Suisse AG/New York NY
22550L2K6
450000.00000000
PA
USD
403984.26000000
0.543278801093
Long
DBT
CORP
CH
N
2
2027-07-09
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FORWARD
000000000
1.00000000
NC
USD
22179.63000000
0.029827208602
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-95556646.00000000
JPY
664953.75000000
USD
2022-11-02
22179.63000000
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
200000.00000000
PA
170328.23000000
0.229057727612
Long
DBT
CORP
GB
N
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
149600.00000000
PA
USD
113696.00000000
0.152898597012
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
JPY/USD FORWARD
000000000
1.00000000
NC
USD
5889.94000000
0.007920802512
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-29795252.00000000
JPY
206311.55000000
USD
2022-11-02
5889.94000000
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CT4
200000.00000000
PA
USD
143242.12000000
0.192632275375
Long
DBT
CORP
GB
N
2
2032-05-24
Fixed
2.80400000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
SWOP IRS SAR
000000000
3000000.00000000
OU
Other
45613.59000000
0.061341242574
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
3000000.00000000
USD
2.05000000
SAR
2023-05-17
XXXX
40573.99000000
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
100000.00000000
PA
47516.30000000
0.063900010600
Long
DBT
NUSS
BG
N
2
2050-09-23
Fixed
1.37500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/EUR FORWARD
000000000
1.00000000
NC
USD
6248.90000000
0.008403532603
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1504673.22000000
USD
1528678.00000000
EUR
2022-11-02
6248.90000000
N
N
N
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
IRS CNY
000000000
1.00000000
NC
4745.10000000
0.006381219503
N/A
DIR
CORP
GB
N
2
STANDARD CHARTERED BANK
RILFO74KP1CM8P6PCT96
Y
2031-10-14
0.00000000
USD
0.00000000
USD
3000000.00000000
CNY
4745.10000000
N
N
N
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
IRS MYR
000000000
1.00000000
NC
-9933.65000000
-0.01335879141
N/A
DIR
CORP
GB
N
2
HSBC BANK PLC
MP6I5ZYZBEU3UXPYFY54
Y
2026-08-12
0.00000000
USD
-11.07000000
USD
900000.00000000
MYR
-9922.58000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
14823.75000000
0.019935007189
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
iShares iBoxx High Yield Corporate Bond ETF
N/A
iShares iBoxx High Yield Corporate Bond ETF
464288513
3500.00000000
NS
USD
257005.00000000
0.345620812739
Long
EC
RF
US
N
1
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
1600000.00000000
PA
USD
1279750.00000000
1.721010233666
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/SEK FORWARD
000000000
1.00000000
NC
USD
826.70000000
0.001111747732
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-93051.17000000
USD
1029547.00000000
SEK
2023-01-19
826.70000000
N
N
N
KIMCO REALTY CORP
549300EA7I6T15IBYS12
Kimco Realty Corp
49446RBA6
75000.00000000
PA
USD
66439.94000000
0.089348557659
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.60000000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
2558.23000000
0.003440312568
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
-386.88000000
USD
475000.00000000
USD
2945.11000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
335000.00000000
PA
297719.08000000
0.400373184948
Long
DBT
NUSS
IT
N
2
2035-03-01
Fixed
3.35000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
3917.70000000
0.005268530410
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-614444.00000000
CNY
87781.00000000
USD
2022-11-23
3917.70000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
71086.24000000
0.095596910734
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-08-15
0.00000000
USD
0.00000000
USD
-493000.00000000
USD
71086.24000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CHF/USD FORWARD
000000000
1.00000000
NC
USD
348.69000000
0.000468918975
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-467084.53000000
USD
467966.90000000
CHF
2022-11-02
348.69000000
N
N
N
Deco
549300BXZQDWLENUZL17
Deco 2019-RAM DAC
000000000
440466.73000000
PA
423268.85000000
0.569212754398
Long
ABS-MBS
CORP
IE
N
2
2030-08-07
Floating
5.49801000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
190000.00000000
PA
USD
155825.53000000
0.209554469073
Long
DBT
CORP
US
N
2
N/A
Fixed
4.30000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
200000.00000000
PA
172733.75000000
0.232292675483
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.75000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
682691AA8
25000.00000000
PA
USD
18851.41000000
0.025351412017
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
4.00000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KJA8
30000.00000000
PA
USD
26077.58000000
0.035069179175
Long
ABS-MBS
CORP
US
Y
2
2034-01-25
Floating
6.04682000
N
N
N
N
N
N
OZLM Ltd
N/A
OZLM VI Ltd
67108LAY9
250000.00000000
PA
USD
234562.73000000
0.315440405365
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.82914000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-88113.84000000
-0.11849565959
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-05-08
48422.40000000
USD
0.00000000
USD
225000.00000000
GBP
-136536.24000000
N
N
N
KONTOOR BRANDS INC
549300M0CPXV65RFF271
Kontoor Brands Inc
50050NAA1
53000.00000000
PA
USD
42650.99000000
0.057357132460
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.12500000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BMTY2
4319260.08000000
PA
USD
66611.20000000
0.089578868432
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Variable
0.63753800
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VAG8
100000.00000000
PA
USD
88997.89000000
0.119684531716
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-264.64000000
-0.00035588837
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-94845.00000000
CAD
69354.11000000
USD
2022-11-02
-264.64000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
20000.00000000
PA
USD
14595.07000000
0.019627477891
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAF3
15000.00000000
PA
USD
8733.38000000
0.011744666032
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BL7
5000.00000000
PA
USD
3911.65000000
0.005260394358
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-18092.84000000
-0.02433128563
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2037-12-18
0.00000000
USD
-3024.99000000
USD
111500000.00000000
JPY
-15067.85000000
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
33424.47000000
0.044949290818
Long
DBT
NUSS
RO
N
2
2034-04-03
Fixed
3.50000000
N
N
N
N
N
N
PERU ENHANCED PASS-THRU
549300O4IWRO77V4HJ21
Peru Enhanced Pass-Through Finance Ltd
000000000
74715.16000000
PA
USD
69989.43000000
0.094121918561
Long
DBT
CORP
KY
N
2
2025-06-02
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-4786.22000000
-0.00643651775
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-07-08
0.00000000
USD
-3765.57000000
USD
25000000.00000000
JPY
-1020.65000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
24000.00000000
PA
19741.97000000
0.026549038798
Long
DBT
NUSS
GR
N
2
2036-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-24754.26000000
-0.03328957592
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2049-05-11
5601.53000000
USD
0.00000000
USD
120000.00000000
EUR
-30355.79000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-3847.95000000
-0.00517473047
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-12-18
0.00000000
USD
-998.11000000
USD
53000000.00000000
JPY
-2849.84000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2022-AHP
05610FAF4
400000.00000000
PA
USD
373114.20000000
0.501764685701
Long
ABS-MBS
CORP
US
N
2
2039-01-17
Floating
6.41566000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
SGD/USD FORWARD
000000000
1.00000000
NC
USD
169.74000000
0.000228266674
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-40514.00000000
SGD
28798.28000000
USD
2022-12-21
169.74000000
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
100000.00000000
PA
USD
95240.00000000
0.128078933115
Long
DBT
CORP
IL
N
2
2024-03-30
Fixed
4.50000000
N
N
N
N
N
N
MARKET BIDCO FINCO PLC
549300UGYX6EBVHRVG53
Market Bidco Finco PLC
000000000
100000.00000000
PA
86732.48000000
0.116638004040
Long
DBT
CORP
GB
N
2
2027-11-04
Fixed
5.50000000
N
N
N
N
N
N
BANGKO PILIPINAS BOND
4IDQTQC5NXVM3WSFHR30
Bangko Sentral ng Pilipinas International Bond
059891AA9
40000.00000000
PA
USD
44800.00000000
0.060247125194
Long
DBT
NUSS
PH
N
2
2027-06-15
Fixed
8.60000000
N
N
N
N
N
N
REPUBLIC OF LITHUANIA
529900F7Y171QF1RSU09
Lithuania Government International Bond
000000000
200000.00000000
PA
151789.27000000
0.204126498949
Long
DBT
NUSS
LT
N
2
2035-10-22
Fixed
2.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
86490.40000000
0.116312454396
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
60000.00000000
PA
USD
55635.96000000
0.074819344809
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
52654.01000000
0.070809212778
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-25
0.00000000
USD
0.00000000
USD
-364000.00000000
EUR
52654.01000000
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI Properties LP
925650AC7
160000.00000000
PA
USD
143852.22000000
0.193452739015
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.95000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AH1
200000.00000000
PA
USD
164621.40000000
0.221383171776
Long
DBT
CORP
CH
N
2
2027-08-10
Fixed
1.49400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
45000.00000000
PA
USD
38494.18000000
0.051767046467
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
6.49682000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
50000.00000000
PA
USD
40650.44000000
0.054666789015
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
250000.00000000
PA
178122.41000000
0.239539355698
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
3.37500000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
Cellnex Telecom SA
000000000
100000.00000000
PA
73145.58000000
0.098366315082
Long
DBT
CORP
ES
N
2
2030-10-23
Fixed
1.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
-11266.33000000
-0.01515098200
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-11-05
0.00000000
USD
0.00000000
USD
100000.00000000
NZD
-11266.33000000
N
N
N
Bank
549300GL0Y86051URC66
BANK 2018-BNK10
065404BA2
250000.00000000
PA
USD
224631.10000000
0.302084330454
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
3.42800000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CR5
75000.00000000
PA
USD
61363.86000000
0.082522235622
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
3.75000000
N
N
N
N
N
N
WPC EUROBOND BV
5493005XDMOLBARL5M14
WPC Eurobond BV
000000000
100000.00000000
PA
67073.45000000
0.090200503111
Long
DBT
CORP
NL
N
2
2030-06-01
Fixed
0.95000000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
85000.00000000
PA
56495.04000000
0.075974637227
Long
DBT
NUSS
PT
N
2
2042-04-11
Fixed
1.15000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-74289.59000000
-0.09990478190
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-09-10
0.00000000
USD
-24019.89000000
USD
979000000.00000000
KRW
-50269.70000000
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AP0
25000.00000000
PA
USD
18557.84000000
0.024956618522
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
4.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-6624.43000000
-0.00890854606
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-07-12
0.00000000
USD
0.00000000
USD
30200000.00000000
CLP
-6624.43000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-18541.91000000
-0.02493519582
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3856409.56000000
USD
3882969.07000000
EUR
2022-11-02
-18541.91000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
45000.00000000
PA
USD
2295.29000000
0.003086710356
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 20
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
68571.60000000
PA
USD
67234.90000000
0.090417621378
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88200000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
25160PAH0
150000.00000000
PA
USD
120032.09000000
0.161419382893
Long
DBT
CORP
DE
N
2
2028-01-07
Fixed
2.55200000
N
N
N
N
N
N
WARNER MEDIA LLC
5493004RSX004WU3UT62
Warner Media LLC
887317AR6
150000.00000000
PA
USD
147039.69000000
0.197739254733
Long
DBT
CORP
US
N
2
2023-12-15
Fixed
4.05000000
N
N
N
N
N
N
ANDORRA INTERNATIONAL BD
549300ZPD490G9UI0A49
Andorra International Bond
000000000
200000.00000000
PA
160602.46000000
0.215978493621
Long
DBT
NUSS
AD
N
2
2031-05-06
Fixed
1.25000000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
10000.00000000
PA
USD
8313.93000000
0.011180588874
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAN7
100000.00000000
PA
USD
56508.07000000
0.075992159995
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
2.94060000
N
N
N
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
CHF/USD FORWARD
000000000
1.00000000
NC
USD
-418.57000000
-0.00056289373
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-467966.90000000
CHF
468572.11000000
USD
2022-12-02
-418.57000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
-32800.29000000
-0.04410989236
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-12-15
0.00000000
USD
-20778.59000000
USD
100000.00000000
CHF
-12021.70000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
675000.00000000
PA
USD
506250.00000000
0.680805962721
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
65000.00000000
PA
61589.66000000
0.082825891891
Long
DBT
NUSS
GR
N
2
2027-02-24
Variable
4.30000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKD0
130000.00000000
PA
USD
98172.56000000
0.132022645380
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.57200000
N
N
N
N
N
N
Wind River CLO Ltd
N/A
Wind River 2016-1K CLO Ltd
97314DAA6
250000.00000000
PA
USD
238893.38000000
0.321264271721
Long
ABS-CBDO
CORP
KY
N
2
2034-10-15
Floating
5.28914000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS MYR
000000000
1.00000000
NC
-4388.81000000
-0.00590208003
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
Y
2026-04-09
0.00000000
USD
-8.17000000
USD
450000.00000000
MYR
-4380.64000000
N
N
N
DIVERSIFIED HEALTHCARE T
N/A
Diversified Healthcare Trust
25525PAA5
37000.00000000
PA
USD
34950.80000000
0.047001902304
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
9.75000000
N
N
N
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FAC0
150000.00000000
PA
USD
136206.56000000
0.183170840908
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
3.74400000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
1000000.00000000
PA
43224.15000000
0.058127919118
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
7.50000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
33000.00000000
PA
27988.31000000
0.037638732512
Long
DBT
NUSS
GR
N
2
2035-02-24
Variable
4.30000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KAH2
69101.26000000
PA
USD
65684.21000000
0.088332250517
Long
ABS-MBS
CORP
US
Y
2
2051-01-25
Floating
4.79682000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
285000.00000000
PA
237654.34000000
0.319598008372
Long
DBT
NUSS
ES
N
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
465410BY3
200000.00000000
PA
USD
160913.28000000
0.216396484948
Long
DBT
NUSS
IT
N
2
2029-10-17
Fixed
2.87500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
34000.00000000
PA
32537.40000000
0.043756357395
Long
DBT
NUSS
GR
N
2
2026-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-3690.07000000
-0.00496241315
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-12-03
497.89000000
USD
0.00000000
USD
80000.00000000
CAD
-4187.96000000
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAL7
10000.00000000
PA
USD
7172.97000000
0.009646223696
Long
DBT
CORP
US
N
2
2031-08-16
Fixed
2.50000000
N
N
N
N
N
N
DS SMITH PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
100000.00000000
PA
84231.07000000
0.113274103115
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-17088.71000000
-0.02298092970
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-02-06
0.00000000
USD
-110.00000000
USD
20000000.00000000
JPY
-16978.71000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
CME BRITISH POUND CURRENCY
000000000
-32.00000000
NC
USD
-80043.04000000
-0.10764203240
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
BRITISH POUND CURRENCY
BRITISH POUND CURRENCY
2022-12-19
-2217156.96000000
USD
-80043.04000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAX3
30000.00000000
PA
USD
24452.83000000
0.032884212285
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
Bellis Acquisition Co PLC
000000000
200000.00000000
PA
186308.10000000
0.250547487177
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
COREBRIDGE FINANCIAL INC
549300XY1661QCIA7J65
Corebridge Financial Inc
21871XAG4
230000.00000000
PA
USD
192566.51000000
0.258963808846
Long
DBT
CORP
US
N
2
2032-04-05
Fixed
3.90000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2T0
200000.00000000
PA
USD
168337.76000000
0.226380939771
Long
DBT
CORP
FR
N
2
2028-01-20
Fixed
2.59100000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
300000.00000000
PA
255116.74000000
0.343081477100
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
GBP/USD FORWARD
000000000
1.00000000
NC
USD
4293.31000000
0.005773651452
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-475878.50000000
USD
418684.00000000
GBP
2022-11-02
4293.31000000
N
N
N
MEDLINE BORROWER LP
254900QT3R363TVK6F09
Medline Borrower LP
62482BAB8
25000.00000000
PA
USD
19487.04000000
0.026206208449
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
-55032.30000000
-0.07400754169
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-08-30
0.00000000
USD
0.00000000
USD
760000.00000000
PLN
-55032.30000000
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CSWAP IDR VS USD
000000000
1.00000000
NC
USD
-3728.46000000
-0.00501404009
N/A
DFE
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
-96718.48000000
USD
1400000000.00000000
IDR
2023-11-29
-3728.46000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAG6
130000.00000000
PA
USD
99274.15000000
0.133504065706
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
60000.00000000
PA
USD
54897.19000000
0.073825845508
Long
DBT
CORP
US
Y
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-33841.31000000
-0.04550985804
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2051-12-03
0.00000000
USD
-29362.39000000
USD
295000.00000000
CAD
-4478.92000000
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
19000.00000000
PA
USD
18981.00000000
0.025525684895
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
96514.40000000
PA
USD
94469.84000000
0.127043220482
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
7.41143000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
23000.00000000
PA
19471.20000000
0.026184906787
Long
DBT
NUSS
GR
N
2
2040-02-24
Variable
4.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2K8
85000.00000000
PA
USD
77974.86000000
0.104860740010
Long
DBT
CORP
US
N
2
2026-02-11
Fixed
2.16400000
N
N
N
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAA3
750000.00000000
PA
USD
730593.08000000
0.982502963333
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
5.35686000
N
N
N
N
N
N
CAISSE FRANCAISE DE FIN
549300E6W08778I4OW85
Caisse Francaise de Financement Local
000000000
100000.00000000
PA
74240.44000000
0.099838684893
Long
DBT
NUSS
FR
N
2
2029-03-09
Fixed
4.68000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/EUR FORWARD
000000000
1.00000000
NC
USD
18273.51000000
0.024574250998
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-3882969.07000000
EUR
3864602.63000000
USD
2022-12-02
18273.51000000
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
Cenovus Energy Inc
15135UAW9
15000.00000000
PA
USD
11539.48000000
0.015518314648
Long
DBT
CORP
CA
N
2
2032-01-15
Fixed
2.65000000
N
N
N
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
25000.00000000
PA
USD
22630.29000000
0.030433257027
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GOVERNMENT OF MALAYSIA
000000000
1.00000000
NC
USD
658.75000000
0.000885888252
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PENERBANGAN MALAYSIA BERHAD
PENERBANGAN MALAYSIA BERHAD
Y
Default Event
2027-12-20
8.15000000
USD
0.00000000
USD
-300000.00000000
USD
650.60000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS DP WORLD PLC
000000000
1.00000000
NC
USD
412.49000000
0.000554717336
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
200.79000000
USD
0.00000000
USD
100000.00000000
USD
211.70000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCR5
110000.00000000
PA
USD
83124.96000000
0.111786604284
Long
DBT
CORP
US
N
2
2032-11-08
Fixed
2.54500000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
2942.99000000
0.003957738548
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SPAIN GOVERNMENT INTERNATIONAL BOND
SPAIN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2025-06-20
0.00000000
USD
-862.33000000
USD
170000.00000000
USD
3805.32000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-68737.83000000
-0.09243876450
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-08-15
0.00000000
USD
-144.97000000
USD
342000.00000000
EUR
-68592.86000000
N
N
N
BRIT COL MUNI FIN AUTH
549300XJ89QPG8565B79
Municipal Finance Authority of British Columbia
626209JR2
200000.00000000
PA
139874.56000000
0.188103574283
Long
DBT
NUSS
CA
N
2
2026-04-19
Fixed
2.50000000
N
N
N
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
150000.00000000
PA
130773.46000000
0.175864397696
Long
DBT
CORP
KZ
N
2
2023-12-05
Fixed
3.25000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
500000.00000000
PA
75712.99000000
0.101818972933
Long
DBT
NUSS
CN
N
2
2046-12-12
Fixed
4.40000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VAY9
20000.00000000
PA
USD
15821.65000000
0.021276985007
Long
DBT
CORP
US
N
2
2043-02-15
Fixed
4.45000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH
46654EAN1
150000.00000000
PA
USD
138897.17000000
0.186789178353
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Floating
6.05200000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
33007.55000000
0.044388616009
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
ANTERO MIDSTREAM PART/FI
N/A
Antero Midstream Partners LP / Antero Midstream Finance Corp
03690EAA6
150000.00000000
PA
USD
152923.37000000
0.205651638786
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
7.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
85000.00000000
PA
USD
76462.81000000
0.102827332295
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
150000.00000000
PA
USD
123071.71000000
0.165507069650
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-39947.30000000
-0.05372120500
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2052-07-08
0.00000000
USD
-26094.67000000
USD
30000000.00000000
JPY
-13852.63000000
N
N
N
PENN ENTERTAINMENT INC
N/A
Penn Entertainment Inc
707569AS8
75000.00000000
PA
USD
68317.46000000
0.091873450125
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
64724.45000000
0.087041563444
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.10000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2000000.00000000
PA
283184.66000000
0.380827269292
Long
DBT
NUSS
CN
N
2
2028-06-27
Fixed
3.60000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FIN
213800X3RLP4NOTPY579
Virgin Media Secured Finance PLC
000000000
300000.00000000
PA
272701.96000000
0.366730114397
Long
DBT
CORP
GB
N
2
2030-01-15
Fixed
4.25000000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R01
20754LAF6
110000.00000000
PA
USD
97712.05000000
0.131403350656
Long
ABS-MBS
CORP
US
N
2
2041-12-25
Floating
6.14682000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAZ8
40000.00000000
PA
USD
31751.14000000
0.042698993452
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
15751.86000000
0.021183131282
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF INDONESIA
Indonesia Government International Bond
Y
Default Event
2027-12-20
27.19000000
USD
0.00000000
USD
-1000000.00000000
USD
15724.67000000
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
82908.00000000
0.111494836063
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
-1019.08000000
-0.00137046072
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
-3664.27000000
USD
300000.00000000
USD
2645.19000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS INTERNATIONAL BANK FOR RECONSTRUCTION AND DEVELOPMENT
000000000
1.00000000
NC
USD
1085.82000000
0.001460212800
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
INTERNATIONAL BANK FOR RECONSTRUCTION & DEVELOPMENT
Y
Default Event
2023-06-20
467.17000000
USD
0.00000000
USD
740000.00000000
USD
618.65000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS IFS EUR
000000000
1.00000000
NC
-22554.65000000
-0.03033153621
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
-22554.65000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
5540.59000000
0.007450995968
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-11-01
0.00000000
USD
-5.36000000
USD
1680000.00000000
CNY
5545.95000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
93585.58000000
0.125854065953
Long
DBT
CORP
NL
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAG3
148995.88000000
PA
USD
28619.58000000
0.038487665609
Long
LON
CORP
US
N
2
2026-08-24
Floating
6.99400000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF CHILE
000000000
1.00000000
NC
USD
6740.07000000
0.009064058953
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF CHILE
Chile Government International Bond
Y
Default Event
2027-12-20
8.15000000
USD
0.00000000
USD
-300000.00000000
USD
6731.92000000
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAQ8
350000.00000000
PA
USD
285267.43000000
0.383628182349
Long
DBT
CORP
GB
N
2
2027-06-14
Fixed
1.67300000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
35000.00000000
PA
29065.08000000
0.039086774856
Long
DBT
NUSS
ES
N
2
2030-04-30
Fixed
0.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
125000.00000000
PA
USD
96140.59000000
0.129290048259
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
60000.00000000
PA
USD
48755.28000000
0.065566193260
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust 2021-3
30166AAF1
100000.00000000
PA
USD
89938.51000000
0.120949479281
Long
ABS-O
CORP
US
N
2
2027-06-15
Fixed
1.55000000
N
N
N
N
N
N
B&G FOODS INC
549300TRW1LZMDJZAQ78
B&G Foods Inc
05508RAE6
50000.00000000
PA
USD
45420.52000000
0.061081601670
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
5.25000000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
222279.40000000
0.298921759822
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
100000.00000000
PA
USD
82796.50000000
0.111344890651
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
53000.00000000
PA
USD
50452.41000000
0.067848496911
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAU5
141910.52000000
PA
USD
141231.10000000
0.189927851855
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.35500000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
100000.00000000
PA
USD
93005.13000000
0.125073475689
Long
DBT
CORP
US
N
2
2026-04-01
Variable
4.45000000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
200000.00000000
PA
169707.23000000
0.228222605631
Long
DBT
NUSS
KZ
N
2
2026-09-30
Fixed
0.60000000
N
N
N
N
N
N
CF INDUSTRIES INC
5FVKT86LAD2F40NPC183
CF Industries Inc
12527GAD5
40000.00000000
PA
USD
32143.64000000
0.043226828198
Long
DBT
CORP
US
N
2
2043-06-01
Fixed
4.95000000
N
N
N
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
98459.65000000
0.132408724558
Long
DBT
CORP
NL
N
2
N/A
Fixed
2.70000000
N
N
N
N
N
N
Battalion CLO LTD
549300JIE0P78OIZGS60
Battalion CLO XII Ltd
07133RAA3
250000.00000000
PA
USD
240875.00000000
0.323929158065
Long
ABS-CBDO
CORP
KY
N
2
2031-05-17
Floating
4.01186000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-7202.35000000
-0.00968573397
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2038-01-04
0.00000000
USD
-1509.48000000
USD
57555000.00000000
JPY
-5692.87000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-12870.91000000
-0.01730882424
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-12-03
16492.78000000
USD
0.00000000
USD
120000.00000000
CAD
-29363.69000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/GBP FORWARD
000000000
1.00000000
NC
USD
16593.21000000
0.022314580362
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1279494.43000000
USD
1130118.73000000
GBP
2022-11-02
16593.21000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
42622.01000000
0.057318160101
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Gazprom PJSC Via Gaz Capital SA
GAZPROM (GAZ CAPITAL SA)
Y
Default Event
2024-06-20
63515.47000000
USD
0.00000000
USD
-121000.00000000
USD
-20893.46000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
120000.00000000
PA
84887.91000000
0.114157422797
Long
DBT
NUSS
IT
N
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
Retiro Mortgage Securities
635400CU9HBU644YSL41
Retiro Mortgage Securities DAC
000000000
43026.70000000
PA
41862.65000000
0.056296971329
Long
ABS-MBS
CORP
IE
N
2
2075-07-30
Floating
3.57800000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-1495.97000000
-0.00201178330
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-07-04
0.00000000
USD
0.00000000
USD
6000000.00000000
THB
-1495.97000000
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
10000.00000000
PA
USD
3900.00000000
0.005244727416
Long
DBT
CORP
CA
Y
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
100000.00000000
PA
58078.22000000
0.078103700701
Long
DBT
NUSS
RS
N
2
2033-03-03
Fixed
1.65000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1968.77000000
-0.00264760563
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-99896.91000000
USD
98861.00000000
EUR
2022-12-02
-1968.77000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
65000.00000000
PA
USD
56597.71000000
0.076112708038
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
37000.00000000
PA
31556.62000000
0.042437402586
Long
DBT
NUSS
GR
N
2
2042-02-24
Variable
4.30000000
N
N
N
N
N
N
iShares iBoxx $ Investment Grade Corporate Bond ETF
549300FYCXFXG8POR355
iShares iBoxx $ Investment Grade Corporate Bond ETF
464287242
800.00000000
NS
USD
81080.00000000
0.109036538187
Long
EC
RF
US
N
1
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
-18.00000000
NC
USD
62860.70000000
0.084535188900
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
2022-12-30
-1981548.20000000
USD
62860.70000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-60051.72000000
-0.08075766725
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-03-22
0.00000000
USD
0.00000000
USD
570000.00000000
EUR
-60051.72000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-23407.06000000
-0.03147785880
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
USD
0.00000000
USD
150000.00000000
EUR
-23407.06000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
21000.00000000
PA
20539.70000000
0.027621827619
Long
DBT
NUSS
GR
N
2
2024-02-24
Variable
4.30000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS REPUBLIC OF ESTONIA
000000000
1.00000000
NC
USD
108.78000000
0.000146287550
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
391.88000000
USD
0.00000000
USD
50000.00000000
USD
-283.10000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
4676.66000000
0.006289181261
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-06-20
0.00000000
USD
-3.13000000
USD
2220000.00000000
CNY
4679.79000000
N
N
N
CITY OF MONTREAL
549300N5ZBGB87CAZW93
City of Montreal Canada
614852J93
200000.00000000
PA
140480.63000000
0.188918618372
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
TK ELEVATOR MIDCO GMBH
254900K869UN2ZWVB351
TK Elevator Midco GmbH
000000000
153000.00000000
PA
127690.97000000
0.171719059282
Long
DBT
CORP
DE
N
2
2027-07-15
Fixed
4.37500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
85000.00000000
PA
USD
71121.27000000
0.095644019145
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBD0
10000.00000000
PA
USD
8504.82000000
0.011437298109
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
5.64682000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US LONG BOND
000000000
30.00000000
NC
USD
-413947.65000000
-0.55667758691
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
2022-12-20
4028947.65000000
USD
-413947.65000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-21204.51000000
-0.02851586537
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-09-03
0.00000000
USD
-0.33000000
USD
35000.00000000
GBP
-21204.18000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
105000.00000000
PA
68931.92000000
0.092699777101
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
200000.00000000
PA
USD
141300.00000000
0.190020508706
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
000000000
100000.00000000
PA
116385.87000000
0.156515939303
Long
DBT
CORP
AE
N
2
2026-03-14
Fixed
6.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1196.25000000
0.001608719274
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-08-15
0.46000000
USD
0.00000000
USD
700000.00000000
CNY
1195.79000000
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
125000.00000000
PA
86417.83000000
0.116214862122
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
100000.00000000
PA
49691.53000000
0.066825264041
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
GCAT
N/A
GCAT 2021-1 Asset-Backed Notes
36169CAA2
159478.19000000
PA
USD
147462.78000000
0.198308226969
Long
ABS-MBS
CORP
US
N
2
2049-11-25
Variable
2.48710000
N
N
N
N
N
N
MidOcean Credit CLO
549300T32RO3I7BJ4V26
Midocean Credit Clo VIII
59801MAE8
250000.00000000
PA
USD
233827.48000000
0.314451639767
Long
ABS-CBDO
CORP
KY
N
2
2031-02-20
Floating
4.63400000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
45000.00000000
PA
USD
41513.52000000
0.055827460641
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
200000.00000000
PA
USD
177571.34000000
0.238798275714
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
NORTONLIFELOCK INC
YF6ZV0M6AU4FY94MK914
NortonLifeLock Inc
871503AU2
75000.00000000
PA
USD
72918.96000000
0.098061556076
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.00000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS CDX.EM.38.V1
000000000
1.00000000
NC
USD
-817006.76000000
-1.09871224452
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
IHS MARKIT LTD.
CDX.EM.38.V1
Y
Default Event
2027-12-20
0.00000000
USD
-10057.85000000
USD
10000000.00000000
USD
-806948.91000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NE7
35000.00000000
PA
USD
26197.27000000
0.035230138514
Long
DBT
CORP
US
N
2
2032-11-03
Fixed
2.52000000
N
N
N
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAK8
250000.00000000
PA
USD
207763.38000000
0.279400588522
Long
DBT
CORP
FR
N
2
2027-10-19
Fixed
2.04500000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-CHRS Mortgage Trust
05491VAG1
380000.00000000
PA
USD
308502.92000000
0.414875313487
Long
ABS-MBS
CORP
US
N
2
2038-08-05
Variable
4.26650000
N
N
N
N
N
N
NOVA SCOTIA PROVINCE
5493002W033HJBDP3481
Province of Nova Scotia Canada
669827FZ5
50000.00000000
PA
31139.94000000
0.041877050529
Long
DBT
NUSS
CA
N
2
2045-06-01
Fixed
3.45000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
93617.74000000
0.125897314782
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
REPUBLIC OF SOUTH AFRICA
Republic of South Africa Government International Bond
Y
Default Event
2027-12-20
29.91000000
USD
0.00000000
USD
-1100000.00000000
USD
93587.83000000
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
CDS REPUBLIC OF POLAND
000000000
1.00000000
NC
USD
-288.30000000
-0.00038770638
N/A
DCR
CORP
FR
N
2
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
Republic of Poland Government International Bond
Republic of Poland Government International Bond
Y
Default Event
2024-06-20
184.39000000
USD
0.00000000
USD
145000.00000000
USD
-472.69000000
N
N
N
HUNGARIAN DEVELOPMENT BA
549300KCFVCFTUJZYT59
MFB Magyar Fejlesztesi Bank Zrt
000000000
100000.00000000
PA
80005.01000000
0.107590889591
Long
DBT
NUSS
HU
N
2
2026-06-09
Fixed
0.37500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
16000.00000000
PA
14012.93000000
0.018844614912
Long
DBT
NUSS
GR
N
2
2037-02-24
Variable
4.30000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-9.00000000
NC
USD
-13222.08000000
-0.01778107832
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
2022-12-20
-982121.67000000
USD
-13222.08000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS MYR
000000000
1.00000000
NC
-1974.15000000
-0.00265484067
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2029-07-11
0.00000000
USD
-0.36000000
USD
200000.00000000
MYR
-1973.79000000
N
N
N
TALKTALK TELECOM GROUP
213800WF53FVDRRHRF44
TalkTalk Telecom Group Ltd
000000000
200000.00000000
PA
182341.20000000
0.245212792513
Long
DBT
CORP
GB
N
2
2025-02-20
Fixed
3.87500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
65000.00000000
PA
USD
49571.31000000
0.066663591956
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
PACTIV EVERGREEN GROUP
N/A
Pactiv Evergreen Group Issuer Inc/Pactiv Evergreen Group Issuer LLC
76174LAA1
50000.00000000
PA
USD
44250.38000000
0.059507995173
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
22000.00000000
PA
18859.59000000
0.025362412496
Long
DBT
NUSS
GR
N
2
2034-02-24
Variable
4.30000000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
17311.70000000
0.023280807081
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
SPAIN GOVERNMENT INTERNATIONAL BOND
SPAIN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2025-06-20
0.00000000
USD
-4862.48000000
USD
1000000.00000000
USD
22174.18000000
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAV4
255000.00000000
PA
USD
233897.30000000
0.314545533836
Long
DBT
CORP
FR
N
2
2025-01-22
Fixed
2.62500000
N
N
N
N
N
N
FAIRFAX FINL HLDGS LTD
GLS7OQD0WOEDI8YAP031
Fairfax Financial Holdings Ltd
303901BK7
300000.00000000
PA
USD
271668.30000000
0.365340046464
Long
DBT
CORP
CA
N
2
2032-08-16
Fixed
5.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-42199.37000000
-0.05674979302
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-07-08
0.00000000
USD
-10430.44000000
USD
130000000.00000000
JPY
-31768.93000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
FRENCH GOVERNMENT BOND
000000000
5.00000000
NC
-26581.11000000
-0.03574632727
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
FRANCE (GOVT OF)
French Republic Government Bond OAT
2022-12-08
693198.22000000
USD
-26581.11000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
25000.00000000
PA
USD
30396.31000000
0.040877015491
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
Armada Euro CLO
549300ZZKACIYBGH9718
Armada Euro CLO II DAC
000000000
250000.00000000
PA
236071.90000000
0.317469940051
Long
ABS-CBDO
CORP
IE
N
2
2031-11-15
Fixed
1.50000000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
200000.00000000
PA
182203.65000000
0.245027815011
Long
DBT
CORP
AE
N
2
2026-09-25
Fixed
2.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
200000.00000000
PA
135674.37000000
0.182455150784
Long
DBT
NUSS
MX
N
2
2039-04-08
Fixed
2.87500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF PHILIPPINES
000000000
1.00000000
NC
USD
2157.23000000
0.002901047006
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
PHILIPPINE GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
5.44000000
USD
0.00000000
USD
-200000.00000000
USD
2151.79000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
20000.00000000
PA
USD
15207.76000000
0.020451424568
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
100000.00000000
PA
USD
98683.34000000
0.132709543295
Long
ABS-O
CORP
US
N
2
2023-02-25
Floating
6.43557000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BV2
25000.00000000
PA
USD
23715.50000000
0.031892649499
Long
DBT
CORP
CA
N
2
2026-06-15
Fixed
7.12500000
N
N
N
N
N
N
POWER SECTOR ASSETS & LI
N/A
Power Sector Assets & Liabilities Management Corp
000000000
123000.00000000
PA
USD
126713.06000000
0.170403964054
Long
DBT
CORP
PH
N
2
2024-12-02
Fixed
7.39000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF TURKEY
000000000
1.00000000
NC
USD
252848.21000000
0.340030753642
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
TURKEY GOVERNMENT INTERNATIONAL BOND
TURKEY GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
32.62000000
USD
0.00000000
USD
-1200000.00000000
USD
252815.59000000
N
N
N
CP COMBOIOS DE PORTUGAL
549300VXFS1QY0HKKT27
CP - Comboios de Portugal EPE
000000000
100000.00000000
PA
110443.22000000
0.148524252282
Long
DBT
CORP
PT
N
2
2030-03-05
Fixed
5.70000000
N
N
N
N
N
N
Telos CLO Ltd
635400UODWAQKOLDKL79
Telos CLO 2013-4 Ltd
87974HAS0
212616.66000000
PA
USD
208767.02000000
0.280750285502
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
5.31914000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2674.68000000
0.003596914750
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-04-01
0.37000000
USD
0.00000000
USD
1400000.00000000
CNY
2674.31000000
N
N
N
POWER FINANCE CORP LTD
3358003Q6D9LIJJZ1614
Power Finance Corp Ltd
000000000
100000.00000000
PA
77009.38000000
0.103562360670
Long
DBT
CORP
IN
N
2
2028-09-21
Fixed
1.84100000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
200000.00000000
PA
USD
144088.94000000
0.193771080522
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-16780.85000000
-0.02256691899
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1130118.73000000
GBP
1280426.78000000
USD
2022-12-02
-16780.85000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
1053078.59000000
PA
USD
82074.10000000
0.110373405758
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.37998100
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814JA2
50000.00000000
PA
40442.98000000
0.054387796413
Long
DBT
NUSS
CA
N
2
2050-02-15
Fixed
5.00000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
9031.15000000
0.012145107694
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-177754.50000000
USD
905197.00000000
PLN
2023-01-19
9031.15000000
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAN4
50000.00000000
PA
USD
39401.44000000
0.052987131440
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
2.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEH4
55000.00000000
PA
USD
41456.21000000
0.055750390044
Long
DBT
CORP
US
N
2
2032-10-20
Fixed
2.51100000
N
N
N
N
N
N
AIRPORT AUTHORITY HK
254900748HGC4RBR4O84
Airport Authority
00946AAD6
245000.00000000
PA
USD
194772.55000000
0.261930495633
Long
DBT
NUSS
HK
N
2
2032-01-12
Fixed
2.50000000
N
N
N
N
N
N
JAPAN (20 YEAR ISSUE)
353800WZS8AXZXFUC241
Japan Government Twenty Year Bond
000000000
30000000.00000000
PA
196404.68000000
0.264125387161
Long
DBT
NUSS
JP
N
2
2042-06-20
Fixed
0.90000000
N
N
N
N
N
N
TALLGRASS NRG PRTNR/FIN
N/A
Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
87470LAH4
50000.00000000
PA
USD
50643.88000000
0.068105986132
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
56650.21000000
0.076183310138
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-03-22
0.00000000
USD
0.00000000
USD
-570000.00000000
EUR
56650.21000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CAD FORWARD
000000000
1.00000000
NC
USD
-7845.93000000
-0.01055122158
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-765797.00000000
CAD
554887.16000000
USD
2023-01-19
-7845.93000000
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
Svenska Handelsbanken AB
86959LAH6
275000.00000000
PA
USD
235267.20000000
0.316387777961
Long
DBT
CORP
SE
N
2
2027-06-11
Fixed
1.41800000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
195000.00000000
PA
USD
148980.65000000
0.200349461432
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/PEN FORWARD
000000000
1.00000000
NC
USD
599.41000000
0.000806087707
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-130616.00000000
PEN
33190.86000000
USD
2022-12-21
599.41000000
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
000000000
200000.00000000
PA
USD
179062.50000000
0.240803590518
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
6.35000000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS GAZPROM PAO
000000000
1.00000000
NC
USD
125921.79000000
0.169339862654
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
Gazprom PJSC Via Gaz Capital SA
GAZPROM (GAZ CAPITAL SA)
Y
Default Event
2023-03-20
138201.06000000
USD
0.00000000
USD
-652000.00000000
USD
-12279.27000000
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
135000.00000000
PA
USD
60725.98000000
0.081664413384
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
Atlas Static Senior Loan Fund
N/A
Atlas Static Senior Loan Fund I Ltd
04942PAA5
500000.00000000
PA
USD
493080.30000000
0.663095325117
Long
ABS-CBDO
CORP
KY
N
2
2030-07-15
Floating
5.10041000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1398.79000000
0.001881095452
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-03-13
0.00000000
USD
-0.97000000
USD
700000.00000000
CNY
1399.76000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBE3
100000.00000000
PA
USD
83310.23000000
0.112035755732
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
1.94540000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
300000000.00000000
PA
16649.30000000
0.022390010301
Long
DBT
NUSS
N/A
N
2
2028-02-07
Fixed
4.25000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
25000.00000000
PA
22976.25000000
0.030898504693
Long
DBT
NUSS
GR
N
2
2029-02-24
Variable
4.30000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
115000.00000000
PA
93568.44000000
0.125831016048
Long
DBT
NUSS
CL
N
2
2029-02-01
Fixed
1.44000000
N
N
N
N
N
N
Broad River BSL Funding CLO Lt
5493000KEEYM16WOW109
Broad River Bsl Funding Clo Ltd 2020-1
11124TAJ3
750000.00000000
PA
USD
716208.45000000
0.963158485554
Long
ABS-CBDO
CORP
KY
N
2
2034-07-20
Floating
5.41257000
N
N
N
N
N
N
DIAMOND SPORTS GROUP LLC
5493002K6DHWNZH8YA34
Diamond Sports Group LLC
25277BAE8
5343.10000000
PA
USD
5113.35000000
0.006876442803
Long
LON
CORP
US
N
2
2026-05-25
Floating
11.74400000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
75000.00000000
PA
USD
58454.01000000
0.078609063808
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
BANQUE FED CRED MUTUEL
VBHFXSYT7OG62HNT8T76
Banque Federative du Credit Mutuel SA
06675FAY3
200000.00000000
PA
USD
168844.48000000
0.227062377791
Long
DBT
CORP
FR
N
2
2026-10-04
Fixed
1.60400000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
25000.00000000
PA
USD
22634.90000000
0.030439456564
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS FEDERATIVE REPUBLIC OF BRAZIL
000000000
1.00000000
NC
USD
89713.46000000
0.120646831613
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2027-12-20
32.62000000
USD
0.00000000
USD
-1200000.00000000
USD
89680.84000000
N
N
N
BX Trust
N/A
BX Trust 2022-LBA6
12433EAN1
350000.00000000
PA
USD
321176.28000000
0.431918472116
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Floating
6.07566000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-648.23000000
-0.00087174093
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-115972537.00000000
JPY
782148.50000000
USD
2022-12-02
-648.23000000
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAD6
100000.00000000
PA
USD
90223.96000000
0.121333352984
Long
ABS-O
CORP
US
N
2
2031-04-14
Fixed
4.68000000
N
N
N
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-789.07000000
-0.00106114283
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-63880.55000000
USD
9379361.00000000
JPY
2022-11-02
-789.07000000
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
500000.00000000
PA
386436.63000000
0.519680714900
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-236679.33000000
-0.31828681307
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3675161.73000000
GBP
3978215.57000000
USD
2022-11-02
-236679.33000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-64874.65000000
-0.08724355269
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-04-27
0.00000000
USD
-10127.64000000
USD
470000000.00000000
KRW
-54747.01000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CME ULTRA LONG TERM US TREASURY BOND
000000000
16.00000000
NC
USD
-318154.11000000
-0.42785425215
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
2022-12-20
2360654.11000000
USD
-318154.11000000
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
100000.00000000
PA
USD
90065.72000000
0.121120551531
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
270000.00000000
PA
USD
230793.73000000
0.310371846998
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
BUNDESREPUB. DEUTSCHLAND
529900AQBND3S6YJLY83
Bundesrepublik Deutschland Bundesanleihe
000000000
100000.00000000
PA
82450.88000000
0.110880100218
Long
DBT
NUSS
DE
N
2
2031-08-15
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-15147.65000000
-0.02037058852
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-07-08
0.00000000
USD
-14949.56000000
USD
110000000.00000000
JPY
-198.09000000
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MAW7
249242.21000000
PA
USD
242388.05000000
0.325963910582
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
5.04914000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-9424.41000000
-0.01267396449
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2047-05-30
0.00000000
USD
-1430.64000000
USD
50000.00000000
CAD
-7993.77000000
N
N
N
CALEDONIA GENERA
N/A
Caledonia Generating LLC
129268AB4
89714.42000000
PA
USD
75269.44000000
0.101222486049
Long
DBT
CORP
US
N
2
2034-02-28
Fixed
1.95000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-22414.18000000
-0.03014263188
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2042-07-08
0.00000000
USD
-19044.55000000
USD
25000000.00000000
JPY
-3369.63000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS DKK
000000000
1.00000000
NC
-8225.44000000
-0.01106158735
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2032-04-08
0.00000000
USD
-3532.76000000
USD
500000.00000000
DKK
-4692.68000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-113308.05000000
-0.15237688111
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-5411647.07000000
EUR
5235481.72000000
USD
2022-11-02
-113308.05000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
39407.00000000
PA
USD
38823.28000000
0.052209620773
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BY9
210000.00000000
PA
USD
177287.40000000
0.238416432662
Long
DBT
CORP
JP
N
2
2027-07-20
Fixed
1.53800000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
100000.00000000
PA
USD
95161.84000000
0.127973823398
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
200000000.00000000
PA
35016.35000000
0.047090054069
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
62455.00000000
PA
USD
59441.55000000
0.079937109478
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
77899.41000000
0.104759274707
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-2215820.00000000
USD
2000000.00000000
GBP
2022-11-02
77899.41000000
N
N
N
Jupiter Mortgages No.1
6354009QIELPOGEAFS09
Jupiter Mortgage NO 1 PLC
000000000
100000.00000000
PA
111801.76000000
0.150351219458
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
3.59106000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1500000.00000000
PA
217885.94000000
0.293013426459
Long
DBT
NUSS
CN
N
2
2043-06-29
Fixed
3.95000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-FCMT
95003EAJ5
600000.00000000
PA
USD
551583.48000000
0.741770512835
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
7.91200000
N
N
N
N
N
N
Last Mile Logistics Pan Euro F
635400NOPX1IKIAX7N90
Last Mile Logistics Pan Euro Finance DAC
000000000
99553.88000000
PA
84837.42000000
0.114089523749
Long
ABS-MBS
CORP
IE
N
2
2033-08-17
Floating
2.23900000
N
N
N
N
N
N
One New York Plaza Trust 2020-
N/A
One New York Plaza Trust 2020-1NYP
68249DAG4
100000.00000000
PA
USD
93501.05000000
0.125740389848
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Floating
5.61200000
N
N
N
N
N
N
REALTY INCOME CORP
549300CUWDAUZSH43859
Realty Income Corp
756109BJ2
5000.00000000
PA
USD
4146.26000000
0.005575898332
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3370.82000000
0.004533085146
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2024-09-03
0.00000000
USD
-0.52000000
USD
1500000.00000000
CNY
3371.34000000
N
N
N
AMERICAN MEDICAL SYST EU
549300AA2JE6ZQ5D2493
American Medical Systems Europe BV
000000000
100000.00000000
PA
82868.72000000
0.111442012245
Long
DBT
CORP
NL
N
2
2031-03-08
Fixed
1.62500000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
260000.00000000
PA
134677.72000000
0.181114853968
Long
DBT
NUSS
PT
N
2
2052-04-12
Fixed
1.00000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-3257.66000000
-0.00438090736
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-102865.00000000
USD
729796.32000000
CNY
2022-11-23
-3257.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/JPY FORWARD
000000000
1.00000000
NC
USD
565.05000000
0.000759880314
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-779539.19000000
USD
115972537.00000000
JPY
2022-11-02
565.05000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
SEK/USD FORWARD
000000000
1.00000000
NC
USD
-1861.00000000
-0.00250267633
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-771195.00000000
SEK
68459.39000000
USD
2023-01-19
-1861.00000000
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AM8
200000.00000000
PA
USD
142412.50000000
0.191516600822
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAY7
300000.00000000
PA
USD
298271.43000000
0.401115986278
Long
DBT
CORP
DK
N
2
2023-12-08
Fixed
1.17100000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances SA
000000000
100000.00000000
PA
95804.77000000
0.128838436885
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.25000000
N
N
N
N
N
N
ISLE OF MAN
549300ZXHSYV21BRHW71
Isle of Man Government International Bond
000000000
100000.00000000
PA
123045.91000000
0.165472373761
Long
DBT
NUSS
IM
N
2
2034-08-14
Fixed
5.37500000
N
N
N
N
N
N
STATE OF MINAS GERAIS
N/A
Brazil Minas SPE via State of Minas Gerais
000000000
510000.00000000
PA
USD
489058.13000000
0.657686303252
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
21000.00000000
PA
USD
20601.42000000
0.027704828793
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
10000.00000000
PA
USD
8462.99000000
0.011381045045
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
SINGAPORE TELECOMMUNICAT
2549003XJKIQO8YDYD89
Singapore Telecommunications Ltd
82929RAC0
67000.00000000
PA
USD
77230.06000000
0.103859131554
Long
DBT
CORP
SG
N
2
2031-12-01
Fixed
7.37500000
N
N
N
N
N
N
HKT CAPITAL NO 3 LTD
254900HE65W6XSXMND87
HKT Capital No 3 Ltd
000000000
200000.00000000
PA
170840.75000000
0.229746965483
Long
DBT
CORP
VG
N
2
2027-04-10
Fixed
1.65000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
541000.00000000
PA
80196.49000000
0.107848392259
Long
DBT
NUSS
UA
N
2
2032-01-27
Variable
4.37500000
N
Y
N
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust 2021-C59
95003CAC4
600000.00000000
PA
USD
493172.52000000
0.663219342748
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
1.95800000
N
N
N
N
N
N
Fannie Mae - CAS
N/A
Connecticut Avenue Securities Trust 2022-R03
20753XAF1
25000.00000000
PA
USD
24460.60000000
0.032894661396
Long
ABS-MBS
CORP
US
N
2
2042-03-25
Floating
9.24682000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
-33133.80000000
-0.04455839724
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2029-11-05
0.00000000
USD
-3539.77000000
USD
2200000.00000000
SEK
-29594.03000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCJ3
250000.00000000
PA
USD
202234.95000000
0.271965945344
Long
DBT
CORP
US
N
2
2029-06-01
Fixed
2.06900000
N
N
N
N
N
N
WYNN RESORTS FINANCE LLC
N/A
Wynn Resorts Finance LLC / Wynn Resorts Capital Corp
983133AB5
50000.00000000
PA
USD
48735.45000000
0.065539525838
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
7.75000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
42000.00000000
PA
39984.74000000
0.053771554389
Long
DBT
NUSS
GR
N
2
2028-02-24
Variable
4.30000000
N
N
N
N
N
N
REP OF ITALY CPN STRIP
815600DE60799F5A9309
Repubic of Italy Government International Bond Coupon Strip
000000000
84501.12000000
PA
57777.93000000
0.077699870138
Long
DBT
NUSS
IT
N
2
2031-02-20
None
0.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
3078.12000000
0.004139461629
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-06
0.00000000
USD
-1.67000000
USD
2800000.00000000
CNY
3079.79000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
24000.00000000
PA
21133.48000000
0.028420344092
Long
DBT
NUSS
GR
N
2
2032-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
22339.75000000
0.030042538282
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-11-24
0.00000000
USD
0.00000000
USD
-150000.00000000
EUR
22339.75000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
AUD/USD FORWARD
000000000
1.00000000
NC
USD
3012.03000000
0.004050583671
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-248539.56000000
USD
393243.00000000
AUD
2022-11-02
3012.03000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
000000000
50000.00000000
PA
48992.00000000
0.065884534766
Long
DBT
NUSS
GR
N
2
2034-07-17
Fixed
5.20000000
N
N
N
N
N
N
KANE BIDCO LTD
213800IT8MD1MLYZWC24
Kane Bidco Ltd
000000000
150000.00000000
PA
137529.99000000
0.184950592089
Long
DBT
CORP
JE
N
2
2027-02-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
184901.58000000
0.248655996406
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
Taurus CMBS
6354001CXJE7XMMVG324
Taurus 2021-4 UK DAC
000000000
95497.91000000
PA
102628.06000000
0.138014410253
Long
ABS-MBS
CORP
IE
N
2
2031-08-17
Floating
3.45934000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
100000.00000000
PA
37553.50000000
0.050502018214
Long
DBT
NUSS
RU
N
2
2036-05-27
Fixed
2.65000000
N
N
N
N
N
N
DIG INTL FIN/DIG INTL HL
N/A
Digicel International Finance Ltd/Digicel international Holdings Ltd
25381XAC7
100000.00000000
PA
USD
58375.00000000
0.078502811010
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-76014.62000000
-0.10222460553
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
-8043.10000000
USD
430000.00000000
EUR
-67971.52000000
N
N
N
Oportun Funding LLC
N/A
Oportun Issuance Trust 2022-2
68377HAA2
169595.81000000
PA
USD
168005.76000000
0.225934465540
Long
ABS-O
CORP
US
N
2
2029-10-09
Fixed
5.94000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
100000.00000000
PA
67067.30000000
0.090192232580
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
5.00000000
N
N
Y
N
N
N
INTL BK RECON & DEVELOP
ZTMSNXROF84AHWJNKQ93
International Bank for Reconstruction & Development
000000000
100000.00000000
PA
USD
87050.00000000
0.117065005540
Long
DBT
NUSS
N/A
N
2
2026-08-11
Floating
1.82000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
DEUTSCHE BANK AG
000000000
1000000.00000000
PA
131818.65000000
0.177269971195
Long
DBT
CORP
DE
N
2
2025-04-10
Fixed
3.66150000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYG3
300000.00000000
PA
USD
251950.05000000
0.338822906366
Long
DBT
CORP
US
N
2
2027-09-10
Fixed
1.54200000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
150000.00000000
PA
140872.32000000
0.189445363829
Long
DBT
CORP
DK
N
2
2029-06-21
Fixed
2.50000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
195100.00000000
0.262370851016
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
92556VAE6
110000.00000000
PA
USD
68490.31000000
0.092105899134
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NA5
300000.00000000
PA
USD
254857.50000000
0.342732850655
Long
DBT
CORP
US
N
2
2027-06-09
Fixed
1.46200000
N
N
N
N
N
N
DAVITA INC
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918KAS7
100000.00000000
PA
USD
77968.23000000
0.104851823974
Long
DBT
CORP
US
N
2
2030-06-01
Fixed
4.62500000
N
N
N
N
N
N
UAE INT'L GOVT BOND
N/A
UAE INTERNATIONAL GOVERNMENT BOND
31424EAA0
205000.00000000
PA
USD
162116.56000000
0.218014658180
Long
DBT
NUSS
AE
N
2
2031-10-19
Fixed
2.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YED3
50000.00000000
PA
USD
37098.19000000
0.049889716460
Long
DBT
CORP
US
N
2
2032-07-21
Fixed
2.23900000
N
N
N
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
250000.00000000
PA
229732.05000000
0.308944097715
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
2.62500000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-PR1
52475MAB4
61705.24000000
PA
USD
61655.65000000
0.082914635368
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
6.85800000
N
N
N
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
000000000
270000.00000000
PA
232844.35000000
0.313129524673
Long
DBT
NUSS
IL
N
2
2029-01-16
Fixed
1.50000000
N
N
N
N
N
N
CDW LLC/CDW FINANCE
N/A
CDW LLC / CDW Finance Corp
12513GBG3
100000.00000000
PA
USD
86297.38000000
0.116052880733
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.67000000
N
N
N
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2019-SL1
36257EAA1
5025.81000000
PA
USD
4996.24000000
0.006718953053
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
2.62500000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
135000.00000000
PA
145234.21000000
0.195311241795
Long
DBT
NUSS
PT
N
2
2045-02-15
Fixed
4.10000000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
100000.00000000
PA
72253.43000000
0.097166550066
Long
DBT
NUSS
HR
N
2
2033-03-04
Fixed
1.12500000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA5
35564KHE2
16939.39000000
PA
USD
16478.90000000
0.022160856057
Long
ABS-MBS
CORP
US
N
2
2034-01-25
Floating
4.64682000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
70000.00000000
PA
USD
57241.38000000
0.076978316678
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
90000.00000000
PA
USD
81952.89000000
0.110210402319
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
500000.00000000
PA
445577.22000000
0.599213092798
Long
DBT
NUSS
CO
N
2
2026-03-22
Fixed
3.87500000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAN5
200000.00000000
PA
USD
162821.40000000
0.218962528353
Long
DBT
CORP
ES
N
2
2027-09-14
Fixed
1.72200000
N
N
N
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AZ6
120000.00000000
PA
USD
82554.99000000
0.111020107544
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
TFS_18-3
N/A
TFS_18-3
000000000
1.00000000
PA
69.18000000
0.000093033395
Long
ABS-MBS
CORP
N/A
N
3
2040-04-16
Fixed
0.00000100
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
400000.00000000
PA
USD
294650.20000000
0.396246149288
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DF7
150000.00000000
PA
USD
186451.34000000
0.250740116601
Long
DBT
NUSS
CA
N
2
2030-04-15
Fixed
9.37500000
N
N
N
N
N
N
LAMB WESTON HLD
5493005SMYID1D2OY946
Lamb Weston Holdings Inc
513272AE4
50000.00000000
PA
USD
43076.10000000
0.057928821196
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CNH/USD FORWARD
000000000
1.00000000
NC
USD
243466.24000000
0.327413862545
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-22521044.00000000
CNY
3317284.43000000
USD
2022-11-23
243466.24000000
N
N
N
2022-12-21
Prudential Global Total Return Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer