NPORT-P
false
0000793159
XXXXXXXX
S000059804
C000195658
C000195657
C000195660
C000195659
Prudential Global Total Return Fund, Inc.
811-04661
0000793159
549300X4XNCFYMTTNX09
655 Broad Street
17th Floor
Newark
07102-4077
1-800-225-1852
PGIM Global Total Return (USD Hedged) Fund
S000059804
549300QIZG04PLRGJT57
2021-10-31
2021-04-30
N
62907329.52
3099309.60
59808019.92
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
1903480.04000000
0.00000000
0.00000000
400857.54000000
AUD
CAD
CNY
EUR
GBP
USD
N
OZLM Ltd
N/A
OZLM VI Ltd
67108LAY9
250000.00000000
PA
USD
248095.93000000
0.414820504560
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.93975000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-5124.68000000
-0.00856854984
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-02-06
0.00000000
USD
0.00000000
USD
20000000.00000000
JPY
-5124.68000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS TECK RESOURCES LTD
000000000
1.00000000
NC
USD
28533.13000000
0.047707865998
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
TECK RESOURCES LIMITED
Teck Resources Ltd
Y
Default Event
2026-06-20
27589.79000000
USD
0.00000000
USD
150000.00000000
USD
943.34000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
200000.00000000
PA
297786.02000000
0.497903158135
Long
DBT
NUSS
CY
N
2
2034-02-26
Fixed
2.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2445.58000000
-0.00408905026
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2022-03-10
0.00000000
USD
0.00000000
USD
-990000.00000000
USD
-2445.58000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-2771.45000000
-0.00463391030
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2039-10-04
0.00000000
USD
0.00000000
USD
10000000.00000000
JPY
-2771.45000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-938.86000000
-0.00156978947
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2028-06-20
2001.76000000
USD
0.00000000
USD
-45000.00000000
EUR
-2940.62000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
CDS CATALONIA AUTONOMOUS COMMUNITY OF
000000000
1.00000000
NC
USD
-444.62000000
-0.00074341200
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
-884.93000000
USD
100000.00000000
USD
440.31000000
N
N
N
HKT CAPITAL NO 3 LTD
254900HE65W6XSXMND87
HKT Capital No 3 Ltd
000000000
200000.00000000
PA
250826.28000000
0.419385694987
Long
DBT
CORP
VG
N
2
2027-04-10
Fixed
1.65000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1098.49000000
0.001836693476
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-03-13
0.00000000
USD
-0.97000000
USD
700000.00000000
CNY
1099.46000000
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.HY.35.V1
000000000
-400000.00000000
OU
Other
USD
-590.15000000
-0.00098674057
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Written
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.HY.35.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.HY.35.V1
Default Event
2025-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
-400000.00000000
USD
99.00000000
USD
2021-07-21
XXXX
1809.85000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS ILS
000000000
1.00000000
NC
2898.50000000
0.004846340012
N/A
DIR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Y
2029-07-12
0.00000000
USD
0.00000000
USD
270000.00000000
ILS
2898.50000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SGD
000000000
1.00000000
NC
4520.87000000
0.007558969526
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-02-14
0.00000000
USD
0.00000000
USD
90000.00000000
SGD
4520.87000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS MALAYSIA
000000000
1.00000000
NC
USD
1802.33000000
0.003013525614
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TELEKOM MALAYSIA BHD
TELEKOM MALAYSIA BHD
Y
Default Event
2022-12-20
0.00000000
USD
-67.49000000
USD
120000.00000000
USD
1869.82000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-5171.49000000
-0.00864681694
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
660711.41000000
BRL
-5171.49000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF CHILE
000000000
1.00000000
NC
USD
1822.02000000
0.003046447620
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF CHILE
Chile Government International Bond
Y
Default Event
2022-12-20
0.00000000
USD
-67.49000000
USD
120000.00000000
USD
1889.51000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2539.23000000
0.004245634621
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-06-03
0.00000000
USD
0.00000000
USD
1440000.00000000
CNY
2539.23000000
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAG2
60000.00000000
PA
USD
62251.72000000
0.104085907012
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
4.37500000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAU5
175000.00000000
PA
USD
184286.38000000
0.308129879983
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.35500000
N
N
N
N
N
N
SILGAN HOLDINGS INC
KAF673KJXD92C8KSLU49
Silgan Holdings Inc
000000000
200000.00000000
PA
241488.71000000
0.403773123275
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
2.25000000
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
101121.50000000
0.169076823033
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
2.86500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-3560.96000000
-0.00595398410
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-1164208.00000000
ZAR
76174.17000000
USD
2021-06-17
-3560.96000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/KRW FORWARD
000000000
1.00000000
NC
USD
-448.78000000
-0.00075036759
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-23386599.00000000
KRW
20470.75000000
USD
2021-06-16
-448.78000000
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122DR6
10000.00000000
PA
USD
9254.81000000
0.015474195621
Long
DBT
CORP
US
N
2
2040-11-13
Fixed
2.35000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AH0
5000.00000000
PA
USD
5073.81000000
0.008483494365
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
5.00000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
264.69000000
0.000442566064
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2026-03-19
0.00000000
USD
-8.46000000
USD
3630000.00000000
MXN
273.15000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1983.64000000
0.003316678938
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-04-01
0.37000000
USD
0.00000000
USD
1400000.00000000
CNY
1983.27000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-6159.22000000
-0.01029831786
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2023-05-15
0.00000000
USD
0.00000000
USD
-200000.00000000
EUR
-6159.22000000
N
N
N
REPUBLIC OF AUSTRIA INTL
529900QWWUI4XRVR7I03
Republic of Austria Government International Bond
052591AS3
160000.00000000
PA
168854.38000000
0.282327320359
Long
DBT
NUSS
AT
N
2
2034-12-01
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
250000.00000000
PA
330645.97000000
0.552845538846
Long
DBT
NUSS
RS
N
2
2027-05-15
Fixed
3.12500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
32343.95000000
0.054079620163
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-12-18
0.00000000
USD
0.00000000
USD
400000.00000000
AUD
32343.95000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS MXN
000000000
1.00000000
NC
4611.36000000
0.007710270305
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-12-23
0.00000000
USD
-0.13000000
USD
1150000.00000000
MXN
4611.49000000
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long Gilt
000000000
10.00000000
NC
-12495.19000000
-0.02089216465
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UK TSY 4 3/4% 2030
United Kingdom Gilt
2021-06-28
1786621.22000000
USD
-12495.19000000
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MQ1
300000.00000000
PA
USD
321716.69000000
0.537915634776
Long
DBT
CORP
US
N
2
2026-04-08
Fixed
3.10600000
N
N
N
N
N
N
DIG HOLD BM/DIG INTL FIN
N/A
Digicel International Finance Ltd/Digicel international Holdings ltd
25381XAC7
100000.00000000
PA
USD
97254.48000000
0.162611101538
Long
DBT
CORP
N/A
N
2
2026-12-31
Fixed
8.00000000
N
N
N
N
N
N
Carlyle Global Market Strategi
N/A
Carlyle Global Market Strategies CLO 2014-1 Ltd
14310MAW7
249242.21000000
PA
USD
247820.51000000
0.414359997758
Long
ABS-CBDO
CORP
KY
N
2
2031-04-17
Floating
1.15975000
N
N
N
N
N
N
CHINA DEVELOPMENT BANK
300300C1020111000029
CHINA DEVELOPMENT BANK
000000000
5000000.00000000
PA
839834.10000000
1.404216526685
Long
DBT
NUSS
CN
N
2
2032-08-02
Fixed
4.30000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/AUD FORWARD
000000000
1.00000000
NC
USD
1454.24000000
0.002431513368
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-347624.00000000
AUD
269340.81000000
USD
2021-07-20
1454.24000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
39190.25000000
0.065526747169
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2038-01-04
32192.16000000
USD
0.00000000
USD
57555000.00000000
JPY
6998.09000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
000000000
200000.00000000
PA
240641.04000000
0.402355804993
Long
DBT
CORP
US
N
2
2027-10-29
Fixed
0.40600000
N
N
N
N
N
N
WELLTOWER INC
T6IZ0MBEG5ACZDTR7D06
Welltower Inc
95040QAJ3
70000.00000000
PA
USD
73175.25000000
0.122350230116
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.10000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAG
N/A
WELLS FARGO COMMERCIAL MORTGAGE TRUST
95003EAE6
100000.00000000
PA
USD
100000.00000000
0.167201656456
Long
ABS-MBS
CORP
US
N
2
2031-05-15
Floating
2.50000000
N
N
N
N
N
N
CENTRAL GARDEN & PET CO
5493004DVZLD37DJ0H83
Central Garden & Pet Co
153527AP1
25000.00000000
PA
USD
24925.17000000
0.041675297114
Long
DBT
CORP
US
N
2
2031-04-30
Fixed
4.12500000
N
N
N
N
N
N
EVERI PAYMENTS INC
5493006Q4MDLHOY1JV70
Everi Payments Inc
30034VAB4
19000.00000000
PA
USD
19737.43000000
0.033001309901
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
7.50000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
United Airlines Inc
90932LAH0
10000.00000000
PA
USD
10386.18000000
0.017365865002
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
4.62500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS FEDERATIVE REPUBLIC OF BRAZIL
000000000
1.00000000
NC
USD
1731.59000000
0.002895247163
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
BRAZILIAN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-337.44000000
USD
600000.00000000
USD
2069.03000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
88000.00000000
PA
148943.55000000
0.249036082784
Long
DBT
NUSS
GR
N
2
2041-02-24
Variable
4.30000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
121572.72000000
0.203271601639
Long
DBT
CORP
MX
N
2
2028-02-21
Fixed
4.87500000
N
N
N
N
N
N
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
10 YEAR AUSTRALIAN BOND
000000000
7.00000000
NC
2443.69000000
0.004085890158
N/A
DIR
CORP
AU
N
1
AUSTRALIAN SECURITIES EXCHANGE TRADE24
N/A
Long
AUSTRALIAN GOVERNMENT
Australia Government Bond
2021-06-15
744406.22000000
USD
2443.69000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBL4
3000000.00000000
PA
USD
2864531.25000000
4.789543699710
Long
DBT
UST
US
N
2
2031-02-15
Fixed
1.12500000
N
N
N
N
N
N
UNITED RENTALS NORTH AM
NGIZXNT70J2LYT3FBI09
United Rentals North America Inc
911365BL7
60000.00000000
PA
USD
65598.86000000
0.109682380536
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
5.25000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-484.46000000
-0.00081002514
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2029-07-12
0.00000000
USD
0.00000000
USD
30200000.00000000
CLP
-484.46000000
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT2
69354WAD8
100000.00000000
PA
USD
99519.21000000
0.166397767612
Long
ABS-O
CORP
US
N
2
2025-08-25
Floating
2.75613000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CQ7
10000.00000000
PA
USD
9844.58000000
0.016460300831
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
5.00000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2993.17000000
0.005004629820
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-06-20
0.00000000
USD
-3.13000000
USD
2220000.00000000
CNY
2996.30000000
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-1130.38000000
-0.00189001408
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-110425.00000000
EUR
131640.70000000
USD
2021-05-05
-1130.38000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-992.48000000
-0.00165944299
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-07
0.00000000
USD
0.00000000
USD
105000.00000000
USD
-992.48000000
N
N
N
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
CDS BOEING CO
000000000
1.00000000
NC
USD
495.06000000
0.000827748520
N/A
DCR
CORP
US
N
2
BANK OF AMERICA CORPORATION
9DJT3UXIJIZJI4WXO774
BOEING CO/THE
BOEING CO/THE
Y
Default Event
2021-12-20
344.22000000
USD
0.00000000
USD
100000.00000000
USD
150.84000000
N
N
N
DISCOVERY COMMUNICATIONS
L2Z2MO2EQURH3BREWI15
Discovery Communications LLC
25470DAL3
100000.00000000
PA
USD
114350.16000000
0.191195361680
Long
DBT
CORP
US
N
2
2026-03-11
Fixed
4.90000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
000000000
115000.00000000
PA
149201.72000000
0.249467747301
Long
DBT
NUSS
CL
N
2
2029-02-01
Fixed
1.44000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAQ2
5000.00000000
PA
USD
5245.84000000
0.008771131375
Long
DBT
CORP
US
N
2
2051-03-24
Fixed
4.40000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
PEN/USD FORWARD
000000000
1.00000000
NC
USD
95.39000000
0.000159493660
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-11055.00000000
PEN
3017.94000000
USD
2021-06-16
95.39000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
1119.89000000
0.001872474630
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-08
1320.35000000
USD
0.00000000
USD
179000000.00000000
JPY
-200.46000000
N
N
N
Wells Fargo Commercial Mortgag
N/A
Wells Fargo Commercial Mortgage Trust
95003CAC4
600000.00000000
PA
USD
601146.78000000
1.005127373894
Long
ABS-MBS
CORP
US
N
2
2054-04-15
Fixed
1.95800000
N
N
N
N
N
N
BAUSCH HEALTH AMERICAS
KOO0397YRO83WY5MGD97
Bausch Health Americas Inc
91911XAW4
135000.00000000
PA
USD
150305.73000000
0.251313670308
Long
DBT
CORP
US
N
2
2027-01-31
Fixed
8.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-3227.37000000
-0.00539621609
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2021-06-09
0.00000000
USD
0.00000000
USD
-1012000.00000000
USD
-3227.37000000
N
N
N
GCAT
N/A
GCAT 2019-4 LLC
36167WAA0
147992.88000000
PA
USD
148398.38000000
0.248124549514
Long
ABS-MBS
CORP
US
N
2
2049-11-26
Variable
3.22800000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAR4
45000.00000000
PA
USD
47501.25000000
0.079422876837
Long
DBT
CORP
US
N
2
2050-05-15
Fixed
5.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAC7
30000.00000000
PA
USD
30417.13000000
0.050857945206
Long
DBT
CORP
US
N
2
2042-04-22
Fixed
3.21700000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-2722.88000000
-0.00455270046
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2021-09-12
0.00000000
USD
0.00000000
USD
-1500000.00000000
USD
-2722.88000000
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AL7
100000.00000000
PA
USD
104434.91000000
0.174616899438
Long
DBT
CORP
US
N
2
2029-09-15
Fixed
2.87500000
N
N
N
N
N
N
ASSICURAZIONI GENERALI
549300X5UKJVE386ZB61
Assicurazioni Generali SpA
000000000
100000.00000000
PA
147571.94000000
0.246742728144
Long
DBT
CORP
IT
N
2
2047-10-27
Fixed
5.50000000
N
N
N
N
N
N
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
3640.90000000
0.006087645109
N/A
DCR
CORP
GB
N
2
CREDIT SUISSE INTERNATIONAL
E58DKGMJYYYJLN8C3868
SPAIN GOVERNMENT INTERNATIONAL BOND
SPAIN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2030-06-20
0.00000000
USD
-342.47000000
USD
100000.00000000
USD
3983.37000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
589.61000000
0.000985837686
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-165282.76000000
USD
1075128.00000000
CNY
2021-05-18
589.61000000
N
N
N
MPLX LP
5493000CZJ19CK4P3G36
MPLX LP
55336VAR1
25000.00000000
PA
USD
27648.30000000
0.046228415582
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.00000000
N
N
N
N
N
N
MATTERHORN TELECOM SA
549300MTB0YI26SMUT22
Matterhorn Telecom SA
000000000
100000.00000000
PA
120068.51000000
0.200756537602
Long
DBT
CORP
LU
N
2
2026-09-15
Fixed
3.12500000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBC4
200000.00000000
PA
USD
217810.95000000
0.364183516343
Long
DBT
NUSS
QA
N
2
2025-04-16
Fixed
3.40000000
N
N
N
N
N
N
BELLIS ACQUISITION CO PL
259400CYE2267UB4A481
BELLIS ACQUISITION CO PLC
000000000
200000.00000000
PA
277031.61000000
0.463201440827
Long
DBT
CORP
GB
N
2
2026-02-16
Fixed
3.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-639.54000000
-0.00106932147
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-353606.02000000
BRL
64091.57000000
USD
2021-07-02
-639.54000000
N
N
N
ITALY 6 7/8 23-STRIP
815600DE60799F5A9309
REPUBIC OF ITALY GOVERNMENT INTERNATIONAL BOND COUPON STRIP
000000000
84501.12000000
PA
92024.94000000
0.153867224032
Long
DBT
NUSS
IT
N
2
2031-02-20
None
0.00000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FV5Q1
919966.33000000
PA
USD
100275.04000000
0.167661527892
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.49022100
N
N
N
N
N
N
Bank
549300GL0Y86051URC66
BANK 2018-BNK10
065404BA2
250000.00000000
PA
USD
272525.35000000
0.455666899463
Long
ABS-MBS
CORP
US
N
2
2061-02-15
Fixed
3.42800000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
236803.67000000
0.395939658789
Long
DBT
NUSS
RU
N
2
2032-11-20
Fixed
1.85000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-3465.94000000
-0.00579510909
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-07-15
0.00000000
USD
0.00000000
USD
23000000.00000000
HUF
-3465.94000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-44109.16000000
-0.07375124616
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-8549188.01000000
USD
7073629.00000000
EUR
2021-05-05
-44109.16000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BMTY2
4462136.23000000
PA
USD
116260.07000000
0.194388762837
Long
ABS-MBS
USGSE
US
N
2
2025-11-25
Variable
0.78489600
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
100000.00000000
PA
USD
114948.63000000
0.192196013433
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BT7
40000.00000000
PA
USD
39911.05000000
0.066731936709
Long
DBT
CORP
CA
N
2
2027-04-15
Fixed
7.87500000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
BRL/USD FORWARD
000000000
1.00000000
NC
USD
1288.79000000
0.002154878228
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-790094.00000000
BRL
146687.21000000
USD
2021-05-04
1288.79000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
30000.00000000
PA
48443.08000000
0.080997632198
Long
DBT
NUSS
CY
N
2
2049-05-03
Fixed
2.75000000
N
N
N
N
N
N
ARD FINANCE SA
6354006P6QPGGPVJW880
ARD Finance SA
000000000
100000.00000000
PA
122961.59000000
0.205593815285
Long
DBT
CORP
LU
N
2
2027-06-30
Fixed
5.00000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAT9
255000.00000000
PA
USD
275305.69000000
0.460315673998
Long
DBT
CORP
FR
N
2
2024-03-28
Fixed
3.87500000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
31000.00000000
PA
51013.87000000
0.085296035662
Long
DBT
NUSS
GR
N
2
2038-02-24
Variable
4.30000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 30 Year Euro BUXL
000000000
1.00000000
NC
-6132.39000000
-0.01025345766
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-06-08
246341.25000000
USD
-6132.39000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
17120.94000000
0.028626495280
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-11-01
0.00000000
USD
-32.19000000
USD
5000000.00000000
ZAR
17153.13000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
46531.97000000
0.077802224621
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-07-11
39890.82000000
USD
0.00000000
USD
1665000.00000000
PLN
6641.15000000
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
200000.00000000
PA
USD
220452.03000000
0.368599445851
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
SWOP CDS CDX.NA.IG.35.V1
000000000
400000.00000000
OU
Other
USD
588.08000000
0.000983279501
N/A
DCR
CORP
CH
N
2
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
Put
Purchased
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
BNP PARIBAS (SUISSE) SA
QHSFEYI7HUOXXZ413E03
CDS CDX.NA.IG.35.V1
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DCR
CORP
CH
US
IHS MARKIT LTD
CDX.NA.IG.35.V1
Default Event
2025-12-20
0.00000000
USD
0.00000000
USD
N/A
N/A
400000.00000000
USD
50.00000000
USD
2021-07-21
XXXX
-1459.92000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
46934.88000000
0.078475896815
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-7467594.00000000
EUR
9030714.05000000
USD
2021-06-02
46934.88000000
N
N
N
DIAMOND SPORTS GR/DIAMON
N/A
Diamond Sports Group LLC / Diamond Sports Finance Co
25277LAC0
45000.00000000
PA
USD
24301.19000000
0.040631992218
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
6.62500000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 10 Year US Treasury Note
000000000
-22.00000000
NC
USD
5896.13000000
0.009858427026
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
2021-06-21
-2910583.63000000
USD
5896.13000000
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAA7
35000.00000000
PA
USD
36570.35000000
0.061146230971
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS ILS
000000000
1.00000000
NC
-2901.07000000
-0.00485063709
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2027-07-13
0.00000000
USD
0.00000000
USD
410000.00000000
ILS
-2901.07000000
N
N
N
PGIM Core Ultra Short Bond Fund
1VRLPVAWKZCB406TIT84
PGIM Core Ultra Short Bond Fund
000000000
7788491.12000000
NS
USD
7788491.12000000
13.02248616559
Long
STIV
RF
US
N
1
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
200000.00000000
PA
USD
201641.28000000
0.337147560259
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAB8
50000.00000000
PA
USD
56415.73000000
0.094328035061
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
125000.00000000
PA
158031.49000000
0.264231269002
Long
DBT
NUSS
SA
N
2
2039-07-09
Fixed
2.00000000
N
N
N
N
N
N
ANTERO RESOURCES CORP
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAN6
25000.00000000
PA
USD
28067.62000000
0.046929525567
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
8.37500000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/BRL FORWARD
000000000
1.00000000
NC
USD
902.47000000
0.001508944789
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-19975.00000000
USD
113448.01000000
BRL
2021-05-04
902.47000000
N
N
N
AVANTOR FUNDING INC
5493003VM0XB4U8YD238
Avantor Funding Inc
000000000
250000.00000000
PA
308218.43000000
0.515346320463
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
2.62500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
230000.00000000
PA
253502.61000000
0.423860563080
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-8159.49000000
-0.01364280243
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
-8157.66000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
JPY/USD FORWARD
000000000
1.00000000
NC
USD
456.82000000
0.000763810607
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-22527517.00000000
JPY
206592.78000000
USD
2021-05-07
456.82000000
N
N
N
ONEOK INC
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680AZ6
120000.00000000
PA
USD
124569.13000000
0.208281648793
Long
DBT
CORP
US
N
2
2049-09-01
Fixed
4.45000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
315000.00000000
PA
391662.16000000
0.654865619232
Long
DBT
NUSS
IT
N
2
2041-03-01
Fixed
1.80000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
36969.71000000
0.061813967507
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2032-10-30
5171.68000000
USD
0.00000000
USD
235000.00000000
EUR
31798.03000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBJ9
30000.00000000
PA
USD
28947.10000000
0.048400030696
Long
DBT
CORP
US
N
2
2041-02-15
Fixed
3.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
PEN/USD FORWARD
000000000
1.00000000
NC
USD
104.14000000
0.000174123805
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-10838.00000000
PEN
2969.32000000
USD
2021-06-16
104.14000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
GBP/USD FORWARD
000000000
1.00000000
NC
USD
2579.85000000
0.004313551934
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-255969.00000000
GBP
356111.60000000
USD
2021-06-02
2579.85000000
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
105000.00000000
PA
147474.65000000
0.246580057653
Long
DBT
NUSS
IT
N
2
2067-03-01
Fixed
2.80000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
917288BK7
62455.00000000
PA
USD
72545.53000000
0.121297327845
Long
DBT
NUSS
UY
N
2
2031-01-23
Fixed
4.37500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-9586.45000000
-0.01602870319
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1820808.07000000
USD
1311468.00000000
GBP
2021-05-05
-9586.45000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
110000.00000000
PA
USD
110474.91000000
0.184715879488
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBY8
15000.00000000
PA
USD
15016.64000000
0.025108070824
Long
DBT
CORP
US
N
2
2051-01-31
Fixed
3.70000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2K9
200000.00000000
PA
USD
206958.92000000
0.346038742424
Long
DBT
CORP
FR
N
2
2031-01-13
Fixed
3.05200000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DE9
85000.00000000
PA
USD
87433.36000000
0.146190026215
Long
DBT
NUSS
PE
N
2
2026-01-23
Fixed
2.39200000
N
N
N
N
N
N
HYDRO-QUEBEC
6THEVG93PYJH84S4D167
Hydro-Quebec
448814DF7
150000.00000000
PA
USD
234826.40000000
0.392633630596
Long
DBT
NUSS
CA
N
2
2030-04-15
Fixed
9.37500000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS HUF
000000000
1.00000000
NC
14786.90000000
0.024723941738
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2032-05-11
0.00000000
USD
0.00000000
USD
90865000.00000000
HUF
14786.90000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS NOK
000000000
1.00000000
NC
7558.75000000
0.012638355207
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-03-15
4560.83000000
USD
0.00000000
USD
1680000.00000000
NOK
2997.92000000
N
N
N
SWISS RE FINANCE UK
549300C654ZPQWG3JF34
Swiss Re Finance UK PLC
000000000
100000.00000000
PA
131841.54000000
0.220441238777
Long
DBT
CORP
GB
N
2
2052-06-04
Fixed
2.71400000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IRS CLP
000000000
1.00000000
NC
12695.51000000
0.021227103015
N/A
DIR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
Y
2028-05-17
0.00000000
USD
0.00000000
USD
100000000.00000000
CLP
12695.51000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AL3
94051.12000000
PA
USD
94051.00000000
0.157254829913
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.76500000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
190000.00000000
PA
204999.57000000
0.342762676768
Long
DBT
NUSS
ES
N
2
2050-10-31
Fixed
1.00000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
11730.30000000
0.019613255907
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-06-22
0.00000000
USD
-278.06000000
USD
2325000.00000000
SEK
12008.36000000
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAC1
100000.00000000
PA
USD
99836.46000000
0.166928214867
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
3.44000000
N
N
N
N
N
N
Madison Park Funding Ltd
N/A
Madison Park Funding XXI Ltd
55820JAL4
250000.00000000
PA
USD
250281.48000000
0.418474780363
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.53375000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
166400.00000000
PA
USD
172175.32000000
0.287879987049
Long
DBT
CORP
MX
N
2
2036-09-29
Fixed
5.00000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
100000.00000000
PA
USD
114009.67000000
0.190626056760
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA3
35564KFG9
45000.00000000
PA
USD
45444.30000000
0.075983622365
Long
ABS-MBS
CORP
US
N
2
2033-10-25
Floating
3.51000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CS7
125000.00000000
PA
USD
132265.08000000
0.221149404673
Long
DBT
CORP
US
N
2
2046-12-08
Fixed
5.29100000
N
N
N
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AJ8
94051.12000000
PA
USD
94051.04000000
0.157254896794
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.11500000
N
N
N
N
N
N
CROATIA
74780000O00QGQ7CER13
Croatia Government International Bond
000000000
200000.00000000
PA
246534.96000000
0.412210536864
Long
DBT
NUSS
HR
N
2
2029-06-19
Fixed
1.12500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
68152.55000000
0.113952192517
Long
DBT
NUSS
RO
N
2
2034-04-03
Fixed
3.50000000
N
N
N
N
N
N
VECTOR GROUP LTD
549300TUIF4WWN6NDN50
Vector Group Ltd
92240MBL1
125000.00000000
PA
USD
126035.70000000
0.210733778126
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
5.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
9630.63000000
0.016102572887
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-12-18
0.00000000
USD
0.00000000
USD
59000000.00000000
JPY
9630.63000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
22350.41000000
0.037370255744
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2046-05-08
51489.49000000
USD
0.00000000
USD
225000.00000000
GBP
-29139.08000000
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAE0
110000.00000000
PA
USD
112160.42000000
0.187534080128
Long
DBT
CORP
US
N
2
2040-06-22
Fixed
3.85000000
N
N
N
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
1166.09000000
0.001949721795
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2023-06-20
0.00000000
USD
-687.42000000
USD
100000.00000000
USD
1853.51000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
100000.00000000
PA
120225.00000000
0.201018191474
Long
DBT
CORP
MX
N
2
2026-04-16
Fixed
3.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-3728.07000000
-0.00623339479
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-01-13
0.00000000
USD
0.00000000
USD
100000.00000000
USD
-3728.07000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
5415.94000000
0.009055541392
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-10-30
0.00000000
USD
0.00000000
USD
-1450000.00000000
USD
5415.94000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-9207.17000000
-0.01539454075
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-853813.67000000
CNY
122556.40000000
USD
2021-05-14
-9207.17000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
226.23000000
0.000378260307
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-04-17
0.09000000
USD
0.00000000
USD
33500000.00000000
KRW
226.14000000
N
N
N
Mariner Finance Issuance Trust
N/A
Mariner Finance Issuance Trust 2020-A
56848MAA7
100000.00000000
PA
USD
101799.47000000
0.170210400103
Long
ABS-O
CORP
US
N
2
2034-08-21
Fixed
2.19000000
N
N
N
N
N
N
TH MSR ISSUER TRUST
N/A
TH MSR issuer Trust
87271AAA4
120000.00000000
PA
USD
118997.90000000
0.198966459948
Long
ABS-O
CORP
US
N
2
2024-06-25
Floating
2.90613000
N
N
N
N
N
N
DP WORLD PLC
549300M3U2DNF4QVSS04
DP World PLC
000000000
100000.00000000
PA
127799.81000000
0.213683399268
Long
DBT
CORP
AE
N
2
2026-09-25
Fixed
2.37500000
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
130269.57000000
0.217812878898
Long
DBT
CORP
US
N
2
2035-10-23
Fixed
6.38400000
N
N
N
N
N
N
SCIENTIFIC GAMES INTERNA
RLTHESQ0RNFQJWPBJN60
Scientific Games International Inc
80874YAW0
100000.00000000
PA
USD
103271.57000000
0.172671775688
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
5.00000000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
120000.00000000
PA
147409.97000000
0.246471911621
Long
DBT
NUSS
IT
N
2
2036-03-01
Fixed
1.45000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
50000.00000000
PA
61617.04000000
0.103024711539
Long
DBT
NUSS
RO
N
2
2031-07-16
Fixed
2.12400000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229AW6
100000.00000000
PA
USD
111392.58000000
0.186250238929
Long
DBT
CORP
US
N
2
2026-04-01
Variable
4.70000000
N
N
N
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
60000.00000000
PA
110610.49000000
0.184942571494
Long
DBT
NUSS
ES
N
2
2066-07-30
Fixed
3.45000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
-15813.70000000
-0.02644076834
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-04-09
0.00000000
USD
0.00000000
USD
3100000000.00000000
COP
-15813.70000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1734.58000000
0.002900246492
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-09-03
0.00000000
USD
-0.52000000
USD
1500000.00000000
CNY
1735.10000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF ITALY
000000000
1.00000000
NC
-1785.10000000
-0.00298471676
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
ITALY GOV'T INT BOND
Republic of Italy Government International Bond
Y
Default Event
2023-06-20
564.09000000
USD
0.00000000
USD
-90000.00000000
EUR
-2349.19000000
N
N
N
VIATRIS INC
254900ZZTSW7NL773X71
Viatris Inc
91533BAF7
15000.00000000
PA
USD
14928.34000000
0.024960431761
Long
DBT
CORP
US
N
2
2050-06-22
Fixed
4.00000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-6184.74000000
-0.01034098772
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2025-05-11
0.00000000
USD
-4878.17000000
USD
-200000.00000000
EUR
-1306.57000000
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
-5231.23000000
-0.00874670321
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
2021-06-21
2979731.23000000
USD
-5231.23000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 5 Year US Treasury Note
000000000
37.00000000
NC
USD
4722.88000000
0.007896733592
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
2021-06-30
4580964.62000000
USD
4722.88000000
N
N
N
GAZPROM (GAZ CAPITAL SA)
213800568PRHV2JR9650
Gazprom PJSC Via Gaz Capital SA
000000000
100000.00000000
PA
146895.60000000
0.245611876461
Long
DBT
CORP
LU
N
2
2024-04-06
Fixed
4.25000000
N
N
N
N
N
N
UNITED AIR 2019-2 AA PTT
N/A
United Airlines 2019-2 Class AA Pass Through Trust
90932JAA0
24630.78000000
PA
USD
24026.65000000
0.040172956790
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.70000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/SGD FORWARD
000000000
1.00000000
NC
USD
-5.59000000
-0.00000934657
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-21294.00000000
SGD
15993.27000000
USD
2021-06-16
-5.59000000
N
N
N
Lendmark Funding Trust
549300PMR5HYNUPR5R97
Lendmark Funding Trust 2019-1
52604FAA5
100000.00000000
PA
USD
102571.19000000
0.171500728727
Long
ABS-O
CORP
US
N
2
2027-12-20
Fixed
3.00000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
6174468X0
75000.00000000
PA
USD
71136.90000000
0.118942075151
Long
DBT
CORP
US
N
2
2032-04-28
Fixed
1.92800000
N
N
N
N
N
N
Ares Euro CLO
724500H0LMEQLZX03C95
Ares European CLO XI BV
000000000
500000.00000000
PA
603758.41000000
1.009494062514
Long
ABS-CBDO
CORP
NL
N
2
2032-04-15
Fixed
1.95000000
N
N
N
N
N
N
AMADEUS IT GROUP SA
9598004A3FTY3TEHHN09
Amadeus IT Group SA
000000000
100000.00000000
PA
127758.86000000
0.213614930189
Long
DBT
CORP
ES
N
2
2028-09-24
Fixed
1.87500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
121494.28000000
0.203140448659
Long
DBT
NUSS
ID
N
2
2027-02-14
Fixed
0.90000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
1599.73000000
0.002674775058
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF PANAMA
Panama Government International Bond
Y
Default Event
2022-12-20
0.00000000
USD
-67.49000000
USD
120000.00000000
USD
1667.22000000
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBK6
65000.00000000
PA
USD
65898.31000000
0.110183065896
Long
DBT
CORP
US
N
2
2033-04-15
Fixed
3.41900000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
PERUVIAN GOVERNMENT INTERNATIONAL BOND
000000000
100000.00000000
PA
28505.67000000
0.047661952423
Long
DBT
NUSS
PE
N
2
2037-08-12
Fixed
6.90000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2018-GS9
36255NAS4
125000.00000000
PA
USD
138080.28000000
0.230872515399
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
3.72700000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXR0
20000.00000000
PA
USD
19009.56000000
0.031784299205
Long
DBT
CORP
US
N
2
2032-01-27
Fixed
1.99200000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
100000.00000000
PA
139461.00000000
0.233181102110
Long
DBT
NUSS
RO
N
2
2035-10-29
Fixed
3.87500000
N
N
N
N
N
N
LOXAM SAS
969500BNA2YRNE1R5K91
Loxam SAS
000000000
120000.00000000
PA
143909.32000000
0.240618766835
Long
DBT
CORP
FR
N
2
2027-07-15
Fixed
5.75000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust
N/A
Legacy Mortgage Asset Trust 2019-PR1
52475MAB4
84594.45000000
PA
USD
85793.42000000
0.143448019370
Long
ABS-MBS
CORP
US
N
2
2059-09-25
Variable
3.85800000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS HKD
000000000
1.00000000
NC
-5263.70000000
-0.00880099359
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2026-09-03
0.00000000
USD
-7.28000000
USD
-1295000.00000000
HKD
-5256.42000000
N
N
N
DIAMOND BC BV
549300SWLHWJF3D4N658
Diamond BC BV
000000000
150000.00000000
PA
184407.46000000
0.308332327749
Long
DBT
CORP
NL
N
2
2025-08-15
Fixed
5.62500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
100000.00000000
PA
124592.76000000
0.208321158544
Long
DBT
NUSS
MX
N
2
2028-04-17
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
IRS ILS
000000000
1.00000000
NC
-5948.63000000
-0.00994620789
N/A
DIR
CORP
GB
N
2
GOLDMAN SACHS INTERNATIONAL
W22LROWP2IHZNBB6K528
Y
2030-04-24
0.00000000
USD
-4.29000000
USD
450000.00000000
ILS
-5944.34000000
N
N
N
RANGE RESOURCES CORP
H3Y3WLYCX0BTO1TRW162
Range Resources Corp
75281ABG3
50000.00000000
PA
USD
54876.94000000
0.091755152692
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
9.25000000
N
N
N
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
583.04000000
0.000974852537
N/A
DCR
CORP
FR
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2023-06-20
0.00000000
USD
-403.72000000
USD
50000.00000000
USD
986.76000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KBD0
10000.00000000
PA
USD
9799.73000000
0.016385310888
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
2.66000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
21000.00000000
PA
33642.21000000
0.056250332388
Long
DBT
NUSS
GR
N
2
2035-02-24
Variable
4.30000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-CHRS Mortgage Trust
05491VAG1
380000.00000000
PA
USD
386363.78000000
0.646006640107
Long
ABS-MBS
CORP
US
N
2
2038-08-05
Variable
4.40871700
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
134585.53000000
0.225029235510
Long
DBT
NUSS
ID
N
2
2025-07-30
Fixed
3.37500000
N
N
N
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
145000.00000000
PA
279411.10000000
0.467179987522
Long
DBT
NUSS
PT
N
2
2045-02-15
Fixed
4.10000000
N
N
N
N
N
N
DANA INC
KVWHW7YLZPFJM8QYNJ51
Dana Inc
235825AF3
25000.00000000
PA
USD
26607.65000000
0.044488431544
Long
DBT
CORP
US
N
2
2027-11-15
Fixed
5.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TAH2
165000.00000000
PA
USD
168156.57000000
0.281160570480
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
2.61000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
252156.01000000
0.421609025574
Long
DBT
NUSS
ID
N
2
2025-04-24
Fixed
1.75000000
N
N
N
N
N
N
BELLIS FINCO PLC
259400ELWH6Z4ICFTD70
BELLIS FINCO PLC
000000000
100000.00000000
PA
138541.39000000
0.231643498957
Long
DBT
CORP
GB
N
2
2027-02-16
Fixed
4.00000000
N
N
N
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
48000.00000000
PA
76471.78000000
0.127862082881
Long
DBT
NUSS
GR
N
2
2034-02-24
Variable
4.30000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-23231.30000000
-0.03884311841
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-09-15
0.00000000
USD
-15601.99000000
USD
10915000.00000000
ZAR
-7629.31000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-1109.86000000
-0.00185570430
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-925454.00000000
MXN
44333.80000000
USD
2021-06-16
-1109.86000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
491.27000000
0.000821411577
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2022-12-20
0.00000000
USD
-43.21000000
USD
50000.00000000
USD
534.48000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/SEK FORWARD
000000000
1.00000000
NC
USD
-353.59000000
-0.00059120833
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-1551676.00000000
SEK
183077.60000000
USD
2021-07-19
-353.59000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFT6
45000.00000000
PA
USD
41763.13000000
0.069828645148
Long
DBT
CORP
US
N
2
2040-11-20
Fixed
2.65000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
2578.08000000
0.004310592464
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2026-04-12
0.00000000
USD
-18.77000000
USD
5280000.00000000
CNY
2596.85000000
N
N
N
TENN VALLEY AUTHORITY
549300HE1ISW43LNKM54
Tennessee Valley Authority
880591DP4
100000.00000000
PA
194915.96000000
0.325902713817
Long
DBT
USGA
US
N
2
2032-06-07
Fixed
5.62500000
N
N
N
N
N
N
Lendmark Funding Trust
N/A
Lendmark Funding Trust 2019-2
52604AAA6
200000.00000000
PA
USD
205285.00000000
0.343239920456
Long
ABS-O
CORP
US
N
2
2028-04-20
Fixed
2.78000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BU7
45000.00000000
PA
USD
44552.93000000
0.074493236959
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.80000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
11498.34000000
0.019225414944
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-06-21
0.00000000
USD
0.00000000
USD
1120000.00000000
PLN
11498.34000000
N
N
N
ASCENT RESOURCES/ARU FIN
N/A
Ascent Resources Utica Holdings LLC / ARU Finance Corp
04364VAK9
25000.00000000
PA
USD
32500.19000000
0.054340856031
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
9.00000000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
000000000
150000.00000000
PA
190235.91000000
0.318077592694
Long
DBT
CORP
DK
N
2
2029-06-21
Fixed
2.50000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SGD
000000000
1.00000000
NC
4269.55000000
0.007138758323
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-03-19
0.00000000
USD
0.00000000
USD
135000.00000000
SGD
4269.55000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
8324.32000000
0.013918400928
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
97603.82000000
BRL
8324.32000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
68401.06000000
0.114367705353
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2037-12-18
0.00000000
USD
0.00000000
USD
111500000.00000000
JPY
68401.06000000
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
50000.00000000
PA
71845.73000000
0.120127250653
Long
DBT
NUSS
PT
N
2
2034-04-18
Fixed
2.25000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CNH/USD FORWARD
000000000
1.00000000
NC
USD
9405.64000000
0.015726385880
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-122357.93000000
USD
853813.67000000
CNY
2021-05-14
9405.64000000
N
N
N
KINGDOM OF SPAIN
9598007A56S18711AH60
Spain Government International Bond
000000000
100000.00000000
PA
172811.16000000
0.288943122061
Long
DBT
NUSS
ES
N
2
2029-04-06
Fixed
5.25000000
N
N
N
N
N
N
Legacy Mortgage Asset Trust 20
N/A
Legacy Mortgage Asset Trust 2020-GS1
52474PAA0
90285.29000000
PA
USD
91172.67000000
0.152442214475
Long
ABS-MBS
CORP
US
N
2
2059-10-25
Variable
2.88200000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
000000000
200000.00000000
PA
245019.42000000
0.409676528879
Long
DBT
NUSS
MX
N
2
2039-04-08
Fixed
2.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-10056.96000000
-0.01681540370
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-11
0.00000000
USD
-9626.56000000
USD
-100000.00000000
EUR
-430.40000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS UNITED MEXICAN STATES
000000000
1.00000000
NC
USD
6494.66000000
0.010859179101
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
MEXICO GOVERNMENT INTERNATIONAL BOND
MEXICO GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-292.46000000
USD
520000.00000000
USD
6787.12000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-1856.66000000
-0.00310436627
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2047-05-30
0.00000000
USD
-1518.79000000
USD
50000.00000000
CAD
-337.87000000
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
000000000
150000.00000000
PA
184102.01000000
0.307821610289
Long
DBT
CORP
US
N
2
2021-10-12
Fixed
4.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
11786.87000000
0.019707841884
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-03-13
0.00000000
USD
-7.71000000
USD
2460000.00000000
ZAR
11794.58000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
92374.16000000
0.154451125657
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2047-12-18
67514.65000000
USD
0.00000000
USD
91700000.00000000
JPY
24859.51000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF TURKEY
000000000
1.00000000
NC
USD
-26922.79000000
-0.04501535084
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
TURKEY GOVERNMENT INTERNATIONAL BOND
TURKEY GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-337.44000000
USD
600000.00000000
USD
-26585.35000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
466.92000000
0.000780697974
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
162.58000000
USD
0.00000000
USD
15000.00000000
USD
304.34000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAE1
300000.00000000
PA
USD
274921.88000000
0.459673937321
Long
DBT
UST
US
N
2
2030-08-15
Fixed
0.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBK1
90000.00000000
PA
USD
93052.87000000
0.155585940020
Long
DBT
CORP
US
N
2
2026-04-22
Fixed
2.08300000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
20000.00000000
PA
24727.82000000
0.041345324645
Long
DBT
NUSS
CY
N
2
2040-01-21
Fixed
1.25000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-2519.28000000
-0.00421227789
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-46356409.00000000
CLP
62686.15000000
USD
2021-06-16
-2519.28000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-XL
056054AK5
94051.12000000
PA
USD
93994.43000000
0.157160243936
Long
ABS-MBS
CORP
US
N
2
2036-10-15
Floating
2.41500000
N
N
N
N
N
N
Pnmac Gmsr Issuer Trust
N/A
PNMAC GMSR ISSUER TRUST 2018-GT1
69354WAC0
100000.00000000
PA
USD
99885.49000000
0.167010193839
Long
ABS-O
CORP
US
N
2
2023-02-25
Floating
2.95613000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AK3
10000.00000000
PA
USD
10577.67000000
0.017686039454
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
6.25000000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAY1
50000.00000000
PA
USD
57639.46000000
0.096374131892
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
7.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-5797.40000000
-0.00969334883
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-01-31
0.00000000
USD
0.00000000
USD
-6100000.00000000
CZK
-5797.40000000
N
N
N
Greywolf CLO Ltd
5493006V5AX99BBCEZ73
GREYWOLF CLO VI Ltd
39809GAA3
750000.00000000
PA
USD
750000.75000000
1.254013677435
Long
ABS-CBDO
CORP
KY
N
2
2031-04-26
Floating
1.20575000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
43609.64000000
0.072916040454
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
609400.00000000
BRL
43609.64000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
124012.10000000
0.207350285406
Long
DBT
CORP
NL
N
2
N/A
Fixed
2.70000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
6577.30000000
0.010997354550
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2040-12-03
17893.05000000
USD
0.00000000
USD
120000.00000000
CAD
-11315.75000000
N
N
N
Retiro Mortgage Securities
635400CU9HBU644YSL41
RTIRO 1A A1
000000000
100000.00000000
PA
119324.76000000
0.199512975282
Long
ABS-MBS
CORP
IE
N
2
2075-07-30
Floating
1.46400000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CSWAP IDR VS USD
000000000
1.00000000
NC
USD
10629.38000000
0.017772499431
N/A
DFE
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
-96718.48000000
USD
1400000000.00000000
IDR
2023-11-29
10629.38000000
N
N
N
Octagon Investment Partners 45
N/A
Octagon Investment Partners 45 Ltd
67577MAA1
500000.00000000
PA
USD
500434.45000000
0.836734689878
Long
ABS-CBDO
CORP
KY
N
2
2032-10-15
Floating
1.51375000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJT7
195000.00000000
PA
USD
197142.19000000
0.329625007254
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.68700000
N
N
N
N
N
N
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PANAMA
000000000
1.00000000
NC
USD
134.11000000
0.000224234141
N/A
DCR
CORP
US
N
2
CITIBANK, NATIONAL ASSOCIATION
E57ODZWZ7FF32TWEFA76
PANAMA GOVERNMENT INTERNATIONAL BOND
PANAMA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2021-06-20
62.71000000
USD
0.00000000
USD
55000.00000000
USD
71.40000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS NOK
000000000
1.00000000
NC
13613.47000000
0.022761947341
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-11-05
5588.72000000
USD
0.00000000
USD
5500000.00000000
NOK
8024.75000000
N
N
N
HUNGARY GOVERNMENT INTERNATIONAL BOND
5299008DH62LEB10JK83
HUNGARY GOVERNMENT INTERNATIONAL BOND
000000000
300000.00000000
PA
46578.87000000
0.077880642198
Long
DBT
NUSS
HU
N
2
2021-12-19
Fixed
4.30000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IRS COP
000000000
1.00000000
NC
9910.17000000
0.016569968397
N/A
DIR
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Y
2027-12-20
0.00000000
USD
0.00000000
USD
503000000.00000000
COP
9910.17000000
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GDJ6
125000.00000000
PA
USD
131633.29000000
0.220093041328
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
USD
220055.27000000
0.367936056559
Long
DBT
NUSS
ID
N
2
2025-01-15
Fixed
4.12500000
N
N
N
N
N
N
TECK RESOURCES LIMITED
T8KI5SQ2JRWHL7XY0E11
Teck Resources Ltd
878742AZ8
60000.00000000
PA
USD
70359.94000000
0.117642985161
Long
DBT
CORP
CA
N
2
2043-02-01
Fixed
5.40000000
N
N
N
N
N
N
Oportun Funding LLC
N/A
Oportun Funding XIV LLC
68377BAB3
100000.00000000
PA
USD
99565.21000000
0.166474680374
Long
ABS-O
CORP
US
N
2
2028-03-08
Fixed
1.76000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BB7
39407.00000000
PA
USD
45047.02000000
0.075319363624
Long
DBT
NUSS
UY
N
2
2027-10-27
Fixed
4.37500000
N
N
N
N
N
N
NRG ENERGY INC
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377CE0
53000.00000000
PA
USD
56285.90000000
0.094110957151
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.75000000
N
N
N
N
N
N
PETROBRAS GLOBAL FINANCE
549300FNENFFSMO3GT38
Petrobras Global Finance BV
000000000
200000.00000000
PA
311897.01000000
0.521496967157
Long
DBT
CORP
NL
N
2
2034-01-16
Fixed
6.62500000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/COP FORWARD
000000000
1.00000000
NC
USD
1369.62000000
0.002290027327
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-208262889.00000000
COP
56727.23000000
USD
2021-06-16
1369.62000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-4102.27000000
-0.00685906339
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-03-06
0.00000000
USD
-7.14000000
USD
2800000.00000000
CNY
-4095.13000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
-1921.67000000
-0.00321306407
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
-8505.70000000
USD
300000.00000000
USD
6584.03000000
N
N
N
Real Estate Asset Liquidity Tr
N/A
Real Estate Asset Liquidity Trust
75585RRT4
23767.35000000
PA
19872.03000000
0.033226363331
Long
ABS-MBS
CORP
CA
N
2
2055-02-12
Variable
2.38100000
N
N
N
N
N
N
VISTRA CORP
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAF9
45000.00000000
PA
USD
46614.27000000
0.077939831585
Long
DBT
CORP
US
N
2
2027-07-31
Fixed
5.00000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
09659W2P8
200000.00000000
PA
USD
201532.86000000
0.336966280223
Long
DBT
CORP
FR
N
2
2032-04-19
Fixed
2.87100000
N
N
N
N
N
N
BELLEMEADE RE LT
549300O2GEH6GH9NO762
Bellemeade Re 2018-1 Ltd
078768AD0
62351.84000000
PA
USD
62392.29000000
0.104320942381
Long
ABS-MBS
CORP
BM
N
2
2028-04-25
Floating
1.70613000
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
25303.27000000
0.042307486577
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/ILS FORWARD
000000000
1.00000000
NC
USD
-572.62000000
-0.00095743012
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-94306.00000000
ILS
28474.55000000
USD
2021-06-16
-572.62000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/BRL FORWARD
000000000
1.00000000
NC
USD
919.64000000
0.001537653313
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-33764.00000000
USD
188470.65000000
BRL
2021-05-04
919.64000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
14793.30000000
0.024734642644
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2023-08-24
0.00000000
USD
0.00000000
USD
1030000.00000000
PLN
14793.30000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 5 Year Euro BOBL
000000000
-42.00000000
NC
5576.14000000
0.009323398446
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2021-06-08
-6848646.86000000
USD
5576.14000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
4555.25000000
0.007616453455
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-12-03
624.74000000
USD
0.00000000
USD
80000.00000000
CAD
3930.51000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-7767.47000000
-0.01298733850
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2050-09-03
0.00000000
USD
-0.34000000
USD
35000.00000000
GBP
-7767.13000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
2828.55000000
0.004729382453
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2022-05-08
0.00000000
USD
-3078.66000000
USD
255000.00000000
CAD
5907.21000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
EUR/USD FORWARD
000000000
1.00000000
NC
USD
234.65000000
0.000392338686
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-818130.00000000
EUR
983924.94000000
USD
2021-05-05
234.65000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government International Bond
000000000
50000.00000000
PA
85187.83000000
0.142435462859
Long
DBT
NUSS
GR
N
2
2034-07-17
Fixed
5.20000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-4860.47000000
-0.00812678635
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-11-02
15.42000000
USD
0.00000000
USD
5910000.00000000
CNY
-4875.89000000
N
N
N
OBRIGACOES DO TESOURO
549300P6U1FJ3IMP7K42
Portugal Obrigacoes do Tesouro OT
000000000
130000.00000000
PA
140581.77000000
0.235055048115
Long
DBT
NUSS
PT
N
2
2052-04-12
Fixed
1.00000000
N
N
N
N
N
N
SUBURBAN PROPANE PARTNRS
N/A
Suburban Propane Partners LP/Suburban Energy Finance Corp
864486AK1
50000.00000000
PA
USD
52173.64000000
0.087235190313
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
5.87500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
9239.68000000
0.015448898011
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
306295.60000000
BRL
9239.68000000
N
N
N
EG GLOBAL FINANCE PLC
549300TL8Q5207VYET27
eG Global Finance PLC
000000000
100000.00000000
PA
122479.22000000
0.204787284654
Long
DBT
CORP
GB
Y
2
2025-10-30
Fixed
6.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6592.54000000
0.011022836082
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-11-09
0.00000000
USD
0.00000000
USD
-1595000.00000000
USD
6592.54000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
HUF/USD FORWARD
000000000
1.00000000
NC
USD
-139.43000000
-0.00023312926
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-4418517.00000000
HUF
14599.19000000
USD
2021-07-19
-139.43000000
N
N
N
GENERAL MOTORS CO
54930070NSV60J38I987
General Motors Co
37045VAP5
50000.00000000
PA
USD
58667.84000000
0.098093600287
Long
DBT
CORP
US
N
2
2038-04-01
Fixed
5.15000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
5964.75000000
0.009973160803
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-09-10
8371.88000000
USD
0.00000000
USD
209000000.00000000
KRW
-2407.13000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAJ1
10000.00000000
PA
USD
10997.88000000
0.018388637535
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
5.12500000
N
N
N
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAG7
25000.00000000
PA
USD
27094.11000000
0.045301800722
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
6.62500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAG6
200000.00000000
PA
USD
206085.22000000
0.344577901551
Long
DBT
CORP
US
N
2
N/A
Fixed
4.60000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
-7630.78000000
-0.01275879056
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2025-04-03
0.00000000
USD
-4578.48000000
USD
1230000.00000000
CAD
-3052.30000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS ILS
000000000
1.00000000
NC
-123.89000000
-0.00020714613
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-04-16
0.00000000
USD
-9.21000000
USD
670000.00000000
ILS
-114.68000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
19957.45000000
0.033369186986
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2032-12-18
0.00000000
USD
0.00000000
USD
53000000.00000000
JPY
19957.45000000
N
N
N
VOLKSWAGEN INTL FIN NV
5299004PWNHKYTR23649
Volkswagen International Finance NV
000000000
100000.00000000
PA
136302.88000000
0.227900673157
Long
DBT
CORP
NL
N
2
N/A
Fixed
4.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS THB
000000000
1.00000000
NC
-3882.33000000
-0.00649132006
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
-3882.33000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-5379.91000000
-0.00899529863
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2030-02-10
0.00000000
USD
0.00000000
USD
100000000.00000000
CLP
-5379.91000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS REPUBLIC OF UKRAINE
000000000
1.00000000
NC
USD
3037.74000000
0.005079151598
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
UKRAINE GOVERNMENT
Ukraine Government International Bond
Y
Default Event
2025-06-20
0.00000000
USD
-831.78000000
USD
90000.00000000
USD
3869.52000000
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CN4
50000.00000000
PA
USD
50813.72000000
0.084961381547
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.12500000
N
N
N
N
N
N
Bank
N/A
BANK 2020-BNK26
06540JBB7
200000.00000000
PA
USD
200155.46000000
0.334663244607
Long
ABS-MBS
CORP
US
N
2
2063-03-15
Fixed
2.15500000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505FQ2
190000.00000000
PA
USD
195242.09000000
0.326448008580
Long
DBT
CORP
US
N
2
N/A
Fixed
4.30000000
N
N
N
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IRS CLP
000000000
1.00000000
NC
11732.61000000
0.019617118265
N/A
DIR
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Y
2027-12-20
0.00000000
USD
0.00000000
USD
95000000.00000000
CLP
11732.61000000
N
N
N
RUSSIAN RAIL(RZD CAP)
635400VKMH1VQDFMW392
Russian Railways Via RZD Capital PLC
000000000
50000.00000000
PA
54566.27000000
0.091235707306
Long
DBT
CORP
IE
N
2
2025-10-03
Fixed
0.89800000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MV0
150000.00000000
PA
USD
150780.04000000
0.252106724485
Long
DBT
CORP
US
N
2
N/A
Fixed
3.87500000
N
N
N
N
N
N
BRAZIL MINAS SPE
N/A
BRAZIL MINAS SPE VIA STATE OF MINAS GERAIS
000000000
594999.99000000
PA
USD
644550.40000000
1.077698945496
Long
DBT
CORP
KY
N
2
2028-02-15
Fixed
5.33300000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MY4
100000.00000000
PA
USD
99913.60000000
0.167057194225
Long
DBT
CORP
US
N
2
2032-05-01
Fixed
2.56100000
N
N
N
N
N
N
MEDTRONIC GLOBAL HLDINGS
549300JXMTTP8GKYIX14
Medtronic Global Holdings SCA
000000000
100000.00000000
PA
120256.59000000
0.201071010477
Long
DBT
CORP
LU
N
2
2032-10-15
Fixed
0.75000000
N
N
N
N
N
N
CAISSE FRANCAISE DE FIN
549300E6W08778I4OW85
Caisse Francaise de Financement Local
000000000
100000.00000000
PA
96147.30000000
0.160759878238
Long
DBT
NUSS
FR
N
2
2029-03-09
Fixed
4.68000000
N
N
N
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAH2
5000.00000000
PA
USD
5035.98000000
0.008420241978
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
2.20000000
N
N
N
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-2445.21000000
-0.00408843162
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-208581.17000000
USD
22527517.00000000
JPY
2021-05-07
-2445.21000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/CNH FORWARD
000000000
1.00000000
NC
USD
-1996.01000000
-0.00333736178
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-3178305.00000000
CNY
488357.67000000
USD
2021-05-18
-1996.01000000
N
N
N
DEUTSCHE BAHN FIN GMBH
52990002BAIDUAIIYU29
DEUTSCHE BAHN FINANCE GMBH
000000000
100000.00000000
PA
85635.19000000
0.143183456189
Long
DBT
CORP
DE
N
2
2027-09-27
Fixed
3.80000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT US Long Bond
000000000
36.00000000
NC
USD
-34119.26000000
-0.05704796789
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
2021-06-21
5695119.26000000
USD
-34119.26000000
N
N
N
Citigroup Commercial Mortgage
N/A
Citigroup Commercial Mortgage Trust 2018-B2
17327FAC0
150000.00000000
PA
USD
165818.34000000
0.277251011188
Long
ABS-MBS
CORP
US
N
2
2051-03-10
Fixed
3.74400000
N
N
N
N
N
N
Tryon Park CLO LTD
549300XSFFA9X5E6Q356
Tryon Park CLO Ltd
89852TAP3
250000.00000000
PA
USD
248619.70000000
0.415696256676
Long
ABS-CBDO
CORP
KY
N
2
2029-04-15
Floating
1.68375000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
GBP/USD FORWARD
000000000
1.00000000
NC
USD
-3550.02000000
-0.00593569224
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1196994.00000000
GBP
1649575.64000000
USD
2021-05-05
-3550.02000000
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT Capital Corp
05526DBR5
80000.00000000
PA
USD
78412.89000000
0.131107650955
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
2.25900000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
-2337.81000000
-0.00390885704
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-790432.00000000
ZAR
51797.87000000
USD
2021-06-17
-2337.81000000
N
N
N
Brookside Mill CLO Ltd
N/A
Brookside Mill CLO Ltd 2013-1
114521AM9
250000.00000000
PA
USD
250214.83000000
0.418363340459
Long
ABS-CBDO
CORP
KY
N
2
2028-01-17
Floating
1.53975000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/CHF FORWARD
000000000
1.00000000
NC
USD
-1915.70000000
-0.00320308213
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-186960.00000000
CHF
203242.42000000
USD
2021-07-19
-1915.70000000
N
N
N
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
IRS ILS
000000000
1.00000000
NC
14327.45000000
0.023955733727
N/A
DIR
CORP
US
N
2
J.P. MORGAN CHASE BANK NA
7H6GLXDRUGQFU57RNE97
Y
2028-07-16
0.00000000
USD
0.00000000
USD
510000.00000000
ILS
14327.45000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS MXN
000000000
1.00000000
NC
45105.12000000
0.075416507786
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2029-02-27
26769.60000000
USD
0.00000000
USD
8515000.00000000
MXN
18335.52000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
52507.00000000
0.087792573755
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2033-05-11
0.00000000
USD
-9153.09000000
USD
430000.00000000
EUR
61660.09000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-179.03000000
-0.00029934112
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-179656.00000000
PLN
47216.39000000
USD
2021-07-19
-179.03000000
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
USD/GBP FORWARD
000000000
1.00000000
NC
USD
1886.27000000
0.003153874685
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-114474.00000000
GBP
159982.22000000
USD
2021-05-05
1886.27000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
JPY/USD FORWARD
000000000
1.00000000
NC
USD
2450.79000000
0.004097761476
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-22527517.00000000
JPY
208627.72000000
USD
2021-06-02
2450.79000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-698.38000000
-0.00116770292
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-09
0.00000000
USD
0.00000000
USD
60000.00000000
USD
-698.38000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.36.5Y.V1
000000000
1.00000000
NC
USD
312288.95000000
0.522152297330
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.36.V1
Y
Default Event
2026-06-20
282136.18000000
USD
0.00000000
USD
3000000.00000000
USD
30152.77000000
N
N
N
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBX0
75000.00000000
PA
USD
78353.23000000
0.131007898447
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.00000000
N
N
N
N
N
N
MKT 2020-525M Mortgage Trust
N/A
MKT 2020-525M Mortgage Trust
55316PAN7
100000.00000000
PA
USD
90027.68000000
0.150527772229
Long
ABS-MBS
CORP
US
N
2
2040-02-12
Variable
3.03862000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
000000000
100000.00000000
PA
85919.45000000
0.143658743618
Long
DBT
CORP
US
N
2
2026-01-19
Fixed
4.10000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
981.17000000
0.001640532492
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
287186.65000000
BRL
981.17000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
100000.00000000
PA
USD
101714.10000000
0.170067660049
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
2123.37000000
0.003550309812
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF INDONESIA
Indonesia Government International Bond
Y
Default Event
2022-12-20
0.00000000
USD
-89.98000000
USD
160000.00000000
USD
2213.35000000
N
N
N
THYSSENKRUPP AG
549300UDG16DOYUPR330
thyssenkrupp AG
000000000
200000.00000000
PA
240691.92000000
0.402440877196
Long
DBT
CORP
DE
N
2
2022-03-03
Fixed
1.37500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
4980.08000000
0.008326776252
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2038-12-03
2417.24000000
USD
0.00000000
USD
11780000.00000000
JPY
2562.84000000
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS THB
000000000
1.00000000
NC
5954.04000000
0.009955253506
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2024-07-03
0.00000000
USD
0.00000000
USD
6000000.00000000
THB
5954.04000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CAD
000000000
1.00000000
NC
2335.59000000
0.003905145168
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2038-01-09
0.00000000
USD
-1.07000000
USD
50000.00000000
CAD
2336.66000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
IRS MYR
000000000
1.00000000
NC
-193.77000000
-0.00032398664
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
-185.60000000
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307BD8
200000.00000000
PA
USD
195543.51000000
0.326951987812
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.62500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-4117.01000000
-0.00688370891
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2031-04-09
0.00000000
USD
0.00000000
USD
150000000.00000000
CLP
-4117.01000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
9043.63000000
0.015121099163
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-11-27
0.00000000
USD
-1.16000000
USD
100000.00000000
AUD
9044.79000000
N
N
N
Cold Storage Trust
N/A
Cold Storage Trust 2020-ICE5
193051AQ2
98299.05000000
PA
USD
98606.96000000
0.164872470501
Long
ABS-MBS
CORP
US
N
2
2037-11-15
Floating
2.88023000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/ZAR FORWARD
000000000
1.00000000
NC
USD
7262.68000000
0.012143321263
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-124808.66000000
USD
1928366.00000000
ZAR
2021-06-17
7262.68000000
N
N
N
BROOKFIELD RESID PROPERT
N/A
Brookfield Residential Properties Inc / Brookfield Residential US Corp
11283YAD2
35000.00000000
PA
USD
35007.54000000
0.058533186764
Long
DBT
CORP
CA
N
2
2030-02-15
Fixed
4.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
7389.61000000
0.012355550325
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-11-06
0.00000000
USD
0.00000000
USD
-1795000.00000000
USD
7389.61000000
N
N
N
Armada Euro CLO
549300ZZKACIYBGH9718
Armada Euro CLO II DAC
000000000
250000.00000000
PA
302114.60000000
0.505140615596
Long
ABS-CBDO
CORP
IE
N
2
2031-11-15
Fixed
1.50000000
N
N
N
N
N
N
BRIT COL MUNI FIN AUTH
549300XJ89QPG8565B79
MUNICIPAL FINANCE AUTHORITY OF BRITISH COLUMBIA
626209JR2
200000.00000000
PA
172009.08000000
0.287602031015
Long
DBT
NUSS
CA
N
2
2026-04-19
Fixed
2.50000000
N
N
N
N
N
N
Credit Suisse Mortgage Trust
N/A
Credit Suisse Mortgage Capital Certificates 2019-ICE4
12653VAJ5
200000.00000000
PA
USD
200296.64000000
0.334899299906
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
2.26500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
17895.67000000
0.029921856673
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-07-16
0.00000000
USD
-38.91000000
USD
3200000.00000000
ZAR
17934.58000000
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
50000.00000000
PA
56701.65000000
0.094806098038
Long
DBT
CORP
KZ
N
2
2022-06-20
Fixed
3.63800000
N
N
N
N
N
N
HUNT COS INC
549300ODPWDNCH5TKM49
Hunt Cos Inc
445587AE8
50000.00000000
PA
USD
47869.54000000
0.080038663818
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
200000.00000000
PA
USD
216180.32000000
0.361457075972
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BM2
25000.00000000
PA
USD
24983.05000000
0.041772073433
Long
DBT
CORP
CA
N
2
2025-03-15
Fixed
7.50000000
N
N
N
N
N
N
CREDIT AGRICOLE ASSRNCES
969500K2MUPSI57XK083
Credit Agricole Assurances SA
000000000
100000.00000000
PA
134217.53000000
0.224413933414
Long
DBT
CORP
FR
N
2
N/A
Fixed
4.25000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
-9998.53000000
-0.01671770778
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-11-05
0.00000000
USD
-6824.83000000
USD
4555000.00000000
SEK
-3173.70000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHV4
85000.00000000
PA
USD
90102.77000000
0.150653323953
Long
DBT
CORP
US
N
2
2030-07-23
Fixed
3.19400000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AV2
100000.00000000
PA
USD
111163.24000000
0.185866778650
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
3.90000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
200000.00000000
PA
257062.55000000
0.429812841729
Long
DBT
NUSS
UA
N
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS AUD
000000000
1.00000000
NC
18343.49000000
0.030670619131
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-12-03
19327.65000000
USD
0.00000000
USD
230000.00000000
AUD
-984.16000000
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAY1
40000.00000000
PA
USD
45120.27000000
0.075441838837
Long
DBT
CORP
US
N
2
2050-04-15
Fixed
4.50000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
1234.33000000
0.002063820206
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2026-03-18
7569.35000000
USD
0.00000000
USD
43000000.00000000
HUF
-6335.02000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
CNH/USD FORWARD
000000000
1.00000000
NC
USD
-11986.38000000
-0.02004142590
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-5516894.00000000
CNY
839168.33000000
USD
2021-05-18
-11986.38000000
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FVEE8
1055000.00000000
PA
USD
112260.23000000
0.187700964101
Long
ABS-MBS
USGSE
US
N
2
2030-06-25
Variable
1.48315100
N
N
N
N
N
N
CIGNA CORP
549300VIWYMSIGT1U456
Cigna Corp
125523CL2
25000.00000000
PA
USD
25012.09000000
0.041820628794
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.40000000
N
N
N
N
N
N
JBS USA/FOOD/FINANCE
N/A
JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
46590XAA4
25000.00000000
PA
USD
28140.84000000
0.047051950620
Long
DBT
CORP
N/A
N
2
2029-04-15
Fixed
6.50000000
N
N
N
N
N
N
LIBERTY MUTUAL GROUP INC
QUR0DG15Z6FFGYCHH861
Liberty Mutual Group Inc
000000000
100000.00000000
PA
134845.89000000
0.225464561743
Long
DBT
CORP
US
N
2
2026-05-04
Fixed
2.75000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137FUZE7
319519.84000000
PA
USD
39085.39000000
0.065351419512
Long
ABS-MBS
USGSE
US
N
2
2030-05-25
Variable
1.68141000
N
N
N
N
N
N
Trimaran CAVU 2019-1 Ltd
N/A
Trimaran CAVU LLC
89624NAA6
500000.00000000
PA
USD
499786.05000000
0.835650554337
Long
ABS-CBDO
CORP
KY
N
2
2032-04-23
Floating
1.33910000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
000000000
100000.00000000
PA
129792.77000000
0.217015661400
Long
DBT
CORP
US
N
2
2027-06-21
Fixed
1.87500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PERU
000000000
1.00000000
NC
USD
1440.38000000
0.002408339219
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF PERU
Peruvian Government International Bond
Y
Default Event
2022-12-20
0.00000000
USD
-67.49000000
USD
120000.00000000
USD
1507.87000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-887.60000000
-0.00148408190
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-14
0.00000000
USD
0.00000000
USD
80000.00000000
USD
-887.60000000
N
N
N
Bain Capital Credit CLO, Limit
N/A
Bain Capital Credit CLO 2018-1
05683LAA4
250000.00000000
PA
USD
248117.60000000
0.414856737159
Long
ABS-CBDO
CORP
KY
N
2
2031-04-23
Floating
1.13288000
N
N
N
N
N
N
INTESA SANPAOLO SPA
2W8N8UU78PMDQKZENC08
Intesa Sanpaolo SpA
46115HBC0
200000.00000000
PA
USD
208432.13000000
0.348501973947
Long
DBT
CORP
IT
N
2
2023-01-12
Fixed
3.37500000
N
N
N
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBM6
50000.00000000
PA
USD
51734.80000000
0.086501442564
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
6.75000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
7817.04000000
0.013070220365
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
1638304.00000000
BRL
7817.04000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
2843.40000000
0.004754211899
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2033-04-03
1481.92000000
USD
0.00000000
USD
40000.00000000
CHF
1361.48000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RY6
675000.00000000
PA
USD
737753.91000000
1.233536758091
Long
DBT
UST
US
N
2
2047-08-15
Fixed
2.75000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
-5373.19000000
-0.00898406268
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2028-11-12
0.00000000
USD
-3261.16000000
USD
163000000.00000000
JPY
-2112.03000000
N
N
N
ARDAGH PKG FIN/HLDGS USA
N/A
Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
000000000
250000.00000000
PA
300977.41000000
0.503239215079
Long
DBT
CORP
N/A
N
2
2026-08-15
Fixed
2.12500000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCB3
50000.00000000
PA
USD
56806.20000000
0.094980907369
Long
DBT
CORP
US
N
2
2049-11-21
Fixed
4.25000000
N
N
N
N
N
N
CO-OP GRP HLDS
213800TAO69X5H284Q39
Co-operative Group Holdings 2011 Ltd
000000000
100000.00000000
PA
166820.72000000
0.278927007152
Long
DBT
CORP
GB
N
2
2026-07-08
Variable
7.50000000
N
N
N
N
N
N
PORTUGAL GOVERNMENT INTERNATIONAL BOND
549300P6U1FJ3IMP7K42
PORTUGAL GOVERNMENT INTERNATIONAL BOND
000000000
600000.00000000
PA
93291.21000000
0.155984448448
Long
DBT
NUSS
PT
N
2
2022-06-03
Fixed
4.09000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-8770.93000000
-0.01466514024
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2027-01-04
0.00000000
USD
0.00000000
USD
1219533.32000000
BRL
-8770.93000000
N
N
N
ASHTON WOODS USA/FINANCE
N/A
Ashton Woods USA LLC / Ashton Woods Finance Co
045086AH8
50000.00000000
PA
USD
56859.06000000
0.095069290165
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
9.87500000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
817477AF9
200000.00000000
PA
USD
184269.83000000
0.308102208109
Long
DBT
NUSS
RS
N
2
2030-12-01
Fixed
2.12500000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
-14568.72000000
-0.02435914116
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Y
2029-01-02
0.00000000
USD
0.00000000
USD
1908733.93000000
BRL
-14568.72000000
N
N
N
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-3276.44000000
-0.00547826195
N/A
DFE
CORP
US
N
2
DEUTSCHE BANK AKTIENGESELLSCHAFT
7LTWFZYICNSX8D621K86
-940991.00000000
ZAR
61170.84000000
USD
2021-06-17
-3276.44000000
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAR0
15000.00000000
PA
USD
15143.68000000
0.025320483808
Long
DBT
CORP
US
N
2
2031-03-24
Fixed
3.12500000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FAN1
102000.00000000
PA
USD
110538.35000000
0.184821952219
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
3.45900000
N
N
N
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
100000.00000000
PA
178026.32000000
0.297662955968
Long
DBT
NUSS
IT
N
2
2028-08-04
Fixed
6.00000000
N
N
N
N
N
N
OCI NV
549300NCMRGIBJYUOE57
OCI NV
000000000
250000.00000000
PA
314045.06000000
0.525088542339
Long
DBT
CORP
NL
N
2
2025-10-15
Fixed
3.62500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS PEOPLES REPUBLIC OF CHINA
000000000
1.00000000
NC
USD
6353.10000000
0.010622488436
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CHINA GOVERNMENT INTERNATIONAL BOND
CHINA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-224.95000000
USD
400000.00000000
USD
6578.05000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-1588.27000000
-0.00265561374
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-13
0.00000000
USD
0.00000000
USD
135000.00000000
USD
-1588.27000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
4453.54000000
0.007446392650
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-11-01
0.00000000
USD
-5.36000000
USD
1680000.00000000
CNY
4458.90000000
N
N
N
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
IRS ILS
000000000
1.00000000
NC
11245.50000000
0.018802662276
N/A
DIR
CORP
FR
N
2
BNP PARIBAS SA
QHSFEYI7HUOXXZ413E03
Y
2028-04-26
0.00000000
USD
0.00000000
USD
550000.00000000
ILS
11245.50000000
N
N
N
MPT OPER PARTNERSP/FINL
N/A
MPT Operating Partnership LP / MPT Finance Corp
000000000
250000.00000000
PA
351356.19000000
0.587473369742
Long
DBT
CORP
US
N
2
2030-04-24
Fixed
3.37500000
N
N
N
N
N
N
Freddie Mac - STACR
S6XOOCT0IEG5ABCC6L87
Freddie Mac Structured Agency Credit Risk Debt Notes
35565TBD0
35000.00000000
PA
USD
36401.93000000
0.060864629942
Long
ABS-MBS
CORP
US
N
2
2050-11-25
Floating
4.01000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
11373.98000000
0.019017482965
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-03-01
7782.29000000
USD
0.00000000
USD
540000.00000000
NZD
3591.69000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
350000.00000000
PA
489230.50000000
0.818001499889
Long
DBT
NUSS
IT
N
2
2024-07-31
Fixed
5.12500000
N
N
N
N
N
N
BELLEMEADE RE LT
N/A
Bellemeade Re Ltd
07876MAA5
150000.00000000
PA
USD
150369.59000000
0.251420445286
Long
ABS-MBS
CORP
BM
N
2
2031-03-25
Floating
1.76567000
N
N
N
N
N
N
TFS_18-3-A1
N/A
TFS_18-3-A1
000000000
108999.26000000
PA
117939.92000000
0.197197499863
Long
ABS-MBS
CORP
LU
N
2
2023-03-16
Floating
2.90000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCC8
125000.00000000
PA
USD
125533.72000000
0.209894459251
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.58000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/BRL FORWARD
000000000
1.00000000
NC
USD
1299.39000000
0.002172601603
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-88537.93000000
USD
488175.34000000
BRL
2021-05-04
1299.39000000
N
N
N
Wells Fargo Commercial Mortgag
5493007OD9MH69ES1S63
Wells Fargo Commercial Mortgage Trust 2016-LC24
95000HBE1
250000.00000000
PA
USD
262633.90000000
0.439128231215
Long
ABS-MBS
CORP
US
N
2
2049-10-15
Fixed
2.68400000
N
N
N
N
N
N
BOMBARDIER INC
W7L3VLU8EHQY34Z36697
Bombardier Inc
097751BR1
25000.00000000
PA
USD
25372.90000000
0.042423909091
Long
DBT
CORP
CA
N
2
2024-12-01
Fixed
7.50000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF INDONESIA
000000000
1.00000000
NC
USD
7722.76000000
0.012912582644
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF INDONESIA
Indonesia Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
-1303.01000000
USD
475000.00000000
USD
9025.77000000
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
EURO FOREIGN EXCHANGE CURRENCY
000000000
-59.00000000
NC
USD
-110716.45000000
-0.18511973836
N/A
DFE
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
CHICAGO MERCANTILE EXCHANGE
EURO CURRENCY 2PM
2021-06-14
-8763252.30000000
USD
-110716.45000000
N
N
N
GENERALITAT DE CATALUNYA
95980020140005848404
Autonomous Community of Catalonia
000000000
100000.00000000
PA
158367.36000000
0.264792849206
Long
DBT
NUSS
ES
N
2
2035-04-26
Fixed
4.22000000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
4118.92000000
0.006886902468
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-700973.00000000
EUR
847414.18000000
USD
2021-06-02
4118.92000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
12517.64000000
0.020929701429
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2023-11-13
0.00000000
USD
0.00000000
USD
850000.00000000
PLN
12517.64000000
N
N
N
Carlyle C17 CLO
N/A
Carlyle C17 CLO Ltd
14307PAC9
250000.00000000
PA
USD
249104.05000000
0.416506097899
Long
ABS-CBDO
CORP
KY
N
2
2031-04-30
Floating
1.23500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
-44232.58000000
-0.07395760645
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-03-13
6.17000000
USD
0.00000000
USD
-8270000.00000000
ZAR
-44238.75000000
N
N
N
ENTERPRISE PRODUCTS OPER
5493004LGN656HWLDA30
Enterprise Products Operating LLC
29379VBZ5
15000.00000000
PA
USD
15091.84000000
0.025233806469
Long
DBT
CORP
US
N
2
2060-01-31
Fixed
3.95000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
European Investment Bank
29878TAD6
50000.00000000
PA
57202.16000000
0.095642959048
Long
DBT
NUSS
N/A
N
2
2045-01-05
Fixed
5.40000000
N
N
N
N
N
N
ROSSINI SARL
549300EC5JCCW6F83R11
Rossini Sarl
000000000
100000.00000000
PA
127261.71000000
0.212783687154
Long
DBT
CORP
LU
N
2
2025-10-30
Fixed
6.75000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS ZAR
000000000
1.00000000
NC
27641.14000000
0.046216443943
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2027-11-07
2909.28000000
USD
0.00000000
USD
3700000.00000000
ZAR
24731.86000000
N
N
N
NTPC LTD
335800Q4TRGJXNLVMB81
NTPC Ltd
000000000
100000.00000000
PA
127614.16000000
0.213372989392
Long
DBT
CORP
IN
N
2
2027-02-01
Fixed
2.75000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RME9
69000.00000000
PA
USD
63719.39000000
0.106539875563
Long
DBT
CORP
US
N
2
2059-09-15
Fixed
3.65000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
1196.18000000
0.002000032774
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-07-22
0.00000000
USD
0.00000000
USD
100000.00000000
NZD
1196.18000000
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
50000.00000000
PA
71715.24000000
0.119909069211
Long
DBT
NUSS
CY
N
2
2025-11-04
Fixed
4.25000000
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
100881.00000000
0.168674703049
Long
ABS-MBS
CORP
US
N
2
2026-01-15
Floating
2.31500000
N
N
N
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/NZD FORWARD
000000000
1.00000000
NC
USD
-499.39000000
-0.00083498835
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-123657.00000000
NZD
87961.80000000
USD
2021-07-20
-499.39000000
N
N
N
VEREIT OPERATING PARTNER
5493005TQOUJE1LCS698
VEREIT Operating Partnership LP
92340LAG4
5000.00000000
PA
USD
5153.43000000
0.008616620324
Long
DBT
CORP
US
N
2
2032-12-15
Fixed
2.85000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 2 Year Euro SCHATZ
000000000
-55.00000000
NC
1368.40000000
0.002287987466
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESSCHATZANWEISUNGEN
Bundesschatzanweisungen
2021-06-08
-7406785.59000000
USD
1368.40000000
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS CDX.EM.28.V2
000000000
1.00000000
NC
USD
-3155.36000000
-0.00527581418
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
IHS MARKIT LTD
CDX.EM.28.V2
Y
Default Event
2022-12-20
0.00000000
USD
-581.50000000
USD
-3760000.00000000
USD
-2573.86000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-2976.82000000
-0.00497729234
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
-2976.82000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
-23315.04000000
-0.03898313308
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-04-27
0.00000000
USD
-11954.24000000
USD
470000000.00000000
KRW
-11360.80000000
N
N
N
DANA FINANCING LUX SARL
222100DKCE3D036DQU13
Dana Financing Luxembourg Sarl
235822AA1
50000.00000000
PA
USD
51842.64000000
0.086681752830
Long
DBT
CORP
LU
N
2
2026-06-01
Fixed
6.50000000
N
N
N
N
N
N
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
EUR/USD FORWARD
000000000
1.00000000
NC
USD
679.06000000
0.001135399568
N/A
DFE
CORP
US
N
2
J.P. MORGAN SECURITIES LLC
ZBUT11V806EZRVTWT807
-134662.00000000
EUR
162591.84000000
USD
2021-05-05
679.06000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B20 Mortgage Trust
08162XBE3
100000.00000000
PA
USD
100749.24000000
0.168454398147
Long
ABS-MBS
CORP
US
N
2
2053-10-15
Fixed
1.94540000
N
N
N
N
N
N
PMT CREDIT RISK TRANSFER TRUST
N/A
PMT Credit Risk Transfer Trust 2020-2R
69355XAA1
199638.14000000
PA
USD
200686.06000000
0.335550416597
Long
ABS-MBS
CORP
US
N
2
2022-12-25
Floating
3.92113000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
200000.00000000
PA
286135.50000000
0.478423295709
Long
DBT
NUSS
ID
N
2
2028-06-14
Fixed
3.75000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
200000.00000000
PA
USD
197631.25000000
0.330442723675
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
Battalion CLO LTD
549300JIE0P78OIZGS60
Battalion CLO XII Ltd
07133RAA3
250000.00000000
PA
USD
249052.20000000
0.416419403841
Long
ABS-CBDO
CORP
KY
N
2
2031-05-17
Floating
1.26150000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
3512.86000000
0.005873560108
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2023-04-25
2258.94000000
USD
0.00000000
USD
2000000.00000000
SEK
1253.92000000
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
Kraft Heinz Foods Co
50077LAD8
93000.00000000
PA
USD
98078.52000000
0.163988910067
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
3.00000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264AAW5
30000.00000000
PA
USD
33418.05000000
0.055875533155
Long
DBT
CORP
US
N
2
2040-04-15
Fixed
4.37500000
N
N
N
N
N
N
BRIXMOR OPERATING PART
549300CJHBL7JBUA6503
Brixmor Operating Partnership LP
11120VAH6
65000.00000000
PA
USD
71556.10000000
0.119642984495
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
000000000
500000.00000000
PA
677467.66000000
1.132737149476
Long
DBT
NUSS
CO
N
2
2026-03-22
Fixed
3.87500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
300000.00000000
PA
360336.84000000
0.602489165302
Long
DBT
CORP
MX
N
2
2025-11-24
Fixed
3.62500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
276.80000000
0.000462814185
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
276.80000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-475.85000000
-0.00079562908
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
-475.85000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
6827.03000000
0.011414907246
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-11-02
0.00000000
USD
0.00000000
USD
-1770000.00000000
USD
6827.03000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
5291.82000000
0.008848010696
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
-1352.67000000
USD
170000.00000000
USD
6644.49000000
N
N
N
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
CDS DP WORLD PLC
000000000
1.00000000
NC
USD
901.67000000
0.001507607175
N/A
DCR
CORP
GB
N
2
BARCLAYS BANK PLC
G5GSEF7VJP5I7OUK5573
DP WORLD PLC
DP World PLC
Y
Default Event
2024-12-20
341.60000000
USD
0.00000000
USD
100000.00000000
USD
560.07000000
N
N
N
INSTITUT CREDITO OFICIAL
PJQDPSI1D8J2Q1IM3G17
Instituto de Credito Oficial
000000000
1000000.00000000
PA
119632.29000000
0.200027170536
Long
DBT
NUSS
ES
N
2
2022-09-22
Fixed
0.96300000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
000000000
90000.00000000
PA
72943.45000000
0.121962656676
Long
DBT
CORP
NL
N
2
2026-12-14
Fixed
3.50000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
3258.90000000
0.005448934782
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2043-07-04
0.00000000
USD
0.00000000
USD
5000000.00000000
JPY
3258.90000000
N
N
N
HELLENIC REPUBLIC
2138003EKTMKZ5598902
Hellenic Republic Government Bond
000000000
440000.00000000
PA
716890.39000000
1.198652607056
Long
DBT
NUSS
GR
N
2
2037-02-24
Variable
4.30000000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
CDS REPUBLIC OF UKRAINE
000000000
1.00000000
NC
USD
3369.49000000
0.005633843094
N/A
DCR
CORP
US
N
2
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
UKRAINE GOVERNMENT
Ukraine Government International Bond
Y
Default Event
2024-12-20
5765.37000000
USD
0.00000000
USD
100000.00000000
USD
-2395.88000000
N
N
N
ITALY GOV'T INT BOND
815600DE60799F5A9309
Republic of Italy Government International Bond
000000000
50000.00000000
PA
99588.40000000
0.166513454438
Long
DBT
NUSS
IT
N
2
2048-01-27
Fixed
5.34500000
N
N
N
N
N
N
REPUBLIC OF KAZAKHSTAN
5493007OEK8EF02UO833
Kazakhstan Government International Bond
000000000
115000.00000000
PA
154668.38000000
0.258608093374
Long
DBT
NUSS
KZ
N
2
2028-11-09
Fixed
2.37500000
N
N
N
N
N
N
OneMain Direct Auto Receivable
N/A
OneMain Direct Auto Receivables Trust 2019-1
68267EAA2
100000.00000000
PA
USD
108282.42000000
0.181049999891
Long
ABS-O
CORP
US
N
2
2027-09-14
Fixed
3.63000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
3537.14000000
0.005914156671
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2022-12-20
0.00000000
USD
-202.47000000
USD
360000.00000000
USD
3739.61000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-841.87000000
-0.00140762058
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-13
0.00000000
USD
0.00000000
USD
75000.00000000
USD
-841.87000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
4632.97000000
0.007746402583
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-01-31
0.00000000
USD
0.00000000
USD
130000.00000000
CHF
4632.97000000
N
N
N
AMERICAN AXLE & MFG INC
RY5TAKFOBLDUGX31MS24
American Axle & Manufacturing Inc
02406PAU4
50000.00000000
PA
USD
52812.50000000
0.088303374816
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
6.50000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
CAD/USD FORWARD
000000000
1.00000000
NC
USD
-16949.28000000
-0.02833947691
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1088442.00000000
CAD
868713.86000000
USD
2021-07-20
-16949.28000000
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS BRL
000000000
1.00000000
NC
33811.65000000
0.056533638875
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2025-01-02
0.00000000
USD
0.00000000
USD
568892.67000000
BRL
33811.65000000
N
N
N
CADILLAC FAIRVIEW PRP TR
N/A
Ontario Teachers' Cadillac Fairview Properties Trust
68327LAB2
300000.00000000
PA
USD
331346.87000000
0.554017455256
Long
DBT
CORP
CA
N
2
2027-03-20
Fixed
3.87500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-99916.91000000
-0.16706272860
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2022-08-31
0.00000000
USD
0.00000000
USD
-2000000.00000000
USD
-99916.91000000
N
N
N
Home Re Ltd
N/A
HOME RE 2021-1 LTD
437307AB7
150000.00000000
PA
USD
147259.74000000
0.246220724573
Long
ABS-MBS
CORP
BM
N
2
2033-07-25
Floating
1.65613000
N
N
N
N
N
N
BUONI POLIENNALI DEL TES
815600DE60799F5A9309
Italy Buoni Poliennali Del Tesoro
000000000
220000.00000000
PA
335663.61000000
0.561235116041
Long
DBT
NUSS
IT
N
2
2035-03-01
Fixed
3.35000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
USD/KRW FORWARD
000000000
1.00000000
NC
USD
188.30000000
0.000314840719
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-21953.59000000
USD
24753112.00000000
KRW
2021-06-16
188.30000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
UNITED STATES 10 YEAR TREASURY NOTE/BOND
000000000
4.00000000
NC
USD
-12855.71000000
-0.02149496006
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
2021-06-21
595043.23000000
USD
-12855.71000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
270000.00000000
PA
USD
272493.70000000
0.455613980139
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
31128.37000000
0.052047150267
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
-7627.32000000
USD
1000000.00000000
USD
38755.69000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AC2
200000.00000000
PA
USD
197939.84000000
0.330958691267
Long
DBT
CORP
CH
N
2
2027-01-30
Fixed
1.36400000
N
N
N
N
N
N
CVS HEALTH CORP
549300EJG376EN5NQE29
CVS Health Corp
126650CX6
6000.00000000
PA
USD
6827.93000000
0.011416412061
Long
DBT
CORP
US
N
2
2028-03-25
Fixed
4.30000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYB4
195000.00000000
PA
USD
195876.61000000
0.327508936530
Long
DBT
CORP
US
N
2
2032-04-22
Fixed
2.61500000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
200000.00000000
PA
262635.41000000
0.439130755960
Long
DBT
NUSS
RU
N
2
2025-12-04
Fixed
2.87500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF COLOMBIA
000000000
1.00000000
NC
USD
1413.02000000
0.002362592846
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
COLOMBIA GOVERNMENT INTERNATIONAL BOND
COLOMBIA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-89.98000000
USD
160000.00000000
USD
1503.00000000
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
200000.00000000
PA
USD
195707.64000000
0.327226415891
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2020-B17 Mortgage Trust
08162MAW8
75000.00000000
PA
USD
74522.95000000
0.124603606840
Long
ABS-MBS
CORP
US
N
2
2053-03-15
Fixed
2.04220000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
CDS REPUBLIC OF UKRAINE
000000000
1.00000000
NC
USD
3252.12000000
0.005437598509
N/A
DCR
CORP
DE
N
2
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
UKRAINE GOVERNMENT
Ukraine Government International Bond
Y
Default Event
2023-12-20
3770.13000000
USD
0.00000000
USD
100000.00000000
USD
-518.01000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS ITRAXX.XO.EU.35.V1
000000000
1.00000000
NC
284725.33000000
0.476065468110
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
ITRAXX.XO.EU.35.V1
ITRAXX.XO.EU.35.V1
Y
Default Event
2026-06-20
270545.49000000
USD
0.00000000
USD
1900000.00000000
EUR
14179.84000000
N
N
N
LA POSTE SA
9695000YG7TR7PAP0L59
La Poste SA
000000000
100000.00000000
PA
129390.94000000
0.216343794984
Long
DBT
CORP
FR
N
2
2032-04-21
Fixed
1.37500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
-1082.65000000
-0.00181020873
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-11-05
0.00000000
USD
0.00000000
USD
100000.00000000
NZD
-1082.65000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
MXN/USD FORWARD
000000000
1.00000000
NC
USD
277.56000000
0.000464084917
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-22571.39000000
USD
465315.86000000
MXN
2021-06-16
277.56000000
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS COP
000000000
1.00000000
NC
-832.05000000
-0.00139120138
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2029-07-12
0.00000000
USD
0.00000000
USD
453700000.00000000
COP
-832.05000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBD7
65000.00000000
PA
USD
71532.74000000
0.119603926188
Long
DBT
CORP
US
N
2
2030-05-06
Fixed
3.70200000
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
107724.15000000
0.180116563203
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
7.87500000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
150000.00000000
PA
USD
159579.50000000
0.266819567364
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
59.31000000
0.000099167302
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-04-08
58.67000000
USD
0.00000000
USD
126000000.00000000
JPY
0.64000000
N
N
N
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
USD/EUR FORWARD
000000000
1.00000000
NC
USD
4044.89000000
0.006763123081
N/A
DFE
CORP
US
N
2
UBS Securities LLC
T6FIZBDPKLYJKFCRVK44
-199154.67000000
USD
169000.00000000
EUR
2021-05-05
4044.89000000
N
N
N
Bluemountain CLO Ltd
549300O2Y407FNHQWX93
BlueMountain CLO 2016-2 Ltd
09628WAL6
250000.00000000
PA
USD
250200.30000000
0.418339046058
Long
ABS-CBDO
CORP
KY
N
2
2032-08-20
Floating
1.49238000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS JPY
000000000
1.00000000
NC
10533.28000000
0.017611818639
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2039-12-03
13356.00000000
USD
0.00000000
USD
21500000.00000000
JPY
-2822.72000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
CDS KINGDOM OF SPAIN
000000000
1.00000000
NC
USD
1644.79000000
0.002750116125
N/A
DCR
CORP
US
N
2
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
SPAIN GOVERNMENT INTERNATIONAL BOND
SPAIN GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2025-12-20
908.61000000
USD
0.00000000
USD
50000.00000000
USD
736.18000000
N
N
N
BRAZIL LOAN TRUST 1
N/A
Brazil Loan Trust 1
000000000
75268.46000000
PA
USD
78381.84000000
0.131055734840
Long
DBT
CORP
US
N
2
2023-07-24
Fixed
5.47700000
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
54564.56000000
0.091232848158
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
7.50000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
3 MONTH SOFR
000000000
-3.00000000
NC
USD
707.01000000
0.001182132431
N/A
DIR
CORP
US
N
1
CHICAGO MERCANTILE EXCHANGE INC.
SNZ2OJLFK8MNNCLQOF39
Short
THE SECURED OVERNIGHT FINANCING RATE
THE SECURED OVERNIGHT FINANCING RATE
2022-06-14
-750144.51000000
USD
707.01000000
N
N
N
ENERGIZER GAMMA ACQ BV
5493002SUYZDHEQ3JN34
Energizer Gamma Acquisition BV
000000000
100000.00000000
PA
123436.82000000
0.206388407717
Long
DBT
CORP
NL
N
2
2026-07-15
Fixed
4.62500000
N
N
N
N
N
N
IBERDROLA INTL BV
549300ZMLFJKWC63XN87
Iberdrola International BV
000000000
200000.00000000
PA
243155.06000000
0.406559288077
Long
DBT
CORP
NL
N
2
N/A
Fixed
1.45000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF CHINA/THE
300300C1020211000045
EXPORT-IMPORT BANK OF CHINA/THE
000000000
1000000.00000000
PA
161881.40000000
0.270668382294
Long
DBT
NUSS
CN
N
2
2024-05-14
Fixed
4.40000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF KAZAKHSTAN
000000000
1.00000000
NC
USD
1443.83000000
0.002414107676
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF KAZAKHSTAN
Kazakhstan Government International Bond
Y
Default Event
2023-06-20
0.00000000
USD
0.00000000
USD
85000.00000000
USD
1443.83000000
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
300000.00000000
PA
394899.99000000
0.660279324626
Long
DBT
NUSS
PE
N
2
2026-01-30
Fixed
2.75000000
N
N
N
N
N
N
CALPINE CORP
43R4VPJBXTU2O15HEF41
Calpine Corp
131347CP9
10000.00000000
PA
USD
9864.49000000
0.016493590680
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.62500000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1576.05000000
0.002635181706
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-10-10
0.00000000
USD
-0.77000000
USD
1500000.00000000
CNY
1576.82000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
285000.00000000
PA
390113.33000000
0.652275949817
Long
DBT
NUSS
ES
N
2
2035-07-30
Fixed
1.85000000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-1463.17000000
-0.00244644447
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-193186.00000000
EUR
230816.78000000
USD
2021-05-05
-1463.17000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2020-BXLP
05607QAX6
99797.71000000
PA
USD
99767.81000000
0.166813430930
Long
ABS-MBS
CORP
US
N
2
2036-12-15
Floating
2.11500000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF PHILIPPINES
000000000
1.00000000
NC
USD
1813.05000000
0.003031449632
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF PHILIPPINES
Philippine Government International Bond
Y
Default Event
2022-12-20
0.00000000
USD
-67.49000000
USD
120000.00000000
USD
1880.54000000
N
N
N
Jupiter Mortgages No.1
6354009QIELPOGEAFS09
Jupiter Mortgage NO 1 PLC
000000000
100000.00000000
PA
138214.79000000
0.231097418347
Long
ABS-MBS
CORP
GB
N
2
2060-07-20
Floating
1.44841000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
-1136.75000000
-0.00190066482
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
-1132.35000000
N
N
N
BEAZER HOMES USA
549300DUPYT2T0F60I45
Beazer Homes USA Inc
07556QBT1
20000.00000000
PA
USD
22312.16000000
0.037306301111
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS HUF
000000000
1.00000000
NC
-33493.40000000
-0.05600151960
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2030-02-13
0.00000000
USD
-28392.32000000
USD
150500000.00000000
HUF
-5101.08000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
IDR/USD FORWARD
000000000
1.00000000
NC
USD
-580.62000000
-0.00097080625
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-1526379909.00000000
IDR
104310.80000000
USD
2021-06-16
-580.62000000
N
N
N
CSMC 2020-11R 1A1
N/A
CSMC 2020-11R 1A1
000000000
100283.63000000
PA
USD
100867.75000000
0.168652548830
Long
ABS-CBDO
CORP
US
N
2
2038-04-25
Fixed
2.25838000
N
N
N
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS RUSSIAN FEDERATION
000000000
1.00000000
NC
USD
1749.13000000
0.002924574333
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
RUSSIAN FEDERATION
RUSSIAN FOREIGN BOND - EUROBOND
Y
Default Event
2023-06-20
0.00000000
USD
-1230.31000000
USD
150000.00000000
USD
2979.44000000
N
N
N
TAYLOR MORRISON COMM
549300O1Z08HI2MRK572
Taylor Morrison Communities Inc
87724RAA0
25000.00000000
PA
USD
28369.80000000
0.047434775533
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
5.87500000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Eurex 10 Year Euro BUND
000000000
-12.00000000
NC
16027.05000000
0.026797493081
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUNDESREPUB. DEUTSCHLAND
BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
2021-06-08
-2463983.30000000
USD
16027.05000000
N
N
N
BONOS Y OBLIG DEL ESTADO
9598007A56S18711AH60
Spain Government Bond
000000000
35000.00000000
PA
42660.51000000
0.071329079372
Long
DBT
NUSS
ES
N
2
2030-04-30
Fixed
0.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-1601.25000000
-0.00267731652
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-15
0.00000000
USD
0.00000000
USD
170000.00000000
USD
-1601.25000000
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B2 Mortgage Trust
08161CAC5
200000.00000000
PA
USD
216300.96000000
0.361658788051
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.54390000
N
N
N
N
N
N
DANSKE BANK A/S
MAES062Z21O4RZ2U7M96
Danske Bank A/S
23636AAY7
300000.00000000
PA
USD
301480.23000000
0.504079938448
Long
DBT
CORP
DK
N
2
2023-12-08
Fixed
1.17100000
N
N
N
N
N
N
UBS Commercial Mortgage Trust
N/A
UBS Commercial Mortgage Trust 2018-C8
90276VAD1
250000.00000000
PA
USD
277123.15000000
0.463354497224
Long
ABS-MBS
CORP
US
N
2
2051-02-15
Fixed
3.72000000
N
N
N
N
N
N
HPS Loan Management
254900T9FXVALKHZXT96
HPS Loan Management 15-2019 Ltd
40439DAA6
250000.00000000
PA
USD
250219.18000000
0.418370613731
Long
ABS-CBDO
CORP
KY
N
2
2032-07-22
Floating
1.50375000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225401AM0
250000.00000000
PA
USD
259967.22000000
0.434669498083
Long
DBT
CORP
CH
N
2
2025-09-11
Fixed
2.59300000
N
N
N
N
N
N
Voya CLO Ltd
5493007ASGBOUR3XJY69
Voya CLO 2013-2 Ltd
92916WAA7
250000.00000000
PA
USD
249750.93000000
0.417587691975
Long
ABS-CBDO
CORP
KY
N
2
2031-04-25
Floating
1.14575000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS NZD
000000000
1.00000000
NC
17418.19000000
0.029123502204
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-11-28
0.00000000
USD
0.00000000
USD
210000.00000000
NZD
17418.19000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS KRW
000000000
1.00000000
NC
1340.40000000
0.002241171003
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-02-13
0.23000000
USD
0.00000000
USD
118000000.00000000
KRW
1340.17000000
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5342.92000000
0.008933450743
N/A
DFE
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
-1314192.96000000
USD
1097451.00000000
EUR
2021-05-05
5342.92000000
N
N
N
CITY OF MONTREAL
549300N5ZBGB87CAZW93
City of Montreal Canada
614852J93
200000.00000000
PA
175685.72000000
0.293749433997
Long
DBT
NUSS
CA
N
2
2027-09-01
Fixed
3.00000000
N
N
N
N
N
N
CITIBANK NA
E57ODZWZ7FF32TWEFA76
CDS REPUBLIC OF SOUTH AFRICA
000000000
1.00000000
NC
USD
1034.89000000
0.001730353222
N/A
DCR
CORP
US
N
2
CITIBANK NA
E57ODZWZ7FF32TWEFA76
REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
Y
Default Event
2022-12-20
0.00000000
USD
-202.47000000
USD
360000.00000000
USD
1237.36000000
N
N
N
KAZAKHSTAN TEMIR ZHOLY
213800X9NVS4IWFKLS77
Kazakhstan Temir Zholy National Co JSC
000000000
50000.00000000
PA
58474.79000000
0.097770817489
Long
DBT
CORP
KZ
N
2
2023-12-05
Fixed
3.25000000
N
N
N
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/GBP FORWARD
000000000
1.00000000
NC
USD
9622.02000000
0.016088176824
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-1311468.00000000
GBP
1820956.92000000
USD
2021-06-02
9622.02000000
N
N
N
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
USD/CLP FORWARD
000000000
1.00000000
NC
USD
281.29000000
0.000470321539
N/A
DFE
CORP
US
N
2
BNP PARIBAS SECURITIES CORP.
RCNB6OTYUAMMP879YW96
-41651.00000000
USD
29810870.00000000
CLP
2021-06-16
281.29000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS USD
000000000
1.00000000
NC
USD
-20596.05000000
-0.03443693676
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2024-05-31
0.00000000
USD
0.00000000
USD
-473000.00000000
USD
-20596.05000000
N
N
N
Bank of America, National Association
B4TYDEB6GKMZO031MB27
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-134209.60000000
-0.22440067432
N/A
DFE
CORP
US
N
2
Bank of America, National Association
B4TYDEB6GKMZO031MB27
-7083677.00000000
EUR
8382950.61000000
USD
2021-05-05
-134209.60000000
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AU8
15000.00000000
PA
USD
15888.93000000
0.026566554153
Long
DBT
CORP
US
N
2
2023-04-06
Fixed
3.70000000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
75000.00000000
PA
USD
74592.29000000
0.124719544468
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
37248.49000000
0.062280092284
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2049-05-11
5910.40000000
USD
0.00000000
USD
120000.00000000
EUR
31338.09000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CNY
000000000
1.00000000
NC
1540.90000000
0.002576410324
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2023-08-15
0.00000000
USD
-5.01000000
USD
700000.00000000
CNY
1545.91000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS RUB
000000000
1.00000000
NC
-4503.93000000
-0.00753064556
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2026-01-12
0.00000000
USD
0.00000000
USD
15000000.00000000
RUB
-4503.93000000
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS CHF
000000000
1.00000000
NC
3350.00000000
0.005601255491
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2028-04-03
153.84000000
USD
0.00000000
USD
70000.00000000
CHF
3196.16000000
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/CNH FORWARD
000000000
1.00000000
NC
USD
213.52000000
0.000357008976
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-48969.00000000
USD
318784.32000000
CNY
2021-05-18
213.52000000
N
N
N
SNCF RESEAU
969500VZN4KDEZ14C105
SNCF RESEAU
761034AA5
100000.00000000
PA
98086.01000000
0.164001433471
Long
DBT
NUSS
FR
N
2
2035-06-01
Fixed
4.70000000
N
N
N
N
N
N
HUNGARY
5299008DH62LEB10JK83
Hungary Government International Bond
000000000
100000.00000000
PA
131280.80000000
0.219503672209
Long
DBT
NUSS
HU
N
2
2027-10-10
Fixed
1.75000000
N
N
N
N
N
N
MidOcean Credit CLO
549300T32RO3I7BJ4V26
Midocean Credit Clo VIII
59801MAE8
250000.00000000
PA
USD
250183.60000000
0.418311123382
Long
ABS-CBDO
CORP
KY
N
2
2031-02-20
Floating
1.83238000
N
N
N
N
N
N
Citibank, National Association
E57ODZWZ7FF32TWEFA76
USD/PEN FORWARD
000000000
1.00000000
NC
USD
183.99000000
0.000307634327
N/A
DFE
CORP
US
N
2
Citibank, National Association
E57ODZWZ7FF32TWEFA76
-32733.00000000
PEN
8837.44000000
USD
2021-06-16
183.99000000
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
100000.00000000
PA
110218.53000000
0.184287207881
Long
DBT
NUSS
UA
N
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
IRS EUR
000000000
1.00000000
NC
4225.20000000
0.007064604388
N/A
DIR
CORP
US
N
2
MORGAN STANLEY & COMPANY LLC
9R7GPTSO7KV3UQJZQ078
Y
2023-05-15
0.00000000
USD
0.00000000
USD
200000.00000000
EUR
4225.20000000
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
-2221.44000000
-0.00371428447
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2041-04-07
0.00000000
USD
-10.53000000
USD
305000.00000000
GBP
-2210.91000000
N
N
N
DS SMITH PLC
39RSBE4RCI4M15BLWH36
DS Smith PLC
000000000
100000.00000000
PA
122806.58000000
0.205334635997
Long
DBT
CORP
GB
N
2
2026-09-12
Fixed
0.87500000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS IFS USD
000000000
1.00000000
NC
USD
-389.67000000
-0.00065153469
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-04-09
0.00000000
USD
0.00000000
USD
30000.00000000
USD
-389.67000000
N
N
N
GS Mortgage-Backed Securities
N/A
GS Mortgage-Backed Securities Trust 2019-SL1
36257EAA1
46360.69000000
PA
USD
47047.12000000
0.078663563955
Long
ABS-MBS
CORP
US
N
2
2059-01-25
Variable
2.62500000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
000000000
100000.00000000
PA
141615.52000000
0.236783495239
Long
DBT
CORP
US
N
2
2030-11-30
Fixed
2.62500000
N
N
N
N
N
N
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
EUR/USD FORWARD
000000000
1.00000000
NC
USD
3418.31000000
0.005715470942
N/A
DFE
CORP
US
N
2
THE TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
-665921.00000000
EUR
804544.78000000
USD
2021-06-02
3418.31000000
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
CDS REPUBLIC OF PORTUGAL
000000000
1.00000000
NC
USD
1183.18000000
0.001978296558
N/A
DCR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
PORTUGAL OBRIGACOES DO TESOURO OT
PORTUGAL OBRIGACOES DO TESOURO OT
Y
Default Event
2023-12-20
0.00000000
USD
-14.63000000
USD
50000.00000000
USD
1197.81000000
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
COP/USD FORWARD
000000000
1.00000000
NC
USD
-768.77000000
-0.00128539617
N/A
DFE
CORP
US
N
2
BARCLAYS PLC
213800LBQA1Y9L22JB70
-34457.41000000
USD
126741245.46000000
COP
2021-06-16
-768.77000000
N
N
N
PERU ENHANCED PASS-THRU
549300O4IWRO77V4HJ21
Peru Enhanced Pass-Through Finance Ltd
000000000
140446.98000000
PA
USD
133587.88000000
0.223361148184
Long
DBT
CORP
KY
N
2
2025-06-02
None
0.00000000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBD7
100000.00000000
PA
127667.11000000
0.213461522669
Long
DBT
CORP
US
N
2
2027-05-21
Fixed
1.50000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YCA5
50000.00000000
PA
USD
55897.34000000
0.093461278395
Long
DBT
CORP
US
N
2
2039-11-21
Fixed
4.05000000
N
N
N
N
N
N
CELLNEX FINANCE CO SA
549300OUROMFTRFA7T23
Cellnex Finance Co SA
000000000
300000.00000000
PA
353596.37000000
0.591218987809
Long
DBT
CORP
ES
N
2
2033-02-15
Fixed
2.00000000
N
N
N
N
N
N
AIRCRAFT FINANCE CO LTD
549300V406LJMUES1M40
Aircraft Finance Co Ltd
000000000
128107.82000000
PA
USD
132482.23000000
0.221512483070
Long
DBT
CORP
KY
N
2
2026-03-29
Fixed
4.10000000
N
N
N
N
N
N
CBAM CLO Management
N/A
CBAM 2019-11 Ltd
12482XAA7
250000.00000000
PA
USD
250439.65000000
0.418739243223
Long
ABS-CBDO
CORP
KY
N
2
2032-10-20
Floating
1.54825000
N
N
N
N
N
N
DANAHER CORP
S4BKK9OTCEWQ3YHPFM11
Danaher Corp
235851AT9
100000.00000000
PA
132606.31000000
0.221719946885
Long
DBT
CORP
US
N
2
2026-09-30
Fixed
2.10000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS EUR
000000000
1.00000000
NC
-10316.33000000
-0.01724907464
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2039-05-05
0.00000000
USD
0.00000000
USD
110000.00000000
EUR
-10316.33000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
000000000
100000.00000000
PA
129853.36000000
0.217116968884
Long
DBT
NUSS
IL
N
2
2027-01-18
Fixed
1.50000000
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
38464.13000000
0.064312662501
Long
DBT
CORP
US
N
2
2050-03-01
Fixed
4.80000000
N
N
N
N
N
N
BAUSCH HEALTH COS INC
B3BS7ACMDUWISF18KY76
Bausch Health Cos Inc
071734AJ6
25000.00000000
PA
USD
25124.69000000
0.042008897859
Long
DBT
CORP
CA
N
2
2030-01-30
Fixed
5.25000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS GBP
000000000
1.00000000
NC
8893.09000000
0.014869393790
N/A
DIR
CORP
GB
N
2
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
Y
2031-05-08
7942.32000000
USD
0.00000000
USD
150000.00000000
GBP
950.77000000
N
N
N
STATE OF ISRAEL
213800T8ZHTFZIBYPE21
Israel Government International Bond
000000000
270000.00000000
PA
354995.07000000
0.593557637378
Long
DBT
NUSS
IL
N
2
2029-01-16
Fixed
1.50000000
N
N
N
N
N
N
UK CLEARING HOUSE LIMITED
213800O8SCO4XJGBU385
IRS CZK
000000000
1.00000000
NC
-23010.75000000
-0.03847435516
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
-23010.75000000
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
CBOT 2 Year US Treasury Note
000000000
-85.00000000
NC
USD
0.00000000
0.000000
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
2021-06-30
-18773136.28000000
USD
0.00000000
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
000000000
100000.00000000
PA
118422.11000000
0.198003729530
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
195000.00000000
PA
348259.94000000
0.582296388453
Long
DBT
NUSS
PT
N
2
2037-04-15
Fixed
4.10000000
N
N
N
N
N
N
PROVINCE OF SASKATCHEWAN
549300FKDIB7OJMBSP83
Province of Saskatchewan Canada
803854KC1
100000.00000000
PA
88119.25000000
0.147336845656
Long
DBT
NUSS
CA
N
2
2048-06-02
Fixed
3.30000000
N
N
N
N
N
N
REPUBLIC OF CYPRUS
213800IOEYYAHPDLUL60
Cyprus Government International Bond
000000000
100000.00000000
PA
131336.68000000
0.219597104494
Long
DBT
NUSS
CY
N
2
2024-06-27
Fixed
2.75000000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
000000000
500000.00000000
PA
598250.38000000
1.000284545116
Long
DBT
NUSS
PH
N
2
2029-02-03
Fixed
0.70000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS SEK
000000000
1.00000000
NC
-138.93000000
-0.00023229326
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2029-07-12
0.00000000
USD
0.00000000
USD
410000.00000000
SEK
-138.93000000
N
N
N
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
IRS RUB
000000000
1.00000000
NC
-3143.02000000
-0.00525518150
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO. INTERNATIONAL PLC
4PQUHN3JPFGFNF3BB653
Y
2026-02-27
0.00000000
USD
0.00000000
USD
16000000.00000000
RUB
-3143.02000000
N
N
N
BULGARIA
529900PG0XCL4LICL838
Bulgaria Government International Bond
000000000
100000.00000000
PA
152834.81000000
0.255542333961
Long
DBT
NUSS
BG
N
2
2035-03-26
Fixed
3.12500000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
100000.00000000
PA
125195.50000000
0.209328949808
Long
DBT
NUSS
ID
N
2
2026-09-18
Fixed
1.45000000
N
N
N
N
N
N
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
IRS PLN
000000000
1.00000000
NC
21738.66000000
0.036347399611
N/A
DIR
CORP
GB
N
2
LONDON CLEARING HOUSE
213800O8SCO4XJGBU385
Y
2023-09-09
0.00000000
USD
-11943.17000000
USD
2100000.00000000
PLN
33681.83000000
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2020-HQA3
35565MAH7
24647.25000000
PA
USD
24940.56000000
0.041701029449
Long
ABS-MBS
CORP
US
N
2
2050-07-25
Floating
3.70613000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CG2
210000.00000000
PA
USD
210820.69000000
0.352495685832
Long
DBT
CORP
DE
N
2
2025-04-01
Fixed
1.44700000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
000000000
105000.00000000
PA
120598.28000000
0.201642321817
Long
DBT
NUSS
PE
N
2
2033-03-11
Fixed
1.25000000
N
N
N
N
N
N
Greenwood Park CLO, Ltd
N/A
Greenwood Park CLO Ltd
39729RAB4
250000.00000000
PA
USD
249081.85000000
0.416468979132
Long
ABS-CBDO
CORP
KY
N
2
2031-04-15
Floating
1.19375000
N
N
N
N
N
N
Freddie Mac - STACR
N/A
Freddie Mac STACR REMIC Trust 2021-DNA1
35564KAH2
80000.00000000
PA
USD
79975.34000000
0.133720093236
Long
ABS-MBS
CORP
US
N
2
2051-01-25
Floating
1.81000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS COP
000000000
1.00000000
NC
8792.61000000
0.014701389565
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2028-07-27
11844.96000000
USD
0.00000000
USD
498340000.00000000
COP
-3052.35000000
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VGJ7
45000.00000000
PA
USD
45158.97000000
0.075506545878
Long
DBT
CORP
US
N
2
2031-03-21
Fixed
2.55000000
N
N
N
N
N
N
WPC EUROBOND BV
5493005XDMOLBARL5M14
WPC Eurobond BV
000000000
100000.00000000
PA
118374.86000000
0.197924726747
Long
DBT
CORP
NL
N
2
2030-06-01
Fixed
0.95000000
N
N
N
N
N
N
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
IRS MYR
000000000
1.00000000
NC
2090.11000000
0.003494698541
N/A
DIR
CORP
GB
N
2
MORGAN STANLEY & CO INTERNATIONAL
4PQUHN3JPFGFNF3BB653
Y
2029-07-11
0.00000000
USD
-0.36000000
USD
200000.00000000
MYR
2090.47000000
N
N
N
NZ LOCAL GOVT FUND AGENC
254900ZJG39H1CAH6K02
New Zealand Local Government Funding Agency Bond
000000000
100000.00000000
PA
79423.07000000
0.132796688648
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
NATIONSTAR MTG HLD INC
N/A
Nationstar Mortgage Holdings Inc
63861CAC3
15000.00000000
PA
USD
15166.92000000
0.025359341473
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
5.50000000
N
N
N
N
N
N
Telos CLO Ltd
635400UODWAQKOLDKL79
Telos CLO 2013-4 Ltd
87974HAS0
247872.62000000
PA
USD
248008.68000000
0.414674621115
Long
ABS-CBDO
CORP
KY
N
2
2030-01-17
Floating
1.42975000
N
N
N
N
N
N
HSBC BANK USA, NATIONAL ASSOCIATION
1IE8VN30JCEQV1H4R804
IRS THB
000000000
1.00000000
NC
-52.40000000
-0.00008761366
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
-52.55000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RMD1
40000.00000000
PA
USD
36860.38000000
0.061631165936
Long
DBT
CORP
US
N
2
2055-09-15
Fixed
3.55000000
N
N
N
N
N
N
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
IRS CLP
000000000
1.00000000
NC
-891.72000000
-0.00149097061
N/A
DIR
CORP
US
N
2
CHICAGO MERCANTILE EXCHANGE
SNZ2OJLFK8MNNCLQOF39
Y
2029-11-22
0.00000000
USD
0.00000000
USD
91000000.00000000
CLP
-891.72000000
N
N
N
MONTREAL EXCHANGE
N/A
Montreal Exchange 10 Year Canadian Bond
000000000
1.00000000
NC
-3158.06000000
-0.00528032863
N/A
DIR
CORP
CA
N
1
MONTREAL EXCHANGE
N/A
Long
CANADIAN GOVERNMENT
Canadian Government Bond
2021-06-21
113602.77000000
USD
-3158.06000000
N
N
N
2021-06-22
Prudential Global Total Return Fund, Inc.
Christian J. Kelly
Christian J. Kelly
Treasurer and Principal Financial and Accounting Officer