NPORT-P
    false
    
      
      
        
          0000793159
          XXXXXXXX
        
      
      
      
      
        S000004375
        C000196749
        C000196748
        C000012112
        C000109121
        C000012110
        C000012113
      
      
    
  
  
    
      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 Fund
      S000004375
      YMW0Y3TQ2LKMQXWJ6O25
      2021-10-31
      2021-07-30
      N
    
    
      6325779656.88
      190794661.82
      6134984995.06
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      37116625.00000000
      0.00000000
      0.00000000
      30495936.83000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          JPY
          
          
        
        
          USD
          
          
        
      
      
      
      
        
        
        
        
        
        
        
        
        
      
      N
      
        
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -154011.28000000
        -0.00251037745
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2029-05-08
            0.00000000
            USD
            -85429.28000000
            USD
            -2320000.00000000
            GBP
            -68582.00000000
          
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
        
        300000.00000000
        PA
        
        165636.19000000
        0.002699863001
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2063-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        -72679.26000000
        -0.00118466891
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-04-28
            0.00000000
            USD
            0.00000000
            USD
            173600000.00000000
            THB
            -72679.26000000
          
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        N/A
        Connecticut Avenue Securities Trust 2020-R01
        20754CAB5
        
          
        
        1169231.33000000
        PA
        USD
        1174975.18000000
        0.019152046515
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-01-25
          Floating
          2.13925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        CDS SAFEWAY INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        -394790.90000000
        -0.00643507523
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            
              
                SAFEWAY INC
                Safeway Inc
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2023-03-20
            0.00000000
            USD
            -352568.77000000
            USD
            -5000000.00000000
            USD
            -42222.13000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-GS1
        52473VAA8
        
          
        
        1047122.84000000
        PA
        USD
        1049728.19000000
        0.017110525793
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS ORIENTAL REPUBLIC OF URUGUAY
        000000000
        
          
        
        1.00000000
        NC
        USD
        3800.45000000
        0.000061947176
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLICA ORIENT URUGUAY
                Uruguay Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            0.00000000
            USD
            -2934.01000000
            USD
            1500000.00000000
            USD
            6734.46000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        THREE-MONTH SOFR
        000000000
        
          
          
        
        -510.00000000
        NC
        USD
        76566.70000000
        0.001248034022
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-09-20
            -127461816.70000000
            USD
            76566.70000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF SERBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        824407.44000000
        0.013437806949
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF SERBIA
                Serbia International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            775639.16000000
            USD
            0.00000000
            USD
            4500000.00000000
            USD
            48768.28000000
          
        
        
          N
          N
          N
        
      
      
        JABIL INC
        5493000CGCQY2OQU7669
        Jabil Inc
        466313AG8
        
          
          
        
        655000.00000000
        PA
        USD
        685435.17000000
        0.011172564734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-09-15
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SBM4
        
          
          
        
        3135000.00000000
        PA
        USD
        3037832.78000000
        0.049516547839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-04
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        215791.30000000
        0.003517389205
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-07-28
            0.00000000
            USD
            0.00000000
            USD
            1600000.00000000
            AUD
            215791.30000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -923780.56000000
        -0.01505758466
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-03-26
            0.00000000
            USD
            0.00000000
            USD
            113100000000.00000000
            COP
            -923780.56000000
          
        
        
          N
          N
          N
        
      
      
        CENTRAL GARDEN & PET CO
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527AP1
        
          
          
        
        2275000.00000000
        PA
        USD
        2324379.81000000
        0.037887294131
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SLOVENIA
        485100000LWQHIX4XX88
        Slovenia Government International Bond
        000000000
        
          
          
        
        7922000.00000000
        PA
        USD
        8873624.63000000
        0.144639712031
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2024-02-18
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BSP98
        
          
        
        40815755.15000000
        PA
        USD
        1697429.30000000
        0.027668026920
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2026-08-25
          Variable
          0.92268300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        942737.34000000
        0.015366579392
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-30
          Fixed
          2.04700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137ASNK6
        
          
        
        8266106.12000000
        PA
        USD
        27989.04000000
        0.000456220186
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-03-25
          Variable
          1.57997700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -171848.50000000
        -0.00280112339
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-13
            0.00000000
            USD
            0.00000000
            USD
            3000000.00000000
            USD
            -171848.50000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        913986.66000000
        0.014897944505
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2021-09-07
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        83686.92000000
        0.001364093311
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Y
            
            
              
                
              
            
            2026-09-19
            0.00000000
            USD
            0.00000000
            USD
            4000000.00000000
            ILS
            83686.92000000
          
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        Loxam SAS
        000000000
        
          
          
        
        5200000.00000000
        PA
        
        6160789.37000000
        0.100420610237
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-04-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468X0
        
          
          
        
        9080000.00000000
        PA
        USD
        8916552.19000000
        0.145339429471
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
        
        300000.00000000
        PA
        
        161348.97000000
        0.002629981493
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2064-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        16993.48000000
        0.000276993016
        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
            -559.69000000
            USD
            1500000.00000000
            USD
            17553.17000000
          
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        9128337P9
        
          
          
        
        400000.00000000
        PA
        USD
        348265.62000000
        0.005676715106
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-05-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -802903.28000000
        -0.01308729003
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-12-09
            0.00000000
            USD
            0.00000000
            USD
            2516000000.00000000
            HUF
            -802903.28000000
          
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAK6
        
          
          
        
        2000000.00000000
        PA
        USD
        2254596.20000000
        0.036749824193
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTRIA GROUP INC
        XSGZFLO9YTNO9VCQV219
        Altria Group Inc
        02209SAZ6
        
          
          
        
        2900000.00000000
        PA
        
        4056868.79000000
        0.066126792376
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Government Bond
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        782075.38000000
        0.012747796133
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2023-06-27
          Fixed
          3.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        15045000.00000000
        PA
        
        20610022.97000000
        0.335942516348
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-07-31
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBV7
        
          
          
        
        6200000.00000000
        PA
        USD
        6068653.99000000
        0.098918807379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-11-19
          Fixed
          2.52500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        La Poste SA
        000000000
        
          
          
        
        600000.00000000
        PA
        
        789222.34000000
        0.012864291284
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-11-30
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        307655.83000000
        0.005014777220
        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
            -74321.83000000
            USD
            9940000.00000000
            USD
            381977.66000000
          
        
        
          N
          N
          N
        
      
      
        METLIFE INC
        C4BXATY60WC6XEOZDX54
        MetLife Inc
        59156RBV9
        
          
          
        
        600000000.00000000
        PA
        
        5525592.60000000
        0.090066929331
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-23
          Fixed
          0.76900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bosphorus CLO
        6354003QOK8LLEWEMR90
        Bosphorus CLO VI DAC
        000000000
        
          
        
        20000000.00000000
        PA
        
        23663250.94000000
        0.385710005143
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2034-05-25
          Floating
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2016-P4
        29429EAG6
        
          
        
        9100000.00000000
        PA
        USD
        544565.84000000
        0.008876400519
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-07-10
          Variable
          1.31740500
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        1000000.00000000
        PA
        USD
        1082674.70000000
        0.017647552534
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2023-04-04
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
          
        
        436000.00000000
        PA
        
        419782.49000000
        0.006842437110
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2041-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
          
        
        3110000.00000000
        PA
        USD
        3788222.70000000
        0.061747872293
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RME9
        
          
          
        
        5787000.00000000
        PA
        USD
        5997389.05000000
        0.097757191824
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        000000000
        
          
          
        
        500000.00000000
        PA
        
        979071.78000000
        0.015958829252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-02
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAQ2
        
          
          
        
        2100000.00000000
        PA
        
        2829234.46000000
        0.046116403907
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2049-07-02
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        2113033.00000000
        PA
        
        3713888.72000000
        0.060536231514
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2039-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAA1
        
          
          
        
        7250000.00000000
        PA
        USD
        7543466.59000000
        0.122958191357
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        130375.35000000
        0.002125112777
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-03-22
            0.00000000
            USD
            0.00000000
            USD
            2500000000.00000000
            JPY
            130375.35000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        3600000.00000000
        PA
        
        4384260.01000000
        0.071463255631
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        800000.00000000
        PA
        
        588658.35000000
        0.009595106597
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-07-21
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Residential Mortgage Securitie
        54930041T52UP3IPLN03
        Residential Mortgage Securities 32 PLC
        000000000
        
          
        
        5641294.45000000
        PA
        
        7927192.04000000
        0.129212900217
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2070-06-20
          Floating
          1.29904000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        -4403.90000000
        -0.00007178338
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2021-10-21
            2.71000000
            USD
            0.00000000
            USD
            2400000.00000000
            CHF
            -4406.61000000
          
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AG8
        
          
          
        
        1005000.00000000
        PA
        USD
        1158645.53000000
        0.018885873900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          4.10100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PGIM Institutional Money Market Fund - D
        N/A
        PGIM Institutional Money Market Fund - D
        000000000
        
          
        
        50568905.24800000
        NS
        USD
        50538563.90000000
        0.823776487484
        Long
        STIV
        RF
        US
        N
        
        1
        
          
          N
          N
        
      
      
        EXPORT-IMPORT BK INDIA
        335800OFZ8YEIVN1QI11
        Export-Import Bank of India
        30216JAF2
        
          
          
        
        4400000.00000000
        PA
        USD
        4161862.67000000
        0.067838188249
        Long
        DBT
        NUSS
        IN
        N
        
        2
        
          2031-01-13
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB Finance Ltd
        549300MY0DXTHQEX5O57
        QNB FINANCE LTD
        000000000
        
          
          
        
        8310000.00000000
        PA
        
        1294282.00000000
        0.021096742714
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2022-01-29
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        913598.93000000
        0.014891624522
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-06-24
          Fixed
          0.56200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/CZK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        43135.35000000
        0.000703104409
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -4453971.41000000
            USD
            96794152.00000000
            CZK
            2021-10-19
            43135.35000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        46842.96000000
        0.000763538297
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2026-06-20
            38798.17000000
            USD
            0.00000000
            USD
            -1000000.00000000
            USD
            8044.79000000
          
        
        
          N
          N
          N
        
      
      
        World OMNI Select Auto Trust
        N/A
        World Omni Select Auto Trust 2020-A
        98163DAG3
        
          
        
        5900000.00000000
        PA
        USD
        5981240.05000000
        0.097493963796
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-10-15
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        USD CALL VERSUS INR PUT
        000000000
        
          
        
        -75000000.00000000
        NC
        USD
        -776.66000000
        -0.00001265952
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    USD CALL VERSUS INR PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  INR
                  N/A
                  USD
                  2021-09-28
                
              
            
            -75000000.00000000
            USD
            88.00000000
            USD
            2021-09-28
            XXXX
            788223.34000000
          
        
        
          N
          N
          N
        
      
      
        BARRICK GOLD CORP
        0O4KBQCJZX82UKGCBV73
        Barrick Gold Corp
        067901AH1
        
          
          
        
        35000.00000000
        PA
        USD
        46840.37000000
        0.000763496080
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2042-04-01
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        3415000.00000000
        PA
        
        3970022.87000000
        0.064711207495
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2033-03-12
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        434987.10000000
        0.007090271620
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2025-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        000000000
        
          
          
        
        300000000.00000000
        PA
        
        2937897.09000000
        0.047887600252
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-09-16
          Fixed
          2.36000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        3250000.00000000
        PA
        
        5476992.07000000
        0.089274742715
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2030-05-28
          Fixed
          5.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
        
        300000000.00000000
        PA
        
        2591132.66000000
        0.042235354480
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2038-04-20
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIAO AUTONOMA ACORES
        5493002P6SL6ANYFUJ27
        Autonomous Region of the Azores
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        1220557.48000000
        0.019895036108
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2026-07-21
          Fixed
          0.60300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CSWAP IDR VS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        302373.70000000
        0.004928678721
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            -3454231.43000000
            USD
            50000000000.00000000
            IDR
            2023-11-29
            302373.70000000
          
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AP4
        
          
          
        
        1850000.00000000
        PA
        USD
        1905509.16000000
        0.031059719975
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-11-07
          Fixed
          2.90700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -401533.78000000
        -0.00654498389
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-08-06
            0.00000000
            USD
            -23.17000000
            USD
            18824000000.00000000
            KRW
            -401510.61000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HBW9
        
          
        
        1992676.53000000
        PA
        USD
        1991715.67000000
        0.032464882499
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          28.34800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2019-MEAD
        61771LAL6
        
          
        
        1700000.00000000
        PA
        USD
        1644060.99000000
        0.026798125689
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          3.17709700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINE GOVERNMENT INTERNATIONAL BOND
        N/A
        PHILIPPINE GOVERNMENT INTERNATIONAL BOND
        000000000
        
          
          
        
        165000000.00000000
        PA
        
        25635954.43000000
        0.417864989900
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2022-05-20
          Fixed
          3.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CF INDUSTRIES INC
        5FVKT86LAD2F40NPC183
        CF Industries Inc
        12527GAH6
        
          
          
        
        6451000.00000000
        PA
        USD
        7470732.60000000
        0.121772630348
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Benefit Street Partners CLO Lt
        549300CIOPBDYOSN3T91
        Benefit Street Partners Clo XII Ltd
        08179HAA8
        
          
        
        750000.00000000
        PA
        USD
        750279.90000000
        0.012229531133
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-10-15
          Floating
          1.37613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        58252.57000000
        0.000949514465
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            0.00000000
            USD
            -160403.95000000
            USD
            4200000.00000000
            USD
            218656.52000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        99803.02000000
        0.001626785070
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2036-12-22
            15.72000000
            USD
            0.00000000
            USD
            150000000.00000000
            JPY
            99787.30000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        CDS BOEING CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        41191.94000000
        0.000671426907
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            
              
                BOEING CO/THE
                BOEING CO/THE
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            25242.34000000
            USD
            0.00000000
            USD
            12100000.00000000
            USD
            15949.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
        
        16700000.00000000
        PA
        
        157855.30000000
        0.002573034817
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-06-26
          Variable
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        68747000.00000000
        PA
        
        123950612.41000000
        2.020389821813
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Government Bond
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        48500000.00000000
        PA
        
        8991200.88000000
        0.146556200010
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2046-12-12
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        292871.32000000
        0.004773790322
        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
            -62572.49000000
            USD
            7205000.00000000
            USD
            355443.81000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        277003.45000000
        0.004515144702
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-27
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            NOK
            277003.45000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        1920000.00000000
        PA
        
        4615997.47000000
        0.075240566581
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        3500000.00000000
        PA
        
        4358423.97000000
        0.071042129255
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        50861.96000000
        0.000829047830
        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
            -34596.63000000
            USD
            4000000.00000000
            USD
            85458.59000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        125158.57000000
        0.002040079480
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-07-18
            0.00000000
            USD
            0.00000000
            USD
            9400000000.00000000
            COP
            125158.57000000
          
        
        
          N
          N
          N
        
      
      
        AFRICAN DEVELOPMENT BANK
        549300LNCLMO3ITVCU07
        African Development Bank
        000000000
        
          
          
        
        64600000.00000000
        PA
        
        1450621.58000000
        0.023645071359
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2032-09-07
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -633015.54000000
        -0.01031812694
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-04-30
            0.00000000
            USD
            -29.81000000
            USD
            5890000.00000000
            GBP
            -632985.73000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1098693.21000000
        -0.01790865358
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -9708000.00000000
            USD
            931628556.00000000
            JPY
            2023-10-31
            -1098693.21000000
          
        
        
          N
          N
          N
        
      
      
        MRA Issuance Trust
        N/A
        MRA Issuance Trust 2021-10
        55351L102
        
          
        
        10090000.00000000
        PA
        USD
        10104829.27000000
        0.164708296403
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2023-02-22
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORM
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MAW6
        
          
          
        
        2300000.00000000
        PA
        
        2824282.97000000
        0.046035694826
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          1.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2019-BNK21
        06540BBB4
        
          
        
        6293000.00000000
        PA
        USD
        6596539.71000000
        0.107523322637
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-10-17
          Fixed
          2.45800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        300000000.00000000
        PA
        
        2795779.59000000
        0.045571090919
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-12-19
          Fixed
          1.42900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -408002.75000000
        -0.00665042783
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-07-16
            0.00000000
            USD
            -44.09000000
            USD
            10000000000.00000000
            KRW
            -407958.66000000
          
        
        
          N
          N
          N
        
      
      
        Pikes Peak CLO
        2549002NRPBIF0UZPU88
        Pikes Peak Clo 4
        72132WAA7
        
          
        
        18000000.00000000
        PA
        USD
        18002044.80000000
        0.293432580756
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-15
          Floating
          1.49613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3545.67000000
        -0.00005779427
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -302000.00000000
            USD
            1599694.00000000
            BRL
            2022-01-28
            -3545.67000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        QHSFEYI7HUOXXZ413E03
        CDS ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        69348.29000000
        0.001130374239
        N/A
        DCR
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS SA
              QHSFEYI7HUOXXZ413E03
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            0.00000000
            USD
            -247906.06000000
            USD
            5000000.00000000
            USD
            317254.35000000
          
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM XXIV Ltd
        67113DAC8
        
          
        
        8000000.00000000
        PA
        USD
        8000391.20000000
        0.130406043477
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.52425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-GS4
        52473CAA0
        
          
        
        2436723.36000000
        PA
        USD
        2439132.06000000
        0.039757751028
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-05-25
          Variable
          3.43800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        2641319.10000000
        0.043053391363
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        549300O2GEH6GH9NO762
        Bellemeade Re 2018-1 Ltd
        078768AD0
        
          
        
        544738.55000000
        PA
        USD
        549160.57000000
        0.008951294427
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-04-25
          Floating
          1.68925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        257892.94000000
        0.004203644185
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            0.00000000
            USD
            -451712.27000000
            USD
            18300000.00000000
            USD
            709605.21000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        -66593.46000000
        -0.00108547062
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              HSBC BANK USA, NATIONAL ASSOCIATION
              1IE8VN30JCEQV1H4R804
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2030-06-20
            0.00000000
            USD
            -225950.52000000
            USD
            2500000.00000000
            USD
            159357.06000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -12447.66000000
        -0.00020289633
        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
            -81792.70000000
            USD
            3000000.00000000
            USD
            69345.04000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS T-MOBILE USA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        79333.67000000
        0.001293135518
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                T-MOBILE USA INC
                T-Mobile USA Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            59925.20000000
            USD
            0.00000000
            USD
            3270000.00000000
            USD
            19408.47000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        246885.65000000
        0.004024225816
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-11-02
            0.00000000
            USD
            0.00000000
            USD
            300000000.00000000
            JPY
            246885.65000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PORTUGAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        90604.01000000
        0.001476841590
        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
            -947.01000000
            USD
            4130000.00000000
            USD
            91551.02000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -695211.31000000
        -0.01133191540
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -83680342.41000000
            BRL
            14917000.00000000
            USD
            2022-01-28
            -695211.31000000
          
        
        
          N
          N
          N
        
      
      
        CO-OPERATIVE GROUP LTD
        213800TKR59ER8Z69V16
        Co-Operative Group Ltd
        000000000
        
          
          
        
        3400000.00000000
        PA
        
        5041280.63000000
        0.082172664384
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-17
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -32383.57000000
        -0.00052785084
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-06-29
            0.00000000
            USD
            0.00000000
            USD
            193410000.00000000
            CZK
            -32383.57000000
          
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        000000000
        
          
          
        
        600000.00000000
        PA
        
        30900.51000000
        0.000503677026
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2024-12-05
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        549300MY0DXTHQEX5O57
        QNB Finance Ltd
        000000000
        
          
          
        
        840000.00000000
        PA
        
        711031.96000000
        0.011589791345
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS UBS GROUP AG
        000000000
        
          
        
        1.00000000
        NC
        
        190538.95000000
        0.003105776952
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                UBS GROUP AG
                UBS GROUP AG
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            116860.70000000
            USD
            0.00000000
            USD
            8600000.00000000
            EUR
            73678.25000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        30 YEAR EURO BUXL
        000000000
        
          
          
        
        29.00000000
        NC
        
        526312.98000000
        0.008578879661
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-09-08
            7067696.96000000
            USD
            526312.98000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        153190.29000000
        0.002496995349
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -4684300.00000000
            EUR
            5713380.28000000
            USD
            2021-08-31
            153190.29000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        9978.18000000
        0.000162643918
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-02-19
            0.00000000
            USD
            -18.27000000
            USD
            6000000.00000000
            AUD
            9996.45000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVEE8
        
          
        
        101850000.00000000
        PA
        USD
        10774304.10000000
        0.175620708260
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.38088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        48921.51000000
        0.000797418576
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-04-15
            0.00000000
            USD
            0.00000000
            USD
            110291400.00000000
            JPY
            48921.51000000
          
        
        
          N
          N
          N
        
      
      
        LIMA METRO LINE 2 FIN LT
        5493009BVQNQT1UKQ352
        Lima Metro Line 2 Finance Ltd
        000000000
        
          
          
        
        101379.42000000
        PA
        USD
        118700.57000000
        0.001934814349
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2034-07-05
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        1500000.00000000
        PA
        USD
        1530887.49000000
        0.024953402351
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-11-26
          Variable
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
          
        
        3225000.00000000
        PA
        USD
        3434161.34000000
        0.055976686866
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CO-OP GRP HLDS
        213800TAO69X5H284Q39
        Co-operative Group Holdings 2011 Ltd
        000000000
        
          
          
        
        7495000.00000000
        PA
        
        12507783.42000000
        0.203876349006
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-08
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIZUHO BANK LTD/SYDNEY
        RB0PEZSDGCO3JS6CEU02
        Mizuho Bank Ltd/Sydney
        000000000
        
          
          
        
        600000.00000000
        PA
        
        452797.19000000
        0.007380575345
        Long
        DBT
        CORP
        JP
        N
        
        2
        
          2024-08-07
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        1100000000.00000000
        PA
        
        10246942.24000000
        0.167024731898
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2028-08-15
          Fixed
          0.99000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Fannie Mae - CAS
        B1V7KEBTPIMZEU4LTD58
        Fannie Mae Connecticut Avenue Securities
        30711XJ70
        
          
        
        434923.56000000
        PA
        USD
        441377.22000000
        0.007194430310
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          2.23925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        000000000
        
          
          
        
        1884000.00000000
        PA
        
        2390869.62000000
        0.038971075266
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2029-02-01
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        19876.03000000
        0.000323978461
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-03-20
            0.00000000
            USD
            -22364.81000000
            USD
            3000000.00000000
            USD
            42240.84000000
          
        
        
          N
          N
          N
        
      
      
        CLIFFORD CAPITAL PTE LTD
        549300H4QHGSBXBALF78
        Clifford Capital Pte Ltd
        000000000
        
          
        
        5000000.00000000
        PA
        USD
        5470234.80000000
        0.089164599496
        Long
        DBT
        CORP
        SG
        N
        
        2
        
          2032-08-18
          Fixed
          3.11000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -200718.08000000
        -0.00327169634
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            31992243.30000000
            BRL
            -200718.08000000
          
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        Sally Holdings LLC / Sally Capital Inc
        79546VAL0
        
          
          
        
        4525000.00000000
        PA
        USD
        4669205.01000000
        0.076107847268
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        40912.62000000
        0.000666874002
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PANAMA
                Panama Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            11546.83000000
            USD
            0.00000000
            USD
            5000000.00000000
            USD
            29365.79000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -196362.32000000
        -0.00320069764
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            31228734.68000000
            BRL
            -196362.32000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        782123.92000000
        0.012748587333
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                KINGDOM OF SPAIN
                Spain Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            198273.90000000
            USD
            0.00000000
            USD
            42665000.00000000
            USD
            583850.02000000
          
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404121AJ4
        
          
          
        
        1200000.00000000
        PA
        USD
        1442819.88000000
        0.023517903974
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        210000.00000000
        PA
        
        177229.40000000
        0.002888831841
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-05-16
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        134409.33000000
        0.002190866483
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-04-18
            0.00000000
            USD
            0.00000000
            USD
            20000000.00000000
            NOK
            134409.33000000
          
        
        
          N
          N
          N
        
      
      
        AFLAC INC
        549300N0B7DOGLXWPP39
        Aflac Inc
        001055AS1
        
          
          
        
        80000000.00000000
        PA
        
        735849.39000000
        0.011994314421
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-25
          Fixed
          0.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        14500000.00000000
        PA
        USD
        12123429.27000000
        0.197611392363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-02
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        298629.85000000
        0.004867654122
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-12-19
            448.24000000
            USD
            0.00000000
            USD
            1850000.00000000
            EUR
            298181.61000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        5164860.00000000
        PA
        
        8548401.25000000
        0.139338584477
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        196685.63000000
        0.003205967580
        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
            -37664.23000000
            USD
            13885000.00000000
            USD
            234349.86000000
          
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        5500000.00000000
        PA
        
        6418353.91000000
        0.104618901515
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        211054.22000000
        0.003440174999
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-03-09
            12936.41000000
            USD
            0.00000000
            USD
            273000000.00000000
            JPY
            198117.81000000
          
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AK1
        
          
          
        
        6582000.00000000
        PA
        USD
        7013433.12000000
        0.114318667863
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
          
        
        300000.00000000
        PA
        
        265354.58000000
        0.004325268606
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2045-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        3018.23000000
        0.000049197023
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            0.00000000
            USD
            -90728.08000000
            USD
            1200000.00000000
            USD
            93746.31000000
          
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
        
        33700000.00000000
        PA
        
        1609667.77000000
        0.026237517635
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2028-07-24
          Fixed
          6.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AGRICUL DEV BANK CHINA
        300300C1020311000158
        AGRICULTURAL DEVELOPMENT BANK OF CHINA
        000000000
        
          
          
        
        54000000.00000000
        PA
        
        8750625.30000000
        0.142634828072
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-10-27
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAV4
        
          
          
        
        18960000.00000000
        PA
        USD
        19864405.27000000
        0.323788978880
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-22
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        600000.00000000
        PA
        
        450776.17000000
        0.007347632803
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-02-26
          Fixed
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -259750.89000000
        -0.00423392869
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-20
            0.00000000
            USD
            -95.25000000
            USD
            25000000.00000000
            CAD
            -259655.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        227268.81000000
        0.003704472141
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-06-25
            65167.63000000
            USD
            0.00000000
            USD
            3070000.00000000
            CAD
            162101.18000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        3750000.00000000
        PA
        USD
        3857826.00000000
        0.062882403186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2017-C7
        90276WAR8
        
          
        
        4400000.00000000
        PA
        USD
        4866796.00000000
        0.079328572179
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-12-15
          Fixed
          3.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWEGIAN GOVERNMENT
        549300L0BT3FJTN9MX24
        Norway Government Bond
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        1186746.47000000
        0.019343918052
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2029-09-06
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VEW0
        
          
          
        
        3800000.00000000
        PA
        
        4846092.43000000
        0.078991104850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS ITRAXX.EU.XO.35.V1
        000000000
        
          
        
        -31165000.00000000
        OU
        Other
        
        -18730.31000000
        -0.00030530327
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS ITRAXX.EU.XO.35.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      ITRAXX.EU.XO.35.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -31165000.00000000
            USD
            500.00000000
            EUR
            2021-09-15
            XXXX
            105464.71000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIKA SLOVENIJA
        485100000LWQHIX4XX88
        Slovenia Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119785.97000000
        0.001952506323
        Long
        DBT
        NUSS
        SI
        N
        
        2
        
          2031-02-12
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        38342.46000000
        0.000624980501
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-04-26
            0.00000000
            USD
            0.00000000
            USD
            2040000000.00000000
            KRW
            38342.46000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        315996.63000000
        0.005150731913
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2035-01-07
            25.36000000
            USD
            0.00000000
            USD
            260000000.00000000
            JPY
            315971.27000000
          
        
        
          N
          N
          N
        
      
      
        Ares Euro CLO
        635400IKZCKH2JKELA27
        Ares European CLO VI DAC
        000000000
        
          
        
        8000000.00000000
        PA
        
        9497500.90000000
        0.154808869257
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-04-15
          Floating
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government International Bond
        000000000
        
          
          
        
        9311000.00000000
        PA
        
        16704582.49000000
        0.272283999120
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        54930064UHXCIUWVI755
        Standard Industries Inc/NJ
        853496AG2
        
          
          
        
        3175000.00000000
        PA
        USD
        3265060.15000000
        0.053220344509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        81250.24000000
        0.001324375529
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-06-30
            0.00000000
            USD
            0.00000000
            USD
            125000000.00000000
            JPY
            81250.24000000
          
        
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        25490083G97ZZN6SR263
        Telos Clo 2013-3 Ltd
        87969DAL1
        
          
        
        30547.45000000
        PA
        USD
        30549.44000000
        0.000497954600
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2026-07-17
          Floating
          1.43388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        1240455.81000000
        0.020219378058
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-16
            545.55000000
            USD
            0.00000000
            USD
            176800000.00000000
            ZAR
            1239910.26000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/RUB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11804.87000000
        0.000192418889
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3189427.14000000
            USD
            235770427.76000000
            RUB
            2021-09-15
            11804.87000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        549300V3F4KBEWHAZP46
        GS Mortgage Securities Trust 2014-GC26
        36250HAH6
        
          
        
        56483000.00000000
        PA
        USD
        608728.59000000
        0.009922250673
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-11-10
          Variable
          0.29461200
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2P8
        
          
          
        
        5220000.00000000
        PA
        USD
        5432700.12000000
        0.088552785774
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-19
          Fixed
          2.87100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        80756.39000000
        0.001316325794
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-08-28
            7.97000000
            USD
            0.00000000
            USD
            100000000.00000000
            JPY
            80748.42000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AT5
        
          
          
        
        6440000.00000000
        PA
        USD
        6354596.52000000
        0.103579658713
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-02-02
          Fixed
          1.30500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        51704.30000000
        0.000842777937
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-06-19
            0.00000000
            USD
            0.00000000
            USD
            80000000.00000000
            JPY
            51704.30000000
          
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        CARLYLE US CLO 2018-1 LTD
        14311XAA0
        
          
        
        12500000.00000000
        PA
        USD
        12467975.00000000
        0.203227473417
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.15425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        7730000.00000000
        PA
        
        6492983.93000000
        0.105835367734
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2028-02-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETHERLANDS GOVERNMENT
        254900G14ALGVKORFN62
        Netherlands Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        114920.20000000
        0.001873194475
        Long
        DBT
        NUSS
        NL
        N
        
        2
        
          2052-01-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48127FAA1
        
          
          
        
        1000000.00000000
        PA
        USD
        999975.44000000
        0.016299558039
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Floating
          3.46488000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -150025.47000000
        -0.00244540891
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-04-03
            129330.83000000
            USD
            0.00000000
            USD
            51805000.00000000
            CAD
            -279356.30000000
          
        
        
          N
          N
          N
        
      
      
        MSG III Securitization Trust
        N/A
        MSG III Securitization Trust 2021-1
        55368MAC5
        
          
        
        2225000.00000000
        PA
        USD
        2219445.07000000
        0.036176862238
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-25
          Floating
          1.19100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        000000000
        
          
          
        
        1006000.00000000
        PA
        
        781649.00000000
        0.012740846157
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-07-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        24396000.00000000
        PA
        USD
        25157549.68000000
        0.410067012392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Eagle Re Ltd
        N/A
        Eagle RE 2020-2 Ltd
        269820AB2
        
          
        
        3180000.00000000
        PA
        USD
        3192020.40000000
        0.052029799625
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2030-10-25
          Floating
          4.08925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        CDS COLOMBIA REPUBLIC
        000000000
        
          
        
        1.00000000
        NC
        USD
        30196.74000000
        0.000492205604
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            
              
                REPUBLIC OF COLOMBIA
                Colombia Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            0.00000000
            USD
            -4782.59000000
            USD
            5000000.00000000
            USD
            34979.33000000
          
        
        
          N
          N
          N
        
      
      
        CAESARS ENTERTAIN INC
        549300FA4CTCW903Y781
        Caesars Entertainment Inc
        28470RAH5
        
          
          
        
        2660000.00000000
        PA
        USD
        2806297.23000000
        0.045742528013
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -192762.18000000
        -0.00314201550
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-03-31
            0.00000000
            USD
            0.00000000
            USD
            5500000000.00000000
            HUF
            -192762.18000000
          
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        5045000.00000000
        PA
        USD
        5165179.11000000
        0.084192204449
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN INFRASTRUCTURE INV
        25490065OSV2524LCR32
        Asian Infrastructure Investment Bank/The
        000000000
        
          
        
        72000000.00000000
        PA
        
        2116159.25000000
        0.034493307672
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2025-09-09
          Fixed
          0.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        462573.80000000
        0.007539933681
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -4577424.93000000
            USD
            110647804.14000000
            MXN
            2023-04-28
            462573.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/RUB FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        62826.72000000
        0.001024072920
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -7172848.90000000
            USD
            532906809.00000000
            RUB
            2021-09-15
            62826.72000000
          
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CC1
        
          
          
        
        2400000.00000000
        PA
        USD
        2705921.42000000
        0.044106406489
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-05-22
          Fixed
          3.97300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & COMPANY LLC
        9R7GPTSO7KV3UQJZQ078
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        131305.62000000
        0.002140276139
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & COMPANY LLC
              9R7GPTSO7KV3UQJZQ078
            
            Y
            
            
              
                
              
            
            2023-08-23
            0.00000000
            USD
            0.00000000
            USD
            120000000.00000000
            THB
            131305.62000000
          
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        465077AL9
        
          
          
        
        3100000.00000000
        PA
        USD
        3477169.53000000
        0.056677718573
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2028-08-14
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSG III Securitization Trust
        N/A
        MSG III Securitization Trust 2021-1
        55368MAA9
        
          
        
        12890000.00000000
        PA
        USD
        12873971.29000000
        0.209845196041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-25
          Floating
          0.84100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Signal Peak CLO, LLC
        N/A
        Signal Peak CLO 5 Ltd
        56844YAA5
        
          
        
        6250000.00000000
        PA
        USD
        6236741.88000000
        0.101658632988
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-04-25
          Floating
          1.23525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2017-C40
        95000YAX3
        
          
        
        2600000.00000000
        PA
        USD
        2820423.32000000
        0.045972782692
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.31700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOTOROLA SOLUTIONS INC
        6S552MUG6KGJVEBSEC55
        Motorola Solutions Inc
        620076BL2
        
          
          
        
        1665000.00000000
        PA
        USD
        1950067.71000000
        0.031786022485
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-23
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
          
        
        2450000.00000000
        PA
        USD
        2416733.95000000
        0.039392662768
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        549300MXCNH68VEXKD16
        Oportun Funding XII LLC
        68377EAA9
        
          
        
        1500000.00000000
        PA
        USD
        1504233.30000000
        0.024518940163
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-12-09
          Fixed
          4.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA INTL
        529900QWWUI4XRVR7I03
        Republic of Austria Government International Bond
        052591AT1
        
          
          
        
        14276000.00000000
        PA
        
        12960972.03000000
        0.211263304481
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2024-12-20
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
          
        
        210000.00000000
        PA
        USD
        230728.39000000
        0.003760863151
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BAHN FIN GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        730510.98000000
        0.011907298560
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2030-07-08
          Fixed
          1.98700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP CAPITAL XIII
        N/A
        Citigroup Capital XIII
        173080201
        
          
          
        
        4000.00000000
        NS
        USD
        110880.00000000
        0.001807339383
        Long
        EP
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        6000000.00000000
        PA
        
        7215498.79000000
        0.117612329872
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2029-06-26
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREYSTONE COML CAP TRUST
        N/A
        Greystone Commercial Capital Trust Series 2021-2
        39810DAA7
        
          
        
        19100000.00000000
        PA
        USD
        19040606.45000000
        0.310361092412
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-31
          Floating
          2.35913000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900SCWI9IDKK5LV64
        Bellemeade Re 2019-3 Ltd
        07877GAB5
        
          
        
        2400000.00000000
        PA
        USD
        2407414.32000000
        0.039240753187
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-07-25
          Floating
          1.68925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        7590000.00000000
        PA
        USD
        7900642.31000000
        0.128780140723
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
        
        300000.00000000
        PA
        
        151228.73000000
        0.002465022002
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        62281.13000000
        0.001015179826
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-05-06
            21.64000000
            USD
            0.00000000
            USD
            215000000.00000000
            JPY
            62259.49000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        61154.30000000
        0.000996812543
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-05-08
            0.00000000
            USD
            0.00000000
            USD
            94310000.00000000
            JPY
            61154.30000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        572337.11000000
        0.009329071064
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-03-28
            0.00000000
            USD
            0.00000000
            USD
            800000000.00000000
            JPY
            572337.11000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        156124.92000000
        0.002544829696
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            -2726.36000000
            USD
            12160000.00000000
            ILS
            158851.28000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        313671.62000000
        0.005112834346
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2023-07-04
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Santander Drive Auto Receivabl
        N/A
        Santander Drive Auto Receivables Trust 2021-1
        80286NAG1
        
          
        
        12700000.00000000
        PA
        USD
        12768510.15000000
        0.208126183850
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2026-11-16
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        254900AE5FEFIJOXWL19
        Level 3 Financing Inc
        527298BP7
        
          
          
        
        4042000.00000000
        PA
        USD
        4303031.03000000
        0.070139226639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -85132.97000000
        -0.00138766386
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-12-01
            0.00000000
            USD
            -106338.69000000
            USD
            300000000.00000000
            ZAR
            21205.72000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        4500000.00000000
        PA
        
        6148311.18000000
        0.100217216259
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2027-03-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        113.54000000
        0.000001850697
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2021-09-15
            0.96000000
            USD
            0.00000000
            USD
            13000000.00000000
            SEK
            112.58000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        JPMORGAN CHASE & CO
        000000000
        
          
        
        -12385017.00000000
        PA
        USD
        -12385017.00000000
        -0.20187526147
        Short
        RA
        CORP
        US
        N
        
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          0.28000000
          2222-12-31
          
            
              12950000.00000000
              USD
              13864011.00000000
              USD
              AMBS
            
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-HQA2
        35564KGR4
        
          
        
        2000000.00000000
        PA
        USD
        2025028.40000000
        0.033007878611
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XEROX CORPORATION
        4KF48RN45X1OO8UBLY20
        Xerox Corp
        984121CQ4
        
          
          
        
        460000.00000000
        PA
        USD
        480715.87000000
        0.007835648667
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-03-15
          Variable
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METHANEX CORP
        549300TSJHRXT9QXRD13
        Methanex Corp
        59151KAK4
        
          
          
        
        1500000.00000000
        PA
        USD
        1593523.37000000
        0.025974364587
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2168932.01000000
        -0.03535350146
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Credit Suisse AG
              ANGGYXNX0JLX3X63JN86
            
            -65210759.56000000
            USD
            72742602292.00000000
            KRW
            2021-09-15
            -2168932.01000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -15321.57000000
        -0.00024974095
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3735447.67000000
            USD
            14328150.00000000
            PLN
            2021-10-19
            -15321.57000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        10200000.00000000
        PA
        
        15369931.89000000
        0.250529249906
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2034-02-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        42929.74000000
        0.000699752974
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2026-04-02
            3.26000000
            USD
            0.00000000
            USD
            10000000.00000000
            CNY
            42926.48000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS MALAYSIA GOVERNMENT
        000000000
        
          
        
        1.00000000
        NC
        USD
        22821.60000000
        0.000371991129
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PENERBANGAN MALAYSIA BERHAD
                PENERBANGAN MALAYSIA BERHAD
                
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            11664.73000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            11156.87000000
          
        
        
          N
          N
          N
        
      
      
        UAL 2007 PASS TRUST
        N/A
        UAL 2007-1 Pass Through Trust
        909287AA2
        
          
          
        
        41741.17000000
        PA
        USD
        43353.42000000
        0.000706658941
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-07-02
          Fixed
          6.63600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jupiter Mortgages No.1
        6354009QIELPOGEAFS09
        Jupiter Mortgage NO 1 PLC
        000000000
        
          
          
        
        4200000.00000000
        PA
        
        5860960.85000000
        0.095533417844
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-07-20
          Floating
          1.44962000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE LONDON
        969500TJ5KRTCJQWXH05
        Credit Agricole SA/London
        000000000
        
          
          
        
        600000000.00000000
        PA
        
        5637946.42000000
        0.091898291919
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-06-04
          Fixed
          1.24800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        USD
        4432.04000000
        0.000072242067
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            0.00000000
            USD
            -25432.03000000
            USD
            400000.00000000
            USD
            29864.07000000
          
        
        
          N
          N
          N
        
      
      
        BOFA SECURITIES, INC.
        549300HN4UKV1E2R3U73
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4090259.32000000
        0.066671056625
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            -100848384.00000000
            BRL
            23296000.00000000
            USD
            2021-09-30
            4090259.32000000
          
        
        
          N
          N
          N
        
      
      
        ARAB REPUBLIC OF EGYPT
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JW30
        
          
          
        
        1835000.00000000
        PA
        USD
        1921615.89000000
        0.031322259003
        Long
        DBT
        NUSS
        EG
        N
        
        2
        
          2023-02-21
          Fixed
          5.57700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
          
        
        3765000.00000000
        PA
        USD
        3912188.04000000
        0.063768502174
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        15640000.00000000
        PA
        
        24224612.97000000
        0.394860182861
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2035-03-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1422101.11000000
        0.023180188886
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2022-04-21
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXI Ltd
        55820JAL4
        
          
        
        10000000.00000000
        PA
        USD
        10007635.00000000
        0.163124033849
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          1.47613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGIAO AUTONOMA MADEIRA
        549300NI7DXWFX27WX21
        Regiao Autonoma Madeira
        000000000
        
          
          
        
        8750000.00000000
        PA
        
        10819221.18000000
        0.176352854794
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2032-05-29
          Fixed
          0.94300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        75224.14000000
        0.001226150350
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-03-02
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            JPY
            75224.14000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        75063.46000000
        0.001223531272
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-26
            0.00000000
            USD
            0.00000000
            USD
            6670000000.00000000
            COP
            75063.46000000
          
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        000000000
        
          
          
        
        7711000.00000000
        PA
        
        9205503.08000000
        0.150049316948
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        324433.12000000
        0.005288246348
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-02-05
            0.00000000
            USD
            -88.72000000
            USD
            330000000.00000000
            CNY
            324521.84000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        000000000
        
          
          
        
        2100000.00000000
        PA
        
        2713839.92000000
        0.044235477709
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2M5
        
          
          
        
        12100000.00000000
        PA
        USD
        12174660.75000000
        0.198446463354
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-09-30
          Fixed
          1.90400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        77586TAC0
        
          
          
        
        1000000.00000000
        PA
        USD
        1074756.97000000
        0.017518493865
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2023-08-22
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP IRS SAR
        000000000
        
          
        
        304125000.00000000
        OU
        Other
        
        495179.36000000
        0.008071402952
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    IRS SAR
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                    
                      
                    
                  
                  
                  2025-05-21
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  SAR
                
              
            
            304125000.00000000
            USD
            2.05000000
            SAR
            2023-05-17
            XXXX
            -15709.77000000
          
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        Emirates NBD Bank PJSC
        000000000
        
          
          
        
        4090000.00000000
        PA
        
        3448962.17000000
        0.056217939779
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2027-10-12
          Fixed
          4.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAISSE FRANCAISE DE FIN
        549300E6W08778I4OW85
        Caisse Francaise de Financement Local
        000000000
        
          
          
        
        28712000.00000000
        PA
        
        27732398.85000000
        0.452036946664
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-03-09
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        22535WAH0
        
          
          
        
        2545000.00000000
        PA
        USD
        2523955.60000000
        0.041140371199
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-01-26
          Fixed
          1.24700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK MUNI BONDS AGENCY
        635400EKWEL7NGLTZ567
        UK Municipal Bonds Agency Finance Co Designated Activity Co
        000000000
        
          
          
        
        750000.00000000
        PA
        
        1051735.23000000
        0.017143240461
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2060-08-26
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/KRW FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -66172.22000000
        -0.00107860443
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -3163206.14000000
            USD
            3573600505.00000000
            KRW
            2021-09-15
            -66172.22000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        3057000.00000000
        PA
        
        3622943.79000000
        0.059053832942
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TFS_18-3-A1
        N/A
        TFS_18-3-A1
        000000000
        
          
        
        6275287.88000000
        PA
        
        6439112.11000000
        0.104957259311
        Long
        ABS-MBS
        CORP
        LU
        N
        
        2
        
          2023-03-16
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -5829.96000000
        -0.00009502810
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-03-12
            0.00000000
            USD
            -6.31000000
            USD
            25000000.00000000
            CNY
            -5823.65000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        CDS REPUBLIC OF SLOVENIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        15996.52000000
        0.000260742610
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            
              
                REPUBLIKA SLOVENIJA
                REPUBLIKA SLOVENIJA
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-06-20
            0.00000000
            USD
            -37871.61000000
            USD
            900000.00000000
            USD
            53868.13000000
          
        
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        NTPC Ltd
        000000000
        
          
          
        
        11185000.00000000
        PA
        
        14268971.32000000
        0.232583638452
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        255302.76000000
        0.004161424358
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-11-04
            0.00000000
            USD
            0.00000000
            USD
            10220000000.00000000
            COP
            255302.76000000
          
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
          
        
        78000000.00000000
        PA
        
        1184098.25000000
        0.019300752177
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2037-01-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        69970.01000000
        0.001140508249
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-04-07
            0.00000000
            USD
            0.00000000
            USD
            159520000.00000000
            JPY
            69970.01000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PORTUGAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        315705.73000000
        0.005145990255
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PORTUGAL OBRIGACOES DO TESOURO OT
                PORTUGAL OBRIGACOES DO TESOURO OT
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            0.00000000
            USD
            -66843.78000000
            USD
            10000000.00000000
            USD
            382549.51000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        3736000.00000000
        PA
        
        4123408.05000000
        0.067211379544
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -445756.36000000
        -0.00726581010
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF SOUTH AFRICA
                Republic of South Africa Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2031-06-20
            0.00000000
            USD
            -376960.21000000
            USD
            3000000.00000000
            USD
            -68796.15000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -554950.05000000
        -0.00904566271
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-01-23
            0.00000000
            USD
            -20708.72000000
            USD
            4636000000.00000000
            HUF
            -534241.33000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2018-GS9
        36255NAS4
        
          
        
        7000000.00000000
        PA
        USD
        7826875.00000000
        0.127577736641
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          3.72700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
          
        
        300000.00000000
        PA
        
        248072.00000000
        0.004043563271
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2049-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        9220.73000000
        0.000150297515
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            0.00000000
            USD
            -5284.08000000
            USD
            1900000.00000000
            USD
            14504.81000000
          
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90352JAA1
        
          
          
        
        1100000.00000000
        PA
        USD
        1127441.76000000
        0.018377253748
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2023-05-23
          Fixed
          3.49100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
          
        
        44300000.00000000
        PA
        
        2193410.29000000
        0.035752496408
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2028-04-06
          Fixed
          7.02000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-1 Ltd
        437307AB7
        
          
        
        9211000.00000000
        PA
        USD
        9182562.88000000
        0.149675392643
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-07-25
          Floating
          1.63925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        Russian Railways Via RZD Capital PLC
        000000000
        
          
          
        
        9450000.00000000
        PA
        
        10521704.90000000
        0.171503351817
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-10-03
          Fixed
          0.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -119740.84000000
        -0.00195177070
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2050-08-26
            0.00000000
            USD
            0.00000000
            USD
            500000000.00000000
            JPY
            -119740.84000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137AYCF6
        
          
        
        17528289.82000000
        PA
        USD
        143025.59000000
        0.002331311162
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2022-10-25
          Variable
          0.78622100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        000000000
        
          
          
        
        6200000.00000000
        PA
        
        7625857.78000000
        0.124301164324
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-10-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        -38256.90000000
        -0.00062358587
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-07
            0.00000000
            USD
            0.00000000
            USD
            16000000.00000000
            SEK
            -38256.90000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/RON FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8999.00000000
        0.000146683325
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -2643251.65000000
            USD
            11029364.00000000
            RON
            2021-10-19
            8999.00000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJA8
        
          
        
        3330000.00000000
        PA
        USD
        3387164.48000000
        0.055210640005
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2017-BNK6
        060352AD3
        
          
        
        4400000.00000000
        PA
        USD
        4624240.28000000
        0.075374924041
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAR1
        
          
          
        
        515000.00000000
        PA
        USD
        578742.65000000
        0.009433481100
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BOXER PARENT CO INC
        5493006T045HLTF7YX04
        Boxer Parent Co Inc
        103186AB8
        
          
          
        
        4800000.00000000
        PA
        USD
        5119624.22000000
        0.083449661639
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-02
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/HKD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3991.87000000
        0.000065067314
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -49203685.00000000
            HKD
            6335827.94000000
            USD
            2021-08-18
            3991.87000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        46591HAT7
        
          
        
        1254354.17000000
        PA
        USD
        1312156.06000000
        0.021388089148
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-01-25
          Fixed
          33.78400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        5140000.00000000
        PA
        USD
        5576892.03000000
        0.090903107904
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -817219.16000000
        -0.01332063828
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -10538000.00000000
            USD
            1051903160.00000000
            JPY
            2023-10-31
            -817219.16000000
          
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119AJ8
        
          
          
        
        2000000.00000000
        PA
        USD
        2846927.80000000
        0.046404804613
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-11-06
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        287835.02000000
        0.004691698842
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-12-14
            138.22000000
            USD
            0.00000000
            USD
            1700000.00000000
            EUR
            287696.80000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        52107.91000000
        0.000849356763
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-01
            19.97000000
            USD
            0.00000000
            USD
            200000000.00000000
            JPY
            52087.94000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS ITRAXX.XO.34.V2
        000000000
        
          
        
        -5000000.00000000
        OU
        Other
        
        -5645.88000000
        -0.00009202760
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    CDS ITRAXX.XO.34.V2
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      ITRAXX.EU.XO.34.V2
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -5000000.00000000
            USD
            600.00000000
            EUR
            2021-11-17
            XXXX
            46310.54000000
          
        
        
          N
          N
          N
        
      
      
        Laurel Road Prime Student Loan
        N/A
        Laurel Road Prime Student Loan Trust 2018-C
        51888JAA6
        
          
        
        1432775.08358600
        PA
        USD
        1477873.54000000
        0.024089277173
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-08-25
          Variable
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        3572964.84000000
        0.058239178137
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2049-05-11
            630236.39000000
            USD
            0.00000000
            USD
            9135000.00000000
            EUR
            2942728.45000000
          
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        N/A
        Oaktown Re VI Ltd
        67401FAA8
        
          
        
        2640000.00000000
        PA
        USD
        2648510.04000000
        0.043170603385
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Q GENERIC RESIDUAL
        549300WN65YFEQH74Y36
        Province of Quebec Residual Strip
        74812ZSJ5
        
          
          
        
        9999940.00000000
        PA
        
        5761412.13000000
        0.093910777852
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2035-04-01
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS YEN FIN
        5493000T2SX5D8WRJG02
        Prologis Yen Finance LLC
        74346GAP7
        
          
          
        
        200000000.00000000
        PA
        
        1830385.47000000
        0.029835206956
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2036-06-27
          Fixed
          0.88500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, NA - CACL
        N/A
        JPMorgan Chase Bank NA - CACLN
        48128U2R9
        
          
        
        600000.00000000
        PA
        USD
        601801.44000000
        0.009809338417
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-12-26
          Fixed
          4.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
          
        
        1306000.00000000
        PA
        USD
        1382371.97000000
        0.022532605558
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2024-04-18
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        38747.89000000
        0.000631588993
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -115153152.00000000
            JPY
            1102893.90000000
            USD
            2023-10-31
            38747.89000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        1200000.00000000
        PA
        
        1334247.22000000
        0.021748174136
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2021-11-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        1171358.48000000
        0.019093094456
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            25280187.95000000
            BRL
            1171358.48000000
          
        
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        Codere Finance 2 Luxembourg SA
        000000000
        
          
          
        
        696000.00000000
        PA
        
        885134.54000000
        0.014427656150
        Long
        SN
        CORP
        LU
        
        N
        
        2
        
          2023-09-30
          Variable
          10.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAK5
        
          
          
        
        1910000.00000000
        PA
        
        2775482.67000000
        0.045240251968
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-03-07
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        -40698.75000000
        -0.00066338793
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-06-25
            0.00000000
            USD
            0.00000000
            USD
            72900000.00000000
            THB
            -40698.75000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        581914.49000000
        0.009485181959
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-10-30
            0.00000000
            USD
            0.00000000
            USD
            3050000.00000000
            EUR
            581914.49000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF IRELAND
        000000000
        
          
        
        1.00000000
        NC
        USD
        134068.49000000
        0.002185310805
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            
              
                IRISH TSY 4 1/2% 2020
                Ireland Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            50146.24000000
            USD
            0.00000000
            USD
            2800000.00000000
            USD
            83922.25000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2014-GC20
        36252WBA5
        
          
        
        30000000.00000000
        PA
        USD
        336831.00000000
        0.005490331276
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2047-04-10
          Variable
          0.42698900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -948065.75000000
        -0.01545343225
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -217837667.00000000
            GBP
            301901113.78000000
            USD
            2021-10-19
            -948065.75000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        3000000.00000000
        PA
        
        4145943.75000000
        0.067578710515
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2030-01-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAT9
        
          
          
        
        5055000.00000000
        PA
        USD
        5436564.49000000
        0.088615774845
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-28
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAF0
        
          
          
        
        2000000.00000000
        PA
        USD
        2152948.16000000
        0.035092965373
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-06-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTITUT CREDITO OFICIAL
        PJQDPSI1D8J2Q1IM3G17
        Instituto de Credito Oficial
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1590113.53000000
        0.025918784337
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2024-06-28
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding 2020-1 LLC
        68377AAA7
        
          
        
        1598339.77000000
        PA
        USD
        1605446.95000000
        0.026168718444
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-05-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        2300000.00000000
        PA
        USD
        2364876.79000000
        0.038547393219
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        742779.30000000
        0.012107271665
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-06
            0.00000000
            USD
            0.00000000
            USD
            -199767000.00000000
            USD
            742779.30000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        10500000.00000000
        PA
        
        1721081.70000000
        0.028053560055
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2028-06-27
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        2100000.00000000
        PA
        
        3074714.35000000
        0.050117715894
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2067-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2954347.52000000
        0.048155741576
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -7483216943.00000000
            JPY
            71293952.98000000
            USD
            2022-01-28
            2954347.52000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -232554.50000000
        -0.00379062866
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.00000000
            USD
            -855.63000000
            USD
            391310000.00000000
            MXN
            -231698.87000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        50000000.00000000
        PA
        
        535559.81000000
        0.008729602605
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2034-06-20
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        67567.05000000
        0.001101340101
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            Y
            
            
              
                
              
            
            2023-03-06
            0.00000000
            USD
            0.00000000
            USD
            3200000.00000000
            ILS
            67567.05000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        USD/ZAR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1587327.73000000
        -0.02587337591
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -121562962.00000000
            ZAR
            6557501.46000000
            USD
            2021-12-23
            -1587327.73000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        62573.89000000
        0.001019951801
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-19
            0.00000000
            USD
            -14.97000000
            USD
            24300000.00000000
            CNY
            62588.86000000
          
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDA5
        
          
          
        
        2905000.00000000
        PA
        USD
        3048366.78000000
        0.049688251600
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi RR Funding III Trust
        N/A
        Sofi RR Funding III Trust 2020-1
        78472DAA4
        
          
        
        2938226.13000000
        PA
        USD
        2950272.27000000
        0.048089315171
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-11-29
          Floating
          3.83925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38148LAC0
        
          
          
        
        1500000.00000000
        PA
        USD
        1622030.91000000
        0.026439036302
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-01-23
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
          
        
        2357000.00000000
        PA
        USD
        3179035.52000000
        0.051818146622
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        22243.03000000
        0.000362560462
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-06-23
            0.00000000
            USD
            0.00000000
            USD
            6725000.00000000
            NOK
            22243.03000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1103302.55000000
        -0.01798378563
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2044-08-15
            0.00000000
            USD
            0.00000000
            USD
            -4980000.00000000
            USD
            -1103302.55000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912828Z86
        
          
          
        
        2450000.00000000
        PA
        USD
        2496798.82000000
        0.040697716816
        Long
        DBT
        UST
        US
        N
        
        2
        
          2023-02-15
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
        
        5000000.00000000
        PA
        
        8432686.48000000
        0.137452438543
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-24
          Floating
          5.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF HUNGARY
        000000000
        
          
        
        1.00000000
        NC
        USD
        30837.27000000
        0.000502646217
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                HUNGARY
                Hungary Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            0.00000000
            USD
            -5941.06000000
            USD
            3550000.00000000
            USD
            36778.33000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & COMPANY LLC
        9R7GPTSO7KV3UQJZQ078
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        112679.30000000
        0.001836667898
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & COMPANY LLC
              9R7GPTSO7KV3UQJZQ078
            
            Y
            
            
              
                
              
            
            2023-08-19
            0.00000000
            USD
            0.00000000
            USD
            16000000.00000000
            MYR
            112679.30000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        670781.97000000
        0.010933718184
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-12-03
            600553.84000000
            USD
            0.00000000
            USD
            969000000.00000000
            JPY
            70228.13000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -884421.77000000
        -0.01441603802
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2024-01-02
            0.00000000
            USD
            0.00000000
            USD
            81379945.39000000
            BRL
            -884421.77000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        17360.08000000
        0.000282968581
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2021-10-27
            0.00000000
            USD
            -28.00000000
            USD
            2240000.00000000
            AUD
            17388.08000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        Turkey Government International Bond
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        6146257.81000000
        0.100183746414
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-03-31
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        13980000.00000000
        PA
        
        19736830.23000000
        0.321709511040
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        175484.27000000
        0.002860386295
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-03
            0.00000000
            USD
            -74.20000000
            USD
            78000000.00000000
            CNY
            175558.47000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        2138000.00000000
        PA
        
        2764495.09000000
        0.045061154872
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2038-02-08
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        45600.51000000
        0.000743286414
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2023-04-17
            0.00000000
            USD
            -83.09000000
            USD
            3300000000.00000000
            KRW
            45683.60000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -985779.43000000
        -0.01606816366
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -463177579.14000000
            MXN
            20111922.67000000
            USD
            2023-04-28
            -985779.43000000
          
        
        
          N
          N
          N
        
      
      
        KINROSS GOLD CORP
        549300UEBMAQDN0K0R06
        Kinross Gold Corp
        496902AN7
        
          
          
        
        1000000.00000000
        PA
        USD
        1116379.25000000
        0.018196935296
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-03-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        254900JW7GE35YNJGJ55
        Israel Electric Corp Ltd
        46507NAE0
        
          
          
        
        3000000.00000000
        PA
        USD
        3341938.62000000
        0.054473460370
        Long
        DBT
        CORP
        IL
        N
        
        2
        
          2023-06-21
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Merrill Lynch Mortgage Investo
        N/A
        Merrill Lynch Mortgage Investors Trust Series 2004-HE2
        59020UKZ7
        
          
        
        34652.16000000
        PA
        USD
        34637.03000000
        0.000564582146
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2035-08-25
          Floating
          1.28925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        CDS ESKOM HOLDINGS SOC LTD
        000000000
        
          
        
        1.00000000
        NC
        
        168738.60000000
        0.002750432154
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            
              
                ESKOM HOLDINGS SOC LTD
                Eskom Holdings SOC Ltd
                
                  
                  
                
              
            
            Y
            Default Event
            
            2023-12-20
            279862.83000000
            USD
            0.00000000
            USD
            -2640000.00000000
            EUR
            -111124.23000000
          
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        JBS USA LUX SA / JBS USA Finance Inc
        472141AA8
        
          
          
        
        2741000.00000000
        PA
        USD
        3008248.40000000
        0.049034323676
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAG6
        
          
          
        
        11370000.00000000
        PA
        USD
        11414503.66000000
        0.186055934434
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BT0
        
          
          
        
        5250000.00000000
        PA
        USD
        6172047.47000000
        0.100604116798
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        SWOP CDS CDX.NA.HY.36.V1
        000000000
        
          
        
        -5000000.00000000
        OU
        Other
        USD
        -5855.16000000
        -0.00009543886
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Put
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    CDS CDX.NA.HY.36.V1
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.36.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -5000000.00000000
            USD
            101.00000000
            USD
            2021-09-15
            XXXX
            5644.84000000
          
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BD2
        
          
          
        
        1000000.00000000
        PA
        USD
        1066580.29000000
        0.017385214321
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-12
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        2367065.62000000
        0.038583071057
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2026-09-30
          Fixed
          0.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEX BONOS DESARR FIX RT
        254900EGTWEU67VP6075
        Mexican Bonos
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        525646.63000000
        0.008568018184
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2023-12-07
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAN9
        
          
          
        
        3250000.00000000
        PA
        USD
        3519503.16000000
        0.057367754979
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-01
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        EUR/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -611539.22000000
        -0.00996806382
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -8629502.25000000
            GBP
            9591000.00000000
            EUR
            2021-08-31
            -611539.22000000
          
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        915424.80000000
        0.014921386127
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-09-13
          Fixed
          0.57500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BN6H2
        
          
        
        44827484.56000000
        PA
        USD
        1532145.15000000
        0.024973902156
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-12-25
          Variable
          0.88260100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-FCMT
        95003EAG1
        
          
        
        2200000.00000000
        PA
        USD
        2206865.98000000
        0.035971823594
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Floating
          3.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        8990000.00000000
        PA
        
        1455551.62000000
        0.023725430806
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2024-09-19
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -8563.81000000
        -0.00013958974
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-05
            0.00000000
            USD
            0.00000000
            USD
            700000000.00000000
            JPY
            -8563.81000000
          
        
        
          N
          N
          N
        
      
      
        TOTE SHIPHOLDINGS INC
        N/A
        Tote Shipholdings LLC
        89156HAA5
        
          
        
        102000.00000000
        PA
        USD
        108802.60000000
        0.001773477850
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-10-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        10521000.00000000
        PA
        
        16048416.90000000
        0.261588527321
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        746297.67000000
        0.012164620950
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-03-28
            0.00000000
            USD
            0.00000000
            USD
            30000000.00000000
            PLN
            746297.67000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DR3
        
          
          
        
        1400000.00000000
        PA
        USD
        1373056.34000000
        0.022380761177
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-01-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN FINANCE CORP
        N/A
        Agriculture Forestry & Fisheries Finance Corp
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        1023756.85000000
        0.016687194032
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2027-03-19
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -40355.68000000
        -0.00065779590
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -134572126.00000000
            MXN
            6677328.42000000
            USD
            2021-09-15
            -40355.68000000
          
        
        
          N
          N
          N
        
      
      
        BPCE SA
        9695005MSX1OYEMGDF46
        BPCE SA
        05583JAJ1
        
          
          
        
        7422000.00000000
        PA
        USD
        7367377.72000000
        0.120087950107
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-01-20
          Fixed
          2.27700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAD0
        
          
          
        
        725000.00000000
        PA
        USD
        802148.62000000
        0.013074989109
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-05-01
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        Morgan Stanley Capital I Trust 2016-UBS9
        61766CAB5
        
          
        
        285637.57000000
        PA
        USD
        294104.41000000
        0.004793889638
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-03-15
          Fixed
          2.98200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJZ3
        
          
          
        
        25850000.00000000
        PA
        USD
        26331229.80000000
        0.429197949484
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-14
          Fixed
          2.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        895000.00000000
        PA
        
        1176310.07000000
        0.019173805167
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-07-30
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROLOGIS YEN FINANCE
        5493000T2SX5D8WRJG02
        Prologis Yen Finance LLC
        74346GAB8
        
          
          
        
        700000000.00000000
        PA
        
        6575045.92000000
        0.107172974755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-09-25
          Fixed
          0.97200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORP ANDINA DE FOMENTO
        UKZ46SXGNYCZK0UOZE76
        Corp Andina de Fomento
        219868BS4
        
          
          
        
        3300000.00000000
        PA
        USD
        3410992.40000000
        0.055599034109
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2022-06-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE
        222100KDGL314CKTZ511
        DH Europe Finance II Sarl
        23291KAB1
        
          
          
        
        2200000.00000000
        PA
        
        2677201.70000000
        0.043638276249
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.45000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2017-P8
        17326DAB8
        
          
        
        2000000.00000000
        PA
        USD
        2084412.20000000
        0.033975832079
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.10900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900I4ZKD8IMM1O953
        Bellemeade Re 2019-2 Ltd
        07877BAC4
        
          
        
        532157.98000000
        PA
        USD
        532158.03000000
        0.008674153733
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-04-25
          Floating
          1.53925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        21100000.00000000
        PA
        
        29292257.22000000
        0.477462573153
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        York CLO Ltd
        5493009C48K5WG4EX118
        York CLO-2 Ltd
        98625TAJ4
        
          
        
        5000000.00000000
        PA
        USD
        4999993.00000000
        0.081499677733
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-01-22
          Floating
          1.28825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1178987.27000000
        -0.01921744341
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -31685000.00000000
            USD
            3340421851.00000000
            JPY
            2022-01-28
            -1178987.27000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        4485.68000000
        0.000073116397
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2022-10-07
            0.00000000
            USD
            0.00000000
            USD
            655000000.00000000
            KRW
            4485.68000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        395724.81000000
        0.006450297927
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-03-18
            0.00000000
            USD
            -4503.02000000
            USD
            126600000.00000000
            ZAR
            400227.83000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        000000000
        
          
          
        
        1600000.00000000
        PA
        
        1193404.48000000
        0.019452443338
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        2535000.00000000
        PA
        USD
        2626365.33000000
        0.042809645534
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIO
        W22LROWP2IHZNBB6K528
        Goldman Sachs International
        000000000
        
          
          
        
        3685000.00000000
        PA
        
        4554797.77000000
        0.074243014019
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-05-29
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARRICK PD AU FIN PTY LT
        5493008DX0TK7OFLV260
        Barrick PD Australia Finance Pty Ltd
        06849UAD7
        
          
          
        
        50000.00000000
        PA
        USD
        70479.05000000
        0.001148805580
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2039-10-15
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB59
        
          
          
        
        1240000.00000000
        PA
        USD
        1605329.74000000
        0.026166807926
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2120-04-03
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        DEUTSCHE BANK AG
        000000000
        
          
          
        
        9000000.00000000
        PA
        
        1371261.51000000
        0.022351505522
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-10
          Fixed
          3.66150000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BK RECON & DEVELOP
        ZTMSNXROF84AHWJNKQ93
        International Bank for Reconstruction & Development
        000000000
        
          
          
        
        1145000.00000000
        PA
        
        839952.46000000
        0.013691190128
        Long
        DBT
        NUSS
        US
        
        N
        
        2
        
          2022-03-07
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KOREA EXPRESSWAY CORP
        988400EZO9DR1OFL5772
        Korea Expressway Corp
        000000000
        
          
          
        
        7500000.00000000
        PA
        
        6461014.47000000
        0.105314266867
        Long
        DBT
        NUSS
        KR
        N
        
        2
        
          2032-05-11
          Fixed
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA Issuance Trust
        N/A
        MRA Issuance Trust 2020-7
        55347FAA0
        
          
        
        11820000.00000000
        PA
        USD
        11824471.51000000
        0.192738393321
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2021-12-11
          Floating
          1.70025000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        104150.68000000
        0.001697651747
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-12-20
            0.00000000
            USD
            0.00000000
            USD
            2420000000.00000000
            CLP
            104150.68000000
          
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
          
        
        4050000.00000000
        PA
        USD
        4215883.99000000
        0.068718733515
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        MEG Energy Corp
        552704AE8
        
          
          
        
        1225000.00000000
        PA
        USD
        1289774.18000000
        0.021023265436
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        000000000
        
          
          
        
        500000.00000000
        PA
        USD
        499901.03000000
        0.008148365976
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2026-11-21
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS DKK
        000000000
        
          
        
        1.00000000
        NC
        
        142363.47000000
        0.002320518633
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            13000000.00000000
            DKK
            142363.47000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        -292545.90000000
        -0.00476848599
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-08-05
            0.00000000
            USD
            -106.18000000
            USD
            10550000.00000000
            AUD
            -292439.72000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        738641.44000000
        0.012039824719
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-04-12
            0.00000000
            USD
            -1166.23000000
            USD
            345920000.00000000
            CNY
            739807.67000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        373309.37000000
        0.006084927188
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2051-03-30
            0.00000000
            USD
            0.00000000
            USD
            1650000000.00000000
            JPY
            373309.37000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        284398.21000000
        0.004635678982
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-12-04
            0.00000000
            USD
            0.00000000
            USD
            350000000.00000000
            JPY
            284398.21000000
          
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        90351DAB3
        
          
          
        
        2500000.00000000
        PA
        USD
        2799424.13000000
        0.045630496769
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-24
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDISH EXPORT CREDIT
        1FOLRR5RWTWWI397R131
        Svensk Exportkredit AB
        00254ECJ9
        
          
          
        
        110000.00000000
        PA
        USD
        73070.25000000
        0.001191042032
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2037-05-11
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        549300ROA1URR67W0G46
        OZLM XX Ltd
        67112MAA3
        
          
        
        5000000.00000000
        PA
        USD
        4988752.50000000
        0.081316458051
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-20
          Floating
          1.18425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHINA GOVT INTL BOND
        300300CHN201808MOF68
        China Government International Bond
        000000000
        
          
          
        
        1800000.00000000
        PA
        
        2142583.54000000
        0.034924022499
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2031-11-12
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GENERAL ELECTRIC CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        99813.40000000
        0.001626954264
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                GENERAL ELECTRIC CO
                General Electric Co
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            77257.81000000
            USD
            0.00000000
            USD
            12360000.00000000
            USD
            22555.59000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24349.37000000
        0.000396893717
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -5744431.43000000
            USD
            18640680.00000000
            ILS
            2021-09-17
            24349.37000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JPMCC Commercial Mortgage Securities Trust 2017-JP6
        48128KAS0
        
          
        
        4600000.00000000
        PA
        USD
        4786440.30000000
        0.078018777614
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-15
          Fixed
          3.10850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        35370.82000000
        0.000576542893
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            0.00000000
            USD
            -67067.61000000
            USD
            8525000.00000000
            USD
            102438.43000000
          
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851AT9
        
          
          
        
        600000.00000000
        PA
        
        790289.82000000
        0.012881691163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA GOVERNMENT
        254900GSIL471JOBYY43
        Malaysia Government Bond
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        2262887.20000000
        0.036884967148
        Long
        DBT
        NUSS
        MY
        N
        
        2
        
          2031-04-15
          Fixed
          2.63200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS GREECE HELLENIC REPUBLIC
        000000000
        
          
        
        1.00000000
        NC
        USD
        16622.33000000
        0.000270943286
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                HELLENIC REPUBLIC
                Hellenic Republic Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-06-20
            0.00000000
            USD
            -117437.45000000
            USD
            1000000.00000000
            USD
            134059.78000000
          
        
        
          N
          N
          N
        
      
      
        HYDRO-QUEBEC
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        448814DF7
        
          
          
        
        1000000.00000000
        PA
        USD
        1596482.55000000
        0.026022599098
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NXP BV/NXP FDG/NXP USA
        N/A
        NXP BV / NXP Funding LLC / NXP USA Inc
        62954HAC2
        
          
          
        
        575000.00000000
        PA
        USD
        621681.24000000
        0.010133378329
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2027-05-01
          Fixed
          3.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        8108355.00000000
        PA
        
        11710643.04000000
        0.190882993999
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2027-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        11575000.00000000
        PA
        
        13763660.19000000
        0.224347088070
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY 6.875 23-STRIP
        815600DE60799F5A9309
        Repubic of Italy Government International Bond Coupon Strip
        465413CJ9
        
          
          
        
        775000.00000000
        PA
        USD
        767986.28000000
        0.012518144390
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2023-03-27
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oaktown Re Ltd
        2549008N2FD0KB1Y5E03
        Oaktown Re III Ltd
        67400KAA8
        
          
        
        30245.08000000
        PA
        USD
        30253.54000000
        0.000493131442
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2029-07-25
          Floating
          1.48925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        300000000.00000000
        PA
        
        2715674.27000000
        0.044265377538
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2039-12-20
          Fixed
          0.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        500000000.00000000
        PA
        
        4585753.70000000
        0.074747594390
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2025-04-18
          Fixed
          0.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2019-11 Ltd
        12482XAA7
        
          
        
        25000000.00000000
        PA
        USD
        25013530.00000000
        0.407719497604
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          1.49425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CASSA DEL TRENTINO SPA
        815600ECB4F640532453
        Cassa Del Trentino SPA
        000000000
        
          
          
        
        514454.08000000
        PA
        
        626613.05000000
        0.010213766627
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2026-06-17
          Fixed
          1.16000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSG III Securitization Trust
        N/A
        MSG III Securitization Trust 2021-1
        55368MAB7
        
          
        
        2505000.00000000
        PA
        USD
        2498733.74000000
        0.040729255931
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-06-25
          Floating
          0.99100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -44626.50000000
        -0.00072741009
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-18
            9.49000000
            USD
            0.00000000
            USD
            3120000000.00000000
            KRW
            -44635.99000000
          
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        1528604.69000000
        0.024916192806
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2023-04-09
          Fixed
          1.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        912704.53000000
        0.014877045840
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-21
          Fixed
          0.62000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCB7
        
          
          
        
        675000.00000000
        PA
        USD
        737230.81000000
        0.012016831509
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -2458.18000000
        -0.00004006823
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-01-08
            0.00000000
            USD
            0.00000000
            USD
            1000000000.00000000
            JPY
            -2458.18000000
          
        
        
          N
          N
          N
        
      
      
        European Loan Conduit
        N/A
        Salus European Loan Conduit NO 33 DAC
        000000000
        
          
          
        
        500000.00000000
        PA
        
        694092.33000000
        0.011313676081
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2029-01-23
          Floating
          1.57275000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        147267.96000000
        0.002400461616
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-13
            15373.41000000
            USD
            0.00000000
            USD
            1750000.00000000
            NZD
            131894.55000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        800000.00000000
        PA
        
        995163.00000000
        0.016221115468
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2028-04-17
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        34204.48000000
        0.000557531599
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-06
            0.00000000
            USD
            0.00000000
            USD
            6080000.00000000
            PLN
            34204.48000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        168439.99000000
        0.002745564824
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2043-05-09
            0.00000000
            USD
            0.00000000
            USD
            166000000.00000000
            JPY
            168439.99000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-GS2
        52475BAA0
        
          
        
        1360859.30000000
        PA
        USD
        1361974.93000000
        0.022200134655
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        53079EBJ2
        
          
          
        
        90000.00000000
        PA
        USD
        101996.91000000
        0.001662545386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-10-15
          Fixed
          3.95100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        561485.82000000
        0.009152195489
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2036-03-26
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            AUD
            561485.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        96969.75000000
        0.001580602887
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                REPUBLIC OF INDONESIA
                REPUBLIC OF INDONESIA
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            0.00000000
            USD
            -138773.89000000
            USD
            6100000.00000000
            USD
            235743.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        218104.89000000
        0.003555100626
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-06-21
            0.00000000
            USD
            -189.39000000
            USD
            46800000.00000000
            ZAR
            218294.28000000
          
        
        
          N
          N
          N
        
      
      
        NUTRIEN LTD
        5493002QQ7GD21OWF963
        Nutrien Ltd
        67077MAL2
        
          
          
        
        1450000.00000000
        PA
        USD
        1568137.88000000
        0.025560582157
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCRAFT FINANCE CO LTD
        549300V406LJMUES1M40
        Aircraft Finance Co Ltd
        000000000
        
          
          
        
        3042560.80000000
        PA
        USD
        3167179.34000000
        0.051624891381
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-29
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        22900000.00000000
        PA
        
        29808639.38000000
        0.485879580862
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2025-12-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        45038.75000000
        0.000734129749
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-08-15
            19.86000000
            USD
            0.00000000
            USD
            256500000.00000000
            JPY
            45018.89000000
          
        
        
          N
          N
          N
        
      
      
        Real Estate Asset Liquidity Tr
        N/A
        Real Estate Asset Liquidity Trust
        75585RRT4
        
          
        
        2184933.46000000
        PA
        
        1801571.86000000
        0.029365546312
        Long
        ABS-MBS
        CORP
        CA
        N
        
        2
        
          2055-02-12
          Variable
          2.38100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBC4
        
          
          
        
        4410000.00000000
        PA
        USD
        4799204.77000000
        0.078226837944
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NZ LOCAL GOVT FUND AGENC
        254900ZJG39H1CAH6K02
        New Zealand Local Government Funding Agency Bond
        000000000
        
          
          
        
        2100000.00000000
        PA
        
        1364633.14000000
        0.022243463367
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        MYR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -435934.90000000
        -0.00710572072
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -14999076.48000000
            USD
            61814194.00000000
            MYR
            2021-09-15
            -435934.90000000
          
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAB0
        
          
        
        1300000.00000000
        PA
        USD
        1428168.56000000
        0.023279088068
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-11-14
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Long Beach Mortgage Loan Trust
        N/A
        Long Beach Mortgage Loan Trust 2004-3
        542514GM0
        
          
        
        116627.85000000
        PA
        USD
        115750.23000000
        0.001886723929
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-07-25
          Floating
          0.94425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG BANK NV
        529900GGYMNGRQTDOO93
        BNG Bank NV
        000000000
        
          
          
        
        30000000.00000000
        PA
        
        1940619.93000000
        0.031632024064
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2022-08-15
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -3276464.21000000
        -0.05340623021
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-02-28
            0.00000000
            USD
            0.00000000
            USD
            -665000000.00000000
            ZAR
            -3276464.21000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ICELAND
        254900IPCJWRC6XAJN15
        Iceland Government International Bond
        000000000
        
          
          
        
        2560000.00000000
        PA
        USD
        2650933.50000000
        0.043210105682
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2022-05-11
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        371576.03000000
        0.006056673819
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-12-19
            0.00000000
            USD
            -11508.19000000
            USD
            2300000.00000000
            EUR
            383084.22000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BK7
        
          
          
        
        624550.00000000
        PA
        USD
        729305.66000000
        0.011887651894
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL FINANCE CORP
        QKL54NQY28TCDAI75F60
        International Finance Corp
        000000000
        
          
          
        
        20000000.00000000
        PA
        
        1006549.95000000
        0.016406722279
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2022-07-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deutsche Bank Commercial Mortg
        N/A
        DBJPM 16-C3 Mortgage Trust
        23312VAC0
        
          
        
        1500000.00000000
        PA
        USD
        1533670.20000000
        0.024998760408
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-08-10
          Fixed
          2.36200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        USD/CLP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -202079.99000000
        -0.00329389542
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            -4482493400.00000000
            CLP
            5687000.00000000
            USD
            2021-10-29
            -202079.99000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        1705759.77000000
        0.027803813234
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-05-08
            1075130.88000000
            USD
            0.00000000
            USD
            20830000.00000000
            GBP
            630628.89000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        92853.87000000
        0.001513514215
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                SPAIN GOVERNMENT INTERNATIONAL BOND
                SPAIN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            27097.75000000
            USD
            0.00000000
            USD
            3000000.00000000
            USD
            65756.12000000
          
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        Lloyds Banking Group PLC
        539439AM1
        
          
          
        
        2250000.00000000
        PA
        USD
        2536530.37000000
        0.041345339426
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-12-10
          Fixed
          4.58200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        487602.97000000
        0.007947908110
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-12-09
            0.00000000
            USD
            0.00000000
            USD
            200000000.00000000
            CNY
            487602.97000000
          
        
        
          N
          N
          N
        
      
      
        JAPAN (10 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Ten Year Bond
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        922380.89000000
        0.015034770105
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2030-09-20
          Fixed
          0.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -159259.30000000
        -0.00259591995
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-14
            0.00000000
            USD
            0.00000000
            USD
            5445000.00000000
            USD
            -159259.30000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -260868.23000000
        -0.00425214128
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            8710000.00000000
            USD
            -260868.23000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        113153.73000000
        0.001844401088
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -65863428.00000000
            CNY
            10286046.53000000
            USD
            2021-08-18
            113153.73000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        1279213.02000000
        0.020851118968
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-03-01
            756495.72000000
            USD
            0.00000000
            USD
            51390000.00000000
            NZD
            522717.30000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        46513JB34
        
          
          
        
        5000000.00000000
        PA
        USD
        5384583.30000000
        0.087768483612
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN BK RECON & DEV
        549300HTGDOVDU6OGK19
        European Bank for Reconstruction & Development
        000000000
        
          
          
        
        4500000.00000000
        PA
        
        1096152.42000000
        0.017867238809
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-07-10
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        2087976.57000000
        0.034033931161
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
              
                
              
            
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            30469990.00000000
            BRL
            2087976.57000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BFDR9
        
          
        
        3507032.75000000
        PA
        USD
        51.55000000
        0.000000840262
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2021-09-25
          Variable
          0.41996300
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        000000000
        
          
          
        
        500000.00000000
        PA
        
        619246.79000000
        0.010093696895
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-06-27
          Variable
          5.14500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUNDESREPUB. DEUTSCHLAND
        529900AQBND3S6YJLY83
        Bundesrepublik Deutschland Bundesanleihe
        000000000
        
          
          
        
        100000.00000000
        PA
        
        117991.01000000
        0.001923248550
        Long
        DBT
        NUSS
        DE
        N
        
        2
        
          2050-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -631416.00000000
        -0.01029205451
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5354000.00000000
            USD
            511039300.00000000
            JPY
            2023-10-31
            -631416.00000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        10815000.00000000
        PA
        
        14342845.85000000
        0.233787790215
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        86765BAV1
        
          
          
        
        2200000.00000000
        PA
        USD
        2649331.45000000
        0.043183992334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-10-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREYSTONE COML CAP TRUST
        N/A
        Greystone Commercial Capital Trust Series 2021-1
        39809KAA4
        
          
        
        6000000.00000000
        PA
        USD
        6000000.00000000
        0.097799750200
        Long
        DBT
        CORP
        US
        N
        
        3
        
          2024-02-01
          Floating
          3.03000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        Berkshire Hathaway Inc
        000000000
        
          
          
        
        1640000000.00000000
        PA
        
        14985525.00000000
        0.244263433603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-13
          Fixed
          0.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BGK32
        
          
          
        
        11879850.89000000
        PA
        USD
        191137.30000000
        0.003115530032
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2024-12-25
          Variable
          0.52277400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, N.A.
        1IE8VN30JCEQV1H4R804
        CDS KINGDOM OF SAUDI ARABIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        27795.19000000
        0.000453060439
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              HSBC BANK USA, N.A.
              1IE8VN30JCEQV1H4R804
            
            
              
                SAUDI INTERNATIONAL BOND
                Saudi Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            13266.45000000
            USD
            0.00000000
            USD
            3000000.00000000
            USD
            14528.74000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        290000.00000000
        PA
        
        391218.81000000
        0.006376850315
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        45508.36000000
        0.000741784373
        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
            -1679.10000000
            USD
            4500000.00000000
            USD
            47187.46000000
          
        
        
          N
          N
          N
        
      
      
        DAIMLER INTERNATIONAL FINANCE BV
        529900RUGCXMPEENHQ31
        DAIMLER INTERNATIONAL FINANCE BV
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        155301.36000000
        0.002531405702
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2022-09-27
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        New Residential Mortgage Loan
        N/A
        New Residential Mortgage Loan Trust 2018-4
        64828FCQ3
        
          
        
        1016013.55000000
        PA
        USD
        1018529.50000000
        0.016601988445
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2048-01-25
          Floating
          0.83925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AL7
        
          
          
        
        5715000.00000000
        PA
        USD
        6157618.98000000
        0.100368933012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        N/A
        Andorra International Bond
        000000000
        
          
          
        
        400000.00000000
        PA
        
        492536.29000000
        0.008028321021
        Long
        DBT
        NUSS
        AD
        N
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        1336936.35000000
        0.021792006843
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-04-18
            0.00000000
            USD
            -42910.86000000
            USD
            1815000000.00000000
            JPY
            1379847.21000000
          
        
        
          N
          N
          N
        
      
      
        TCW CLO
        N/A
        TCW CLO 2018-1 Ltd
        87240UAA8
        
          
        
        15000000.00000000
        PA
        USD
        14985918.00000000
        0.244269839487
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-25
          Floating
          1.17525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        000000000
        
          
          
        
        240000.00000000
        PA
        
        305486.43000000
        0.004979416090
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2026-01-20
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAE9
        
          
          
        
        10635000.00000000
        PA
        USD
        11551282.67000000
        0.188285426603
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-12-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        21982.79000000
        0.000358318561
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-04-25
            13.02000000
            USD
            0.00000000
            USD
            12700000.00000000
            SEK
            21969.77000000
          
        
        
          N
          N
          N
        
      
      
        SASOL FINANCING INT
        N/A
        Sasol Financing International Ltd
        803865AA2
        
          
          
        
        800000.00000000
        PA
        USD
        818894.45000000
        0.013347945441
        Long
        DBT
        CORP
        IM
        
        N
        
        2
        
          2022-11-14
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDISH EXPORT CREDIT
        1FOLRR5RWTWWI397R131
        Svensk Exportkredit AB
        000000000
        
          
          
        
        1400000.00000000
        PA
        
        61575.04000000
        0.001003670588
        Long
        DBT
        NUSS
        SE
        N
        
        2
        
          2027-06-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -4698.61000000
        -0.00007658714
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2028-10-17
            0.00000000
            USD
            0.00000000
            USD
            1280000000.00000000
            KRW
            -4698.61000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        85730.36000000
        0.001397401298
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-11
            0.00000000
            USD
            0.00000000
            USD
            3540000.00000000
            PLN
            85730.36000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        18500000.00000000
        PA
        
        3044257.79000000
        0.049621275234
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2030-05-21
          Fixed
          3.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        4200000.00000000
        PA
        
        5089368.82000000
        0.082956499878
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2024-02-21
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTSONS COS/SAFEWAY
        N/A
        Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
        013092AD3
        
          
          
        
        5000000.00000000
        PA
        USD
        5127671.50000000
        0.083580831968
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        Codere Finance 2 Luxembourg SA
        000000000
        
          
          
        
        224000.00000000
        PA
        
        284870.89000000
        0.004643383646
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-30
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS REPUBLIC OF IRELAND
        000000000
        
          
        
        1.00000000
        NC
        USD
        89797.85000000
        0.001463701216
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                IRISH TSY 4 1/2% 2020
                Ireland Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            3512.95000000
            USD
            0.00000000
            USD
            2000000.00000000
            USD
            86284.90000000
          
        
        
          N
          N
          N
        
      
      
        Navient Student Loan Trust
        N/A
        Navient Private Education Refi Loan Trust 2021-A
        63942BAB0
        
          
        
        1850000.00000000
        PA
        USD
        1885437.86000000
        0.030732558621
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2069-05-15
          Fixed
          2.24000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -82732.97000000
        -0.00134854396
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -21115130.40000000
            ZAR
            1332000.00000000
            USD
            2021-12-23
            -82732.97000000
          
        
        
          N
          N
          N
        
      
      
        SATA AIR ACORES
        549300DOCAXSMYEDK195
        Sata Air Acores-Sociedade Acoriana de Transportes Aereos SA
        000000000
        
          
        
        15000000.00000000
        PA
        
        17499330.16000000
        0.285238353053
        Long
        DBT
        CORP
        PT
        N
        
        2
        
          2030-11-06
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        000000000
        
          
          
        
        4176000.00000000
        PA
        
        5317176.27000000
        0.086669751829
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2032-04-28
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
          
        
        1300000.00000000
        PA
        USD
        1448335.17000000
        0.023607802972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Variable
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -376371.36000000
        -0.00613483749
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-01-12
            0.00000000
            USD
            0.00000000
            USD
            7780000.00000000
            USD
            -376371.36000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        84604.33000000
        0.001379047056
        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
            112770.19000000
            USD
            0.00000000
            USD
            2100000.00000000
            USD
            -28165.86000000
          
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BANK CHINA
        300300C1020211000045
        EXPORT-IMPORT BANK OF CHINA/THE
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        1605791.32000000
        0.026174331661
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2029-05-20
          Fixed
          3.86000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ferrellgas Partners LP
        529900YP52A6C5K57L34
        Ferrellgas Partners LP
        315293308
        
          
          
        
        2731.00000000
        NS
        USD
        628130.00000000
        0.010238492848
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        125013.51000000
        0.002037715008
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-20
            36964.23000000
            USD
            0.00000000
            USD
            135000000.00000000
            JPY
            88049.28000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS CENTRAL BANK OF TUNISIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        58945.22000000
        0.000960804631
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                BNQ CEN TUNISIA INT BOND
                Banque Centrale de Tunisie International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2022-12-20
            19933.60000000
            USD
            0.00000000
            USD
            -700000.00000000
            USD
            39011.62000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -368666.93000000
        -0.00600925561
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-07
            0.00000000
            USD
            0.00000000
            USD
            13365000.00000000
            USD
            -368666.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        519628.18000000
        0.008469917700
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -52107881.00000000
            BRL
            10519619.05000000
            USD
            2021-08-03
            519628.18000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        477531.64000000
        0.007783745850
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-04-06
            0.00000000
            USD
            0.00000000
            USD
            675000000.00000000
            JPY
            477531.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -761687.01000000
        -0.01241546655
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2028-10-22
            0.00000000
            USD
            0.00000000
            USD
            -29797000.00000000
            GBP
            -761687.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        4700000.00000000
        PA
        
        6541753.63000000
        0.106630311814
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2028-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        4825000.00000000
        PA
        
        5445629.08000000
        0.088763527284
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2033-10-25
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
        
        300000.00000000
        PA
        
        156125.59000000
        0.002544840616
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2065-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
          
        
        2975000.00000000
        PA
        USD
        3531412.79000000
        0.057561881452
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        1875000.00000000
        PA
        USD
        2037090.30000000
        0.033204487079
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2024-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        14404.03000000
        0.000234785089
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -24529046565.00000000
            IDR
            1704589.75000000
            USD
            2021-09-15
            14404.03000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
          
        
        5000000.00000000
        PA
        USD
        4760156.25000000
        0.077590348694
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        8120000.00000000
        PA
        
        13325871.33000000
        0.217211147879
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-10-31
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
          
        
        9115000.00000000
        PA
        USD
        9352485.76000000
        0.152445128513
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ford Credit Floorplan Master O
        5493001DTG5N7T8BG747
        Ford Credit Floorplan Master Owner Trust A
        34528QHS6
        
          
        
        2100000.00000000
        PA
        USD
        2120278.23000000
        0.034560446874
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-15
          Fixed
          1.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        8212000.00000000
        PA
        
        12495282.60000000
        0.203672586160
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2035-03-26
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        COMM Mortgage Trust
        N/A
        COMM 2012-CCRE1 Mortgage Trust
        12624BAE6
        
          
        
        2649440.66000000
        PA
        USD
        17996.33000000
        0.000293339429
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-05-15
          Variable
          1.85690900
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
          
        
        168000.00000000
        PA
        
        180587.58000000
        0.002943570035
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2036-01-31
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD CALL VERSUS MXN PUT
        000000000
        
          
        
        159750000.00000000
        NC
        USD
        379722.52000000
        0.006189461266
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    USD CALL VERSUS MXN PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            159750000.00000000
            USD
            26.00000000
            USD
            2022-02-23
            XXXX
            -11293209.98000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5059.10000000
        0.000082463119
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -5801396.33000000
            USD
            37593344.09000000
            CNY
            2021-08-18
            5059.10000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        5945000.00000000
        PA
        
        7346583.15000000
        0.119748999482
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YBX6
        
          
          
        
        6090000.00000000
        PA
        USD
        6698874.24000000
        0.109191371215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-21
          Fixed
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SOUTH AFRICA
        378900AAFB4F17004C49
        Republic of South Africa Government Bond
        000000000
        
          
          
        
        10000000.00000000
        PA
        
        619550.46000000
        0.010098646704
        Long
        DBT
        NUSS
        ZA
        N
        
        2
        
          2035-02-28
          Fixed
          8.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTER-AMERICAN DEVEL BK
        VKU1UKDS9E7LYLMACP54
        Inter-American Development Bank
        000000000
        
          
          
        
        137000000000.00000000
        PA
        
        9962252.66000000
        0.162384303596
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2023-03-14
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SATA AIR ACORES-SOCIEDADE ACORIANA DE TRANSPORTES AEREOS SA
        000000000
        
          
        
        -15000000.00000000
        NC
        
        -195731.25000000
        -0.00319041122
        N/A
        DE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                SATA AIR ACORES
                Sata Air Acores-Sociedade Acoriana de Transportes Aereos SA
                
                  
                  
                
              
            
            1.00000000
            USD
            103.70000000
            EUR
            2021-11-19
            XXXX
            -1039.50000000
          
        
        
          N
          N
          N
        
      
      
        OSLO KOMMUNE
        5967007LIEEXZXGVU850
        City of Oslo Norway
        000000000
        
          
          
        
        9000000.00000000
        PA
        
        1076339.79000000
        0.017544293765
        Long
        DBT
        NUSS
        NO
        N
        
        2
        
          2023-11-08
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        549300HFD82A7GIR1V82
        St Pauls CLO II DAC
        000000000
        
          
        
        11000000.00000000
        PA
        
        13051633.77000000
        0.212741087068
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-10-15
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        000000000
        
          
          
        
        27000000.00000000
        PA
        
        3517329.05000000
        0.057332317077
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-23
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRIPS
        254900HROIFWPRGM1V77
        United States Treasury Strip Coupon
        912833XP0
        
          
          
        
        400000.00000000
        PA
        USD
        362125.00000000
        0.005902622423
        Long
        DBT
        UST
        US
        N
        
        2
        
          2029-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05971KAC3
        
          
          
        
        1600000.00000000
        PA
        USD
        1760809.36000000
        0.028701119259
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2029-06-27
          Fixed
          3.30600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE INTERNATIONAL
        E58DKGMJYYYJLN8C3868
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        45260.26000000
        0.000737740353
        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
            -3664.32000000
            USD
            1100000.00000000
            USD
            48924.58000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        186114.96000000
        0.003033666099
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-01-12
            0.00000000
            USD
            0.00000000
            USD
            7000000.00000000
            ILS
            186114.96000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        400000.00000000
        PA
        USD
        398253.34000000
        0.006491512861
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA INTL
        529900QWWUI4XRVR7I03
        Republic of Austria Government International Bond
        052591AS3
        
          
          
        
        2123000.00000000
        PA
        
        2280792.25000000
        0.037176818718
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-12-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
        
        27000000.00000000
        PA
        
        846422.79000000
        0.013796656237
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-28
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AL1
        
          
          
        
        2500000.00000000
        PA
        USD
        2342742.75000000
        0.038186609288
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680BB8
        
          
          
        
        7350000.00000000
        PA
        USD
        7789847.89000000
        0.126974196290
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -1360968.52000000
        -0.02218373021
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            77540636.33000000
            BRL
            -1360968.52000000
          
        
        
          N
          N
          N
        
      
      
        ORGANON & CO/ORG
        549300SH15FO4Y2G3V63
        Organon & Co / Organon Foreign Debt Co-Issuer BV
        68622TAA9
        
          
          
        
        1575000.00000000
        PA
        USD
        1615240.40000000
        0.026328351272
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        8685860.00000000
        PA
        
        10994919.09000000
        0.179216723412
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2023-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEXIA CREDIT LOCAL
        F4G136OIPBYND1F41110
        Dexia Credit Local SA
        000000000
        
          
          
        
        2800000.00000000
        PA
        
        4112291.36000000
        0.067030177959
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-02-12
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        689072.68000000
        0.011231855995
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-09-10
            590161.35000000
            USD
            0.00000000
            USD
            20447900000.00000000
            KRW
            98911.33000000
          
        
        
          N
          N
          N
        
      
      
        LADBROKES GROUP FIN PLC
        213800QOWHF5R9VLL274
        Ladbrokes Group Finance PLC
        000000000
        
          
          
        
        1210000.00000000
        PA
        
        1765995.00000000
        0.028785644975
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-09-08
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        158082.08000000
        0.002576731322
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-05-12
            11.06000000
            USD
            0.00000000
            USD
            16800000.00000000
            ZAR
            158071.02000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        201527.88000000
        0.003284896053
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            Y
            
            
              
                
              
            
            2029-03-13
            0.00000000
            USD
            0.00000000
            USD
            8050000.00000000
            ILS
            201527.88000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
          
        
        9615000.00000000
        PA
        USD
        9760731.00000000
        0.159099508928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        37595.65000000
        0.000612807529
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                REPUBLIC OF INDONESIA
                REPUBLIC OF INDONESIA
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            0.00000000
            USD
            -84699.90000000
            USD
            2365000.00000000
            USD
            122295.55000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        148564.48000000
        0.002421594838
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-05-15
            0.00000000
            USD
            0.00000000
            USD
            200000000.00000000
            JPY
            148564.48000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        USD CALL VERSUS MXN PUT
        000000000
        
          
        
        -319500000.00000000
        NC
        USD
        -159836.54000000
        -0.00260532894
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    USD CALL VERSUS MXN PUT
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            -319500000.00000000
            USD
            31.50000000
            USD
            2022-02-23
            XXXX
            11129437.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS ITALY REPUBLIC OF
        000000000
        
          
        
        1.00000000
        NC
        USD
        56370.04000000
        0.000918829305
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            0.00000000
            USD
            0.00000000
            USD
            4000000.00000000
            USD
            56370.04000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        4200000.00000000
        PA
        
        8142114.92000000
        0.132716134213
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITANO DE LISBOA
        213800Q167XJFGRJJK66
        Metropolitano de Lisboa EPE
        000000000
        
          
          
        
        300000.00000000
        PA
        
        473913.64000000
        0.007724772601
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2025-12-23
          Fixed
          7.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        549300OM5GJJFIKCOZ48
        Shackleton 2014-V-R CLO Ltd
        81881JAC6
        
          
        
        5000000.00000000
        PA
        USD
        4999990.00000000
        0.081499628834
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-07
          Floating
          1.26988000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        161350.07000000
        0.002629999423
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-01
            0.00000000
            USD
            -187.47000000
            USD
            30000000.00000000
            ZAR
            161537.54000000
          
        
        
          N
          N
          N
        
      
      
        UBS AG AUSTRALIA
        BFM8T61CT2L1QCEMIK50
        UBS AG/Australia
        000000000
        
          
          
        
        1855000.00000000
        PA
        
        1372386.28000000
        0.022369839227
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-07-30
          Fixed
          1.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAR0
        
          
          
        
        2965000.00000000
        PA
        USD
        3111045.26000000
        0.050709908215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF QUEBEC
        549300WN65YFEQH74Y36
        Province of Quebec Canada
        74815HBZ4
        
          
          
        
        500000.00000000
        PA
        USD
        612857.52000000
        0.009989552060
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-01-30
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAB2
        
          
          
        
        2600000.00000000
        PA
        USD
        2905956.25000000
        0.047366965890
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2030-01-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAQ3
        
          
          
        
        4600000.00000000
        PA
        USD
        5913632.17000000
        0.096391958167
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-04-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        000000000
        
          
          
        
        12147200.00000000
        PA
        USD
        12693414.64000000
        0.206902130163
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -154871.86000000
        -0.00252440487
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            5270000.00000000
            USD
            -154871.86000000
          
        
        
          N
          N
          N
        
      
      
        HYDRO-QUEBEC
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        44889ZCN4
        
          
          
        
        1000000.00000000
        PA
        
        1237844.04000000
        0.020176806316
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2040-02-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAZ4
        
          
          
        
        4645000.00000000
        PA
        USD
        4683891.56000000
        0.076347237422
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2026-09-11
          Fixed
          1.62100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
        
        2075000.00000000
        PA
        
        3054148.97000000
        0.049782501056
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2047-10-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        306770.91000000
        0.005000353061
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-04-10
            0.00000000
            USD
            0.00000000
            USD
            2000000.00000000
            EUR
            306770.91000000
          
        
        
          N
          N
          N
        
      
      
        TIME WARNER ENTERTAINMEN
        N/A
        Time Warner Entertainment Co LP
        88731EAJ9
        
          
          
        
        2065000.00000000
        PA
        USD
        3164046.86000000
        0.051573832088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BON Y OBLIG ESTADO STRIP
        9598007A56S18711AH60
        Spain Government Bond Coupon Strip
        000000000
        
          
          
        
        300000.00000000
        PA
        
        270523.41000000
        0.004409520320
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2044-07-30
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        3781840.25000000
        0.061643838624
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-03-26
            0.00000000
            USD
            -6573.12000000
            USD
            344070000.00000000
            ZAR
            3788413.37000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        128283.11000000
        0.002091009352
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-09-27
            0.00000000
            USD
            0.00000000
            USD
            175000000.00000000
            JPY
            128283.11000000
          
        
        
          N
          N
          N
        
      
      
        Shackleton CLO LTD
        549300OM5GJJFIKCOZ48
        Shackleton 2014-V-R CLO Ltd
        81881JAE2
        
          
        
        6500000.00000000
        PA
        USD
        6499961.65000000
        0.105949104280
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-05-07
          Floating
          1.86988000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        3200000.00000000
        PA
        
        3890900.00000000
        0.063421508009
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Paragon Mortgages PLC
        NC14LGCCXH6KWEV2DR91
        Paragon Mortgages No 12 PLC
        000000000
        
          
          
        
        1041055.70000000
        PA
        
        1209819.55000000
        0.019720008296
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2038-11-15
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Zais CLO 8, Limited
        549300XI7G6FVIEXZ367
        Zais CLO 8 Ltd
        98885GAA6
        
          
        
        6697898.23000000
        PA
        USD
        6692663.82000000
        0.109090141628
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.07613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZE7
        
          
        
        29390726.90000000
        PA
        USD
        3574694.18000000
        0.058267366307
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.57197600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007OD9MH69ES1S63
        Wells Fargo Commercial Mortgage Trust 2016-LC24
        95000HBK7
        
          
        
        20910000.00000000
        PA
        USD
        969579.97000000
        0.015804113144
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Variable
          1.00223000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBD6
        
          
          
        
        5520000.00000000
        PA
        USD
        6514576.10000000
        0.106187319206
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2029-05-16
          Fixed
          4.97200000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        340000.00000000
        PA
        
        519604.37000000
        0.008469529598
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2114-03-19
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        -617567.74000000
        -0.01006632845
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -563431.13000000
            USD
            5000000.00000000
            USD
            -54136.61000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        000000000
        
          
          
        
        2000000.00000000
        PA
        USD
        2276905.60000000
        0.037113466484
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2030-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        217057.82000000
        0.003538033429
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-12-05
            0.00000000
            USD
            -99.52000000
            USD
            80000000.00000000
            CNY
            217157.34000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2850056.05000000
        -0.04645579495
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-05-31
            0.00000000
            USD
            0.00000000
            USD
            -88904000.00000000
            USD
            -2850056.05000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -816297.95000000
        -0.01330562259
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            63124455.98000000
            BRL
            -816297.95000000
          
        
        
          N
          N
          N
        
      
      
        Santander Consumer Auto Receiv
        N/A
        Santander Consumer Auto Receivables Trust 2021-A
        80282Y205
        
          
        
        6000.00000000
        PA
        USD
        868607.98000000
        0.014158273911
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-08-15
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAK9
        
          
          
        
        629000.00000000
        PA
        USD
        861159.16000000
        0.014036858455
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        USD/MXN FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        80430.35000000
        0.001311011356
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -6119126.03000000
            USD
            127231622.00000000
            MXN
            2022-02-25
            80430.35000000
          
        
        
          N
          N
          N
        
      
      
        Equifirst Mortgage Loan Trust
        N/A
        EquiFirst Mortgage Loan Trust 2004-1
        29445FAR9
        
          
          
        
        564793.31000000
        PA
        USD
        547084.55000000
        0.008917455388
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          0.56925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYDRO-QUEBEC
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        44881HEU4
        
          
          
        
        654000.00000000
        PA
        USD
        823003.46000000
        0.013414922133
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2025-03-28
          Variable
          8.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        N/A
        Taurus CMBS
        000000000
        
          
        
        5300000.00000000
        PA
        
        7367000.00000000
        0.120081793287
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        2549009SOTYJD2MZFC61
        Bellemeade Re 2018-3 Ltd
        07877TAB7
        
          
        
        518435.35000000
        PA
        USD
        519795.36000000
        0.008472642727
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-10-25
          Floating
          1.93925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        8914.68000000
        0.000145308912
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-01-15
            0.00000000
            USD
            0.00000000
            USD
            950000000.00000000
            JPY
            8914.68000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS DKK
        000000000
        
          
        
        1.00000000
        NC
        
        29450.54000000
        0.000480042575
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-08-29
            19.08000000
            USD
            0.00000000
            USD
            5000000.00000000
            DKK
            29431.46000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        3606773.00000000
        PA
        
        6176024.55000000
        0.100668943036
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2037-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        000000000
        
          
          
        
        100000000.00000000
        PA
        
        927085.83000000
        0.015111460431
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-09-25
          Fixed
          1.23200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        Spectrum Brands Inc
        000000000
        
          
          
        
        675000.00000000
        PA
        
        817754.83000000
        0.013329369683
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        343838.41000000
        0.005604551767
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2028-07-19
            0.00000000
            USD
            0.00000000
            USD
            25830000000.00000000
            COP
            343838.41000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        1784646.06000000
        0.029089656477
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            31909707.10000000
            BRL
            1784646.06000000
          
        
        
          N
          N
          N
        
      
      
        BONOS DE TESORERIA
        254900STKLK2DBJJZ530
        Peru Government Bond
        000000000
        
          
          
        
        22000000.00000000
        PA
        
        4683609.84000000
        0.076342645398
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2040-08-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        6700000.00000000
        PA
        
        9299010.48000000
        0.151573483675
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -227073.99000000
        -0.00370129658
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-06-01
            44.71000000
            USD
            0.00000000
            USD
            80785000.00000000
            CNY
            -227118.70000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ICELAND
        254900IPCJWRC6XAJN15
        Iceland Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        598711.12000000
        0.009758966329
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2022-12-20
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A
        N/A
        LAUREL ROAD PRIME STUDENT LOAN TRUST 2018-A
        518888102
        
          
        
        3430000.00000000
        PA
        USD
        1494330.39000000
        0.024357523143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2043-02-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -3027.97000000
        -0.00004935578
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-01-08
            0.00000000
            USD
            0.00000000
            USD
            2000000000.00000000
            JPY
            -3027.97000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
          
        
        3000000.00000000
        PA
        USD
        3431799.30000000
        0.055938185712
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        JPMCC Commercial Mortgage Securities Trust 2017-JP7
        465968AC9
        
          
        
        5100000.00000000
        PA
        USD
        5374796.67000000
        0.087608961950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-09-15
          Fixed
          3.37850000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300WH2OE0BGHQQP83
        Battalion CLO VIII Ltd
        07132ACC5
        
          
        
        5500000.00000000
        PA
        USD
        5500007.15000000
        0.089649887561
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-07-18
          Floating
          1.20388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BD4
        
          
          
        
        875000.00000000
        PA
        USD
        1010178.60000000
        0.016465869122
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        Kingdom of Belgium Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        108037.40000000
        0.001761005122
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2071-06-22
          Fixed
          0.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        34917.39000000
        0.000569152003
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -4733767.76000000
            USD
            3429000.00000000
            GBP
            2022-01-28
            34917.39000000
          
        
        
          N
          N
          N
        
      
      
        PERU ENHANCED PASS-THRU
        549300O4IWRO77V4HJ21
        Peru Enhanced Pass-Through Finance Ltd
        000000000
        
          
          
        
        1185363.72000000
        PA
        USD
        1129457.45000000
        0.018410109411
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF ARGENTINA
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        000000000
        
          
          
        
        519215225.00000000
        PA
        
        1200955.87000000
        0.019575530681
        Long
        DBT
        NUSS
        AR
        N
        
        2
        
          2033-12-31
          Variable
          4.33000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        218421.65000000
        0.003560263801
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-09-01
            0.00000000
            USD
            -140.32000000
            USD
            129600000.00000000
            CNY
            218561.97000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        886084.20000000
        0.014443135569
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-11-13
            0.00000000
            USD
            0.00000000
            USD
            60110000.00000000
            PLN
            886084.20000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -348485.74000000
        -0.00568030305
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-02-28
            0.00000000
            USD
            0.00000000
            USD
            4500000000.00000000
            CLP
            -348485.74000000
          
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        Natwest Group PLC
        780097BK6
        
          
          
        
        5860000.00000000
        PA
        USD
        6364022.29000000
        0.103733298371
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-03-22
          Fixed
          4.26900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banc of America Funding Corpor
        549300LENCFK8RITKD65
        Banc of America Funding 2014-R5 Trust
        05990PAA3
        
          
        
        96721.17000000
        PA
        USD
        97771.73000000
        0.001593675128
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2045-09-26
          Floating
          1.65938000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        73762.07000000
        0.001202318670
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -8929465.00000000
            USD
            7577536.93000000
            EUR
            2021-10-19
            73762.07000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-FCMT
        95003EAE6
        
          
        
        1700000.00000000
        PA
        USD
        1705310.12000000
        0.027796483958
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Floating
          2.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS-Barclays Commercial Mortga
        N/A
        UBS-Barclays Commercial Mortgage Trust 2012-C2
        90269CAH3
        
          
        
        4126619.07000000
        PA
        USD
        32758.75000000
        0.000533966261
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-05-10
          Variable
          1.27683600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        7000000.00000000
        PA
        
        8463588.63000000
        0.137956142302
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2027-05-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FWHV5
        
          
        
        49199558.72000000
        PA
        USD
        5418165.36000000
        0.088315869792
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-07-25
          Variable
          1.42695600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAJ0
        
          
          
        
        1700000.00000000
        PA
        USD
        1789654.55000000
        0.029171294655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        242010.57000000
        0.003944762215
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-09-25
            0.00000000
            USD
            0.00000000
            USD
            7580000.00000000
            AUD
            242010.57000000
          
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
          
        
        6765000.00000000
        PA
        USD
        7240606.83000000
        0.118021589878
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        QHSFEYI7HUOXXZ413E03
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        20853.40000000
        0.000339909551
        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
            -13994.76000000
            USD
            1640000.00000000
            USD
            34848.16000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -856001.00000000
        -0.01395278066
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-11-05
            0.00000000
            USD
            0.00000000
            USD
            57000000000.00000000
            COP
            -856001.00000000
          
        
        
          N
          N
          N
        
      
      
        Cantor Commercial Real Estate
        N/A
        Cantor Commercial Real Estate Lending 2019-CF2
        12528YAD5
        
          
        
        16531000.00000000
        PA
        USD
        17108641.08000000
        0.278870137315
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2052-11-15
          Fixed
          2.64660000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS REPUBLIC OF AUSTRIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -37402.68000000
        -0.00060966212
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                REPUBLIC OF AUSTRIA
                REPUBLIC OF AUSTRIA
                
                  
                
              
            
            Y
            Default Event
            
            2025-06-20
            0.00000000
            USD
            -30962.61000000
            USD
            -1000000.00000000
            USD
            -6440.07000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        130829.45000000
        0.002132514588
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-23
            0.00000000
            USD
            0.00000000
            USD
            50000000.00000000
            CNY
            130829.45000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        119997.57000000
        0.001955955395
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-08-09
            0.00000000
            USD
            0.00000000
            USD
            160000000.00000000
            JPY
            119997.57000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -42585.78000000
        -0.00069414644
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-12-16
            0.00000000
            USD
            0.00000000
            USD
            562610000.00000000
            CLP
            -42585.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        79977.51000000
        0.001303630083
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.00000000
            USD
            0.00000000
            USD
            5607000000.00000000
            COP
            79977.51000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        53815.88000000
        0.000877196603
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-11
            0.00000000
            USD
            0.00000000
            USD
            8535000.00000000
            SEK
            53815.88000000
          
        
        
          N
          N
          N
        
      
      
        QUEBEC CITY
        N/A
        City of Quebec Canada
        747874SN6
        
          
        
        2500000.00000000
        PA
        
        2072978.10000000
        0.033789456725
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2029-11-28
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG LONDON
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/London
        000000000
        
          
        
        1814000.00000000
        PA
        USD
        1794649.74000000
        0.029252716044
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-11-07
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        22026.18000000
        0.000359025816
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-01-08
            0.00000000
            USD
            0.00000000
            USD
            1500000000.00000000
            JPY
            22026.18000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        400000000.00000000
        PA
        
        3706046.87000000
        0.060408409686
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2023-07-07
          Fixed
          1.13000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYDRO-QUEBEC
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        448814DL4
        
          
          
        
        800000.00000000
        PA
        USD
        1321123.16000000
        0.021534252505
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-11-15
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        AUD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -530856.52000000
        -0.00865293917
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -19530568.48000000
            USD
            25867960.00000000
            AUD
            2022-01-28
            -530856.52000000
          
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
          
        
        2490000.00000000
        PA
        USD
        2530417.95000000
        0.041245707235
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WPC EUROBOND BV
        5493005XDMOLBARL5M14
        WPC Eurobond BV
        000000000
        
          
          
        
        9950000.00000000
        PA
        
        11882957.57000000
        0.193691713664
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUCKLAND COUNCIL
        213800RWHTSELJS5LA96
        Auckland Council
        000000000
        
          
          
        
        2000000.00000000
        PA
        
        1605208.81000000
        0.026164836772
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2026-03-09
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS GENERALITAT DE CATALUNA
        000000000
        
          
        
        1.00000000
        NC
        USD
        28060.40000000
        0.000457383351
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                GENERALITAT DE CATALUNYA
                Autonomous Community of Catalonia
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -160243.40000000
            USD
            2960000.00000000
            USD
            188303.80000000
          
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        58507LAP4
        
          
          
        
        500000.00000000
        PA
        
        652466.09000000
        0.010635170102
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2039-07-02
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISLE OF MAN
        549300ZXHSYV21BRHW71
        Isle of Man Government International Bond
        000000000
        
          
        
        4978000.00000000
        PA
        
        9417666.35000000
        0.153507569416
        Long
        DBT
        NUSS
        IM
        N
        
        2
        
          2030-03-29
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF LATVIA
        25490002QDEB2KTLNK39
        Latvia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118193.40000000
        0.001926547499
        Long
        DBT
        NUSS
        LV
        N
        
        2
        
          2031-03-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORFOLK SOUTHERN CORP
        54930036C8MWP850MI84
        Norfolk Southern Corp
        655844BX5
        
          
          
        
        232000.00000000
        PA
        USD
        271763.10000000
        0.004429727215
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2047-11-01
          Fixed
          3.94200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA OPERATIONS CO LLC
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAD4
        
          
          
        
        14300000.00000000
        PA
        USD
        15198801.76000000
        0.247739835912
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-07-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299AK0
        
          
          
        
        800000.00000000
        PA
        USD
        1184355.73000000
        0.019304949090
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2029-04-01
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF DENMARK
        549300PTO6LS1PTM6607
        Denmark Government Bond
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        793174.76000000
        0.012928715565
        Long
        DBT
        NUSS
        DK
        N
        
        2
        
          2052-11-15
          Fixed
          0.25000000
          N
          N
          N
        
        
          N