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Form NPORT-P PRUDENTIAL GLOBAL TOTAL For: Jul 30

September 27, 2021 12:25 PM EDT

  
    NPORT-P
    false
    
      
      
        
          0000793159
          XXXXXXXX
        
      
      
      
      
        S000059804
        C000195658
        C000195657
        C000195660
        C000195659
      
      
    
  
  
    
      Prudential Global Total Return Fund, Inc.
      811-04661
      0000793159
      549300X4XNCFYMTTNX09
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-800-225-1852
      PGIM Global Total Return (USD Hedged) Fund
      S000059804
      549300QIZG04PLRGJT57
      2021-10-31
      2021-07-30
      N
    
    
      68964204.60
      1123099.10
      67841105.50
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      491070.00000000
      0.00000000
      0.00000000
      167858.37000000
      
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        Taurus CMBS
        N/A
        Taurus CMBS
        000000000
        
          
        
        100000.00000000
        PA
        
        139000.00000000
        0.204890529090
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        3209.82000000
        0.004731379266
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-04-01
            0.37000000
            USD
            0.00000000
            USD
            1400000.00000000
            CNY
            3209.45000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1271.55000000
        0.001874306131
        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
            -607.01000000
            USD
            100000.00000000
            USD
            1878.56000000
          
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        ARD Finance SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121900.14000000
        0.179684778279
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        44836.04000000
        0.066089783870
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-10-30
            5057.46000000
            USD
            0.00000000
            USD
            235000.00000000
            EUR
            39778.58000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -20571.30000000
        -0.03032276648
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-03-31
            0.00000000
            USD
            0.00000000
            USD
            5145000.00000000
            CZK
            -20571.30000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        PLN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        94.63000000
        0.000139487703
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -179656.00000000
            PLN
            46740.08000000
            USD
            2021-10-19
            94.63000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        CDS CDX.NA.HY.BB.36.V1
        000000000
        
          
        
        1.00000000
        NC
        USD
        15531.70000000
        0.022894231875
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                CDX.NA.HY.BB.36
                CDX.NA.HY.BB.36
                
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            15037.79000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            493.91000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAA0
        
          
          
        
        25000.00000000
        PA
        USD
        28345.12000000
        0.041781630460
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        11274.36000000
        0.016618773996
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-04-12
            0.00000000
            USD
            -17.86000000
            USD
            5280000.00000000
            CNY
            11292.22000000
          
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAK9
        
          
          
        
        25000.00000000
        PA
        USD
        34227.31000000
        0.050452170181
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1028.59000000
        0.001516175174
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -264354.00000000
            ZAR
            18965.06000000
            USD
            2021-09-15
            1028.59000000
          
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        Bellemeade Re Ltd
        07876MAA5
        
          
        
        150000.00000000
        PA
        USD
        150823.46000000
        0.222318694379
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2031-03-25
          Floating
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        581.79000000
        0.000857577416
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            410000.00000000
            SEK
            581.79000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        4089.88000000
        0.006028616382
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-23
            0.00000000
            USD
            -0.13000000
            USD
            1150000.00000000
            MXN
            4090.01000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        THREE-MONTH SOFR
        000000000
        
          
          
        
        -3.00000000
        NC
        USD
        557.01000000
        0.000821050889
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-06-14
            -750144.51000000
            USD
            557.01000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PANAMA
        549300SHS4T08CL0LP14
        Panama Government International Bond
        698299BF0
        
          
          
        
        200000.00000000
        PA
        USD
        220714.17000000
        0.325339878195
        Long
        DBT
        NUSS
        PA
        N
        
        2
        
          2028-03-17
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        22451.69000000
        0.033094522612
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-16
            0.00000000
            USD
            -38.00000000
            USD
            3200000.00000000
            ZAR
            22489.69000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        13441.81000000
        0.019813665919
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-03-01
            7582.79000000
            USD
            0.00000000
            USD
            540000.00000000
            NZD
            5859.02000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        95000U2T9
        
          
          
        
        105000.00000000
        PA
        USD
        105192.84000000
        0.155057673699
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-05-19
          Fixed
          0.80500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        260337.46000000
        0.383745898716
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2025-12-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        300000.00000000
        PA
        
        395910.94000000
        0.583585625679
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AL3
        
          
        
        89366.98000000
        PA
        USD
        89619.37000000
        0.132101871482
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAQ2
        
          
          
        
        5000.00000000
        PA
        USD
        5715.20000000
        0.008424391020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-03-24
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2409.21000000
        -0.00355125404
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -52286902.00000000
            JPY
            474325.16000000
            USD
            2021-09-02
            -2409.21000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        EURO FOREIGN EXCHANGE CURRENCY
        000000000
        
          
          
        
        -59.00000000
        NC
        USD
        234214.80000000
        0.345240246711
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CHICAGO MERCANTILE EXCHANGE
                EURO CURRENCY 2PM
                
                  
                  
                
              
            
            2021-09-13
            -8985389.80000000
            USD
            234214.80000000
          
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAJ3
        
          
          
        
        70000.00000000
        PA
        USD
        75600.13000000
        0.111437054928
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        760942BB7
        
          
          
        
        39407.00000000
        PA
        USD
        45325.40000000
        0.066811116455
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2027-10-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        44251.77000000
        0.065228550852
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-05-08
            50942.08000000
            USD
            0.00000000
            USD
            225000.00000000
            GBP
            -6690.31000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -37588.63000000
        -0.05540686538
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-02-13
            0.00000000
            USD
            -27568.34000000
            USD
            150500000.00000000
            HUF
            -10020.29000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        8036.01000000
        0.011845340580
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            306295.60000000
            BRL
            8036.01000000
          
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CP9
        
          
          
        
        10000.00000000
        PA
        USD
        9929.48000000
        0.014636377056
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPBX0
        
          
          
        
        75000.00000000
        PA
        USD
        78643.60000000
        0.115923228874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        Ascent Resources Utica Holdings LLC / ARU Finance Corp
        04364VAG8
        
          
          
        
        25000.00000000
        PA
        USD
        25837.59000000
        0.038085449536
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        3461.85000000
        0.005102879698
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-04-25
            1979.75000000
            USD
            0.00000000
            USD
            2000000.00000000
            SEK
            1482.10000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & COMPANY LLC
        9R7GPTSO7KV3UQJZQ078
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        1802.67000000
        0.002657194317
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & COMPANY LLC
              9R7GPTSO7KV3UQJZQ078
            
            Y
            
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            EUR
            1802.67000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        -3720.40000000
        -0.00548399082
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2050-09-03
            0.00000000
            USD
            -0.34000000
            USD
            35000.00000000
            GBP
            -3720.06000000
          
        
        
          N
          N
          N
        
      
      
        DIRECTV HOLDINGS/FING
        N/A
        DIRECTV Holdings LLC / DIRECTV Financing Co Inc
        25461LAA0
        
          
          
        
        45000.00000000
        PA
        USD
        46557.30000000
        0.068626977194
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        48000.00000000
        PA
        
        78014.91000000
        0.114996519330
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MY4
        
          
          
        
        100000.00000000
        PA
        USD
        103369.50000000
        0.152370011128
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.56100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        6174468X0
        
          
          
        
        75000.00000000
        PA
        USD
        73649.94000000
        0.108562411324
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-28
          Fixed
          1.92800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMONDBACK ENERGY INC
        549300R22LSX6OHWEN64
        Diamondback Energy Inc
        25278XAR0
        
          
          
        
        15000.00000000
        PA
        USD
        15738.85000000
        0.023199577725
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-24
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        BRL/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        401.60000000
        0.000591971485
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -353607.00000000
            BRL
            67984.35000000
            USD
            2021-09-02
            401.60000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2511.09000000
        -0.00370142847
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-03-10
            0.00000000
            USD
            0.00000000
            USD
            -990000.00000000
            USD
            -2511.09000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAC7
        
          
          
        
        30000.00000000
        PA
        USD
        32223.73000000
        0.047498827978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-04-22
          Fixed
          3.21700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCJ3
        
          
          
        
        250000.00000000
        PA
        USD
        254927.64000000
        0.375771647765
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          2.06900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC Holdings PLC
        404280CT4
        
          
          
        
        200000.00000000
        PA
        USD
        207588.40000000
        0.305992065533
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2032-05-24
          Fixed
          2.80400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBK6
        
          
          
        
        65000.00000000
        PA
        USD
        69569.76000000
        0.102548093058
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2033-04-15
          Fixed
          3.41900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BM2
        
          
          
        
        25000.00000000
        PA
        USD
        25520.35000000
        0.037617827439
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-03-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        BX Commercial Mortgage Trust 2020-BXLP
        05607QAX6
        
          
        
        94773.39000000
        PA
        USD
        94898.23000000
        0.139883083125
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        31817.03000000
        0.046899338926
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            568892.67000000
            BRL
            31817.03000000
          
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        DISH DBS Corp
        25470XAY1
        
          
          
        
        50000.00000000
        PA
        USD
        57106.60000000
        0.084176989126
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CBAM CLO Management
        N/A
        CBAM 2019-11 Ltd
        12482XAA7
        
          
        
        250000.00000000
        PA
        USD
        250135.30000000
        0.368707582455
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-20
          Floating
          1.49425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        5 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        22.00000000
        NC
        USD
        21873.35000000
        0.032242030607
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                UNITED STATES TREASURY NOTE/BOND
                
                  
                  
                  
                
              
            
            2021-09-30
            2715923.47000000
            USD
            21873.35000000
          
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        210000.00000000
        PA
        
        242370.26000000
        0.357261660483
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTITUT CREDITO OFICIAL
        PJQDPSI1D8J2Q1IM3G17
        Instituto de Credito Oficial
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        117401.28000000
        0.173053312051
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2022-09-22
          Fixed
          0.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        46935.52000000
        0.069184485798
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2049-05-11
            5854.61000000
            USD
            0.00000000
            USD
            120000.00000000
            EUR
            41080.91000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAB8
        
          
          
        
        75000.00000000
        PA
        USD
        77870.62000000
        0.114783831168
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-02-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        Cold Storage Trust 2020-ICE5
        193051AQ2
        
          
        
        98299.05000000
        PA
        USD
        99069.10000000
        0.146031081406
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.85873000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        6879.50000000
        0.010140607157
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2028-07-27
            11481.39000000
            USD
            0.00000000
            USD
            498340000.00000000
            COP
            -4601.89000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS UNITED MEXICAN STATES
        000000000
        
          
        
        1.00000000
        NC
        USD
        5405.44000000
        0.007967794687
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -247.81000000
            USD
            520000.00000000
            USD
            5653.25000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        8067.15000000
        0.011891241955
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            97603.82000000
            BRL
            8067.15000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        6728.54000000
        0.009918087198
        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
            -1150.60000000
            USD
            475000.00000000
            USD
            7879.14000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        817477AF9
        
          
          
        
        200000.00000000
        PA
        USD
        190780.97000000
        0.281217366070
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2030-12-01
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        549300PMR5HYNUPR5R97
        Lendmark Funding Trust 2019-1
        52604FAA5
        
          
        
        100000.00000000
        PA
        USD
        102077.22000000
        0.150465148301
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-12-20
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAD6
        
          
        
        100000.00000000
        PA
        USD
        111357.46000000
        0.164144524443
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2031-04-14
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        3682.54000000
        0.005428183949
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2023-12-20
            3413.13000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            269.41000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1791.05000000
        -0.00264006605
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            60000.00000000
            USD
            -1791.05000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        912810RY6
        
          
          
        
        675000.00000000
        PA
        USD
        795128.91000000
        1.172045921333
        Long
        DBT
        UST
        US
        N
        
        2
        
          2047-08-15
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINGDOM OF SPAIN
        9598007A56S18711AH60
        Spain Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        177169.43000000
        0.261153512600
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2029-04-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -937.72000000
        -0.00138222983
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            30000.00000000
            USD
            -937.72000000
          
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        Ardagh Packaging Finance PLC / Ardagh Holdings USA Inc
        000000000
        
          
          
        
        250000.00000000
        PA
        
        297041.75000000
        0.437849218126
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-08-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        N/A
        Taurus CMBS
        000000000
        
          
        
        100000.00000000
        PA
        
        139000.00000000
        0.204890529090
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        549300SZJ9VS8SGXAN81
        UBS Group AG
        902613AC2
        
          
          
        
        200000.00000000
        PA
        USD
        199764.57000000
        0.294459485186
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2027-01-30
          Fixed
          1.36400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        399.97000000
        0.000589568812
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-22
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            NZD
            399.97000000
          
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAG4
        
          
          
        
        5000.00000000
        PA
        USD
        5361.33000000
        0.007902775110
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        Cellnex Finance Co SA
        000000000
        
          
          
        
        300000.00000000
        PA
        
        359237.51000000
        0.529527794914
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        CDS TECK RESOURCES LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        27545.98000000
        0.040603672061
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                TECK RESOURCES LIMITED
                Teck Resources Ltd
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            26250.05000000
            USD
            0.00000000
            USD
            150000.00000000
            USD
            1295.93000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/EUR FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        78138.16000000
        0.115178193845
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -8760593.39000000
            EUR
            10471192.99000000
            USD
            2021-08-03
            78138.16000000
          
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        Venture Global Calcasieu Pass LLC
        92328MAA1
        
          
        
        5000.00000000
        PA
        USD
        5106.96000000
        0.007527825442
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAJ1
        
          
          
        
        10000.00000000
        PA
        USD
        10873.48000000
        0.016027863814
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-08-01
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        American Axle & Manufacturing Inc
        02406PAU4
        
          
          
        
        50000.00000000
        PA
        USD
        52605.27000000
        0.077541882037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT INTERNATIONAL BOND
        5299003F3UFKGCCMAP43
        HUNGARY GOVERNMENT INTERNATIONAL BOND
        000000000
        
          
          
        
        300000.00000000
        PA
        
        46608.97000000
        0.068703140458
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2021-12-19
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        1657.73000000
        0.002443548034
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                SPAIN GOVERNMENT INTERNATIONAL BOND
                SPAIN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            859.75000000
            USD
            0.00000000
            USD
            50000.00000000
            USD
            797.98000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        American International Group Inc
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129230.47000000
        0.190489923546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2020-HQA3
        35565MAH7
        
          
        
        17642.96000000
        PA
        USD
        17775.29000000
        0.026201356639
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-07-25
          Floating
          3.68925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        BP Capital Markets PLC
        05565QDU9
        
          
          
        
        150000.00000000
        PA
        USD
        160428.75000000
        0.236477204812
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118646.95000000
        0.174889470219
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2021-08-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Battalion CLO LTD
        549300JIE0P78OIZGS60
        Battalion CLO XII Ltd
        07133RAA3
        
          
        
        250000.00000000
        PA
        USD
        249756.10000000
        0.368148629299
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2031-05-17
          Floating
          1.22588000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/AUD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3231.33000000
        0.004763085707
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -343673.00000000
            AUD
            255528.78000000
            USD
            2021-10-19
            3231.33000000
          
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAC1
        
          
        
        100000.00000000
        PA
        USD
        100256.50000000
        0.147781347696
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          3.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAX3
        
          
          
        
        30000.00000000
        PA
        USD
        35716.21000000
        0.052646857295
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        Digicel International Finance Ltd/Digicel international Holdings Ltd
        25381XAC7
        
          
          
        
        100000.00000000
        PA
        USD
        97131.72000000
        0.143175320160
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-12-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS DP WORLD PLC
        000000000
        
          
        
        1.00000000
        NC
        USD
        1215.31000000
        0.001791406538
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                DP WORLD PLC
                DP World Ltd/United Arab Emirates
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            318.17000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            897.14000000
          
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBY8
        
          
          
        
        15000.00000000
        PA
        USD
        16480.60000000
        0.024292941393
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2051-01-31
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH CO/INBEV
        N/A
        Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
        03522AAJ9
        
          
          
        
        60000.00000000
        PA
        USD
        76944.67000000
        0.113418950697
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        Range Resources Corp
        75281ABG3
        
          
          
        
        50000.00000000
        PA
        USD
        54281.41000000
        0.080012567012
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FVEE8
        
          
        
        1055000.00000000
        PA
        USD
        111604.23000000
        0.164508271463
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.38088000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
        000000000
        
          
          
        
        100000.00000000
        PA
        
        115495.17000000
        0.170243643803
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAZ5
        
          
          
        
        200000.00000000
        PA
        USD
        199341.65000000
        0.293836087326
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-12-14
          Fixed
          1.48800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCE
        N/A
        Endeavor Energy Resources LP / EER Finance Inc
        29260FAE0
        
          
          
        
        75000.00000000
        PA
        USD
        78748.56000000
        0.116077943334
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        CLP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        631.44000000
        0.000930763134
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -7859131.00000000
            CLP
            10973.60000000
            USD
            2021-09-15
            631.44000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -11247.22000000
        -0.01657876875
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-11
            0.00000000
            USD
            -9626.56000000
            USD
            -100000.00000000
            EUR
            -1620.66000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        6611.99000000
        0.009746288701
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-21
            0.00000000
            USD
            0.00000000
            USD
            1120000.00000000
            PLN
            6611.99000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2P8
        
          
          
        
        200000.00000000
        PA
        USD
        208149.43000000
        0.306819042033
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-19
          Fixed
          2.87100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MidOcean Credit CLO
        549300T32RO3I7BJ4V26
        Midocean Credit Clo VIII
        59801MAE8
        
          
        
        250000.00000000
        PA
        USD
        249880.45000000
        0.368331925251
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-02-20
          Floating
          1.80525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5003.09000000
        0.007374717677
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -1985890.00000000
            GBP
            2765412.89000000
            USD
            2021-08-03
            5003.09000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF CHILE
        000000000
        
          
        
        1.00000000
        NC
        USD
        1366.18000000
        0.002013793834
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -57.18000000
            USD
            120000.00000000
            USD
            1423.36000000
          
        
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        TH MSR issuer Trust
        87271AAA4
        
          
        
        120000.00000000
        PA
        USD
        118701.65000000
        0.174970099801
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          2.88925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF KAZAKHSTAN
        000000000
        
          
        
        1.00000000
        NC
        USD
        1296.94000000
        0.001911731818
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF KAZAKHSTAN
                Kazakhstan Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            0.00000000
            USD
            0.00000000
            USD
            85000.00000000
            USD
            1296.94000000
          
        
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        PGIM Core Ultra Short Bond Fund
        000000000
        
          
        
        4283209.55000000
        NS
        USD
        4283209.55000000
        6.313590438174
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        14241.95000000
        0.020993098350
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-02-19
            0.00000000
            USD
            -3523.99000000
            USD
            1100000.00000000
            AUD
            17765.94000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 AA PTT
        N/A
        United Airlines 2019-2 Class AA Pass Through Trust
        90932JAA0
        
          
          
        
        24027.63000000
        PA
        USD
        24101.58000000
        0.035526514231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        Croatia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        245875.89000000
        0.362429073329
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2029-06-19
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        Bellis Acquisition Co PLC
        000000000
        
          
          
        
        200000.00000000
        PA
        
        277651.73000000
        0.409267696853
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        220000.00000000
        PA
        
        340755.43000000
        0.502284606786
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2035-03-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        Philippine Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        589674.77000000
        0.869199824581
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        Credit Suisse Mortgage Capital Certificates 2019-ICE4
        12653VAJ5
        
          
          
        
        200000.00000000
        PA
        USD
        200626.74000000
        0.295730351858
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS T-MOBILE USA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        760.70000000
        0.001121296586
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                T-MOBILE USA INC
                T-Mobile USA Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-09-20
            394.97000000
            USD
            0.00000000
            USD
            60000.00000000
            USD
            365.73000000
          
        
        
          N
          N
          N
        
      
      
        HPS Loan Management
        254900T9FXVALKHZXT96
        HPS Loan Management 15-2019 Ltd
        40439DAA6
        
          
        
        250000.00000000
        PA
        USD
        250043.60000000
        0.368572413667
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-22
          Floating
          1.45825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        60892.50000000
        0.089757529083
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        1862.42000000
        0.002745267763
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-05-08
            0.00000000
            USD
            -2258.26000000
            USD
            255000.00000000
            CAD
            4120.68000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE INTERNATIONAL
        E58DKGMJYYYJLN8C3868
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        4114.56000000
        0.006064995506
        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
            -333.12000000
            USD
            100000.00000000
            USD
            4447.68000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        Antero Resources Corp
        03674XAN6
        
          
          
        
        15000.00000000
        PA
        USD
        16978.72000000
        0.025027186504
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        N/A
        Carlyle Global Market Strategies CLO 2014-1 Ltd
        14310MAW7
        
          
        
        249242.21000000
        PA
        USD
        249242.41000000
        0.367391433501
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          1.10388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        192.60000000
        0.000283898675
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              HSBC BANK USA, NATIONAL ASSOCIATION
              1IE8VN30JCEQV1H4R804
            
            Y
            
            
              
                
              
            
            2025-05-07
            0.15000000
            USD
            0.00000000
            USD
            1000000.00000000
            THB
            192.45000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        234547.90000000
        0.345731246965
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2032-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        2 YEAR EURO SCHATZ
        000000000
        
          
          
        
        -57.00000000
        NC
        
        -13380.33000000
        -0.01972304239
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                BUNDESSCHATZANWEISUNGEN
                
                  
                  
                  
                
              
            
            2021-09-08
            -7807587.51000000
            USD
            -13380.33000000
          
        
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        10 YEAR CANADIAN BOND
        000000000
        
          
          
        
        3.00000000
        NC
        
        7834.89000000
        0.011548883147
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            353561.21000000
            USD
            7834.89000000
          
        
        
          N
          N
          N
        
      
      
        CAISSE FRANCAISE DE FIN
        549300E6W08778I4OW85
        Caisse Francaise de Financement Local
        000000000
        
          
          
        
        100000.00000000
        PA
        
        96588.18000000
        0.142374124490
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-03-09
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AH8
        
          
          
        
        50000.00000000
        PA
        USD
        55647.35000000
        0.082026007079
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BV2
        
          
          
        
        25000.00000000
        PA
        USD
        26035.41000000
        0.038377042661
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/CNH FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2916.58000000
        0.004299133952
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -7530881.95000000
            CNY
            1166094.04000000
            USD
            2021-08-18
            2916.58000000
          
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        Diamond Sports Group LLC / Diamond Sports Finance Co
        25277LAC0
        
          
          
        
        45000.00000000
        PA
        USD
        17926.14000000
        0.026423714454
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        Tallgrass Energy Partners LP / Tallgrass Energy Finance Corp
        87470LAH4
        
          
          
        
        50000.00000000
        PA
        USD
        54307.87000000
        0.080051569914
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        060505FQ2
        
          
          
        
        190000.00000000
        PA
        USD
        195931.07000000
        0.288808781277
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJZ3
        
          
          
        
        300000.00000000
        PA
        USD
        305584.87000000
        0.450442055370
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-14
          Fixed
          2.08700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SNCF RESEAU
        969500VZN4KDEZ14C105
        SNCF Reseau
        761034AA5
        
          
          
        
        100000.00000000
        PA
        
        100735.73000000
        0.148487748331
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2035-06-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -15163.28000000
        -0.02235116879
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-05-31
            0.00000000
            USD
            0.00000000
            USD
            -473000.00000000
            USD
            -15163.28000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -8545.91000000
        -0.01259694979
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            660711.41000000
            BRL
            -8545.91000000
          
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        Comision Federal de Electricidad
        000000000
        
          
          
        
        166400.00000000
        PA
        USD
        173882.39000000
        0.256308308537
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2733.16000000
        -0.00402876689
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2021-09-12
            0.00000000
            USD
            0.00000000
            USD
            -1500000.00000000
            USD
            -2733.16000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        259085.20000000
        0.381900026673
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        48128BAG6
        
          
          
        
        200000.00000000
        PA
        USD
        206878.23000000
        0.304945251813
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        3696.91000000
        0.005449365797
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-04-08
            1253.72000000
            USD
            0.00000000
            USD
            179000000.00000000
            JPY
            2443.19000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        440000.00000000
        PA
        
        753429.95000000
        1.110580295599
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2037-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        OZLM VI Ltd
        67108LAY9
        
          
        
        250000.00000000
        PA
        USD
        249372.78000000
        0.367583603129
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-17
          Floating
          1.88388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        105000.00000000
        PA
        
        122152.29000000
        0.180056455595
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2033-03-11
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        Bellis Finco PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        138791.20000000
        0.204582751087
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61747YED3
        
          
          
        
        150000.00000000
        PA
        USD
        151229.21000000
        0.222916783099
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-07-21
          Fixed
          2.23900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-Mobile USA Inc
        87264AAZ8
        
          
          
        
        40000.00000000
        PA
        USD
        48723.12000000
        0.071819466444
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS
        R0MUWSFPU8MPRO8K5P83
        BNP Paribas SA
        09659W2K9
        
          
          
        
        200000.00000000
        PA
        USD
        213236.47000000
        0.314317504746
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2031-01-13
          Fixed
          3.05200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        Brazil Minas SPE via State of Minas Gerais
        000000000
        
          
          
        
        594999.99000000
        PA
        USD
        642910.92000000
        0.947671644295
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        Medtronic Global Holdings SCA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122997.71000000
        0.181302632221
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-10-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MFRA Trust
        N/A
        MFA 2021-RPL1 Trust
        55283QAA2
        
          
        
        253210.49000000
        PA
        USD
        252900.18000000
        0.372783105664
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2060-07-25
          Variable
          1.13130000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITI GRP/UNITI HLD/CSL
        N/A
        Uniti Group LP / Uniti Fiber Holdings Inc / CSL Capital LLC
        91327AAA0
        
          
          
        
        100000.00000000
        PA
        USD
        106527.03000000
        0.157024313231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        Ford Motor Co
        345370CS7
        
          
          
        
        125000.00000000
        PA
        USD
        142991.64000000
        0.210774336511
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2046-12-08
          Fixed
          5.29100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU ENHANCED PASS-THRU
        549300O4IWRO77V4HJ21
        Peru Enhanced Pass-Through Finance Ltd
        000000000
        
          
          
        
        118536.37000000
        PA
        USD
        112945.74000000
        0.166485700914
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        6141.18000000
        0.009052299420
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-02
            0.00000000
            USD
            0.00000000
            USD
            -1770000.00000000
            USD
            6141.18000000
          
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC
        254900EHU7Q8FGVPI369
        Dominican Republic International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        USD
        112607.44000000
        0.165987035691
        Long
        DBT
        NUSS
        DO
        N
        
        2
        
          2027-01-25
          Fixed
          5.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS BOEING CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        272.35000000
        0.000401452774
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                BOEING CO
                Boeing Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            140.16000000
            USD
            0.00000000
            USD
            80000.00000000
            USD
            132.19000000
          
        
        
          N
          N
          N
        
      
      
        ROSSINI SARL
        549300EC5JCCW6F83R11
        Rossini Sarl
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123985.18000000
        0.182758195177
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-10-30
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        3600.25000000
        0.005306885808
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-07-13
            0.00000000
            USD
            -4.40000000
            USD
            3200000.00000000
            CNY
            3604.65000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        21000.00000000
        PA
        
        34757.27000000
        0.051233348489
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2035-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        Teck Resources Ltd
        878742AZ8
        
          
          
        
        60000.00000000
        PA
        USD
        74931.91000000
        0.110452076875
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2043-02-01
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -111.01000000
        -0.00016363235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -248652.00000000
            EUR
            294875.16000000
            USD
            2021-08-03
            -111.01000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        -2157.30000000
        -0.00317993049
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.00000000
            USD
            -7.96000000
            USD
            3630000.00000000
            MXN
            -2149.34000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA3
        35564KFG9
        
          
        
        45000.00000000
        PA
        USD
        46699.75000000
        0.068836953136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-10-25
          Floating
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Armada Euro CLO
        549300ZZKACIYBGH9718
        Armada Euro CLO II DAC
        000000000
        
          
        
        250000.00000000
        PA
        
        297493.23000000
        0.438514714357
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-11-15
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175AZ7
        
          
          
        
        100000.00000000
        PA
        USD
        134876.35000000
        0.198812134628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2035-10-23
          Fixed
          6.38400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust 20
        N/A
        Legacy Mortgage Asset Trust 2020-GS1
        52474PAA0
        
          
        
        86554.56000000
        PA
        USD
        87075.70000000
        0.128352419021
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAM2
        
          
          
        
        100000.00000000
        PA
        USD
        103116.64000000
        0.151997287249
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS Mortgage-Backed Securities
        N/A
        GS Mortgage-Backed Securities Trust 2019-SL1
        36257EAA1
        
          
        
        35611.42000000
        PA
        USD
        36080.97000000
        0.053184525420
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-01-25
          Variable
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AJ8
        
          
        
        89366.98000000
        PA
        USD
        89644.06000000
        0.132138265347
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.09300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greenwood Park CLO, Ltd
        N/A
        Greenwood Park CLO Ltd
        39729RAB4
        
          
        
        250000.00000000
        PA
        USD
        250056.80000000
        0.368591870897
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-15
          Floating
          1.13613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        91533BAE0
        
          
          
        
        110000.00000000
        PA
        USD
        119945.44000000
        0.176803486788
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-06-22
          Fixed
          3.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Greywolf CLO Ltd
        5493006V5AX99BBCEZ73
        GREYWOLF CLO VI Ltd
        39809GAA3
        
          
        
        750000.00000000
        PA
        USD
        750254.25000000
        1.105899210324
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-26
          Floating
          1.15525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        599.29000000
        0.000883372986
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            1638304.00000000
            BRL
            599.29000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        176841.36000000
        0.260669926730
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2034-07-31
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP IRS USD
        000000000
        
          
        
        -800000.00000000
        OU
        Other
        USD
        -6813.60000000
        -0.01004346841
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    IRS USD
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                    
                      
                    
                  
                  
                  2025-05-19
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -800000.00000000
            USD
            1.13000000
            USD
            2023-05-17
            XXXX
            -813.60000000
          
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCA5
        
          
          
        
        50000.00000000
        PA
        USD
        59351.48000000
        0.087486015392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-11-21
          Fixed
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        Diamond Sports Group LLC
        25277BAB4
        
          
          
        
        49873.10000000
        PA
        USD
        27383.42000000
        0.040364053324
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2026-08-24
          Floating
          3.33610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        2089.45000000
        0.003079917381
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-12
            0.00000000
            USD
            -3153.47000000
            USD
            163000000.00000000
            JPY
            5242.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -23987.13000000
        -0.03535781120
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2243967.00000000
            GBP
            3095377.45000000
            USD
            2021-09-02
            -23987.13000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -48529.19000000
        -0.07153360730
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -10229508.39000000
            EUR
            12094230.13000000
            USD
            2021-09-02
            -48529.19000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PCC8
        
          
          
        
        125000.00000000
        PA
        USD
        130115.98000000
        0.191795194139
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.58000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        GCAT 2019-4 LLC
        36167WAA0
        
          
        
        135517.89000000
        PA
        USD
        135789.44000000
        0.200158059039
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-26
          Variable
          3.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ZAR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7020.16000000
        0.010347944580
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1457086.66000000
            ZAR
            105883.79000000
            USD
            2021-09-15
            7020.16000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118120.70000000
        0.174113760572
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-11-20
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPLX LP
        5493000CZJ19CK4P3G36
        MPLX LP
        55336VAR1
        
          
          
        
        25000.00000000
        PA
        USD
        28094.30000000
        0.041411913607
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121081.94000000
        0.178478724819
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2036-05-27
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AJ6
        
          
          
        
        25000.00000000
        PA
        USD
        23550.07000000
        0.034713570521
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GXR0
        
          
          
        
        20000.00000000
        PA
        USD
        19728.44000000
        0.029080363379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-01-27
          Fixed
          1.99200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        Fidelity National Information Services Inc
        31620MBD7
        
          
          
        
        100000.00000000
        PA
        
        127452.36000000
        0.187868931469
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-21
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        AbbVie Inc
        00287YCB3
        
          
          
        
        50000.00000000
        PA
        USD
        61301.74000000
        0.090360762178
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-11-21
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        4285.66000000
        0.006317202481
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-04-03
            147.31000000
            USD
            0.00000000
            USD
            70000.00000000
            CHF
            4138.35000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        Taylor Morrison Communities Inc
        87724RAG7
        
          
          
        
        25000.00000000
        PA
        USD
        26699.10000000
        0.039355343347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAH0
        
          
          
        
        10000.00000000
        PA
        USD
        10289.91000000
        0.015167662620
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAA7
        
          
          
        
        35000.00000000
        PA
        USD
        36576.02000000
        0.053914245250
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-15
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GHV4
        
          
          
        
        85000.00000000
        PA
        USD
        92224.87000000
        0.135942463378
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-07-23
          Fixed
          3.19400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Octagon Investment Partners 45
        N/A
        Octagon Investment Partners 45 Ltd
        67577MAA1
        
          
        
        500000.00000000
        PA
        USD
        500874.25000000
        0.738304964679
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          1.45613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        Suburban Propane Partners LP/Suburban Energy Finance Corp
        864486AK1
        
          
          
        
        50000.00000000
        PA
        USD
        52376.62000000
        0.077204844487
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        Barclays PLC
        06738EBH7
        
          
          
        
        200000.00000000
        PA
        USD
        215883.17000000
        0.318218826784
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-05-07
          Fixed
          3.93200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        1866.77000000
        0.002751679805
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-15
            0.00000000
            USD
            -4.10000000
            USD
            700000.00000000
            CNY
            1870.87000000
          
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FBJ9
        
          
          
        
        30000.00000000
        PA
        USD
        31172.81000000
        0.045949737655
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITY OF MONTREAL
        549300N5ZBGB87CAZW93
        City of Montreal Canada
        614852J93
        
          
          
        
        200000.00000000
        PA
        
        175063.69000000
        0.258049583227
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2027-09-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        5069.37000000
        0.007472416557
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-20
            0.00000000
            USD
            -3.13000000
            USD
            2220000.00000000
            CNY
            5072.50000000
          
        
        
          N
          N
          N
        
      
      
        HYDRO-QUEBEC
        6THEVG93PYJH84S4D167
        Hydro-Quebec
        448814DF7
        
          
          
        
        150000.00000000
        PA
        USD
        239472.38000000
        0.352990090941
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2030-04-15
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        CDS VERIZON COMMUNICATIONS INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        4584.38000000
        0.006757525494
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                VERIZON COMMUNICATIONS
                Verizon Communications Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            3484.33000000
            USD
            0.00000000
            USD
            170000.00000000
            USD
            1100.05000000
          
        
        
          N
          N
          N
        
      
      
        SILGAN HOLDINGS INC
        KAF673KJXD92C8KSLU49
        Silgan Holdings Inc
        000000000
        
          
          
        
        200000.00000000
        PA
        
        238762.89000000
        0.351944279563
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-01
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYB4
        
          
          
        
        195000.00000000
        PA
        USD
        202201.66000000
        0.298051835254
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        Kazakhstan Temir Zholy National Co JSC
        000000000
        
          
          
        
        50000.00000000
        PA
        
        56810.62000000
        0.083740704962
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2022-06-20
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        United Airlines Inc
        90932LAG2
        
          
          
        
        60000.00000000
        PA
        USD
        61725.22000000
        0.090984985496
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        49354.34000000
        0.072749905291
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        United Rentals North America Inc
        911365BL7
        
          
          
        
        60000.00000000
        PA
        USD
        65581.21000000
        0.096668840397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-01-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123666.56000000
        0.182288538915
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-09-18
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank
        N/A
        BANK 2020-BNK26
        06540JBB7
        
          
        
        200000.00000000
        PA
        USD
        205741.56000000
        0.303269763196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2063-03-15
          Fixed
          2.15500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY MUTUAL GROUP INC
        QUR0DG15Z6FFGYCHH861
        Liberty Mutual Group Inc
        000000000
        
          
          
        
        100000.00000000
        PA
        
        133190.93000000
        0.196327770631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-05-04
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        145000.00000000
        PA
        
        290933.34000000
        0.428845222753
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2045-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Taurus CMBS
        N/A
        Taurus CMBS
        000000000
        
          
        
        100000.00000000
        PA
        
        139000.00000000
        0.204890529090
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2031-08-17
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Commercial Mortgage Trust
        N/A
        UBS Commercial Mortgage Trust 2018-C8
        90276VAD1
        
          
        
        250000.00000000
        PA
        USD
        281653.85000000
        0.415166952136
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.72000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5973.16000000
        -0.00880463246
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1020072.00000000
            EUR
            1204180.51000000
            USD
            2021-08-03
            -5973.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/NZD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        116.26000000
        0.000171371028
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -121907.00000000
            NZD
            85009.04000000
            USD
            2021-10-19
            116.26000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2896.37000000
        -0.00426934375
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-07
            0.00000000
            USD
            0.00000000
            USD
            105000.00000000
            USD
            -2896.37000000
          
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        Anthem Inc
        036752AL7
        
          
          
        
        100000.00000000
        PA
        USD
        107744.86000000
        0.158819434332
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-09-15
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        NTPC Ltd
        000000000
        
          
          
        
        100000.00000000
        PA
        
        127572.39000000
        0.188045859600
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        25601.60000000
        0.037737592586
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2037-08-12
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MKT 2020-525M Mortgage Trust
        N/A
        MKT 2020-525M Mortgage Trust
        55316PAN7
        
          
        
        100000.00000000
        PA
        USD
        92713.47000000
        0.136662675698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-12
          Variable
          2.94060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        JBS USA LUX SA / JBS USA Food Co / JBS USA Finance Inc
        46590XAA4
        
          
          
        
        25000.00000000
        PA
        USD
        28126.58000000
        0.041459495379
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SGD
        000000000
        
          
        
        1.00000000
        NC
        
        4597.30000000
        0.006776569995
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-19
            0.00000000
            USD
            0.00000000
            USD
            135000.00000000
            SGD
            4597.30000000
          
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        3HG2WD2W22M120IUNG49
        CSC Holdings LLC
        126307BD8
        
          
          
        
        200000.00000000
        PA
        USD
        196887.48000000
        0.290218560780
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        Diamond BC BV
        000000000
        
          
          
        
        150000.00000000
        PA
        
        180625.24000000
        0.266247489142
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        4070.88000000
        0.006000609763
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2033-04-03
            1447.80000000
            USD
            0.00000000
            USD
            40000.00000000
            CHF
            2623.08000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -464.37000000
        -0.00068449651
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-02-06
            0.00000000
            USD
            0.00000000
            USD
            20000000.00000000
            JPY
            -464.37000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38141GYG3
        
          
          
        
        300000.00000000
        PA
        USD
        302127.53000000
        0.445345823558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-09-10
          Fixed
          1.54200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CQ7
        
          
          
        
        10000.00000000
        PA
        USD
        10100.07000000
        0.014887832274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VFT6
        
          
          
        
        45000.00000000
        PA
        USD
        44019.36000000
        0.064885970939
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-20
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        USD/CHF FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2446.34000000
        -0.00360598487
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -241241.00000000
            CHF
            264420.06000000
            USD
            2021-10-19
            -2446.34000000
          
        
        
          N
          N
          N
        
      
      
        TENET HEALTHCARE CORP
        0W9AIBT6U6ADJ2I8HK17
        Tenet Healthcare Corp
        88033GDJ6
        
          
          
        
        75000.00000000
        PA
        USD
        79864.22000000
        0.117722462526
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC GMSR ISSUER TRUST 2018-GT1
        69354WAC0
        
          
        
        100000.00000000
        PA
        USD
        100481.38000000
        0.148112828143
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-25
          Floating
          2.93925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29278NAR4
        
          
          
        
        45000.00000000
        PA
        USD
        52757.47000000
        0.077766229797
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-05-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        3262.16000000
        0.004808530132
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-10-10
            0.00000000
            USD
            -0.77000000
            USD
            1500000.00000000
            CNY
            3262.93000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        14484.32000000
        0.021350359628
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-24
            0.00000000
            USD
            0.00000000
            USD
            1030000.00000000
            PLN
            14484.32000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401AM0
        
          
          
        
        250000.00000000
        PA
        USD
        260570.03000000
        0.384088714474
        Long
        DBT
        CORP
        CH
        N
        
        2
        
          2025-09-11
          Fixed
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIXMOR OPERATING PART
        549300CJHBL7JBUA6503
        Brixmor Operating Partnership LP
        11120VAH6
        
          
          
        
        65000.00000000
        PA
        USD
        74388.57000000
        0.109651176011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        000000000
        
          
          
        
        270000.00000000
        PA
        
        351651.13000000
        0.518345223604
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2029-01-16
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        -3562.04000000
        -0.00525056302
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-04-03
            0.00000000
            USD
            -4274.59000000
            USD
            1230000.00000000
            CAD
            712.55000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1212.58000000
        0.001787382429
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
                REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -171.56000000
            USD
            360000.00000000
            USD
            1384.14000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS T-MOBILE USA INC
        000000000
        
          
        
        1.00000000
        NC
        USD
        727.84000000
        0.001072859875
        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
            549.78000000
            USD
            0.00000000
            USD
            30000.00000000
            USD
            178.06000000
          
        
        
          N
          N
          N
        
      
      
        WPC EUROBOND BV
        5493005XDMOLBARL5M14
        WPC Eurobond BV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119426.71000000
        0.176038861866
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-01
          Fixed
          0.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        Assicurazioni Generali SpA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        147187.90000000
        0.216959760480
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2047-10-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        110369.59000000
        0.162688371875
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle C17 CLO
        N/A
        Carlyle C17 CLO Ltd
        14307PAC9
        
          
        
        250000.00000000
        PA
        USD
        249456.98000000
        0.367707716673
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-30
          Floating
          1.21550000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS MALAYSIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1528.85000000
        0.002253574715
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                TELEKOM MALAYSIA BHD
                TELEKOM MALAYSIA BHD
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -57.18000000
            USD
            120000.00000000
            USD
            1586.03000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        102567.70000000
        0.151188131803
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2048-01-27
          Fixed
          5.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RMD1
        
          
          
        
        40000.00000000
        PA
        USD
        41346.49000000
        0.060946073468
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2055-09-15
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118487.97000000
        0.174655128519
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        DP World Ltd/United Arab Emirates
        000000000
        
          
          
        
        100000.00000000
        PA
        
        126947.27000000
        0.187124412352
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        1898.43000000
        0.002798347677
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-05
            0.00000000
            USD
            -6621.57000000
            USD
            4555000.00000000
            SEK
            8520.00000000
          
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        195000.00000000
        PA
        
        356726.14000000
        0.525825953705
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2037-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OneMain Direct Auto Receivable
        N/A
        OneMain Direct Auto Receivables Trust 2019-1
        68267EAA2
        
          
        
        100000.00000000
        PA
        USD
        108056.12000000
        0.159278241714
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2027-09-14
          Fixed
          3.63000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SEK
        000000000
        
          
        
        1.00000000
        NC
        
        12049.89000000
        0.017761930486
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-06-22
            0.00000000
            USD
            -266.81000000
            USD
            2325000.00000000
            SEK
            12316.70000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBK1
        
          
          
        
        90000.00000000
        PA
        USD
        93415.14000000
        0.137696960141
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-22
          Fixed
          2.08300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        5381.12000000
        0.007931946215
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-04-27
            0.00000000
            USD
            0.00000000
            USD
            350000.00000000
            EUR
            5381.12000000
          
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        Nationstar Mortgage Holdings Inc
        63861CAC3
        
          
          
        
        15000.00000000
        PA
        USD
        15243.48000000
        0.022469386204
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        -1577.90000000
        -0.00232587601
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-05
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            NZD
            -1577.90000000
          
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        Vistra Operations Co LLC
        92840VAF9
        
          
          
        
        45000.00000000
        PA
        USD
        46497.48000000
        0.068538800565
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANDORRA INTERNATIONAL BD
        N/A
        Andorra International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123134.07000000
        0.181503631305
        Long
        DBT
        NUSS
        AD
        N
        
        2
        
          2031-05-06
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF TURKEY
        000000000
        
          
        
        1.00000000
        NC
        USD
        -16381.43000000
        -0.02414676158
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -285.92000000
            USD
            600000.00000000
            USD
            -16095.51000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        6674.22000000
        0.009838017748
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-06
            0.00000000
            USD
            0.00000000
            USD
            -1795000.00000000
            USD
            6674.22000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MQ1
        
          
          
        
        300000.00000000
        PA
        USD
        321327.68000000
        0.473647470264
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-08
          Fixed
          3.10600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPER
        5493004LGN656HWLDA30
        Enterprise Products Operating LLC
        29379VBZ5
        
          
          
        
        15000.00000000
        PA
        USD
        16874.55000000
        0.024873636529
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2060-01-31
          Fixed
          3.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        5354.84000000
        0.007893208638
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-12-03
            602.88000000
            USD
            0.00000000
            USD
            80000.00000000
            CAD
            4751.96000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        315000.00000000
        PA
        
        404030.00000000
        0.595553384665
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2041-03-01
          Fixed
          1.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        China Government Bond
        300300CHN201808MOF68
        CHINA GOVERNMENT BOND
        000000000
        
          
          
        
        500000.00000000
        PA
        
        92692.79000000
        0.136632192705
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2046-12-12
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        Calpine Corp
        131347CN4
        
          
          
        
        50000.00000000
        PA
        USD
        50693.58000000
        0.074723988688
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FUZE7
        
          
        
        319355.95000000
        PA
        USD
        38842.18000000
        0.057254638929
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.57197600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HLDGS
        549300F5XIFGNNW4CF72
        Santander UK Group Holdings PLC
        80281LAQ8
        
          
          
        
        350000.00000000
        PA
        USD
        351862.23000000
        0.518656391883
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-06-14
          Fixed
          1.67300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        PNMAC GMSR ISSUER TRUST 2018-GT2
        69354WAD8
        
          
        
        100000.00000000
        PA
        USD
        99852.27000000
        0.147185499505
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-25
          Floating
          2.73925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Real Estate Asset Liquidity Tr
        N/A
        Real Estate Asset Liquidity Trust
        75585RRT4
        
          
        
        23493.91000000
        PA
        
        19371.74000000
        0.028554575956
        Long
        ABS-MBS
        CORP
        CA
        N
        
        2
        
          2055-02-12
          Variable
          2.38100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        3874.29000000
        0.005710829697
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-03
            0.00000000
            USD
            0.00000000
            USD
            1440000.00000000
            CNY
            3874.29000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS SGD
        000000000
        
          
        
        1.00000000
        NC
        
        6688.75000000
        0.009859435442
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-14
            0.00000000
            USD
            0.00000000
            USD
            90000.00000000
            SGD
            6688.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        IRS RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -2531.70000000
        -0.00373180829
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-01-12
            0.00000000
            USD
            0.00000000
            USD
            15000000.00000000
            RUB
            -2531.70000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        Kazakhstan Government International Bond
        000000000
        
          
          
        
        115000.00000000
        PA
        
        152512.92000000
        0.224809013467
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        European Investment Bank
        29878TAD6
        
          
          
        
        50000.00000000
        PA
        
        59084.80000000
        0.087092920382
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2045-01-05
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        American Express Co
        025816CH0
        
          
          
        
        90000.00000000
        PA
        USD
        90739.32000000
        0.133752714274
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RBC5
        
          
          
        
        200000.00000000
        PA
        USD
        200898.66000000
        0.296131170798
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-06-09
          Fixed
          1.79200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLICA ORIENT URUGUAY
        549300RDR012H2V82H43
        Uruguay Government International Bond
        917288BK7
        
          
          
        
        62455.00000000
        PA
        USD
        72930.57000000
        0.107502036504
        Long
        DBT
        NUSS
        UY
        N
        
        2
        
          2031-01-23
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA INC
        L3CJ6J7LJ2DX62FTXD46
        HCA Inc
        404119BQ1
        
          
          
        
        100000.00000000
        PA
        USD
        114728.98000000
        0.169114254778
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS REPUBLIC OF PORTUGAL
        000000000
        
          
        
        1.00000000
        NC
        USD
        1096.90000000
        0.001616866340
        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
            -13.24000000
            USD
            50000.00000000
            USD
            1110.14000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        USD/SEK FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        597.94000000
        0.000881383042
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1551676.00000000
            SEK
            180959.61000000
            USD
            2021-10-19
            597.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        732.03000000
        0.001079036072
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Y
            
            
              
                
              
            
            2026-04-09
            0.00000000
            USD
            -8.17000000
            USD
            450000.00000000
            MYR
            740.20000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        ILS/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -116.56000000
        -0.00017181323
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -94306.00000000
            ILS
            29068.57000000
            USD
            2021-09-17
            -116.56000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CSWAP IDR VS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        8466.46000000
        0.012479837905
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            -96718.48000000
            USD
            1400000000.00000000
            IDR
            2023-11-29
            8466.46000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        4449.53000000
        0.006558752200
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2043-07-04
            0.00000000
            USD
            0.00000000
            USD
            5000000.00000000
            JPY
            4449.53000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -15125.49000000
        -0.02229546509
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            1219533.32000000
            BRL
            -15125.49000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS REPUBLIC OF SOUTH AFRICA
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1244.77000000
        -0.00183483153
        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
            -7700.27000000
            USD
            300000.00000000
            USD
            6455.50000000
          
        
        
          N
          N
          N
        
      
      
        CNA FINANCIAL CORP
        549300YX2GSZD7YG1R84
        CNA Financial Corp
        126117AV2
        
          
          
        
        100000.00000000
        PA
        USD
        114103.38000000
        0.168192099994
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-05-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        14161.55000000
        0.020874586131
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2032-05-11
            0.00000000
            USD
            0.00000000
            USD
            90865000.00000000
            HUF
            14161.55000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        000000000
        
          
          
        
        500000.00000000
        PA
        
        658272.49000000
        0.970315099007
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        35000.00000000
        PA
        
        43083.15000000
        0.063505966894
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2030-04-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        20000.00000000
        PA
        
        25141.93000000
        0.037060024029
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2040-01-21
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        2242.70000000
        0.003305812874
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-13
            0.23000000
            USD
            0.00000000
            USD
            118000000.00000000
            KRW
            2242.47000000
          
        
        
          N
          N
          N
        
      
      
        Palmer Square CLO Ltd
        5493006ZPBFJJGSXB826
        Palmer Square CLO 2015-1 Ltd
        69689ABJ8
        
          
        
        750000.00000000
        PA
        USD
        747295.28000000
        1.101537592131
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-05-21
          Floating
          1.25475000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        -1421.39000000
        -0.00209517517
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-07-03
            0.00000000
            USD
            0.00000000
            USD
            3000000.00000000
            THB
            -1421.39000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        2 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -94.00000000
        NC
        USD
        -797.45000000
        -0.00117546728
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-30
            -20740890.05000000
            USD
            -797.45000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967MV0
        
          
          
        
        150000.00000000
        PA
        USD
        153818.45000000
        0.226733407226
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        9153.04000000
        0.013491879197
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-03-15
            4374.74000000
            USD
            0.00000000
            USD
            1680000.00000000
            NOK
            4778.30000000
          
        
        
          N
          N
          N
        
      
      
        BRAZIL LOAN TRUST 1
        N/A
        Brazil Loan Trust 1
        000000000
        
          
          
        
        61639.80000000
        PA
        USD
        63802.21000000
        0.094046536432
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Fixed
          5.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRIT COL MUNI FIN AUTH
        549300XJ89QPG8565B79
        Municipal Finance Authority of British Columbia
        626209JR2
        
          
          
        
        200000.00000000
        PA
        
        170417.34000000
        0.251200711934
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2026-04-19
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Madison Park Funding Ltd
        N/A
        Madison Park Funding XXI Ltd
        55820JAL4
        
          
        
        250000.00000000
        PA
        USD
        250190.88000000
        0.368789509186
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-10-15
          Floating
          1.47613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -7145.16000000
        -0.01053219865
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-11-22
            0.00000000
            USD
            0.00000000
            USD
            91000000.00000000
            CLP
            -7145.16000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        -40447.18000000
        -0.05962046122
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-03-13
            5.26000000
            USD
            0.00000000
            USD
            -8270000.00000000
            ZAR
            -40452.44000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        13878.06000000
        0.020456712634
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2028-07-16
            0.00000000
            USD
            0.00000000
            USD
            510000.00000000
            ILS
            13878.06000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124395.38000000
        0.183362843342
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2028-04-17
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -10673.99000000
        -0.01573380905
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            150000000.00000000
            CLP
            -10673.99000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        24774.20000000
        0.036517978027
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-12-18
            0.00000000
            USD
            0.00000000
            USD
            53000000.00000000
            JPY
            24774.20000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        FRENCH GOVERNMENT BOND
        000000000
        
          
          
        
        6.00000000
        NC
        
        13813.65000000
        0.020361770195
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                FRANCE (GOVT OF)
                FRENCH REPUBLIC GOVERNMENT BOND OAT
                
                  
                  
                  
                
              
            
            2021-09-08
            1151216.90000000
            USD
            13813.65000000
          
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        Cooperatieve Rabobank UA
        000000000
        
          
          
        
        90000.00000000
        PA
        
        70062.37000000
        0.103274216249
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        67167.59000000
        0.099007216207
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2034-04-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        132754.35000000
        0.195684237486
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2052-01-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -1203.46000000
        -0.00177393925
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-03-18
            7238.21000000
            USD
            0.00000000
            USD
            43000000.00000000
            HUF
            -8441.67000000
          
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        Kraft Heinz Foods Co
        50077LAD8
        
          
          
        
        93000.00000000
        PA
        USD
        98907.52000000
        0.145792907222
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        Petrobras Global Finance BV
        000000000
        
          
          
        
        200000.00000000
        PA
        
        320941.56000000
        0.473078316803
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One New York Plaza Trust 2020-
        N/A
        One New York Plaza Trust 2020-1NYP
        68249DAG4
        
          
        
        100000.00000000
        PA
        USD
        100939.50000000
        0.148788111950
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.29300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMorgan Chase & Co
        46647PBD7
        
          
          
        
        65000.00000000
        PA
        USD
        73169.14000000
        0.107853696458
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-05-06
          Fixed
          3.70200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122189.70000000
        0.180111599154
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        Vector Group Ltd
        92240MBL1
        
          
          
        
        125000.00000000
        PA
        USD
        127177.44000000
        0.187463690431
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (20 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Twenty Year Bond
        000000000
        
          
          
        
        15000000.00000000
        PA
        
        139736.47000000
        0.205976109867
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2041-03-20
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        IDR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        896.33000000
        0.001321219625
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1526379909.00000000
            IDR
            106072.27000000
            USD
            2021-09-15
            896.33000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        CDS CATALONIA AUTONOMOUS COMMUNITY OF
        000000000
        
          
        
        1.00000000
        NC
        USD
        1359.31000000
        0.002003667230
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            
              
                GENERALITAT DE CATALUNYA
                Autonomous Community of Catalonia
                
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -837.33000000
            USD
            100000.00000000
            USD
            2196.64000000
          
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT Capital Corp
        05526DBR5
        
          
          
        
        80000.00000000
        PA
        USD
        80630.41000000
        0.118851851551
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-25
          Fixed
          2.25900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        48502.43000000
        0.071494162193
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -12087187.11000000
            USD
            10229508.39000000
            EUR
            2021-08-03
            48502.43000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        Legacy Mortgage Asset Trust 2019-PR1
        52475MAB4
        
          
        
        81165.26000000
        PA
        USD
        82047.19000000
        0.120940231435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-09-25
          Variable
          3.85800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        Brookfield Residential Properties Inc / Brookfield Residential US LLC
        11283YAD2
        
          
          
        
        35000.00000000
        PA
        USD
        35082.21000000
        0.051712320637
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP IRS USD
        000000000
        
          
        
        -800000.00000000
        OU
        Other
        USD
        -4115.80000000
        -0.00606682330
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    IRS USD
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                  
                    
                      
                    
                  
                  2025-05-19
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -800000.00000000
            USD
            1.13000000
            USD
            2023-05-17
            XXXX
            1884.20000000
          
        
        
          N
          N
          N
        
      
      
        Retiro Mortgage Securities
        635400CU9HBU644YSL41
        RTIRO 1A A1
        000000000
        
          
        
        100000.00000000
        PA
        
        117913.33000000
        0.173808090435
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2075-07-30
          Floating
          1.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3526.22000000
        0.005197763176
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -353607.00000000
            BRL
            71386.72000000
            USD
            2021-08-03
            3526.22000000
          
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        Phillips 66
        718546AU8
        
          
          
        
        15000.00000000
        PA
        USD
        15792.62000000
        0.023278836457
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2023-04-06
          Fixed
          3.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        3640.67000000
        0.005366466205
        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
            -171.56000000
            USD
            360000.00000000
            USD
            3812.23000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2339.90000000
        -0.00344908884
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-14
            0.00000000
            USD
            0.00000000
            USD
            80000.00000000
            USD
            -2339.90000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        4550.30000000
        0.006707290464
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2027-12-20
            0.00000000
            USD
            0.00000000
            USD
            95000000.00000000
            CLP
            4550.30000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        10843.58000000
        0.015983790240
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-18
            0.00000000
            USD
            0.00000000
            USD
            59000000.00000000
            JPY
            10843.58000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        UNITED STATES 10 YEAR ULTRA TREASURY NOTE/BOND
        000000000
        
          
          
        
        -4.00000000
        NC
        USD
        5196.60000000
        0.007659957722
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            -606196.60000000
            USD
            5196.60000000
          
        
        
          N
          N
          N
        
      
      
        STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
        5493003GCX71N8988W38
        CNH/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -416.39000000
        -0.00061377242
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              STANDARD CHARTERED SECURITIES (NORTH AMERICA) LLC
              5493003GCX71N8988W38
            
            -561865.00000000
            CNY
            86366.10000000
            USD
            2021-08-18
            -416.39000000
          
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        Intesa Sanpaolo SpA
        46115HBC0
        
          
          
        
        200000.00000000
        PA
        USD
        207707.75000000
        0.306167991322
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2023-01-12
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS TEVA PHARMACEUTICAL INDUSTRIES LTD
        000000000
        
          
        
        1.00000000
        NC
        USD
        15.59000000
        0.000022980167
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                TEVA PHARMACEUT FIN BV
                Teva Pharmaceutical Finance Co BV
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            9.73000000
            USD
            0.00000000
            USD
            10000.00000000
            USD
            5.86000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NOK
        000000000
        
          
        
        1.00000000
        NC
        
        29153.44000000
        0.042973120477
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-05
            5426.32000000
            USD
            0.00000000
            USD
            5500000.00000000
            NOK
            23727.12000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PHILIPPINES
        000000000
        
          
        
        1.00000000
        NC
        USD
        1535.65000000
        0.002263598136
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PHILIPPINES
                Philippine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -57.18000000
            USD
            120000.00000000
            USD
            1592.83000000
          
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135FAN1
        
          
          
        
        102000.00000000
        PA
        USD
        111350.44000000
        0.164134176734
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-15
          Fixed
          3.45900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-FCMT
        95003EAE6
        
          
        
        100000.00000000
        PA
        USD
        100312.36000000
        0.147863687156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Floating
          2.49300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STATE OF QATAR
        52990074F6OJOAXK4P65
        Qatar Government International Bond
        74727PBC4
        
          
          
        
        200000.00000000
        PA
        USD
        217651.01000000
        0.320824680547
        Long
        DBT
        NUSS
        QA
        N
        
        2
        
          2025-04-16
          Fixed
          3.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5406.55000000
        -0.00796943086
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            -200000.00000000
            EUR
            -5406.55000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137FV5Q1
        
          
        
        919953.50000000
        PA
        USD
        99852.67000000
        0.147186089118
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.38745400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS MXN
        000000000
        
          
        
        1.00000000
        NC
        
        41986.97000000
        0.061890161857
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-02-27
            25911.56000000
            USD
            0.00000000
            USD
            8515000.00000000
            MXN
            16075.41000000
          
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        Bristol-Myers Squibb Co
        110122DR6
        
          
          
        
        10000.00000000
        PA
        USD
        9795.97000000
        0.014439578965
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-11-13
          Fixed
          2.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -2301.54000000
        -0.00339254495
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            30200000.00000000
            CLP
            -2301.54000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KHE2
        
          
        
        20000.00000000
        PA
        USD
        20121.80000000
        0.029660188836
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5717.20000000
        -0.00842733908
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-13
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -5717.20000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        12529.89000000
        0.018469466126
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-11-13
            0.00000000
            USD
            0.00000000
            USD
            850000.00000000
            PLN
            12529.89000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        000000000
        
          
          
        
        150000.00000000
        PA
        
        179580.15000000
        0.264706992429
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2021-10-12
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CZK
        000000000
        
          
        
        1.00000000
        NC
        
        -3080.87000000
        -0.00454130276
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-01-31
            0.00000000
            USD
            0.00000000
            USD
            -6100000.00000000
            CZK
            -3080.87000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        40322.34000000
        0.059436442998
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-11
            38484.12000000
            USD
            0.00000000
            USD
            1665000.00000000
            PLN
            1838.22000000
          
        
        
          N
          N
          N
        
      
      
        Last Mile Logistics Pan Euro F
        635400NOPX1IKIAX7N90
        Last Mile Logistics Pan Euro Finance DAC
        000000000
        
          
        
        100000.00000000
        PA
        
        118743.62000000
        0.175031964949
        Long
        ABS-MBS
        CORP
        IE
        N
        
        2
        
          2026-08-17
          Floating
          1.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        CDS UNITED STATES OF AMERICA
        000000000
        
          
        
        1.00000000
        NC
        
        -910.34000000
        -0.00134187082
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -800.05000000
            USD
            -235000.00000000
            EUR
            -110.29000000
          
        
        
          N
          N
          N
        
      
      
        Bank
        549300GL0Y86051URC66
        BANK 2018-BNK10
        065404BA2
        
          
        
        250000.00000000
        PA
        USD
        274806.58000000
        0.405073853049
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2061-02-15
          Fixed
          3.42800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -1832.79000000
        -0.00270159217
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2027-07-13
            0.00000000
            USD
            0.00000000
            USD
            410000.00000000
            ILS
            -1832.79000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        180299.67000000
        0.265767588353
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTAMY GROUP CORP
        5493008TNY7A82WCXU31
        Mattamy Group Corp
        57701RAM4
        
          
          
        
        125000.00000000
        PA
        USD
        129165.72000000
        0.190394479936
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-03-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        Citigroup Inc
        172967NA5
        
          
          
        
        300000.00000000
        PA
        USD
        300658.40000000
        0.443180278069
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-09
          Fixed
          1.46200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        21819.48000000
        0.032162624472
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-12-03
            18693.78000000
            USD
            0.00000000
            USD
            230000.00000000
            AUD
            3125.70000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJS9
        
          
          
        
        270000.00000000
        PA
        USD
        274811.23000000
        0.405080707300
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-22
          Fixed
          1.73400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        282358.09000000
        0.416205024842
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        eG Global Finance PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121590.62000000
        0.179228535714
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        USD
        220765.66000000
        0.325415776132
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-01-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AK3
        
          
          
        
        10000.00000000
        PA
        USD
        9956.33000000
        0.014675954830
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT COS INC
        549300ODPWDNCH5TKM49
        Hunt Cos Inc
        445587AE8
        
          
          
        
        50000.00000000
        PA
        USD
        48837.28000000
        0.071987742003
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        -5430.50000000
        -0.00800473394
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-05-11
            0.00000000
            USD
            -4878.17000000
            USD
            -200000.00000000
            EUR
            -552.33000000
          
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        Ashton Woods USA LLC / Ashton Woods Finance Co
        045086AM7
        
          
          
        
        25000.00000000
        PA
        USD
        25059.09000000
        0.036937915170
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        Portugal Obrigacoes do Tesouro OT
        000000000
        
          
          
        
        50000.00000000
        PA
        
        73393.99000000
        0.108185132684
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2034-04-18
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        Mexico Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        245257.19000000
        0.361517089369
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2039-04-08
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        14883.20000000
        0.021938321745
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-12-03
            13179.27000000
            USD
            0.00000000
            USD
            21500000.00000000
            JPY
            1703.93000000
          
        
        
          N
          N
          N
        
      
      
        AMADEUS IT GROUP SA
        9598004A3FTY3TEHHN09
        Amadeus IT Group SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        128782.44000000
        0.189829512728
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-09-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        -16351.26000000
        -0.02410229001
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-04-27
            0.00000000
            USD
            -11625.44000000
            USD
            470000000.00000000
            KRW
            -4725.82000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        
        -1198.17000000
        -0.00176614162
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2028-06-20
            1930.81000000
            USD
            0.00000000
            USD
            -45000.00000000
            EUR
            -3128.98000000
          
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B20 Mortgage Trust
        08162XBE3
        
          
        
        100000.00000000
        PA
        USD
        101923.05000000
        0.150237896698
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-10-15
          Fixed
          1.94540000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        Stryker Corp
        000000000
        
          
          
        
        100000.00000000
        PA
        
        142621.69000000
        0.210229018157
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-30
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        5493007OD9MH69ES1S63
        Wells Fargo Commercial Mortgage Trust 2016-LC24
        95000HBE1
        
          
        
        250000.00000000
        PA
        USD
        264436.58000000
        0.389788135159
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-10-15
          Fixed
          2.68400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYWORKS SOLUTIONS INC
        549300WZ3ORQ2BVKBD96
        Skyworks Solutions Inc
        83088MAL6
        
          
          
        
        75000.00000000
        PA
        USD
        78545.37000000
        0.115778434654
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        89703.48000000
        0.132225852363
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC 2020-11R 1A1
        N/A
        CSMC 2020-11R 1A1
        000000000
        
          
        
        75870.32000000
        PA
        USD
        75868.30000000
        0.111832346246
        Long
        ABS-CBDO
        CORP
        US
        N
        
        2
        
          2038-04-25
          Fixed
          2.25838000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF AUSTRIA INTL
        529900QWWUI4XRVR7I03
        Republic of Austria Government International Bond
        052591AS3
        
          
          
        
        160000.00000000
        PA
        
        171892.02000000
        0.253374438304
        Long
        DBT
        NUSS
        AT
        N
        
        2
        
          2034-12-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        CDS GENERAL ELECTRIC CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        1049.82000000
        0.001547468886
        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
            812.59000000
            USD
            0.00000000
            USD
            130000.00000000
            USD
            237.23000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        7982.49000000
        0.011766450356
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2027-12-20
            0.00000000
            USD
            0.00000000
            USD
            503000000.00000000
            COP
            7982.49000000
          
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        Svenska Handelsbanken AB
        86959LAH6
        
          
          
        
        275000.00000000
        PA
        USD
        276606.37000000
        0.407726802152
        Long
        DBT
        CORP
        SE
        N
        
        2
        
          2027-06-11
          Fixed
          1.41800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS
        L2Z2MO2EQURH3BREWI15
        Discovery Communications LLC
        25470DAL3
        
          
          
        
        100000.00000000
        PA
        USD
        114638.04000000
        0.168980206255
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-11
          Fixed
          4.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        000000000
        
          
          
        
        150000.00000000
        PA
        
        188081.89000000
        0.277238834205
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2029-06-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REP OF ITALY CPN STRIP
        815600DE60799F5A9309
        Repubic of Italy Government International Bond Coupon Strip
        000000000
        
          
          
        
        84501.12000000
        PA
        
        93910.24000000
        0.138426753673
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-02-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -24176.44000000
        -0.03563686031
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-01-02
            0.00000000
            USD
            0.00000000
            USD
            1908733.93000000
            BRL
            -24176.44000000
          
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CBL4
        
          
          
        
        2600000.00000000
        PA
        USD
        2578875.00000000
        3.801345778482
        Long
        DBT
        UST
        US
        N
        
        2
        
          2031-02-15
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        Southwest Airlines Co
        844741BK3
        
          
          
        
        180000.00000000
        PA
        USD
        212987.43000000
        0.313950411671
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        3374.70000000
        0.004974417759
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-03
            0.00000000
            USD
            -0.52000000
            USD
            1500000.00000000
            CNY
            3375.22000000
          
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        Home RE 2021-1 Ltd
        437307AB7
        
          
        
        150000.00000000
        PA
        USD
        149536.91000000
        0.220422277759
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-07-25
          Floating
          1.63925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One New York Plaza Trust 2020-
        N/A
        One New York Plaza Trust 2020-1NYP
        68249DAJ8
        
          
        
        100000.00000000
        PA
        USD
        101061.57000000
        0.148968047108
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REGION OF LAZIO
        81560007498E8B065B77
        Region of Lazio Italy
        000000000
        
          
          
        
        90840.55000000
        PA
        
        125519.82000000
        0.185020304540
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2043-03-31
          Fixed
          3.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        La Poste SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        131272.27000000
        0.193499603275
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-21
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4674.14000000
        -0.00688983465
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-15
            0.00000000
            USD
            0.00000000
            USD
            170000.00000000
            USD
            -4674.14000000
          
        
        
          N
          N
          N
        
      
      
        Lendmark Funding Trust
        N/A
        Lendmark Funding Trust 2019-2
        52604AAA6
        
          
        
        200000.00000000
        PA
        USD
        205641.46000000
        0.303122212535
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-04-20
          Fixed
          2.78000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        MPT Operating Partnership LP / MPT Finance Corp
        000000000
        
          
          
        
        250000.00000000
        PA
        
        363073.46000000
        0.535182110203
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -2120.03000000
        -0.00312499329
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            453700000.00000000
            COP
            -2120.03000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        464.27000000
        0.000684349107
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                SPAIN GOVERNMENT INTERNATIONAL BOND
                SPAIN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            152.78000000
            USD
            0.00000000
            USD
            15000.00000000
            USD
            311.49000000
          
        
        
          N
          N
          N
        
      
      
        Bain Capital Credit CLO, Limit
        N/A
        Bain Capital Credit CLO 2018-1
        05683LAA4
        
          
        
        250000.00000000
        PA
        USD
        249691.80000000
        0.368053849004
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-23
          Floating
          1.09788000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NZ LOCAL GOVT FUND AGENC
        254900ZJG39H1CAH6K02
        New Zealand Local Government Funding Agency Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        78536.92000000
        0.115765979078
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2033-04-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BR1
        
          
          
        
        25000.00000000
        PA
        USD
        26023.98000000
        0.038360194469
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        Cellnex Telecom SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119957.86000000
        0.176821794273
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-10-23
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        USD/JPY FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -243.22000000
        -0.00035851420
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -5589574.00000000
            JPY
            50740.78000000
            USD
            2021-10-19
            -243.22000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS HUF
        000000000
        
          
        
        1.00000000
        NC
        
        -5144.30000000
        -0.00758286581
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-15
            0.00000000
            USD
            0.00000000
            USD
            23000000.00000000
            HUF
            -5144.30000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        5010.15000000
        0.007385124347
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2028-05-17
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            CLP
            5010.15000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        115239.33000000
        0.169866527307
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2047-12-18
            66881.64000000
            USD
            0.00000000
            USD
            91700000.00000000
            JPY
            48357.69000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        BBCMS 2018-CHRS Mortgage Trust
        05491VAG1
        
          
        
        380000.00000000
        PA
        USD
        400658.17000000
        0.590583197380
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-05
          Variable
          4.26650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        VEREIT Operating Partnership LP
        92340LAH2
        
          
          
        
        5000.00000000
        PA
        USD
        5161.83000000
        0.007608705609
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        6285.62000000
        0.009265208686
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-11-01
            0.00000000
            USD
            -5.36000000
            USD
            1680000.00000000
            CNY
            6290.98000000
          
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BANK OF CHINA/THE
        300300C1020211000045
        EXPORT-IMPORT BANK OF CHINA/THE
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        161332.44000000
        0.237809273317
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2024-05-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA5
        35564KJA8
        
          
        
        30000.00000000
        PA
        USD
        30515.00000000
        0.044980104282
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        301371.21000000
        0.444230983234
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2034-02-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINL CO
        5493008B6JBRUJ90QL97
        General Motors Financial Co Inc
        37045XDL7
        
          
          
        
        75000.00000000
        PA
        USD
        76682.90000000
        0.113033093188
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-06-10
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        USD/SGD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        349.69000000
        0.000515454454
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -21294.00000000
            SGD
            16064.40000000
            USD
            2021-09-15
            349.69000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        285000.00000000
        PA
        
        397567.85000000
        0.586027965007
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        60000.00000000
        PA
        
        116315.93000000
        0.171453470786
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF INDONESIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1791.76000000
        0.002641112621
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -76.24000000
            USD
            160000.00000000
            USD
            1868.00000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        US LONG BOND
        000000000
        
          
          
        
        35.00000000
        NC
        USD
        268896.52000000
        0.396362232039
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            5496259.73000000
            USD
            268896.52000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CHILE
        549300FLZTJM5YJF8D34
        Chile Government International Bond
        000000000
        
          
          
        
        115000.00000000
        PA
        
        145939.49000000
        0.215119563462
        Long
        DBT
        NUSS
        CL
        N
        
        2
        
          2029-02-01
          Fixed
          1.44000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        1907.32000000
        0.002811451826
        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
            -1086.40000000
            USD
            150000.00000000
            USD
            2993.72000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        -489.94000000
        -0.00072218752
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-10-04
            0.00000000
            USD
            0.00000000
            USD
            10000000.00000000
            JPY
            -489.94000000
          
        
        
          N
          N
          N
        
      
      
        WELLTOWER INC
        T6IZ0MBEG5ACZDTR7D06
        Welltower Inc
        95040QAN4
        
          
          
        
        50000.00000000
        PA
        USD
        50831.19000000
        0.074926830312
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-01-15
          Fixed
          2.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        4865.92000000
        0.007172524628
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-10-30
            0.00000000
            USD
            0.00000000
            USD
            -1450000.00000000
            USD
            4865.92000000
          
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        PMT Credit Risk Transfer Trust 2020-2R
        69355XAA1
        
          
        
        166385.26000000
        PA
        USD
        167107.06000000
        0.246321251354
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          3.90425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Carlyle Global Market Strategi
        6354006SCMVW8LXU4P40
        Carlyle Global Market Strategies Euro CLO 2014-2 Ltd
        000000000
        
          
        
        500000.00000000
        PA
        
        592078.55000000
        0.872743074624
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2031-11-15
          Floating
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Voya CLO Ltd
        5493007ASGBOUR3XJY69
        Voya CLO 2013-2 Ltd
        92916WAA7
        
          
        
        250000.00000000
        PA
        USD
        248572.75000000
        0.366404332842
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2031-04-25
          Floating
          1.09525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF SASKATCHEWAN
        549300FKDIB7OJMBSP83
        Province of Saskatchewan Canada
        803854KC1
        
          
          
        
        100000.00000000
        PA
        
        91755.17000000
        0.135250110274
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2048-06-02
          Fixed
          3.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        41759.55000000
        0.061554937367
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            609400.00000000
            BRL
            41759.55000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        132563.44000000
        0.195402829925
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-07-30
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        Ukraine Government International Bond
        000000000
        
          
          
        
        230000.00000000
        PA
        
        253850.07000000
        0.374183274475
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -119.10000000
        -0.00017555728
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-11-09
            0.00000000
            USD
            0.00000000
            USD
            -2180000.00000000
            USD
            -119.10000000
          
        
        
          N
          N
          N
        
      
      
        ONEOK INC
        2T3D6M0JSY48PSZI1Q41
        ONEOK Inc
        682680AZ6
        
          
          
        
        120000.00000000
        PA
        USD
        136360.31000000
        0.200999540020
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2049-09-01
          Fixed
          4.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        Credit Agricole Assurances SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        132065.96000000
        0.194669528196
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        Oportun Funding XIV LLC
        68377BAB3
        
          
        
        100000.00000000
        PA
        USD
        100375.12000000
        0.147956197441
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2028-03-08
          Fixed
          1.76000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        3658.35000000
        0.005392527101
        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
            -781.62000000
            USD
            90000.00000000
            USD
            4439.97000000
          
        
        
          N
          N
          N
        
      
      
        GS Mortgage Securities Trust
        N/A
        GS Mortgage Securities Trust 2018-GS9
        36255NAS4
        
          
        
        125000.00000000
        PA
        USD
        139765.63000000
        0.206019092657
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          3.72700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        LONG GILT
        000000000
        
          
          
        
        5.00000000
        NC
        
        16619.11000000
        0.024497109646
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UNITED KINGDOM GILT
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2021-09-28
            897774.00000000
            USD
            16619.11000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        30951.29000000
        0.045623209957
        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
            -7167.35000000
            USD
            1000000.00000000
            USD
            38118.64000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS NZD
        000000000
        
          
        
        1.00000000
        NC
        
        13934.00000000
        0.020539170016
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-28
            0.00000000
            USD
            0.00000000
            USD
            210000.00000000
            NZD
            13934.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        IRS BRL
        000000000
        
          
        
        1.00000000
        NC
        
        -292.43000000
        -0.00043105134
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            287186.65000000
            BRL
            -292.43000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBT1
        
          
          
        
        20000.00000000
        PA
        USD
        21961.02000000
        0.032371259044
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        505.65000000
        0.000745344575
        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
            -36.61000000
            USD
            50000.00000000
            USD
            542.26000000
          
        
        
          N
          N
          N
        
      
      
        MARRIOTT INTERNATIONAL
        225YDZ14ZO8E1TXUSU86
        Marriott International Inc/MD
        571903BG7
        
          
          
        
        75000.00000000
        PA
        USD
        76954.08000000
        0.113432821344
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        Spain Government Bond
        000000000
        
          
          
        
        190000.00000000
        PA
        
        216024.78000000
        0.318427564539
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        Romanian Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        138082.83000000
        0.203538590626
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        Bausch Health Cos Inc
        071734AH0
        
          
          
        
        5000.00000000
        PA
        USD
        4780.09000000
        0.007046008411
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        105000.00000000
        PA
        
        153735.72000000
        0.226611460510
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2067-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -100244.63000000
        -0.14776385092
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-08-31
            0.00000000
            USD
            0.00000000
            USD
            -2000000.00000000
            USD
            -100244.63000000
          
        
        
          N
          N
          N
        
      
      
        CHINA DEVELOPMENT BANK
        300300C1020111000029
        CHINA DEVELOPMENT BANK
        000000000
        
          
          
        
        5000000.00000000
        PA
        
        843267.83000000
        1.243004257942
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2032-08-02
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        50000.00000000
        PA
        
        70994.65000000
        0.104648427346
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2025-11-04
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BAHN FIN GMBH
        52990002BAIDUAIIYU29
        Deutsche Bahn Finance GMBH
        000000000
        
          
          
        
        100000.00000000
        PA
        
        82922.11000000
        0.122229892023
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-09-27
          Fixed
          3.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXI SPA
        5493000P70CQRQG8SN85
        Nexi SpA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118359.43000000
        0.174465656371
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-04-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2018-B2 Mortgage Trust
        08161CAC5
        
          
        
        200000.00000000
        PA
        USD
        215429.58000000
        0.317550220345
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-02-15
          Fixed
          3.54390000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        Banco Santander SA
        05964HAL9
        
          
          
        
        200000.00000000
        PA
        USD
        203654.16000000
        0.300192867582
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2026-03-25
          Fixed
          1.84900000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        15966.85000000
        0.023535657154
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-03-13
            0.00000000
            USD
            -7.71000000
            USD
            2460000.00000000
            ZAR
            15974.56000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        48793.51000000
        0.071923223597
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-01-04
            31711.93000000
            USD
            0.00000000
            USD
            57555000.00000000
            JPY
            17081.58000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        33718.92000000
        0.049702786756
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-12-18
            0.00000000
            USD
            0.00000000
            USD
            400000.00000000
            AUD
            33718.92000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP IRS SAR
        000000000
        
          
        
        3000000.00000000
        OU
        Other
        
        4884.63000000
        0.007200103777
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    IRS SAR
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                    
                      
                    
                  
                  
                  2025-05-21
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  SAR
                
              
            
            3000000.00000000
            USD
            2.05000000
            SAR
            2023-05-17
            XXXX
            -154.97000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        CDS REPUBLIC OF ITALY
        000000000
        
          
        
        1.00000000
        NC
        
        -1715.37000000
        -0.00252851127
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2023-06-20
            498.66000000
            USD
            0.00000000
            USD
            -90000.00000000
            EUR
            -2214.03000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KAH2
        
          
        
        80000.00000000
        PA
        USD
        80243.78000000
        0.118281946334
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT TERMINAL MALTA
        N/A
        Freeport Terminal Malta PLC
        356834AA9
        
          
        
        100000.00000000
        PA
        USD
        137512.73000000
        0.202698244650
        Long
        DBT
        CORP
        MT
        N
        
        2
        
          2028-05-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        3466.60000000
        0.005109881353
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            270000.00000000
            ILS
            3466.60000000
          
        
        
          N
          N
          N
        
      
      
        IBERDROLA INTL BV
        549300ZMLFJKWC63XN87
        Iberdrola International BV
        000000000
        
          
          
        
        200000.00000000
        PA
        
        241613.63000000
        0.356146363210
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        MXN/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -376.51000000
        -0.00055498800
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1474281.00000000
            MXN
            73217.88000000
            USD
            2021-09-15
            -376.51000000
          
        
        
          N
          N
          N
        
      
      
        HKT CAPITAL NO 3 LTD
        254900HE65W6XSXMND87
        HKT Capital No 3 Ltd
        000000000
        
          
          
        
        200000.00000000
        PA
        
        249863.05000000
        0.368306277084
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-10
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        Beazer Homes USA Inc
        07556QBM6
        
          
          
        
        50000.00000000
        PA
        USD
        51727.63000000
        0.076248212081
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TAH2
        
          
          
        
        165000.00000000
        PA
        USD
        167526.32000000
        0.246939254254
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        31640.71000000
        0.046639437501
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-11-07
            2815.26000000
            USD
            0.00000000
            USD
            3700000.00000000
            ZAR
            28825.45000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        3130.86000000
        0.004614989654
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-04-16
            0.00000000
            USD
            -9.04000000
            USD
            670000.00000000
            ILS
            3139.90000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        IRS RUB
        000000000
        
          
        
        1.00000000
        NC
        
        -869.74000000
        -0.00128202509
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-02-27
            0.00000000
            USD
            0.00000000
            USD
            16000000.00000000
            RUB
            -869.74000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175CA0
        
          
          
        
        35000.00000000
        PA
        USD
        36299.30000000
        0.053506350954
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2052-06-01
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -317.70000000
        -0.00046830015
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -258077.00000000
            GBP
            358412.28000000
            USD
            2021-08-03
            -317.70000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        26891.68000000
        0.039639212542
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-01
            0.00000000
            USD
            -31.28000000
            USD
            5000000.00000000
            ZAR
            26922.96000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        Russian Railways Via RZD Capital PLC
        000000000
        
          
          
        
        50000.00000000
        PA
        
        55670.40000000
        0.082059983530
        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
        
        1.93000000
        0.000002844882
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-04-08
            51.29000000
            USD
            0.00000000
            USD
            126000000.00000000
            JPY
            -49.36000000
          
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        Newell Brands Inc
        651229AW6
        
          
          
        
        100000.00000000
        PA
        USD
        111410.40000000
        0.164222559728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-01
          Variable
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        Goldman Sachs Group Inc/The
        38144GAG6
        
          
          
        
        130000.00000000
        PA
        USD
        130508.84000000
        0.192374282580
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -143.34000000
        -0.00021128783
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -99859.00000000
            EUR
            118323.53000000
            USD
            2021-08-03
            -143.34000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS COP
        000000000
        
          
        
        1.00000000
        NC
        
        -25086.49000000
        -0.03697830366
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            3100000000.00000000
            COP
            -25086.49000000
          
        
        
          N
          N
          N
        
      
      
        DANSKE BANK A/S
        MAES062Z21O4RZ2U7M96
        Danske Bank A/S
        23636AAY7
        
          
          
        
        300000.00000000
        PA
        USD
        301538.67000000
        0.444477824731
        Long
        DBT
        CORP
        DK
        N
        
        2
        
          2023-12-08
          Fixed
          1.17100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citigroup Commercial Mortgage
        N/A
        Citigroup Commercial Mortgage Trust 2018-B2
        17327FAC0
        
          
        
        150000.00000000
        PA
        USD
        167536.95000000
        0.246954923221
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-03-10
          Fixed
          3.74400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        Gazprom PJSC Via Gaz Capital SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        147681.89000000
        0.217687917836
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        7213.06000000
        0.010632285465
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-12-03
            2382.50000000
            USD
            0.00000000
            USD
            11780000.00000000
            JPY
            4830.56000000
          
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        Bulgaria Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        152158.82000000
        0.224287058529
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2035-03-26
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        000000000
        
          
          
        
        200000.00000000
        PA
        
        240388.87000000
        0.354341027063
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Multifamily Structured Pass Through Certificates
        3137BMTY2
        
          
        
        4438769.16000000
        PA
        USD
        110644.75000000
        0.163093966680
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2025-11-25
          Variable
          0.64839800
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        Avantor Funding Inc
        000000000
        
          
          
        
        250000.00000000
        PA
        
        304717.97000000
        0.449164216523
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        EUR/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -122.45000000
        -0.00018049528
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Credit Suisse AG
              ANGGYXNX0JLX3X63JN86
            
            -100332.00000000
            EUR
            118905.56000000
            USD
            2021-08-03
            -122.45000000
          
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        NRG Energy Inc
        629377CE0
        
          
          
        
        53000.00000000
        PA
        USD
        56310.88000000
        0.083004071919
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DS SMITH PLC
        39RSBE4RCI4M15BLWH36
        DS Smith PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122324.55000000
        0.180310372448
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-09-12
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALEDONIA GENERA
        N/A
        Caledonia Generating LLC
        129268AB4
        
          
        
        100000.00000000
        PA
        USD
        102414.20000000
        0.150961867801
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2034-02-28
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -1166.00000000
        -0.00171872199
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-03-12
            0.00000000
            USD
            -1.83000000
            USD
            5000000.00000000
            CNY
            -1164.17000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        5 YEAR EURO BOBL
        000000000
        
          
          
        
        -34.00000000
        NC
        
        -52427.43000000
        -0.07727974008
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2021-09-08
            -5545277.34000000
            USD
            -52427.43000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        Freddie Mac Structured Agency Credit Risk Debt Notes
        35565TBD0
        
          
        
        35000.00000000
        PA
        USD
        36772.00000000
        0.054203126156
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERALITAT DE CATALUNYA
        95980020140005848404
        Autonomous Community of Catalonia
        000000000
        
          
          
        
        100000.00000000
        PA
        
        161226.98000000
        0.237653821841
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-04-26
          Fixed
          4.22000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        SWOP IRS SAR
        000000000
        
          
        
        3000000.00000000
        OU
        Other
        
        3529.23000000
        0.005202200014
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    IRS SAR
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                  
                    
                      
                    
                  
                  2025-05-21
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  SAR
                
              
            
            3000000.00000000
            USD
            2.05000000
            SAR
            2023-05-17
            XXXX
            -1510.37000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CHF
        000000000
        
          
        
        1.00000000
        NC
        
        6723.41000000
        0.009910525411
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-01-31
            0.00000000
            USD
            0.00000000
            USD
            130000.00000000
            CHF
            6723.41000000
          
        
        
          N
          N
          N
        
      
      
        TFS_18-3-A1
        N/A
        TFS_18-3-A1
        000000000
        
          
        
        105467.02000000
        PA
        
        108220.37000000
        0.159520351566
        Long
        ABS-MBS
        CORP
        LU
        N
        
        2
        
          2023-03-16
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATTERHORN TELECOM SA
        549300MTB0YI26SMUT22
        Matterhorn Telecom SA
        000000000
        
          
          
        
        100000.00000000
        PA
        
        120056.55000000
        0.176967266549
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broad River BSL Funding CLO Lt
        5493000KEEYM16WOW109
        Broad River Bsl Funding Clo Ltd 2020-1
        11124TAJ3
        
          
        
        750000.00000000
        PA
        USD
        749994.15000000
        1.105515814449
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-07-20
          Floating
          1.30425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANA INC
        KVWHW7YLZPFJM8QYNJ51
        Dana Inc
        235825AF3
        
          
          
        
        25000.00000000
        PA
        USD
        26453.25000000
        0.038992952436
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PANAMA
        000000000
        
          
        
        1.00000000
        NC
        USD
        1359.48000000
        0.002003917816
        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
            -57.18000000
            USD
            120000.00000000
            USD
            1416.66000000
          
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        549300VIWYMSIGT1U456
        Cigna Corp
        125523CL2
        
          
          
        
        25000.00000000
        PA
        USD
        25996.49000000
        0.038319673313
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-15
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        12298.36000000
        0.018128183362
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-12-03
            17651.88000000
            USD
            0.00000000
            USD
            120000.00000000
            CAD
            -5353.52000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        12283.43000000
        0.018106176055
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-05-08
            7742.18000000
            USD
            0.00000000
            USD
            150000.00000000
            GBP
            4541.25000000
          
        
        
          N
          N
          N
        
      
      
        TCW Gem Ltd
        N/A
        TCW CLO 2020-1 Ltd
        87190CAW0
        
          
        
        750000.00000000
        PA
        USD
        749128.13000000
        1.104239272751
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-04-20
          Floating
          1.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        Peruvian Government International Bond
        715638DE9
        
          
          
        
        85000.00000000
        PA
        USD
        87130.64000000
        0.128433402371
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-23
          Fixed
          2.39200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        CDS KINGDOM OF SPAIN
        000000000
        
          
        
        1.00000000
        NC
        USD
        5261.72000000
        0.007755946724
        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
            -1271.09000000
            USD
            170000.00000000
            USD
            6532.81000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118513.05000000
        0.174692097256
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        Verizon Communications Inc
        92343VGJ7
        
          
          
        
        45000.00000000
        PA
        USD
        46783.73000000
        0.068960742392
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-03-21
          Fixed
          2.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        Italy Buoni Poliennali Del Tesoro
        000000000
        
          
          
        
        120000.00000000
        PA
        
        150926.41000000
        0.222470446033
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2036-03-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        CDS REPUBLIC OF UKRAINE
        000000000
        
          
        
        1.00000000
        NC
        USD
        4028.78000000
        0.005938552991
        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
            5370.01000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -1341.23000000
          
        
        
          N
          N
          N
        
      
      
        THYSSENKRUPP AG
        549300UDG16DOYUPR330
        thyssenkrupp AG
        000000000
        
          
          
        
        200000.00000000
        PA
        
        237659.39000000
        0.350317684607
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-03-03
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83368RAT9
        
          
          
        
        255000.00000000
        PA
        USD
        274248.06000000
        0.404250576370
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2024-03-28
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        -164.90000000
        -0.00024306797
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-03-06
            0.00000000
            USD
            -6.23000000
            USD
            2800000.00000000
            CNY
            -158.67000000
          
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2020-B17 Mortgage Trust
        08162MAW8
        
          
        
        75000.00000000
        PA
        USD
        76494.62000000
        0.112755562333
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2053-03-15
          Fixed
          2.04220000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        GBP/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        23968.78000000
        0.035330762704
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3095171.00000000
            USD
            2243967.00000000
            GBP
            2021-08-03
            23968.78000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        200000.00000000
        PA
        
        249409.06000000
        0.367637081031
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-04-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        QHSFEYI7HUOXXZ413E03
        CDS RUSSIAN FEDERATION
        000000000
        
          
        
        1.00000000
        NC
        USD
        635.77000000
        0.000937145695
        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
            -356.50000000
            USD
            50000.00000000
            USD
            992.27000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        Colombia Government International Bond
        195325DR3
        
          
          
        
        200000.00000000
        PA
        USD
        196150.91000000
        0.289132832601
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2030-01-30
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS THB
        000000000
        
          
        
        1.00000000
        NC
        
        5660.45000000
        0.008343687736
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2024-07-03
            0.00000000
            USD
            0.00000000
            USD
            6000000.00000000
            THB
            5660.45000000
          
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS Health Corp
        126650CX6
        
          
          
        
        6000.00000000
        PA
        USD
        6947.43000000
        0.010240738190
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-25
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2204.06000000
        -0.00324885625
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            75000.00000000
            USD
            -2204.06000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        USD/BRL FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -390.22000000
        -0.00057519699
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -68250.72000000
            USD
            353607.00000000
            BRL
            2021-08-03
            -390.22000000
          
        
        
          N
          N
          N
        
      
      
        SWISS RE FINANCE UK
        549300C654ZPQWG3JF34
        Swiss Re Finance UK PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        133295.81000000
        0.196482367168
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2052-06-04
          Fixed
          2.71400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        CAD/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3068.81000000
        -0.00452352593
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1075732.00000000
            CAD
            859128.52000000
            USD
            2021-10-19
            -3068.81000000
          
        
        
          N
          N
          N
        
      
      
        CO-OP GRP HLDS
        213800TAO69X5H284Q39
        Co-operative Group Holdings 2011 Ltd
        000000000
        
          
          
        
        100000.00000000
        PA
        
        166881.70000000
        0.245989063371
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-08
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF PERU
        000000000
        
          
        
        1.00000000
        NC
        USD
        1165.00000000
        0.001717247959
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PERU
                Peruvian Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -57.18000000
            USD
            120000.00000000
            USD
            1222.18000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        Volkswagen International Finance NV
        000000000
        
          
          
        
        100000.00000000
        PA
        
        135946.67000000
        0.200389821182
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        1185.20000000
        0.001747023417
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-02-04
            0.00000000
            USD
            0.00000000
            USD
            1200000.00000000
            CNY
            1185.20000000
          
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        Kazakhstan Temir Zholy National Co JSC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        117496.36000000
        0.173193463069
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2023-12-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENN VALLEY AUTHORITY
        549300HE1ISW43LNKM54
        Tennessee Valley Authority
        880591DP4
        
          
          
        
        100000.00000000
        PA
        
        200755.46000000
        0.295920089332
        Long
        DBT
        USGA
        US
        N
        
        2
        
          2032-06-07
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTRAL GARDEN & PET CO
        5493004DVZLD37DJ0H83
        Central Garden & Pet Co
        153527AP1
        
          
          
        
        25000.00000000
        PA
        USD
        25542.64000000
        0.037650683625
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-30
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300O2Y407FNHQWX93
        BlueMountain CLO 2016-2 Ltd
        09628WAL6
        
          
        
        250000.00000000
        PA
        USD
        250111.40000000
        0.368672353076
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          1.46525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        Republic of Italy Government International Bond
        000000000
        
          
          
        
        350000.00000000
        PA
        
        479462.15000000
        0.706742831600
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-07-31
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        00206RME9
        
          
          
        
        69000.00000000
        PA
        USD
        71508.53000000
        0.105405903210
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2059-09-15
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        1658.99000000
        0.002445405315
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-13
            0.00000000
            USD
            -0.97000000
            USD
            700000.00000000
            CNY
            1659.96000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        977.39000000
        0.001440704706
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2047-05-30
            0.00000000
            USD
            -1503.65000000
            USD
            50000.00000000
            CAD
            2481.04000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        CDS BOEING CO
        000000000
        
          
        
        1.00000000
        NC
        USD
        340.42000000
        0.000501790172
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            
              
                BOEING CO/THE
                BOEING CO/THE
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            208.62000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            131.80000000
          
        
        
          N
          N
          N
        
      
      
        DANAHER CORP
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851AT9
        
          
          
        
        100000.00000000
        PA
        
        131714.97000000
        0.194152157499
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-30
          Fixed
          2.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4700.73000000
        -0.00692902918
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -52286902.00000000
            JPY
            471925.60000000
            USD
            2021-08-03
            -4700.73000000
          
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BX1
        
          
          
        
        40000.00000000
        PA
        USD
        39259.93000000
        0.057870416041
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-01
          Fixed
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        USD/GBP FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -238.49000000
        -0.00035154203
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -54799.00000000
            GBP
            75945.91000000
            USD
            2021-10-19
            -238.49000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS REPUBLIC OF COLOMBIA
        000000000
        
          
        
        1.00000000
        NC
        USD
        920.72000000
        0.001357171280
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -76.24000000
            USD
            160000.00000000
            USD
            996.96000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS AUD
        000000000
        
          
        
        1.00000000
        NC
        
        9852.49000000
        0.014522891287
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-27
            0.00000000
            USD
            -1.11000000
            USD
            100000.00000000
            AUD
            9853.60000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS CDX.EM.28.V2
        000000000
        
          
        
        1.00000000
        NC
        USD
        -8635.26000000
        -0.01272865460
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                IHS MARKIT LTD
                CDX.EM.28.V2
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2022-12-20
            0.00000000
            USD
            -492.71000000
            USD
            -3760000.00000000
            USD
            -8142.55000000
          
        
        
          N
          N
          N
        
      
      
        Telos CLO Ltd
        635400UODWAQKOLDKL79
        Telos CLO 2013-4 Ltd
        87974HAS0
        
          
        
        247872.62000000
        PA
        USD
        247998.27000000
        0.365557530603
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2030-01-17
          Floating
          1.37388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T Inc
        000000000
        
          
          
        
        100000.00000000
        PA
        
        81972.51000000
        0.120830150682
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-01-19
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        QHSFEYI7HUOXXZ413E03
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        14061.04000000
        0.020726431116
        N/A
        DIR
        CORP
        FR
        
        N
        
        2
        
          
            
              BNP PARIBAS SA
              QHSFEYI7HUOXXZ413E03
            
            Y
            
            
              
                
              
            
            2028-04-26
            0.00000000
            USD
            0.00000000
            USD
            550000.00000000
            ILS
            14061.04000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        7053.63000000
        0.010397280451
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-09-10
            8079.47000000
            USD
            0.00000000
            USD
            209000000.00000000
            KRW
            -1025.84000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS CNY
        000000000
        
          
        
        1.00000000
        NC
        
        4698.68000000
        0.006926007418
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-11-02
            14.51000000
            USD
            0.00000000
            USD
            5910000.00000000
            CNY
            4684.17000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS KRW
        000000000
        
          
        
        1.00000000
        NC
        
        504.16000000
        0.000743148267
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-04-17
            0.09000000
            USD
            0.00000000
            USD
            33500000.00000000
            KRW
            504.07000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        10 YEAR EURO BUND
        000000000
        
          
          
        
        -9.00000000
        NC
        
        -41279.87000000
        -0.06084787341
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-09-08
            -1873898.60000000
            USD
            -41279.87000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        000000000
        
          
          
        
        300000.00000000
        PA
        
        356725.53000000
        0.525825054546
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (30 YEAR ISSUE)
        353800WZS8AXZXFUC241
        Japan Government Thirty Year Bond
        000000000
        
          
          
        
        15000000.00000000
        PA
        
        139213.74000000
        0.205205588815
        Long
        DBT
        NUSS
        JP
        N
        
        2
        
          2051-03-20
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL GOVERNMENT INTERNATIONAL BOND
        549300P6U1FJ3IMP7K42
        PORTUGAL GOVERNMENT INTERNATIONAL BOND
        000000000
        
          
        
        600000.00000000
        PA
        
        93539.99000000
        0.137880993109
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2022-06-03
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        549300O2GEH6GH9NO762
        Bellemeade Re 2018-1 Ltd
        078768AD0
        
          
        
        62351.84000000
        PA
        USD
        62857.99000000
        0.092654725386
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-04-25
          Floating
          1.68925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        JPY/USD FORWARD
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2409.58000000
        0.003551799432
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -474216.75000000
            USD
            52286902.00000000
            JPY
            2021-08-03
            2409.58000000
          
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        Saudi Government International Bond
        000000000
        
          
          
        
        125000.00000000
        PA
        
        154469.79000000
        0.227693503608
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CG2
        
          
          
        
        210000.00000000
        PA
        USD
        211872.34000000
        0.312306732678
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-04-01
          Fixed
          1.44700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS PLN
        000000000
        
          
        
        1.00000000
        NC
        
        21244.58000000
        0.031315203140
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-09-09
            0.00000000
            USD
            -10804.00000000
            USD
            2100000.00000000
            PLN
            32048.58000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        CCO Holdings LLC / CCO Holdings Capital Corp
        1248EPCK7
        
          
          
        
        50000.00000000
        PA
        USD
        51561.47000000
        0.076003286827
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        Bausch Health Americas Inc
        91911XAW4
        
          
          
        
        135000.00000000
        PA
        USD
        146123.42000000
        0.215390682275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        88000.00000000
        PA
        
        157748.81000000
        0.232526885930
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2041-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS CAD
        000000000
        
          
        
        1.00000000
        NC
        
        4413.11000000
        0.006505067934
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-01-09
            0.00000000
            USD
            -1.05000000
            USD
            50000.00000000
            CAD
            4414.16000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        Israel Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        128355.71000000
        0.189200498803
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2027-01-18
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BENCHMARK Mortgage Trust
        N/A
        Benchmark 2018-B1 Mortgage Trust
        08162PAU5
        
          
        
        175000.00000000
        PA
        USD
        186558.59000000
        0.274993440370
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-15
          Fixed
          3.35500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        SWOP CDS ITRAXX.EU.XO.35.V1
        000000000
        
          
        
        -330000.00000000
        OU
        Other
        
        -198.33000000
        -0.00029234488
        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
                
              
            
            -330000.00000000
            USD
            500.00000000
            EUR
            2021-09-15
            XXXX
            1116.75000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        ULTRA LONG TERM US TREASURY BOND
        000000000
        
          
          
        
        14.00000000
        NC
        USD
        196581.91000000
        0.289768140644
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            2596855.59000000
            USD
            196581.91000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS FEDERATIVE REPUBLIC OF BRAZIL
        000000000
        
          
        
        1.00000000
        NC
        USD
        2548.18000000
        0.003756100348
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -285.92000000
            USD
            600000.00000000
            USD
            2834.10000000
          
        
        
          N
          N
          N
        
      
      
        Deco
        549300BXZQDWLENUZL17
        Deco 2019-RAM DAC
        000000000
        
          
        
        497500.00000000
        PA
        
        569300.86000000
        0.839168017390
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2030-08-07
          Floating
          3.54750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        Hellenic Republic Government Bond
        000000000
        
          
          
        
        31000.00000000
        PA
        
        54519.37000000
        0.080363327805
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2038-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        Morgan Stanley
        61772BAB9
        
          
          
        
        110000.00000000
        PA
        USD
        111667.23000000
        0.164601135516
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-04
          Fixed
          1.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        Bank of America Corp
        06051GJT7
        
          
          
        
        195000.00000000
        PA
        USD
        203638.51000000
        0.300169798972
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-04-22
          Fixed
          2.68700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Tryon Park CLO LTD
        549300XSFFA9X5E6Q356
        Tryon Park CLO Ltd
        89852TAP3
        
          
        
        250000.00000000
        PA
        USD
        249568.80000000
        0.367872542996
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2029-04-15
          Floating
          1.62613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CADILLAC FAIRVIEW PRP TR
        N/A
        Ontario Teachers' Cadillac Fairview Properties Trust
        68327LAB2
        
          
          
        
        300000.00000000
        PA
        USD
        335413.55000000
        0.494410501609
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-03-20
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Brookside Mill CLO Ltd
        N/A
        Brookside Mill CLO Ltd 2013-1
        114521AM9
        
          
        
        250000.00000000
        PA
        USD
        250190.75000000
        0.368789317562
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2028-01-17
          Floating
          1.48388000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARATHON PETROLEUM CORP
        3BNYRYQHD39K4LCKQF12
        Marathon Petroleum Corp
        56585AAF9
        
          
          
        
        50000.00000000
        PA
        USD
        70340.94000000
        0.103684837506
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-03-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        IRS CLP
        000000000
        
          
        
        1.00000000
        NC
        
        -10212.18000000
        -0.01505308606
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-02-10
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            CLP
            -10212.18000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129842.97000000
        0.191392768503
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2024-06-27
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        Wells Fargo Commercial Mortgage Trust 2021-C59
        95003CAC4
        
          
        
        600000.00000000
        PA
        USD
        609962.22000000
        0.899104186915
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2054-04-15
          Fixed
          1.95800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        JBS USA LUX SA / JBS USA Finance Inc
        472141AA8
        
          
          
        
        75000.00000000
        PA
        USD
        82312.52000000
        0.121331336500
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        5943.19000000
        0.008760455709
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-09
            0.00000000
            USD
            0.00000000
            USD
            -1595000.00000000
            USD
            5943.19000000
          
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        OCI NV
        000000000
        
          
          
        
        250000.00000000
        PA
        
        308780.03000000
        0.455151825319
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-10-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS GBP
        000000000
        
          
        
        1.00000000
        NC
        
        24352.40000000
        0.035896231083
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-04-07
            0.00000000
            USD
            -10.44000000
            USD
            305000.00000000
            GBP
            24362.84000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        CDS PEOPLES REPUBLIC OF CHINA
        000000000
        
          
        
        1.00000000
        NC
        USD
        5412.33000000
        0.007977950772
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                CHINA GOVERNMENT INTERNATIONAL BOND
                CHINA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -190.60000000
            USD
            400000.00000000
            USD
            5602.93000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045VAP5
        
          
          
        
        50000.00000000
        PA
        USD
        61214.11000000
        0.090231592703
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2038-04-01
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIATRIS INC
        254900ZZTSW7NL773X71
        Viatris Inc
        91533BAF7
        
          
          
        
        15000.00000000
        PA
        USD
        16228.47000000
        0.023921293558
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-06-22
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMM OPT LLC/CAP
        N/A
        Charter Communications Operating LLC / Charter Communications Operating Capital
        161175BT0
        
          
          
        
        35000.00000000
        PA
        USD
        41146.98000000
        0.060651989227
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2050-03-01
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        Scientific Games International Inc
        80874YAW0
        
          
          
        
        100000.00000000
        PA
        USD
        102750.00000000
        0.151456847943
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        United States Treasury Note/Bond
        91282CAE1
        
          
          
        
        300000.00000000
        PA
        USD
        285609.38000000
        0.420997532240
        Long
        DBT
        UST
        US
        N
        
        2
        
          2030-08-15
          Fixed
          0.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        Cyprus Government International Bond
        000000000
        
          
          
        
        30000.00000000
        PA
        
        49642.57000000
        0.073174765703
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2049-05-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        IRS ILS
        000000000
        
          
        
        1.00000000
        NC
        
        -2830.56000000
        -0.00417233766
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2030-04-24
            0.00000000
            USD
            -4.29000000
            USD
            450000.00000000
            ILS
            -2826.27000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS EUR
        000000000
        
          
        
        1.00000000
        NC
        
        61385.43000000
        0.090484123965
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2033-05-11
            0.00000000
            USD
            -8953.08000000
            USD
            430000.00000000
            EUR
            70338.51000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        Freddie Mac STACR REMIC Trust 2021-DNA1
        35564KBD0
        
          
        
        10000.00000000
        PA
        USD
        10012.38000000
        0.014758574357
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2051-01-25
          Floating
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIRCRAFT FINANCE CO LTD
        549300V406LJMUES1M40
        Aircraft Finance Co Ltd
        000000000
        
          
          
        
        128107.82000000
        PA
        USD
        133354.92000000
        0.196569497234
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-29
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS IFS USD
        000000000
        
          
        
        1.00000000
        NC
        USD
        -4043.31000000
        -0.00595997068
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            135000.00000000
            USD
            -4043.31000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        Indonesia Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119811.25000000
        0.176605686356
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mariner Finance Issuance Trust
        N/A
        Mariner Finance Issuance Trust 2020-A
        56848MAA7
        
          
        
        100000.00000000
        PA
        USD
        102500.89000000
        0.151089651686
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2034-08-21
          Fixed
          2.19000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        BX Commercial Mortgage Trust 2019-XL
        056054AK5
        
          
        
        89366.98000000
        PA
        USD
        89644.08000000
        0.132138294827
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.39300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jupiter Mortgages No.1
        6354009QIELPOGEAFS09
        Jupiter Mortgage NO 1 PLC
        000000000
        
          
          
        
        100000.00000000
        PA
        
        139546.69000000
        0.205696367963
        Long
        ABS-MBS
        CORP
        GB
        N
        
        2
        
          2060-07-20
          Floating
          1.44962000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        Energy Transfer LP
        29273VAN0
        
          
          
        
        50000.00000000
        PA
        USD
        51191.07000000
        0.075457305158
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        IRS MYR
        000000000
        
          
        
        1.00000000
        NC
        
        2635.08000000
        0.003884193779
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2029-07-11
            0.00000000
            USD
            -0.36000000
            USD
            200000.00000000
            MYR
            2635.44000000
          
        
        
          N
          N
          N
        
      
      
        Trimaran CAVU 2019-1 Ltd
        N/A
        Trimaran Cavu 2021-1 Ltd
        89624NAA6
        
          
        
        500000.00000000
        PA
        USD
        500423.90000000
        0.737641134105
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-04-23
          Floating
          1.34788000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK NY
        7LTWFZYICNSX8D621K86
        Deutsche Bank AG/New York NY
        251526CJ6
        
          
          
        
        265000.00000000
        PA
        USD
        264651.51000000
        0.390104948982
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2024-05-28
          Fixed
          0.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        IRS JPY
        000000000
        
          
        
        1.00000000
        NC
        
        87378.94000000
        0.128799404661
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-12-18
            0.00000000
            USD
            0.00000000
            USD
            111500000.00000000
            JPY
            87378.94000000
          
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM GILT
        ECTRVYYCEF89VWYS6K36
        United Kingdom Gilt
        000000000
        
          
          
        
        155000.00000000
        PA
        
        372645.63000000
        0.549291800676
        Long
        DBT
        NUSS
        GB
        N
        
        2
        
          2046-12-07
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299003F3UFKGCCMAP43
        Hungary Government International Bond
        000000000
        
          
          
        
        100000.00000000
        PA
        
        130554.87000000
        0.192442132299
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2027-10-10
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        Bombardier Inc
        097751BT7
        
          
          
        
        80000.00000000
        PA
        USD
        82883.32000000
        0.122172714299
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        Serbia International Bond
        000000000
        
          
          
        
        250000.00000000
        PA
        
        330567.95000000
        0.487267929323
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ares Euro CLO
        6354007OH9MZ1YTNJL79
        Ares European CLO XI DAC
        000000000
        
          
        
        500000.00000000
        PA
        
        593643.39000000
        0.875049699772
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2032-04-15
          Fixed
          1.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        IRS ZAR
        000000000
        
          
        
        1.00000000
        NC
        
        1307.96000000
        0.001927975657
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-09-15
            0.00000000
            USD
            -15176.88000000
            USD
            10915000.00000000
            ZAR
            16484.84000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        10 YEAR US TREASURY NOTE
        000000000
        
          
          
        
        -7.00000000
        NC
        USD
        -2032.02000000
        -0.00299526369
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            -939139.89000000
            USD
            -2032.02000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-09-23
      Prudential Global Total Return Fund, Inc.
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer
    
  
  XXXX



PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Long-Term Investments 96.9%          
Asset-Backed Securities 15.6%
Cayman Islands 11.0%
Bain Capital Credit CLO Ltd.,
Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 0.960% (Cap N/A, Floor 0.000%)
1.098 %(c) 04/23/31   250  $249,692
BlueMountain CLO Ltd.,
Series 2016-02A, Class A1R, 144A, 3 Month LIBOR + 1.310% (Cap N/A, Floor 1.310%)
1.465(c) 08/20/32   250 250,111
Broad River Bsl Funding CLO Ltd.,
Series 2020-01A, Class AR, 144A, 3 Month LIBOR + 1.170% (Cap N/A, Floor 1.170%)
1.304(c) 07/20/34   750 749,994
Brookside Mill CLO Ltd.,
Series 2013-01A, Class BR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 0.000%)
1.484(c) 01/17/28   250 250,191
Carlyle CLO Ltd.,
Series C17A, Class A1AR, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%)
1.159(c) 04/30/31   250 249,457
Carlyle Global Market Strategies CLO Ltd.,
Series 2014-01A, Class A1R2, 144A, 3 Month LIBOR + 0.970% (Cap N/A, Floor 0.970%)
1.104(c) 04/17/31   249 249,242
CBAM Ltd.,
Series 2019-11A, Class A1, 144A, 3 Month LIBOR + 1.360% (Cap N/A, Floor 1.360%)
1.494(c) 10/20/32   250 250,135
Greenwood Park CLO Ltd.,
Series 2018-01A, Class A2, 144A, 3 Month LIBOR + 1.010% (Cap N/A, Floor 0.000%)
1.136(c) 04/15/31   250 250,057
Greywolf CLO Ltd.,
Series 2018-01A, Class A1, 144A, 3 Month LIBOR + 1.030% (Cap N/A, Floor 0.000%)
1.155(c) 04/26/31   750 750,254
HPS Loan Management Ltd.,
Series 15A-19, Class A1, 144A, 3 Month LIBOR + 1.320% (Cap N/A, Floor 1.320%)
1.458(c) 07/22/32   250 250,044
Madison Park Funding Ltd.,
Series 2016-21A, Class A1AR, 144A, 3 Month LIBOR + 1.350% (Cap N/A, Floor 1.350%)
1.476(c) 10/15/32   250 250,191
MidOcean Credit CLO,
Series 2018-08A, Class B, 144A, 3 Month LIBOR + 1.650% (Cap N/A, Floor 0.000%)
1.805(c) 02/20/31   250 249,881
Octagon Investment Partners 45 Ltd.,
Series 2019-01A, Class A, 144A, 3 Month LIBOR + 1.330% (Cap N/A, Floor 1.330%)
1.456(c) 10/15/32   500 500,874
1

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Asset-Backed Securities (Continued)
Cayman Islands (cont’d.)
OZLM Ltd.,
Series 2014-06A, Class A2AS, 144A, 3 Month LIBOR + 1.750% (Cap N/A, Floor 0.000%)
1.884 %(c) 04/17/31   250  $249,373
Palmer Square CLO Ltd.,
Series 2015-01A, Class A1A4, 144A, 3 Month LIBOR + 1.130% (Cap N/A, Floor 1.130%)
1.255(c) 05/21/34   750 747,295
TCW CLO Ltd.,
Series 2020-01A, Class A1RR, 144A
0.000(cc) 04/20/34   750 749,128
Telos CLO Ltd.,
Series 2013-04A, Class AR, 144A, 3 Month LIBOR + 1.240% (Cap N/A, Floor 0.000%)
1.374(c) 01/17/30   248 247,998
Trimaran Cavu Ltd.,
Series 2021-01A, Class A, 144A, 3 Month LIBOR + 1.210% (Cap N/A, Floor 1.210%)
1.348(c) 04/23/32   500 500,424
Tryon Park CLO Ltd.,
Series 2013-01A, Class A2R, 144A, 3 Month LIBOR + 1.500% (Cap N/A, Floor 0.000%)
1.626(c) 04/15/29   250 249,569
Voya CLO Ltd.,
Series 2013-02A, Class A1R, 144A, 3 Month LIBOR + 0.970% (Cap N/A, Floor 0.970%)
1.095(c) 04/25/31   250 248,573
          7,492,483
Ireland 2.2%
Ares European CLO DAC,
Series 11A, Class B2R, 144A
1.950 04/15/32 EUR 500 593,643
Armada Euro CLO DAC,
Series 02A, Class A3, 144A
1.500 11/15/31 EUR 250 297,493
Carlyle Global Market Strategies Euro CLO Ltd.,
Series 2014-02A, Class AR1, 144A, 3 Month EURIBOR + 0.750% (Cap N/A, Floor 0.750%)
0.750(c) 11/15/31 EUR 500 592,079
          1,483,215
Spain 0.2%
TFS,
Series 2018-03, Class A1, 1 Month EURIBOR + 3.000%
3.000(c) 04/16/23 EUR 105 108,220
United States 2.2%
Battalion CLO Ltd.,
Series 2018-12A, Class A1, 144A, 3 Month LIBOR + 1.070% (Cap N/A, Floor 1.070%)
1.226(c) 05/17/31   250 249,756
2

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Asset-Backed Securities (Continued)
United States (cont’d.)
Credit Suisse Mortgage Trust,
Series 2020-11R, Class 1A1, 144A, 1 Month LIBOR + 2.150%
2.253 %(c) 04/25/38   76  $75,868
Lendmark Funding Trust,          
Series 2019-01A, Class A, 144A 3.000 12/20/27   100 102,077
Series 2019-02A, Class A, 144A 2.780 04/20/28   200 205,642
     
 
Mariner Finance Issuance Trust,
Series 2020-AA, Class A, 144A
2.190 08/21/34   100 102,501
OneMain Direct Auto Receivables Trust,          
Series 2019-01A, Class A, 144A 3.630 09/14/27   100 108,056
Series 2019-01A, Class D, 144A 4.680 04/14/31   100 111,358
Oportun Funding XIV LLC,          
Series 2021-A, Class B, 144A 1.760 03/08/28   100 100,375
Series 2021-A, Class C, 144A 3.440 03/08/28   100 100,257
PNMAC GMSR Issuer Trust,          
Series 2018-GT01, Class A, 144A, 1 Month LIBOR + 2.850% (Cap N/A, Floor 2.850%) 2.939(c) 02/25/23   100 100,481
Series 2018-GT02, Class A, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 0.000%) 2.739(c) 08/25/25   100 99,852
     
 
TH MSR Issuer Trust,
Series 2019-FT01, Class A, 144A, 1 Month LIBOR + 2.800% (Cap N/A, Floor 2.800%)
2.889(c) 06/25/24   120 118,702
          1,474,925
     
 
Total Asset-Backed Securities
(cost $10,488,723)
10,558,843
Bank Loan 0.0%
United States 
Diamond Sports Group LLC,
Term Loan, 1 Month LIBOR + 3.250%
(cost $35,791)
3.360(c) 08/24/26   50 27,383
Commercial Mortgage-Backed Securities 8.1%
Canada 0.1%
Real Estate Asset Liquidity Trust,
Series 2020-01A, Class A1, 144A
2.381(cc) 02/12/55 CAD 23 19,372
3

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Commercial Mortgage-Backed Securities (Continued)
Ireland 1.6%
Deco DAC,
Series 2019-RAM, Class B, 3 Month GBP LIBOR + 3.500% (Cap N/A, Floor 3.500%)
3.548 %(c) 08/07/30 GBP 498  $569,301
Last Mile Logistics Pan Euro Finance DAC,
Series 01A, Class D, 144A, 3 Month EURIBOR + 1.900% (Cap N/A, Floor 1.900%)
1.900(c) 08/17/26 EUR 100 118,743
Taurus CMBS,          
Series 2021-UK04A, Class B, 144A (p) 08/17/31 GBP 100 139,000
Series 2021-UK04A, Class C, 144A (p) 08/17/31 GBP 100 139,000
Series 2021-UK04A, Class D, 144A (p) 08/17/31 GBP 100 139,000
          1,105,044
United States 6.4%
BANK,          
Series 2018-BN10, Class A4 3.428 02/15/61   250 274,807
Series 2020-BN26, Class A3 2.155 03/15/63   200 205,741
     
 
BBCMS Mortgage Trust,
Series 2018-CHRS, Class C, 144A
4.267(cc) 08/05/38   380 400,658
Benchmark Mortgage Trust,          
Series 2018-B01, Class A3 3.355 01/15/51   175 186,559
Series 2018-B02, Class A3 3.544 02/15/51   200 215,430
Series 2020-B17, Class A4 2.042 03/15/53   75 76,495
Series 2020-B20, Class A3 1.945 10/15/53   100 101,923
BX Commercial Mortgage Trust,          
Series 2019-XL, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) 2.093(c) 10/15/36   89 89,644
Series 2019-XL, Class G, 144A, 1 Month LIBOR + 2.300% (Cap N/A, Floor 2.300%) 2.393(c) 10/15/36   90 89,644
Series 2019-XL, Class J, 144A, 1 Month LIBOR + 2.650% (Cap N/A, Floor 2.650%) 2.743(c) 10/15/36   89 89,619
Series 2020-BXLP, Class F, 144A, 1 Month LIBOR + 2.000% (Cap N/A, Floor 2.000%) 2.093(c) 12/15/36   95 94,898
     
 
Citigroup Commercial Mortgage Trust,
Series 2018-B02, Class A3
3.744 03/10/51   150 167,537
Cold Storage Trust,
Series 2020-ICE05, Class E, 144A, 1 Month LIBOR + 2.766% (Cap N/A, Floor 2.833%)
2.859(c) 11/15/37   98 99,069
Credit Suisse Mortgage Capital Certificates,
Series 2019-ICE04, Class E, 144A, 1 Month LIBOR + 2.150% (Cap N/A, Floor 2.150%)
2.243(c) 05/15/36   200 200,627
4

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Commercial Mortgage-Backed Securities (Continued)
United States (cont’d.)
FHLMC Multifamily Structured Pass-Through
Certificates,
         
Series K052, Class X1, IO 0.648 %(cc) 11/25/25   4,439  $110,645
Series K111, Class X1, IO 1.572(cc) 05/25/30   319 38,842
Series K113, Class X1, IO 1.387(cc) 06/25/30   920 99,853
Series KG03, Class X1, IO 1.381(cc) 06/25/30   1,055 111,604
     
 
GS Mortgage Securities Trust,
Series 2018-GS09, Class A3
3.727 03/10/51   125 139,766
MKT Mortgage Trust,
Series 2020-525M, Class F, 144A
2.941(cc) 02/12/40   100 92,713
One New York Plaza Trust,          
Series 2020-01NYP, Class C, 144A, 1 Month LIBOR + 2.200% (Cap N/A, Floor 2.200%) 2.293(c) 01/15/26   100 100,939
Series 2020-01NYP, Class D, 144A, 1 Month LIBOR + 2.750% (Cap N/A, Floor 2.750%) 2.843(c) 01/15/26   100 101,062
     
 
UBS Commercial Mortgage Trust,
Series 2018-C08, Class A3
3.720 02/15/51   250 281,654
Wells Fargo Commercial Mortgage Trust,          
Series 2016-LC24, Class A3 2.684 10/15/49   250 264,437
Series 2021-C59, Class A3 1.958 04/15/54   600 609,962
Series 2021-FCMT, Class C, 144A, 1 Month LIBOR + 2.400% (Cap N/A, Floor 2.400%) 2.493(c) 05/15/31   100 100,312
          4,344,440
     
 
Total Commercial Mortgage-Backed Securities
(cost $5,298,929)
5,468,856
Corporate Bonds 36.7%
Belgium 0.1%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc.,
Gtd. Notes
4.900 02/01/46   60 76,945
Brazil 0.5%
Petrobras Global Finance BV,
Gtd. Notes
6.625 01/16/34 GBP 200 320,941
Canada 1.4%
Bombardier, Inc.,          
Sr. Unsec’d. Notes, 144A 7.125 06/15/26   25 26,036
5

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
Canada (cont’d.)
Bombardier, Inc., (cont’d.)          
Sr. Unsec’d. Notes, 144A 7.500 % 12/01/24   25  $26,024
Sr. Unsec’d. Notes, 144A 7.500 03/15/25   25 25,520
Sr. Unsec’d. Notes, 144A 7.875 04/15/27   80 82,883
     
 
Brookfield Residential Properties, Inc./Brookfield Residential US LLC,
Gtd. Notes, 144A
4.875 02/15/30   35 35,082
Hydro-Quebec,
Local Gov’t. Gtd. Notes, Series HK
9.375 04/15/30   150 239,472
Mattamy Group Corp.,
Sr. Unsec’d. Notes, 144A
4.625 03/01/30   125 129,166
Ontario Teachers’ Cadillac Fairview Properties Trust,
Sr. Unsec’d. Notes, 144A
3.875 03/20/27   300 335,414
Teck Resources Ltd.,
Sr. Unsec’d. Notes
5.400 02/01/43   60 74,932
          974,529
China 1.4%
Aircraft Finance Co. Ltd.,
Sr. Sec’d. Notes, Series B
4.100 03/29/26   128 133,355
China Development Bank,
Sr. Unsec’d. Notes
4.300 08/02/32 CNH 5,000 843,268
          976,623
Denmark 0.7%
Danske Bank A/S,          
Sr. Unsec’d. Notes, 144A 1.171(ff) 12/08/23   300 301,538
Sub. Notes, EMTN 2.500(ff) 06/21/29 EUR 150 188,082
          489,620
France 2.1%
BNP Paribas SA,          
Sr. Unsec’d. Notes, 144A 2.871(ff) 04/19/32   200 208,149
Sr. Unsec’d. Notes, 144A, MTN 3.052(ff) 01/13/31   200 213,236
     
 
Credit Agricole Assurances SA,
Sub. Notes
4.250(ff) 01/13/25(oo) EUR 100 132,066
La Poste SA,
Sr. Unsec’d. Notes, EMTN
1.375 04/21/32 EUR 100 131,272
SNCF Reseau,
Sr. Unsec’d. Notes, Series MPLE
4.700 06/01/35 CAD 100 100,736
6

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
France (cont’d.)
Societe Generale SA,          
Sr. Unsec’d. Notes, 144A 1.488 %(ff) 12/14/26   200  $199,342
Sr. Unsec’d. Notes, 144A, MTN 1.792(ff) 06/09/27   200 200,899
Sr. Unsec’d. Notes, 144A, MTN 3.875 03/28/24   255 274,248
          1,459,948
Germany 1.5%
Deutsche Bahn Finance GMBH,
Gtd. Notes, MTN
3.800 09/27/27 AUD 100 82,922
Deutsche Bank AG,          
Sr. Unsec’d. Notes 0.898 05/28/24   265 264,652
Sr. Unsec’d. Notes 1.447(ff) 04/01/25   210 211,872
     
 
thyssenkrupp AG,
Sr. Unsec’d. Notes
1.375 03/03/22 EUR 200 237,659
Volkswagen International Finance NV,          
Gtd. Notes 2.700(ff) 12/14/22(oo) EUR 100 122,190
Gtd. Notes 4.625(ff) 03/24/26(oo) EUR 100 135,947
          1,055,242
Hong Kong 0.4%
HKT Capital No. 3 Ltd.,
Gtd. Notes
1.650 04/10/27 EUR 200 249,863
India 0.2%
NTPC Ltd.,
Sr. Unsec’d. Notes, EMTN
2.750 02/01/27 EUR 100 127,572
Indonesia 0.2%
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara,
Sr. Unsec’d. Notes, 144A
1.875 11/05/31 EUR 100 115,495
Italy 0.9%
Assicurazioni Generali SpA,
Sub. Notes, EMTN
5.500(ff) 10/27/47 EUR 100 147,188
Intesa Sanpaolo SpA,
Sr. Unsec’d. Notes, 144A
3.375 01/12/23   200 207,708
7

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
Italy (cont’d.)
Nexi SpA,
Sr. Unsec’d. Notes
2.125 % 04/30/29 EUR 100  $118,359
Rossini Sarl,
Sr. Sec’d. Notes, 144A
6.750 10/30/25 EUR 100 123,985
          597,240
Jamaica 0.1%
Digicel International Finance Ltd./Digicel International Holdings Ltd.,
Gtd. Notes, 144A
8.000 12/31/26   100 97,132
Kazakhstan 0.3%
Kazakhstan Temir Zholy National Co. JSC,          
Gtd. Notes 3.250 12/05/23 CHF 100 117,496
Gtd. Notes 3.638 06/20/22 CHF 50 56,811
          174,307
Luxembourg 0.4%
ARD Finance SA,
Sr. Sec’d. Notes, 144A, Cash coupon 5.000% or PIK 5.750%
5.000 06/30/27 EUR 100 121,900
Matterhorn Telecom SA,
Sr. Sec’d. Notes
3.125 09/15/26 EUR 100 120,057
          241,957
Malta 0.2%
Freeport Terminal Malta PLC,
Gov’t. Gtd. Notes, 144A
7.250 05/15/28   100 137,513
Mexico 1.3%
Comision Federal de Electricidad,
Sr. Unsec’d. Notes
5.000 09/29/36   166 173,882
Petroleos Mexicanos,          
Gtd. Notes 3.625 11/24/25 EUR 300 356,726
Gtd. Notes, EMTN 2.500 08/21/21 EUR 100 118,647
Gtd. Notes, EMTN 3.750 04/16/26 EUR 100 118,513
Gtd. Notes, EMTN 4.875 02/21/28 EUR 100 118,488
          886,256
8

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
Netherlands 0.6%
Cooperatieve Rabobank UA,
Sr. Unsec’d. Notes, GMTN
3.500 % 12/14/26 AUD 90  $70,062
OCI NV,
Sr. Sec’d. Notes
3.625 10/15/25 EUR 250 308,780
          378,842
Peru 0.2%
Peru Enhanced Pass-Through Finance Ltd.,
Pass-Through Certificates
1.962(s) 06/02/25   119 112,946
Russia 0.3%
Gazprom PJSC Via Gaz Capital SA,
Sr. Unsec’d. Notes
4.250 04/06/24 GBP 100 147,682
Russian Railways Via RZD Capital PLC,
Sr. Unsec’d. Notes
0.898 10/03/25 CHF 50 55,670
          203,352
Spain 1.5%
Amadeus IT Group SA,
Sr. Unsec’d. Notes, EMTN
1.875 09/24/28 EUR 100 128,782
Banco Santander SA,
Sr. Unsec’d. Notes
1.849 03/25/26   200 203,654
Cellnex Finance Co. SA,
Gtd. Notes, EMTN
2.000 02/15/33 EUR 300 359,238
Cellnex Telecom SA,
Sr. Unsec’d. Notes, EMTN
1.750 10/23/30 EUR 100 119,958
Iberdrola International BV,
Gtd. Notes, Series NC6
1.450(ff) 11/09/26(oo) EUR 200 241,614
          1,053,246
Supranational Bank 0.1%
European Investment Bank,
Sr. Unsec’d. Notes, 144A, EMTN
5.400 01/05/45 CAD 50 59,085
Sweden 0.4%
Svenska Handelsbanken AB,
Sr. Unsec’d. Notes, 144A
1.418(ff) 06/11/27   275 276,606
9

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
Switzerland 0.7%
Credit Suisse Group AG,
Sr. Unsec’d. Notes, 144A
2.593 %(ff) 09/11/25   250  $260,570
UBS Group AG,
Sr. Unsec’d. Notes, 144A
1.364(ff) 01/30/27   200 199,765
          460,335
United Arab Emirates 0.2%
DP World Ltd.,
Sr. Unsec’d. Notes
2.375 09/25/26 EUR 100 126,947
United Kingdom 2.7%
Barclays PLC,
Sr. Unsec’d. Notes
3.932(ff) 05/07/25   200 215,883
BAT Capital Corp.,
Gtd. Notes
2.259 03/25/28   80 80,630
Bellis Acquisition Co. PLC,
Sr. Sec’d. Notes, 144A
3.250 02/16/26 GBP 200 277,652
Bellis Finco PLC,
Sr. Unsec’d. Notes, 144A
4.000 02/16/27 GBP 100 138,791
BP Capital Markets PLC,
Gtd. Notes
4.375(ff) 06/22/25(oo)   150 160,429
Co-operative Group Holdings 2011 Ltd.,
Gtd. Notes
7.500 07/08/26 GBP 100 166,882
DS Smith PLC,
Sr. Unsec’d. Notes, EMTN
0.875 09/12/26 EUR 100 122,325
eG Global Finance PLC,
Sr. Sec’d. Notes, 144A
6.250 10/30/25 EUR 100 121,591
HSBC Holdings PLC,
Sr. Unsec’d. Notes
2.804(ff) 05/24/32   200 207,588
Santander UK Group Holdings PLC,
Sr. Unsec’d. Notes
1.673(ff) 06/14/27   350 351,862
          1,843,633
United States 18.3%
AbbVie, Inc.,          
Sr. Unsec’d. Notes 4.050 11/21/39   50 59,352
Sr. Unsec’d. Notes 4.250 11/21/49   50 61,302
     
 
American Axle & Manufacturing, Inc.,
Gtd. Notes
6.500 04/01/27   50 52,605
American Express Co.,
Jr. Sub. Notes
3.550(ff) 09/15/26(oo)   90 90,739
10

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
     
American International Group, Inc.,
Sr. Unsec’d. Notes
1.875 % 06/21/27 EUR 100  $129,231
Antero Resources Corp.,
Gtd. Notes, 144A
8.375 07/15/26   15 16,979
Anthem, Inc.,
Sr. Unsec’d. Notes
2.875 09/15/29   100 107,745
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.,
Sr. Sec’d. Notes
2.125 08/15/26 EUR 250 297,042
Ascent Resources Utica Holdings LLC/ARU Finance
Corp.,
         
Gtd. Notes, 144A 7.000 11/01/26   25 25,838
Gtd. Notes, 144A 9.000 11/01/27   25 34,227
Ashton Woods USA LLC/Ashton Woods Finance Co.,          
Sr. Unsec’d. Notes, 144A 4.625 08/01/29   25 25,059
Sr. Unsec’d. Notes, 144A 9.875 04/01/27   50 55,647
AT&T, Inc.,          
Sr. Unsec’d. Notes 4.100 01/19/26 AUD 100 81,973
Sr. Unsec’d. Notes, 144A 3.550 09/15/55   40 41,347
Sr. Unsec’d. Notes, 144A 3.650 09/15/59   69 71,509
     
 
Avantor Funding, Inc.,
Sr. Sec’d. Notes
2.625 11/01/25 EUR 250 304,718
Bank of America Corp.,          
Jr. Sub. Notes, Series MM 4.300(ff) 01/28/25(oo)   190 195,931
Sr. Unsec’d. Notes 1.734(ff) 07/22/27   270 274,811
Sr. Unsec’d. Notes 2.687(ff) 04/22/32   195 203,639
Sr. Unsec’d. Notes, MTN 2.087(ff) 06/14/29   300 305,585
Sr. Unsec’d. Notes, MTN 3.194(ff) 07/23/30   85 92,225
     
 
Bausch Health Americas, Inc.,
Gtd. Notes, 144A
8.500 01/31/27   135 146,123
Bausch Health Cos., Inc.,          
Gtd. Notes, 144A 5.000 01/30/28   5 4,780
Gtd. Notes, 144A 5.250 01/30/30   25 23,550
Gtd. Notes, 144A 6.250 02/15/29   10 9,956
Beazer Homes USA, Inc.,          
Gtd. Notes 6.750 03/15/25   50 51,728
Gtd. Notes 7.250 10/15/29   20 21,961
     
 
Bristol-Myers Squibb Co.,
Sr. Unsec’d. Notes
2.350 11/13/40   10 9,796
Brixmor Operating Partnership LP,
Sr. Unsec’d. Notes
4.125 05/15/29   65 74,389
11

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
Broadcom, Inc.,          
Gtd. Notes 3.459 % 09/15/26   102  $111,350
Gtd. Notes, 144A 3.500 02/15/41   30 31,173
Sr. Unsec’d. Notes, 144A 3.419 04/15/33   65 69,570
     
 
Caledonia Generating LLC,
Sr. Sec’d. Notes, 144A
1.950 02/28/34   99 101,710
Calpine Corp.,          
Sr. Unsec’d. Notes, 144A 4.625 02/01/29   10 9,929
Sr. Unsec’d. Notes, 144A 5.000 02/01/31   10 10,100
Sr. Unsec’d. Notes, 144A 5.125 03/15/28   50 50,694
CCO Holdings LLC/CCO Holdings Capital Corp.,          
Sr. Unsec’d. Notes, 144A 4.250 02/01/31   50 51,561
Sr. Unsec’d. Notes, 144A 5.000 02/01/28   75 78,644
     
 
Central Garden & Pet Co.,
Gtd. Notes, 144A
4.125 04/30/31   25 25,543
Charter Communications Operating LLC/Charter
Communications Operating Capital,
         
Sr. Sec’d. Notes 2.300 02/01/32   40 39,260
Sr. Sec’d. Notes 3.900 06/01/52   35 36,299
Sr. Sec’d. Notes 4.800 03/01/50   35 41,147
Sr. Sec’d. Notes 6.384 10/23/35   100 134,876
     
 
Cigna Corp.,
Sr. Unsec’d. Notes
2.400 03/15/30   25 25,997
Citigroup, Inc.,          
Jr. Sub. Notes 3.875(ff) 02/18/26(oo)   150 153,818
Sr. Unsec’d. Notes 1.462(ff) 06/09/27   300 300,658
Sr. Unsec’d. Notes 2.561(ff) 05/01/32   100 103,370
Sr. Unsec’d. Notes 3.106(ff) 04/08/26   300 321,328
     
 
CNA Financial Corp.,
Sr. Unsec’d. Notes
3.900 05/01/29   100 114,103
CSC Holdings LLC,
Sr. Unsec’d. Notes, 144A
4.625 12/01/30   200 196,888
CVS Health Corp.,
Sr. Unsec’d. Notes
4.300 03/25/28   6 6,947
Dana, Inc.,
Sr. Unsec’d. Notes
5.375 11/15/27   25 26,453
Danaher Corp.,
Sr. Unsec’d. Notes
2.100 09/30/26 EUR 100 131,715
Diamond BC BV,
Gtd. Notes
5.625 08/15/25 EUR 150 180,625
12

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
     
Diamond Sports Group LLC/Diamond Sports Finance Co.,
Gtd. Notes, 144A
6.625 % 08/15/27   45  $17,926
Diamondback Energy, Inc.,          
Gtd. Notes 3.125 03/24/31   15 15,739
Gtd. Notes 4.400 03/24/51   5 5,715
     
 
DIRECTV Holdings LLC/DIRECTV Financing Co., Inc.,
Sr. Sec’d. Notes, 144A
5.875 08/15/27   45 46,557
Discovery Communications LLC,
Gtd. Notes
4.900 03/11/26   100 114,638
DISH DBS Corp.,
Gtd. Notes
7.750 07/01/26   50 57,107
Endeavor Energy Resources LP/EER Finance, Inc.,
Sr. Unsec’d. Notes, 144A
5.750 01/30/28   75 78,749
Energy Transfer LP,          
Jr. Sub. Notes, Series G 7.125(ff) 05/15/30(oo)   100 103,117
Jr. Sub. Notes, Series H 6.500(ff) 11/15/26(oo)   50 51,191
Sr. Unsec’d. Notes 5.000 05/15/50   45 52,757
Enterprise Products Operating LLC,          
Gtd. Notes 3.700 01/31/51   15 16,481
Gtd. Notes 3.950 01/31/60   15 16,875
     
 
Fidelity National Information Services, Inc.,
Sr. Unsec’d. Notes
1.500 05/21/27 EUR 100 127,452
Ford Motor Co.,
Sr. Unsec’d. Notes
5.291 12/08/46   125 142,992
General Motors Co.,
Sr. Unsec’d. Notes
5.150 04/01/38   50 61,214
General Motors Financial Co., Inc.,
Sr. Unsec’d. Notes
2.700 06/10/31   75 76,683
Goldman Sachs Group, Inc. (The),          
Jr. Sub. Notes, Series U 3.650(ff) 08/10/26(oo)   130 130,509
Sr. Unsec’d. Notes 1.542(ff) 09/10/27   300 302,128
Sr. Unsec’d. Notes 1.992(ff) 01/27/32   20 19,728
Sr. Unsec’d. Notes 2.615(ff) 04/22/32   195 202,202
Sub. Notes 4.750 10/12/21 EUR 150 179,580
     
 
HCA, Inc.,
Sr. Sec’d. Notes
5.250 04/15/25   100 114,729
Hunt Cos., Inc.,
Sr. Sec’d. Notes, 144A
5.250 04/15/29   50 48,837
JBS USA LUX SA/JBS USA Finance, Inc.,
Gtd. Notes, 144A
6.750 02/15/28   75 82,313
13

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
     
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.,
Gtd. Notes, 144A
6.500 % 04/15/29   25  $28,127
JPMorgan Chase & Co.,          
Jr. Sub. Notes, Series HH 4.600(ff) 02/01/25(oo)   200 206,878
Sr. Unsec’d. Notes 2.069(ff) 06/01/29   250 254,928
Sr. Unsec’d. Notes 2.083(ff) 04/22/26   90 93,415
Sr. Unsec’d. Notes 2.580(ff) 04/22/32   125 130,116
Sr. Unsec’d. Notes 3.702(ff) 05/06/30   65 73,169
     
 
Kraft Heinz Foods Co.,
Gtd. Notes
3.000 06/01/26   93 98,908
Liberty Mutual Group, Inc.,
Gtd. Notes
2.750 05/04/26 EUR 100 133,191
Marathon Petroleum Corp.,
Sr. Unsec’d. Notes
6.500 03/01/41   50 70,341
Marriott International, Inc.,
Sr. Unsec’d. Notes, Series HH
2.850 04/15/31   75 76,954
Medtronic Global Holdings SCA,
Gtd. Notes
0.750 10/15/32 EUR 100 122,998
Morgan Stanley,          
Sr. Unsec’d. Notes 0.406(ff) 10/29/27 EUR 200 240,389
Sr. Unsec’d. Notes 1.593(ff) 05/04/27   110 111,667
Sr. Unsec’d. Notes 3.217(ff) 04/22/42   30 32,224
Sr. Unsec’d. Notes, EMTN 7.500 12/15/27 MXN 1,000 49,354
Sr. Unsec’d. Notes, GMTN 2.239(ff) 07/21/32   150 151,229
Sr. Unsec’d. Notes, MTN 1.928(ff) 04/28/32   75 73,650
     
 
MPLX LP,
Sr. Unsec’d. Notes
4.000 03/15/28   25 28,094
MPT Operating Partnership LP/MPT Finance Corp.,
Gtd. Notes
3.375 04/24/30 GBP 250 363,073
Nationstar Mortgage Holdings, Inc.,          
Gtd. Notes, 144A 5.500 08/15/28   15 15,243
Gtd. Notes, 144A 6.000 01/15/27   35 36,576
     
 
Newell Brands, Inc.,
Sr. Unsec’d. Notes
4.700 04/01/26   100 111,410
NRG Energy, Inc.,
Gtd. Notes
5.750 01/15/28   53 56,311
ONEOK, Inc.,
Gtd. Notes
4.450 09/01/49   120 136,360
Phillips 66,
Gtd. Notes
3.700 04/06/23   15 15,793
14

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
     
Range Resources Corp.,
Gtd. Notes
9.250 % 02/01/26   50  $54,281
Scientific Games International, Inc.,
Sr. Sec’d. Notes, 144A
5.000 10/15/25   100 102,750
Silgan Holdings, Inc.,
Gtd. Notes
2.250 06/01/28 EUR 200 238,763
Skyworks Solutions, Inc.,
Sr. Unsec’d. Notes
3.000 06/01/31   75 78,545
Southwest Airlines Co.,
Sr. Unsec’d. Notes
5.125 06/15/27   180 212,987
Stryker Corp.,
Sr. Unsec’d. Notes
2.625 11/30/30 EUR 100 142,622
Suburban Propane Partners LP/Suburban Energy Finance Corp.,
Sr. Unsec’d. Notes
5.875 03/01/27   50 52,377
Swiss Re Finance UK PLC,
Gtd. Notes, EMTN
2.714(ff) 06/04/52 EUR 100 133,296
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.,
Gtd. Notes, 144A
7.500 10/01/25   50 54,308
Taylor Morrison Communities, Inc.,          
Gtd. Notes, 144A 5.875 06/15/27   25 28,345
Gtd. Notes, 144A 6.625 07/15/27   25 26,699
Sr. Unsec’d. Notes, 144A 5.125 08/01/30   10 10,873
     
 
Tenet Healthcare Corp.,
Gtd. Notes, 144A
6.125 10/01/28   75 79,864
T-Mobile USA, Inc.,          
Sr. Sec’d. Notes 4.375 04/15/40   30 35,716
Sr. Sec’d. Notes 4.500 04/15/50   40 48,723
     
 
United Airlines 2019-2 Class AA Pass-Through Trust,
Pass-Through Certificates
2.700 11/01/33   24 24,102
United Airlines, Inc.,          
Sr. Sec’d. Notes, 144A 4.375 04/15/26   60 61,725
Sr. Sec’d. Notes, 144A 4.625 04/15/29   10 10,290
     
 
United Rentals North America, Inc.,
Gtd. Notes
5.250 01/15/30   60 65,581
Uniti Group LP/Uniti Fiber Holdings, Inc./CSL Capital LLC,
Sr. Sec’d. Notes, 144A
7.875 02/15/25   100 106,527
Vector Group Ltd.,
Sr. Sec’d. Notes, 144A
5.750 02/01/29   125 127,177
15

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Corporate Bonds (Continued)
United States (cont’d.)
Venture Global Calcasieu Pass LLC,          
Sr. Sec’d. Notes, 144A 3.875 % 08/15/29   5  $5,107
Sr. Sec’d. Notes, 144A 4.125 08/15/31   5 5,157
VEREIT Operating Partnership LP,          
Gtd. Notes 2.200 06/15/28   5 5,162
Gtd. Notes 2.850 12/15/32   5 5,361
Verizon Communications, Inc.,          
Sr. Unsec’d. Notes 2.550 03/21/31   45 46,784
Sr. Unsec’d. Notes 2.650 11/20/40   45 44,019
Viatris, Inc.,          
Gtd. Notes, 144A 3.850 06/22/40   110 119,945
Gtd. Notes, 144A 4.000 06/22/50   15 16,228
Vistra Operations Co. LLC,          
Gtd. Notes, 144A 5.000 07/31/27   45 46,497
Gtd. Notes, 144A 5.625 02/15/27   75 77,871
     
 
Wells Fargo & Co.,
Sr. Unsec’d. Notes, MTN
0.805(ff) 05/19/25   105 105,193
Welltower, Inc.,          
Sr. Unsec’d. Notes 2.050 01/15/29   50 50,831
Sr. Unsec’d. Notes 3.100 01/15/30   70 75,600
     
 
WPC Eurobond BV,
Gtd. Notes
0.950 06/01/30 EUR 100 119,427
          12,417,895
     
 
Total Corporate Bonds
(cost $24,108,231)
24,914,070
Residential Mortgage-Backed Securities 2.6%
Bermuda 0.5%
Bellemeade Re Ltd.,          
Series 2018-01A, Class M1B, 144A, 1 Month LIBOR + 1.600% (Cap N/A, Floor 0.000%) 1.689(c) 04/25/28   62 62,858
Series 2021-01A, Class M1A, 144A, 30 Day Average SOFR + 1.750% (Cap N/A, Floor 1.750%) 1.800(c) 03/25/31   150 150,823
     
 
Home Re Ltd.,
Series 2021-01, Class M1B, 144A, 1 Month LIBOR + 1.550% (Cap N/A, Floor 0.000%)
1.639(c) 07/25/33   150 149,537
          363,218
16

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Residential Mortgage-Backed Securities (Continued)
Ireland 0.2%
Retiro Mortgage Securities DAC,
Series 01A, Class A1, 144A, 3 Month EURIBOR + 2.000% (Cap 5.000%, Floor 0.000%)
1.453 %(c) 07/30/75 EUR 89  $104,491
United Kingdom 0.2%
Jupiter Mortgage No. 1 PLC,
Series 01A, Class B, 144A, 3 Month SONIA + 1.400% (Cap N/A, Floor 0.000%)
1.450(c) 07/20/60 GBP 100 139,547
United States 1.7%
FHLMC Structured Agency Credit Risk Debt Notes,          
Series 2020-HQA05, Class B1, 144A, 30 Day Average SOFR + 4.000% (Cap N/A, Floor 0.000%) 4.050(c) 11/25/50   35 36,772
Series 2020-HQA05, Class M2, 144A, 30 Day Average SOFR + 2.600% (Cap N/A, Floor 0.000%) 2.650(c) 11/25/50   165 167,526
FHLMC Structured Agency Credit Risk REMIC Trust,          
Series 2020-HQA03, Class M2, 144A, 1 Month LIBOR + 3.600% (Cap N/A, Floor 0.000%) 3.689(c) 07/25/50   18 17,775
Series 2021-DNA01, Class B1, 144A, 30 Day Average SOFR + 2.650% (Cap N/A, Floor 0.000%) 2.700(c) 01/25/51   10 10,012
Series 2021-DNA01, Class M2, 144A, 30 Day Average SOFR + 1.800% (Cap N/A, Floor 0.000%) 1.850(c) 01/25/51   80 80,244
Series 2021-DNA03, Class B1, 144A, 30 Day Average SOFR + 3.500% (Cap N/A, Floor 0.000%) 3.550(c) 10/25/33   45 46,700
Series 2021-DNA05, Class B1, 144A, 30 Day Average SOFR + 3.050% (Cap N/A, Floor 0.000%) 3.100(c) 01/25/34   30 30,515
Series 2021-DNA05, Class M2, 144A, 30 Day Average SOFR + 1.650% (Cap N/A, Floor 0.000%) 1.700(c) 01/25/34   20 20,122
     
 
GCAT LLC,
Series 2019-04, Class A1, 144A
3.228 11/26/49   136 135,790
GS Mortgage-Backed Securities Trust,
Series 2019-SL01, Class A1, 144A
2.625(cc) 01/25/59   36 36,081
Legacy Mortgage Asset Trust,          
Series 2019-PR01, Class A1, 144A 3.858 09/25/59   81 82,047
Series 2020-GS01, Class A1, 144A 2.882 10/25/59   87 87,076
     
 
17

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Residential Mortgage-Backed Securities (Continued)
United States (cont’d.)
     
MFA Trust,
Series 2021-RPL01, Class A1, 144A
1.131 %(cc) 07/25/60   253  $252,900
PMT Credit Risk Transfer Trust,
Series 2020-02R, Class A, 144A, 1 Month LIBOR + 3.815% (Cap N/A, Floor 3.815%)
3.904(c) 12/25/22   166 167,107
          1,170,667
     
 
Total Residential Mortgage-Backed Securities
(cost $1,767,857)
1,777,923
Sovereign Bonds 24.7%
Andorra 0.2%
Andorra International Bond,
Sr. Unsec’d. Notes, EMTN
1.250 05/06/31 EUR 100 123,134
Austria 0.3%
Republic of Austria Government International Bond,
Sr. Unsec’d. Notes, 144A, MTN
5.375 12/01/34 CAD 160 171,892
Brazil 1.0%
Brazil Loan Trust 1,
Gov’t. Gtd. Notes
5.477 07/24/23   62 63,802
Brazil Minas SPE via State of Minas Gerais,
Gov’t. Gtd. Notes
5.333 02/15/28   595 642,911
          706,713
Bulgaria 0.2%
Bulgaria Government International Bond,
Sr. Unsec’d. Notes, GMTN
3.125 03/26/35 EUR 100 152,159
Canada 0.6%
City of Montreal Canada,
Unsec’d. Notes
3.000 09/01/27 CAD 200 175,064
Municipal Finance Authority of British Columbia,
Unsec’d. Notes
2.500 04/19/26 CAD 200 170,417
Province of Saskatchewan,
Unsec’d. Notes
3.300 06/02/48 CAD 100 91,755
          437,236
18

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Chile 0.2%
Chile Government International Bond,
Sr. Unsec’d. Notes
1.440 % 02/01/29 EUR 115  $145,940
China 0.4%
China Government Bond,
Sr. Unsec’d. Notes
4.400 12/12/46 CNH 500 92,693
Export-Import Bank of China (The),
Sr. Unsec’d. Notes
4.400 05/14/24 CNH 1,000 161,332
          254,025
Colombia 1.3%
Colombia Government International Bond,          
Sr. Unsec’d. Notes 3.000 01/30/30   200 196,151
Sr. Unsec’d. Notes, EMTN 3.875 03/22/26 EUR 500 658,272
          854,423
Croatia 0.4%
Croatia Government International Bond,
Sr. Unsec’d. Notes
1.125 06/19/29 EUR 200 245,876
Cyprus 0.8%
Cyprus Government International Bond,          
Sr. Unsec’d. Notes, EMTN 1.250 01/21/40 EUR 20 25,142
Sr. Unsec’d. Notes, EMTN 2.750 06/27/24 EUR 100 129,843
Sr. Unsec’d. Notes, EMTN 2.750 02/26/34 EUR 200 301,371
Sr. Unsec’d. Notes, EMTN 2.750 05/03/49 EUR 30 49,642
Sr. Unsec’d. Notes, EMTN 4.250 11/04/25 EUR 50 70,995
          576,993
Dominican Republic 0.2%
Dominican Republic International Bond,
Sr. Unsec’d. Notes
5.950 01/25/27   100 112,607
France 0.1%
Caisse Francaise de Financement Local,
Covered Bonds, EMTN
4.680 03/09/29 CAD 100 96,588
19

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Greece 1.9%
Hellenic Republic Government Bond,          
Bonds 4.300 % 02/24/34 EUR 48  $78,015
Bonds 4.300 02/24/35 EUR 21 34,757
Bonds 4.300 02/24/37 EUR 440 753,430
Bonds 4.300 02/24/38 EUR 31 54,519
Bonds 4.300 02/24/41 EUR 88 157,749
Sr. Unsec’d. Notes, 144A 1.875 01/24/52 EUR 100 132,754
     
 
Hellenic Republic Government International Bond,
Sr. Unsec’d. Notes
5.200 07/17/34 EUR 50 89,704
          1,300,928
Hungary 0.3%
Hungary Government International Bond,          
Sr. Unsec’d. Notes 1.750 10/10/27 EUR 100 130,555
Sr. Unsec’d. Notes 4.300 12/19/21 CNH 300 46,609
          177,164
Indonesia 1.7%
Indonesia Government International Bond,          
Sr. Unsec’d. Notes 0.900 02/14/27 EUR 100 119,811
Sr. Unsec’d. Notes 1.450 09/18/26 EUR 100 123,667
Sr. Unsec’d. Notes 1.750 04/24/25 EUR 200 249,409
Sr. Unsec’d. Notes 3.375 07/30/25 EUR 100 132,563
Sr. Unsec’d. Notes, EMTN 3.750 06/14/28 EUR 200 282,358
Sr. Unsec’d. Notes, EMTN 4.125 01/15/25   200 220,766
          1,128,574
Israel 0.7%
Israel Government International Bond,          
Sr. Unsec’d. Notes, EMTN 1.500 01/18/27 EUR 100 128,356
Sr. Unsec’d. Notes, EMTN 1.500 01/16/29 EUR 270 351,651
          480,007
Italy 3.3%
Italy Buoni Poliennali Del Tesoro,          
Bonds, 144A 2.800 03/01/67 EUR 105 153,736
Sr. Unsec’d. Notes, 144A 1.450 03/01/36 EUR 120 150,926
Sr. Unsec’d. Notes, 144A 1.800 03/01/41 EUR 315 404,030
Sr. Unsec’d. Notes, 144A 3.350 03/01/35 EUR 220 340,756
20

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Italy (cont’d.)
     
 
Region of Lazio,
Sr. Unsec’d. Notes
3.088 % 03/31/43 EUR 91  $125,520
Repubic of Italy Government International Bond Coupon Strips,
Sr. Unsec’d. Notes
1.737(s) 02/20/31 EUR 85 93,910
Republic of Italy Government International Bond,          
Sr. Unsec’d. Notes, EMTN 5.345 01/27/48 EUR 50 102,568
Sr. Unsec’d. Notes, EMTN 6.000 08/04/28 GBP 100 180,300
Sr. Unsec’d. Notes, MTN 5.125 07/31/24 EUR 350 479,462
Sr. Unsec’d. Notes, MTN 5.200 07/31/34 EUR 100 176,841
          2,208,049
Japan 0.4%
Japan Government Thirty Year Bond,
Bonds, Series 70
0.700 03/20/51 JPY 15,000 139,214
Japan Government Twenty Year Bond,
Bonds, Series 176
0.500 03/20/41 JPY 15,000 139,736
          278,950
Kazakhstan 0.2%
Kazakhstan Government International Bond,
Sr. Unsec’d. Notes, EMTN
2.375 11/09/28 EUR 115 152,513
Mexico 0.5%
Mexico Government International Bond,          
Sr. Unsec’d. Notes 2.875 04/08/39 EUR 200 245,257
Sr. Unsec’d. Notes, EMTN 1.750 04/17/28 EUR 100 124,396
          369,653
New Zealand 0.1%
New Zealand Local Government Funding Agency Bond,
Local Gov’t. Gtd. Notes
3.500 04/14/33 NZD 100 78,537
Panama 0.3%
Panama Government International Bond,
Sr. Unsec’d. Notes
3.875 03/17/28   200 220,714
21

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Peru 0.9%
Peruvian Government International Bond,          
Sr. Unsec’d. Notes 1.250 % 03/11/33 EUR 105  $122,152
Sr. Unsec’d. Notes 2.392 01/23/26   85 87,131
Sr. Unsec’d. Notes 2.750 01/30/26 EUR 300 395,911
Sr. Unsec’d. Notes 6.900 08/12/37 PEN 100 25,601
          630,795
Philippines 0.9%
Philippine Government International Bond,
Sr. Unsec’d. Notes
0.700 02/03/29 EUR 500 589,675
Portugal 1.6%
Portugal Government International Bond,
Sr. Unsec’d. Notes
4.090 06/03/22 CNH 600 93,540
Portugal Obrigacoes do Tesouro OT,          
Sr. Unsec’d. Notes, 144A 2.250 04/18/34 EUR 50 73,394
Sr. Unsec’d. Notes, 144A 4.100 04/15/37 EUR 195 356,726
Sr. Unsec’d. Notes, 144A 4.100 02/15/45 EUR 145 290,934
Unsec’d. Notes, 144A 1.000 04/12/52 EUR 210 242,370
          1,056,964
Qatar 0.3%
Qatar Government International Bond,
Sr. Unsec’d. Notes, 144A
3.400 04/16/25   200 217,651
Romania 0.4%
Romanian Government International Bond,          
Sr. Unsec’d. Notes, EMTN 3.500 04/03/34 EUR 50 67,168
Sr. Unsec’d. Notes, EMTN 3.875 10/29/35 EUR 100 138,083
Unsec’d. Notes, 144A, MTN 2.124 07/16/31 EUR 50 60,892
          266,143
Russia 1.1%
Russian Foreign Bond - Eurobond,          
Sr. Unsec’d. Notes 1.125 11/20/27 EUR 100 118,121
Sr. Unsec’d. Notes 1.850 11/20/32 EUR 200 234,548
Sr. Unsec’d. Notes 2.650 05/27/36 EUR 100 121,082
Sr. Unsec’d. Notes 2.875 12/04/25 EUR 200 260,337
          734,088
22

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Saudi Arabia 0.2%
Saudi Government International Bond,
Sr. Unsec’d. Notes, 144A
2.000 % 07/09/39 EUR 125  $154,470
Serbia 0.8%
Serbia International Bond,          
Sr. Unsec’d. Notes 3.125 05/15/27 EUR 250 330,568
Sr. Unsec’d. Notes, 144A 2.125 12/01/30   200 190,781
          521,349
Spain 1.8%
Autonomous Community of Catalonia,
Sr. Unsec’d. Notes
4.220 04/26/35 EUR 100 161,227
Instituto de Credito Oficial,
Gov’t. Gtd. Notes, GMTN
0.963 09/22/22 SEK 1,000 117,401
Spain Government Bond,          
Sr. Unsec’d. Notes, 144A 0.500 04/30/30 EUR 35 43,083
Sr. Unsec’d. Notes, 144A 1.000 10/31/50 EUR 190 216,025
Sr. Unsec’d. Notes, 144A 1.850 07/30/35 EUR 285 397,568
Sr. Unsec’d. Notes, 144A 3.450 07/30/66 EUR 60 116,316
     
 
Spain Government International Bond,
Sr. Unsec’d. Notes, EMTN
5.250 04/06/29 GBP 100 177,169
          1,228,789
Ukraine 0.9%
Ukraine Government International Bond,          
Sr. Unsec’d. Notes 4.375 01/27/30 EUR 230 253,850
Sr. Unsec’d. Notes 6.750 06/20/26 EUR 200 259,085
Sr. Unsec’d. Notes, 144A 4.375 01/27/30 EUR 100 110,370
          623,305
United Kingdom 0.5%
United Kingdom Gilt,
Bonds
4.250 12/07/46 GBP 155 372,646
23

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description Interest
Rate
Maturity
Date
Principal
Amount
(000)#
Value
Sovereign Bonds (Continued)
Uruguay 0.2%
Uruguay Government International Bond,          
Sr. Unsec’d. Notes 4.375 % 10/27/27   39  $45,325
Sr. Unsec’d. Notes 4.375 01/23/31   62 72,931
          118,256
     
 
Total Sovereign Bonds
(cost $15,429,280)
16,786,806
U.S. Government Agency Obligation 0.3%
Tennessee Valley Authority
Sr. Unsec’d. Notes
(cost $194,881)
5.625 06/07/32 GBP 100 200,755
U.S. Treasury Obligations 8.9%
U.S. Treasury Bonds 2.750 08/15/47   675 795,129
U.S. Treasury Notes 0.625 08/15/30   300 285,609
U.S. Treasury Notes 1.000 07/31/28   2,400 2,399,275
U.S. Treasury Notes 1.125 02/15/31   2,600 2,578,875
     
 
Total U.S. Treasury Obligations
(cost $5,835,182)
6,058,888
 
Total Long-Term Investments
(cost $63,158,874)
65,793,524
    
      Shares  
Short-Term Investments 6.5%
Affiliated Mutual Fund 6.5%
PGIM Core Ultra Short Bond Fund
(cost $4,390,317)(wb)
    4,390,317 4,390,317
Options Purchased*~ 0.0%
(cost $10,079) 8,414
     
 
 
Total Short-Term Investments
(cost $4,400,396)
4,398,731
     
 
24

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Description       Value
 
     
TOTAL INVESTMENTS, BEFORE OPTIONS WRITTEN103.4%
(cost $67,559,270)
 $70,192,255
Options Written*~ (0.0)%
(premiums received $13,315) (11,128)
 
TOTAL INVESTMENTS, NET OF OPTIONS WRITTEN103.4%
(cost $67,545,955)
70,181,127
Liabilities in excess of other assets(z) (3.4)% (2,280,523)
 
Net Assets 100.0% $67,900,604

Below is a list of the abbreviation(s) used in the quarterly schedule of portfolio holdings:
    
AUD—Australian Dollar
BRL—Brazilian Real
CAD—Canadian Dollar
CHF—Swiss Franc
CLP—Chilean Peso
CNH—Chinese Renminbi
COP—Colombian Peso
CZK—Czech Koruna
EUR—Euro
GBP—British Pound
HUF—Hungarian Forint
IDR—Indonesian Rupiah
ILS—Israeli Shekel
JPY—Japanese Yen
KRW—South Korean Won
MXN—Mexican Peso
MYR—Malaysian Ringgit
NOK—Norwegian Krone
NZD—New Zealand Dollar
PEN—Peruvian Nuevo Sol
PLN—Polish Zloty
RUB—Russian Ruble
SAR—Saudi Arabian Riyal
SEK—Swedish Krona
SGD—Singapore Dollar
THB—Thai Baht
USD—US Dollar
ZAR—South African Rand
    
144A—Security was purchased pursuant to Rule 144A under the Securities Act of 1933 and, pursuant to the requirements of Rule 144A, may not be resold except to qualified institutional buyers.
A—Annual payment frequency for swaps
BBR—New Zealand Bank Bill Rate
BBSW—Australian Bank Bill Swap Reference Rate
BIBOR—Bangkok Interbank Offered Rate
BROIS—Brazil Overnight Index Swap
BUBOR—Budapest Interbank Offered Rate
CDOR—Canadian Dollar Offered Rate
25

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
CDX—Credit Derivative Index
CLO—Collateralized Loan Obligation
CLOIS—Sinacofi Chile Interbank Rate Average
CMBS—Collateralized Mortgage-Backed Security
CME—Chicago Mercantile Exchange
COOIS—Colombia Overnight Interbank Reference Rate
CPI—Consumer Price Index
EMTN—Euro Medium Term Note
EONIA—Euro Overnight Index Average
EURIBOR—Euro Interbank Offered Rate
FHLMC—Federal Home Loan Mortgage Corporation
GMTN—Global Medium Term Note
HICP—Harmonised Index of Consumer Prices
IO—Interest Only (Principal amount represents notional)
JIBAR—Johannesburg Interbank Agreed Rate
KLIBOR—Kuala Lumpur Interbank Offered Rate
KWCDC—Korean Won Certificate of Deposit
LIBOR—London Interbank Offered Rate
LP—Limited Partnership
M—Monthly payment frequency for swaps
MosPRIME—Moscow Prime Offered Rate
MPLE—Maple Bonds
MTN—Medium Term Note
NIBOR—Norwegian Interbank Offered Rate
NSA—Non-Seasonally Adjusted
OAT—Obligations Assimilables du Tresor
OTC—Over-the-counter
PIK—Payment-in-Kind
PJSC—Public Joint-Stock Company
PRIBOR—Prague Interbank Offered Rate
Q—Quarterly payment frequency for swaps
S—Semiannual payment frequency for swaps
SIBOR—Singapore Interbank Offered Rate
SOFR—Secured Overnight Financing Rate
SONIA—Sterling Overnight Index Average
STIBOR—Stockholm Interbank Offered Rate
Strips—Separate Trading of Registered Interest and Principal of Securities
T—Swap payment upon termination
TELBOR—Tel Aviv Interbank Offered Rate
USOIS—United States Overnight Index Swap
WIBOR—Warsaw Interbank Offered Rate
    
* Non-income producing security.
# Principal or notional amount is shown in U.S. dollars unless otherwise stated.
~ See tables subsequent to the Schedule of Investments for options detail.
^ Indicates a Level 3 instrument. The aggregate value of Level 3 instruments is $43 and 0.0% of net assets.
(c) Variable rate instrument. The interest rate shown reflects the rate in effect at July 31, 2021.
(cc) Variable rate instrument. The rate shown is based on the latest available information as of July 31, 2021. Certain variable rate securities are not based on a published reference rate and spread but are determined by the issuer or agent and are based on current market conditions. These securities do not indicate a reference rate and spread in their description.
(ff) Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.
26

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
(oo) Perpetual security. Maturity date represents next call date.
(p) Represents a security with a delayed settlement and therefore the interest rate is not available until settlement which is after the period end.
(s) Represents zero coupon bond or principal only security. Rate represents yield to maturity at purchase date.
(wb) PGIM Investments LLC, the manager of the Fund, also serves as manager of the PGIM Core Ultra Short Bond Fund.
(z) Includes net unrealized appreciation/(depreciation) and/or market value of the below holdings which are excluded from the Schedule of Investments:
Options Purchased:
OTC Swaptions    
Description   Call/
Put
  Counterparty   Expiration
Date
  Strike   Receive   Pay   Notional
Amount
(000)#
  Value
2- Year Interest Rate Swaptions, 05/21/25   Call   Deutsche Bank AG   05/17/23   2.05%   2.05%(A)   3 Month SAIBOR(Q)   SAR 3,000    $3,529
2- Year Interest Rate Swaptions, 05/21/25   Put   Deutsche Bank AG   05/17/23   2.05%   3 Month SAIBOR(Q)   2.05%(A)   SAR 3,000   4,885
Total Options Purchased (cost $10,079)       $8,414
Options Written:
OTC Swaptions
Description   Call/
Put
  Counterparty   Expiration
Date
  Strike   Receive   Pay   Notional
Amount
(000)#
  Value
2- Year Interest Rate Swaptions, 05/19/25   Call   Deutsche Bank AG   05/17/23   1.13%   3 Month LIBOR(Q)   1.13%(S)     800    $(6,814)
2- Year Interest Rate Swaptions, 05/19/25   Put   Deutsche Bank AG   05/17/23   1.13%   1.13%(S)   3 Month LIBOR(Q)     800   (4,116)
iTraxx.35.V1, 06/20/26   Put   Barclays Bank PLC   09/15/21   5.00%   5.00%(Q)   iTraxx.35.V1(Q)   EUR 330   (198)
Total Options Written (premiums received $13,315)       $(11,128)
27

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Futures contracts outstanding at July 31, 2021:
Number
of
Contracts
  Type   Expiration
Date
  Current
Notional
Amount
  Value /
Unrealized
Appreciation
(Depreciation)
Long Positions:
22   5 Year U.S. Treasury Notes   Sep. 2021    $2,737,797    $21,873
3   10 Year Canadian Government Bonds   Sep. 2021   355,907   7,835
6   10 Year U.K. Gilt   Sep. 2021   1,082,449   16,576
35   20 Year U.S. Treasury Bonds   Sep. 2021   5,765,156   268,897
14   30 Year U.S. Ultra Treasury Bonds   Sep. 2021   2,793,438   196,582
6   Euro-OAT   Sep. 2021   1,153,604   13,814
                525,577
Short Positions:
3   3 Month CME SOFR   Jun. 2022   749,588   557
94   2 Year U.S. Treasury Notes   Sep. 2021   20,741,687   (798)
34   5 Year Euro-Bobl   Sep. 2021   5,459,407   (52,427)
11   10 Year Euro-Bund   Sep. 2021   2,304,018   (41,471)
26   10 Year U.S. Treasury Notes   Sep. 2021   3,495,781   (2,355)
4   10 Year U.S. Ultra Treasury Notes   Sep. 2021   601,000   5,197
59   Euro Currency   Sep. 2021   8,751,175   234,215
57   Euro Schatz Index   Sep. 2021   7,597,024   (13,380)
                129,538
                $655,115
Forward foreign currency exchange contracts outstanding at July 31, 2021:
Purchase
Contracts
  Counterparty   Notional
Amount
(000)
  Value at
Settlement
Date
  Current
Value
  Unrealized
Appreciation
  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts:
Brazilian Real,
Expiring 08/03/21   Morgan Stanley & Co. International PLC   BRL 354    $68,251    $67,861    $   $(390)
British Pound,
Expiring 08/03/21   Morgan Stanley & Co. International PLC   GBP 2,244   3,095,171   3,119,140   23,969  
Euro,
Expiring 08/03/21   Barclays Bank PLC   EUR 10,230   12,087,187   12,135,689   48,502  
Japanese Yen,
Expiring 08/03/21   BNP Paribas S.A.   JPY 52,287   474,217   476,627   2,410  
              $15,724,826   $15,799,317   74,881   (390)
    
28

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2021 (continued):
Sale
Contracts
  Counterparty   Notional
Amount
(000)
  Value at
Settlement
Date
  Current
Value
  Unrealized
Appreciation
  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts:
Australian Dollar,
Expiring 10/19/21   Bank of America, N.A.   AUD 99    $73,059    $72,943    $116    $
Expiring 10/19/21   Morgan Stanley & Co. International PLC   AUD 344   255,529   252,298   3,231  
Brazilian Real,
Expiring 08/03/21   Morgan Stanley & Co. International PLC   BRL 354   71,387   67,861   3,526  
Expiring 09/02/21   Morgan Stanley & Co. International PLC   BRL 354   67,984   67,582   402  
British Pound,
Expiring 08/03/21   BNP Paribas S.A.   GBP 1,986   2,765,413   2,760,410   5,003  
Expiring 08/03/21   Morgan Stanley & Co. International PLC   GBP 258   358,412   358,730     (318)
Expiring 09/02/21   Morgan Stanley & Co. International PLC   GBP 2,244   3,095,377   3,119,364     (23,987)
Expiring 10/19/21   Barclays Bank PLC   GBP 65   91,035   91,016   19  
Expiring 10/19/21   BNP Paribas S.A.   GBP 55   75,946   76,184     (238)
Canadian Dollar,
Expiring 10/19/21   Bank of America, N.A.   CAD 73   58,366   58,404     (38)
Expiring 10/19/21   JPMorgan Chase Bank, N.A.   CAD 1,076   859,129   862,198     (3,069)
Chilean Peso,
Expiring 09/15/21   Morgan Stanley & Co. International PLC   CLP 7,859   10,974   10,343   631  
Chinese Renminbi,
Expiring 08/18/21   Barclays Bank PLC   CNH 345   53,328   53,310   18  
Expiring 08/18/21   JPMorgan Chase Bank, N.A.   CNH 7,301   1,130,668   1,127,716   2,952  
Expiring 08/18/21   JPMorgan Chase Bank, N.A.   CNH 230   35,426   35,462     (36)
Expiring 08/18/21   Standard Chartered   CNH 562   86,366   86,782     (416)
Euro,
Expiring 08/03/21   Bank of America, N.A.   EUR 1,020   1,204,181   1,210,154     (5,973)
Expiring 08/03/21   Barclays Bank PLC   EUR 8,761   10,471,193   10,393,055   78,138  
Expiring 08/03/21   Credit Suisse International   EUR 100   118,906   119,028     (122)
Expiring 08/03/21   JPMorgan Chase Bank, N.A.   EUR 100   118,324   118,467     (143)
Expiring 08/03/21   Morgan Stanley & Co. International PLC   EUR 249   294,875   294,986     (111)
Expiring 09/02/21   Barclays Bank PLC   EUR 10,230   12,094,230   12,142,759     (48,529)
Expiring 10/19/21   Bank of America, N.A.   EUR 176   208,588   208,688     (100)
Indonesian Rupiah,
Expiring 09/15/21   Citibank, N.A.   IDR 1,526,380   106,072   105,176   896  
29

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Forward foreign currency exchange contracts outstanding at July 31, 2021 (continued):
Sale
Contracts
  Counterparty   Notional
Amount
(000)
  Value at
Settlement
Date
  Current
Value
  Unrealized
Appreciation
  Unrealized
Depreciation
OTC Forward Foreign Currency Exchange Contracts (cont’d.):
Israeli Shekel,
Expiring 09/17/21   Citibank, N.A.   ILS 94    $29,069    $29,186    $   $(117)
Japanese Yen,
Expiring 08/03/21   Morgan Stanley & Co. International PLC   JPY 52,287   471,926   476,627     (4,701)
Expiring 09/02/21   BNP Paribas S.A.   JPY 52,287   474,325   476,734     (2,409)
Expiring 10/19/21   Barclays Bank PLC   JPY 5,751   52,428   52,454     (26)
Expiring 10/19/21   JPMorgan Chase Bank, N.A.   JPY 5,590   50,741   50,984     (243)
Mexican Peso,
Expiring 09/15/21   Citibank, N.A.   MXN 1,014   50,037   50,625     (588)
Expiring 09/15/21   Citibank, N.A.   MXN 460   23,181   22,970   211  
New Zealand Dollar,
Expiring 10/19/21   Morgan Stanley & Co. International PLC   NZD 122   85,009   84,893   116  
Polish Zloty,
Expiring 10/19/21   Citibank, N.A.   PLN 180   46,740   46,645   95  
Singapore Dollar,
Expiring 09/15/21   The Toronto-Dominion Bank   SGD 21   16,064   15,714   350  
South African Rand,
Expiring 09/15/21   Citibank, N.A.   ZAR 754   54,596   51,171   3,425  
Expiring 09/15/21   Citibank, N.A.   ZAR 390   28,420   26,470   1,950  
Expiring 09/15/21   Citibank, N.A.   ZAR 313   22,868   21,223   1,645  
Expiring 09/15/21   The Toronto-Dominion Bank   ZAR 264   18,965   17,936   1,029  
Swedish Krona,
Expiring 10/19/21   Barclays Bank PLC   SEK 1,552   180,960   180,362   598  
Swiss Franc,
Expiring 10/19/21   UBS AG   CHF 241   264,420   266,866     (2,446)
              $35,574,517   $35,563,776   104,351   (93,610)
                      $179,232   $(94,000)
30

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2021:
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Packaged Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)**:
Government of Malaysia   12/20/22   1.000%(Q)     120   0.178%    $1,526    $(57)    $1,583   Citibank, N.A.
People’s Republic of China   12/20/22   1.000%(Q)     400   0.122%   5,401   (191)   5,592   Citibank, N.A.
Republic of Brazil   12/20/22   1.000%(Q)     600   0.780%   2,532   (286)   2,818   Citibank, N.A.
Republic of Chile   12/20/22   1.000%(Q)     120   0.274%   1,363   (57)   1,420   Citibank, N.A.
Republic of Colombia   12/20/22   1.000%(Q)     160   0.673%   917   (76)   993   Citibank, N.A.
Republic of Indonesia   12/20/22   1.000%(Q)     160   0.287%   1,788   (76)   1,864   Citibank, N.A.
Republic of Panama   12/20/22   1.000%(Q)     120   0.278%   1,356   (57)   1,413   Citibank, N.A.
Republic of Peru   12/20/22   1.000%(Q)     120   0.392%   1,162   (57)   1,219   Citibank, N.A.
Republic of Philippines   12/20/22   1.000%(Q)     120   0.174%   1,533   (57)   1,590   Citibank, N.A.
Republic of South Africa   12/20/22   1.000%(Q)     360   0.843%   1,202   (172)   1,374   Citibank, N.A.
Republic of Turkey   12/20/22   1.000%(Q)     600   3.072%   (16,398)   (286)   (16,112)   Citibank, N.A.
Russian Federation   12/20/22   1.000%(Q)     360   0.364%   3,631   (172)   3,803   Citibank, N.A.
United Mexican States   12/20/22   1.000%(Q)     520   0.344%   5,391   (248)   5,639   Citibank, N.A.
                      $11,404   $(1,792)   $13,196    
    
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Packaged Credit Default Swap Agreement on credit indices— Buy Protection(1)**:
CDX.EM.28.V3   12/20/22   1.000%(Q)     3,760    $(8,531)    $(494)    $(8,037)   Citibank, N.A.
** The Fund entered into multiple credit default swap agreements in a packaged trade consisting of two parts. The Fund bought/sold protection on an Emerging Market CDX Index and bought/sold protection on the countries which comprise the index. The upfront premium is attached to the index of the trade for the Emerging Markets CDX package(s). Each swap is priced individually. If any of the component swaps are closed out early, the Index exposure will be reduced by an amount proportionate to the terminated swap(s).
31

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2021 (continued):
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreements on asset-backed and/or mortgage-backed securities - Sell Protection(2)^:
Bellemeade Re Ltd.   08/31/21   1.250%(M)     10   *    $1    $—    $1   Goldman Sachs International
Bravo Residential Funding Trust   08/31/21   1.250%(M)     13   *   1     1   Goldman Sachs International
Bravo Residential Funding Trust   08/31/21   1.250%(M)     7   *         Goldman Sachs International
Bunker Hill Loan Depositary Trust   08/31/21   0.500%(M)     38   *   1     1   Goldman Sachs International
Countrywide Alternative Loan Trust   08/31/21   1.250%(M)     29   *   2     2   Goldman Sachs International
Delta Home Equity   08/31/21   1.250%(M)     21   *   1     1   Goldman Sachs International
Eagle Re Ltd.   08/31/21   1.250%(M)     71   *   5     5   Goldman Sachs International
First NLC Home Equity   08/31/21   1.250%(M)     6   *         Goldman Sachs International
Flagstar Mortgage Trust   08/31/21   0.500%(M)     23   *   1     1   Goldman Sachs International
GS Mortgage-Backed Securities Trust   08/31/21   1.250%(M)     20   *   1     1   Goldman Sachs International
GS Mortgage-Backed Securities Trust   08/31/21   0.500%(M)     16   *         Goldman Sachs International
GS Mortgage-Backed Securities Trust   08/31/21   1.250%(M)     13   *   1     1   Goldman Sachs International
GSAMP Home Equity   08/31/21   1.250%(M)     30   *   2     2   Goldman Sachs International
32

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2021 (continued):
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreements on asset-backed and/or mortgage-backed securities - Sell Protection(2)^
(cont’d.):
GSR Mortgage Loan Trust   08/31/21   1.250%(M)     34   *    $2    $—    $2   Goldman Sachs International
GSRPM Mortgage Loan Trust   08/31/21   1.250%(M)     10   *   1     1   Goldman Sachs International
Home Re Ltd.   08/31/21   1.250%(M)     95   *   7     7   Goldman Sachs International
Long Beach Home Equity   08/31/21   1.250%(M)     48   *   3     3   Goldman Sachs International
MFRA Trust   08/31/21   1.000%(M)     65   *   4     4   Goldman Sachs International
MFRA Trust   08/31/21   1.250%(M)     6   *         Goldman Sachs International
Radnor Re Ltd.   08/31/21   1.250%(M)     92   *   6     6   Goldman Sachs International
Residential Accredit Loans Inc.   08/31/21   1.250%(M)     41   *   3     3   Goldman Sachs International
Starwood Mortgage Residential Trust   08/31/21   1.250%(M)     17   *   1     1   Goldman Sachs International
                      $43   $—   $43    
    
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied Credit
Spread at
July 31,
2021(4)
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Credit Default Swap Agreement on corporate and/or sovereign issues - Sell Protection(2):
Teck Resources Ltd.   06/20/26   5.000%(Q)     150   1.250%   $26,265   $27,525   $1,260
    
33

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2021 (continued):
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Buy Protection(1):
Republic of Italy   06/20/23   1.000%(Q)   EUR 90    $(1,713)    $499    $(2,212)   Barclays Bank PLC
Republic of Italy   06/20/28   1.000%(Q)   EUR 45   (1,196)   1,932   (3,128)   Barclays Bank PLC
U.S. Treasury Note   12/20/22   0.250%(Q)   EUR 235   (909)   (802)   (107)   Barclays Bank PLC
                    $(3,818)   $1,629   $(5,447)    
    
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2):
Boeing Co.   12/20/21   1.000%(Q)     100   0.443%    $338    $210    $128   Bank of America, N.A.
Boeing Co.   12/20/21   1.000%(Q)     80   0.443%   270   141   129   Goldman Sachs International
DP World PLC   12/20/24   1.000%(Q)     100   0.676%   1,212   318   894   Barclays Bank PLC
General Electric Co.   06/20/22   1.000%(Q)     130   0.236%   1,046   815   231   Morgan Stanley & Co. International PLC
Generalitat de Catalunya   12/20/25   1.000%(Q)     100   *   1,356   (838)   2,194   Deutsche Bank AG
Kingdom of Spain   06/20/25   1.000%(Q)     1,000   0.238%   30,924   (7,172)   38,096   Bank of America, N.A.
Kingdom of Spain   06/20/25   1.000%(Q)     170   0.238%   5,257   (1,272)   6,529   Bank of America, N.A.
Kingdom of Spain   06/20/25   1.000%(Q)     15   0.238%   464   153   311   Barclays Bank PLC
Kingdom of Spain   12/20/25   1.000%(Q)     50   0.273%   1,656   860   796   JPMorgan Chase Bank, N.A.
Kingdom of Spain   06/20/30   1.000%(Q)     100   0.531%   4,112   (333)   4,445   Credit Suisse International
Republic of Indonesia   06/20/23   1.000%(Q)     475   0.318%   6,716   (1,152)   7,868   Citibank, N.A.
Republic of Kazakhstan   06/20/23   1.000%(Q)     85   0.262%   1,295     1,295   Citibank, N.A.
Republic of Portugal   12/20/23   1.000%(Q)     50   0.140%   1,096   (13)   1,109   Morgan Stanley & Co. International PLC
Republic of South Africa   12/20/23   1.000%(Q)     300   1.223%   (1,253)   (7,709)   6,456   Bank of America, N.A.
Republic of Ukraine   12/20/23   5.000%(Q)     100   3.648%   3,669   3,417   252   Deutsche Bank AG
34

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Credit default swap agreements outstanding at July 31, 2021 (continued):
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreements on corporate and/or sovereign issues - Sell Protection(2)(cont’d.):
Republic of Ukraine   12/20/24   5.000%(Q)     100   3.914%    $4,015    $5,374    $(1,359)   HSBC Bank PLC
Republic of Ukraine   06/20/25   5.000%(Q)     90   4.028%   3,646   (782)   4,428   Barclays Bank PLC
Russian Federation   12/20/22   1.000%(Q)     50   0.364%   504   (37)   541   Citibank, N.A.
Russian Federation   06/20/23   1.000%(Q)     150   0.394%   1,903   (1,088)   2,991   Morgan Stanley & Co. International PLC
Russian Federation   06/20/23   1.000%(Q)     100   0.394%   1,269   (608)   1,877   Morgan Stanley & Co. International PLC
Russian Federation   06/20/23   1.000%(Q)     50   0.394%   634   (357)   991   BNP Paribas S.A.
Teva Pharmaceutical Industries Ltd.   12/20/21   1.000%(Q)     10   0.908%   16   10   6   Barclays Bank PLC
T-Mobile USA, Inc.   09/20/21   5.000%(Q)     60   0.355%   752   403   349   Barclays Bank PLC
T-Mobile USA, Inc.   12/20/21   5.000%(Q)     30   0.389%   724   554   170   Barclays Bank PLC
Verizon Communications, Inc.   06/20/26   1.000%(Q)     170   0.468%   4,579   3,486   1,093   Goldman Sachs International
                      $76,200   $(5,620)   $81,820    
    
Reference
Entity/
Obligation
  Termination
Date
  Fixed
Rate
  Notional
Amount
(000)#(3)
  Implied
Credit
Spread at
July 31,
2021(4)
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Credit Default Swap Agreement on credit indices - Sell Protection(2):
CDX.NA.HY.BB.36.V1   06/20/26   5.000%(Q)   100   1.769%   $15,518   $15,046   $472   Citibank, N.A.
The Fund entered into credit default swaps (“CDS”) to provide a measure of protection against defaults or to take an active long or short position with respect to the likelihood of a particular issuer’s default or the reference entity’s credit soundness. CDS contracts generally trade based on a spread which represents the cost a protection buyer has to pay the protection seller. The protection buyer is said to be short the credit as the value of the contract rises the more the credit deteriorates. The value of the CDS contract increases for the protection buyer if the spread increases.
(1) If the Fund is a buyer of protection, it pays the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) receive from the seller of protection an amount equal to the notional amount of the swap and make delivery of the referenced obligation or underlying securities comprising the referenced
35

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
  index or (ii) receive a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(2) If the Fund is a seller of protection, it receives the fixed rate. When a credit event occurs, as defined under the terms of that particular swap agreement, the Fund will either (i) pay to the buyer of protection an amount equal to the notional amount of the swap and take delivery of the referenced obligation or underlying securities comprising the referenced index or (ii) pay a net settlement amount in the form of cash or securities equal to the notional amount of the swap less the recovery value of the referenced obligation or underlying securities comprising the referenced index.
(3) Notional amount represents the maximum potential amount the Fund could be required to pay as a seller of credit protection or receive as a buyer of credit protection if a credit event occurs as defined under the terms of that particular swap agreement.
(4) Implied credit spreads, represented in absolute terms, utilized in determining the fair value of credit default swap agreements where the Fund is the seller of protection as of the reporting date serve as an indicator of the current status of the payment/ performance risk and represent the likelihood of risk of default for the credit derivative. The implied credit spread of a particular referenced entity reflects the cost of buying/selling protection and may include up-front payments required to be made to enter into the agreement. Wider credit spreads represent a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.
* When an implied credit spread is not available, reference the fair value of credit default swap agreements on credit indices and asset-backed securities. Where the Fund is the seller of protection, it serves as an indicator of the current status of the payment/performance risk and represents the likelihood of an expected liability (or profit) for the credit derivative should the notional amount of the swap agreement be closed/sold as of the reporting date. Increasing fair value in absolute terms, when compared to the notional amount of the swap, represents a deterioration of the referenced entity’s credit soundness and a greater likelihood of risk of default or other credit event occurring as defined under the terms of the agreement.
    
Currency swap agreements outstanding at July 31, 2021:
Notional
Amount
(000)#
  Fund
Receives
  Notional
Amount
(000)#
  Fund
Pays
  Counterparty   Termination
Date
  Fair
Value
  Upfront
Premiums
Paid
(Received)
  Unrealized
Appreciation
(Depreciation)
OTC Currency Swap Agreement:
IDR 1,400,000   8.22%(S)     97   6 Month LIBOR(S)   Citibank, N.A.   11/29/23    $8,445    $—   $8,445
    
Inflation swap agreements outstanding at July 31, 2021:
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Inflation Swap Agreements:
EUR 200   05/15/23   1.485%(T)   France CPI ex Tobacco Household(1)(T)    $—    $(5,407)     $(5,407)
36

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Inflation swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Inflation Swap Agreements (cont’d):
EUR 200   05/15/23   1.510%(T)   Eurostat Eurozone HICP ex Tobacco(2)(T)    $—    $1,803    $1,803
  100   01/13/31   2.230%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (5,717)   (5,717)
  105   04/07/31   2.469%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (2,896)   (2,896)
  30   04/09/31   2.435%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (938)   (938)
  60   04/09/31   2.448%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (1,791)   (1,791)
  135   04/13/31   2.445%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (4,043)   (4,043)
  75   04/13/31   2.450%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (2,204)   (2,204)
  80   04/14/31   2.450%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (2,340)   (2,340)
  170   04/15/31   2.465%(T)   U.S. CPI Urban Consumers NSA Index(2)(T)     (4,674)   (4,674)
                    $—   $(28,207)   $(28,207)
(1) The Fund pays the fixed rate and receives the floating rate.
(2) The Fund pays the floating rate and receives the fixed rate.
Interest rate swap agreements outstanding at July 31, 2021:
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements:
AUD 400   12/18/27   2.696%(S)   6 Month BBSW(2)(S)    $   $33,698    $33,698
AUD 100   11/27/28   2.847%(S)   6 Month BBSW(2)(S)   (1)   9,847   9,848
AUD 230   12/03/29   2.700%(S)   6 Month BBSW(2)(S)   18,701   21,808   3,107
AUD 1,100   02/19/31   1.398%(S)   6 Month BBSW(2)(S)   (3,525)   14,211   17,736
BRL 287   01/02/25   6.540%(T)   1 Day BROIS(2)(T)     (292)   (292)
BRL 1,638   01/02/25   6.670%(T)   1 Day BROIS(2)(T)     599   599
BRL 306   01/02/25   8.690%(T)   1 Day BROIS(2)(T)     8,036   8,036
BRL 569   01/02/25   9.943%(T)   1 Day BROIS(2)(T)     31,817   31,817
BRL 609   01/02/25   11.080%(T)   1 Day BROIS(2)(T)     41,760   41,760
BRL 98   01/02/25   12.090%(T)   1 Day BROIS(2)(T)     8,067   8,067
BRL 1,220   01/04/27   6.493%(T)   1 Day BROIS(2)(T)     (15,125)   (15,125)
BRL 661   01/04/27   6.820%(T)   1 Day BROIS(2)(T)     (8,546)   (8,546)
BRL 1,909   01/02/29   7.250%(T)   1 Day BROIS(2)(T)     (24,176)   (24,176)
CAD 255   05/08/22   1.367%(S)   3 Month CDOR(2)(S)   (2,267)   1,857   4,124
CAD 1,230   04/03/25   0.970%(S)   3 Month CDOR(2)(S)   (4,278)   (3,577)   701
CAD 80   12/03/28   2.600%(S)   3 Month CDOR(2)(S)   603   5,351   4,748
37

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements (cont’d.):
CAD 50   01/09/38   2.720%(S)   3 Month CDOR(2)(S)    $(1)    $4,411    $4,412
CAD 120   12/03/40   2.800%(S)   3 Month CDOR(2)(S)   17,654   12,292   (5,362)
CAD 50   05/30/47   2.240%(S)   3 Month CDOR(2)(S)   (1,504)   975   2,479
CHF 70   04/03/28   0.410%(A)   6 Month CHF LIBOR(2)(S)   147   4,283   4,136
CHF 130   01/31/29   0.260%(A)   6 Month CHF LIBOR(2)(S)     6,720   6,720
CHF 40   04/03/33   0.687%(A)   6 Month CHF LIBOR(2)(S)   1,448   4,069   2,621
CLP 30,200   07/12/29   3.135%(S)   1 Day CLOIS(2)(S)     (2,302)   (2,302)
CLP 91,000   11/22/29   3.203%(S)   1 Day CLOIS(2)(S)     (7,145)   (7,145)
CLP 100,000   02/10/30   3.010%(S)   1 Day CLOIS(2)(S)     (10,212)   (10,212)
CLP 150,000   04/09/31   3.390%(S)   1 Day CLOIS(2)(S)     (10,674)   (10,674)
CNH 700   08/15/23   3.115%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (4)   1,865   1,869
CNH 700   03/13/24   2.945%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (1)   1,658   1,659
CNH 1,400   04/01/24   2.923%(Q)   7 Day China Fixing Repo Rates(2)(Q)     3,205   3,205
CNH 1,440   06/03/24   2.975%(Q)   7 Day China Fixing Repo Rates(2)(Q)     3,869   3,869
CNH 2,220   06/20/24   2.900%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (3)   5,068   5,071
CNH 1,500   09/03/24   2.860%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (1)   3,371   3,372
CNH 1,500   10/10/24   2.860%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (1)   3,261   3,262
CNH 1,680   11/01/24   3.120%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (5)   6,282   6,287
CNH 1,200   02/04/25   2.600%(Q)   7 Day China Fixing Repo Rates(2)(Q)     1,184   1,184
CNH 2,800   03/06/25   2.425%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (6)   (163)   (157)
CNH 5,000   03/12/25   2.400%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (2)   (1,160)   (1,158)
CNH 3,200   07/13/25   2.653%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (4)   3,594   3,598
CNH 5,910   11/02/25   2.588%(Q)   7 Day China Fixing Repo Rates(2)(Q)   15   4,688   4,673
CNH 5,280   04/12/26   2.810%(Q)   7 Day China Fixing Repo Rates(2)(Q)   (18)   11,259   11,277
COP 498,340   07/27/28   6.200%(Q)   1 Day COOIS(2)(Q)   11,485   6,879   (4,606)
COP 3,100,000   04/09/31   5.245%(Q)   1 Day COOIS(2)(Q)     (25,086)   (25,086)
38

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements (cont’d.):
CZK 6,100   01/31/24   1.930%(A)   6 Month PRIBOR(1)(S)    $   $(3,073)    $(3,073)
CZK 5,145   03/31/30   0.710%(A)   6 Month PRIBOR(2)(S)     (20,573)   (20,573)
EUR 200   05/11/25   0.100%(A)   1 Day EONIA(1)(A)   (4,878)   (5,426)   (548)
EUR 350   04/27/30   (0.016)%(A)   6 Month EURIBOR(2)(S)     5,375   5,375
EUR 342   08/15/30   (0.191)%(A)   1 Day EONIA(2)(A)     225   225
EUR 100   05/11/31   0.750%(A)   1 Day EONIA(1)(A)   (9,627)   (11,244)   (1,617)
EUR 235   10/30/32   1.302%(A)   6 Month EURIBOR(2)(S)   5,059   44,822   39,763
EUR 430   05/11/33   1.000%(A)   6 Month EURIBOR(2)(S)   (8,955)   61,364   70,319
EUR 120   05/11/49   1.450%(A)   6 Month EURIBOR(2)(S)   5,855   46,928   41,073
GBP 150   05/08/31   1.150%(A)   1 Day SONIA(2)(A)   7,744   12,277   4,533
GBP 305   04/07/41   0.952%(A)   1 Day SONIA(2)(A)   (10)   24,342   24,352
GBP 225   05/08/46   1.250%(A)   1 Day SONIA(2)(A)   50,948   44,241   (6,707)
GBP 35   09/03/50   0.328%(A)   1 Day SONIA(2)(A)     (3,720)   (3,720)
HUF 43,000   03/18/26   2.140%(A)   6 Month BUBOR(2)(S)   7,242   (1,208)   (8,450)
HUF 90,865   06/12/28   3.750%(A)   6 Month BUBOR(2)(S)     14,162   14,162
HUF 23,000   07/15/29   1.650%(A)   6 Month BUBOR(2)(S)     (5,145)   (5,145)
HUF 150,500   02/13/30   1.595%(A)   6 Month BUBOR(2)(S)   (27,577)   (37,600)   (10,023)
ILS 670   04/16/28   0.928%(A)   3 Month TELBOR(2)(Q)   (9)   3,126   3,135
JPY 126,000   04/08/23   (0.029)%(S)   6 Month JPY LIBOR(2)(S)   51   1   (50)
JPY 179,000   04/08/26   0.018%(S)   6 Month JPY LIBOR(2)(S)   1,254   3,694   2,440
JPY 59,000   12/18/27   0.290%(S)   6 Month JPY LIBOR(2)(S)     10,838   10,838
JPY 163,000   11/12/28   0.011%(S)   6 Month JPY LIBOR(2)(S)   (3,155)   2,087   5,242
JPY 53,000   12/18/32   0.516%(S)   6 Month JPY LIBOR(2)(S)     24,767   24,767
JPY 111,500   12/18/37   0.715%(S)   6 Month JPY LIBOR(2)(S)     87,357   87,357
JPY 57,555   01/04/38   0.757%(S)   6 Month JPY LIBOR(2)(S)   31,717   48,781   17,064
39

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements (cont’d.):
JPY 11,780   12/03/38   0.600%(S)   6 Month JPY LIBOR(2)(S)    $2,383    $7,211    $4,828
JPY 10,000   10/04/39   0.203%(S)   6 Month JPY LIBOR(2)(S)     (491)   (491)
JPY 21,500   12/03/39   0.650%(S)   6 Month JPY LIBOR(2)(S)   13,181   14,879   1,698
JPY 20,000   02/06/40   0.223%(S)   6 Month JPY LIBOR(2)(S)     (466)   (466)
JPY 5,000   07/04/43   0.763%(S)   6 Month JPY LIBOR(2)(S)     4,449   4,449
JPY 91,700   12/18/47   0.918%(S)   6 Month JPY LIBOR(2)(S)   66,889   115,217   48,328
KRW 209,000   09/10/28   2.043%(Q)   3 Month KWCDC(2)(Q)   8,083   7,047   (1,036)
KRW 118,000   02/13/29   1.780%(Q)   3 Month KWCDC(2)(Q)     2,239   2,239
KRW 33,500   04/17/29   1.740%(Q)   3 Month KWCDC(2)(Q)     503   503
KRW 470,000   04/27/30   1.065%(Q)   3 Month KWCDC(2)(Q)   (11,629)   (16,355)   (4,726)
MXN 3,630   03/19/26   6.050%(M)   28 Day Mexican Interbank Rate(2)(M)   (8)   (2,165)   (2,157)
MXN 1,150   12/23/27   7.845%(M)   28 Day Mexican Interbank Rate(2)(M)     4,085   4,085
MXN 8,515   02/27/29   8.260%(M)   28 Day Mexican Interbank Rate(2)(M)   25,921   41,942   16,021
NOK 1,680   03/15/27   2.103%(A)   6 Month NIBOR(2)(S)   4,377   9,145   4,768
NOK 5,500   11/05/29   1.863%(A)   6 Month NIBOR(2)(S)   5,428   29,128   23,700
NZD 210   11/28/28   2.950%(S)   3 Month BBR(2)(Q)     13,923   13,923
NZD 100   07/22/29   1.768%(S)   3 Month BBR(2)(Q)     397   397
NZD 100   11/05/29   1.393%(S)   3 Month BBR(2)(Q)     (1,580)   (1,580)
NZD 540   03/01/31   2.098%(S)   3 Month BBR(2)(Q)   7,585   13,424   5,839
PLN 1,030   08/24/23   2.390%(A)   6 Month WIBOR(2)(S)     14,469   14,469
PLN 2,100   09/09/23   1.900%(A)   6 Month WIBOR(2)(S)   (10,816)   21,220   32,036
PLN 850   11/13/23   2.570%(A)   6 Month WIBOR(2)(S)     12,516   12,516
PLN 1,120   06/21/24   1.750%(A)   6 Month WIBOR(2)(S)     6,599   6,599
PLN 1,665   07/11/28   2.935%(A)   6 Month WIBOR(2)(S)   38,499   40,290   1,791
SEK 2,000   04/25/23   0.750%(A)   3 Month STIBOR(2)(Q)   1,983   3,457   1,474
SEK 2,325   06/22/27   1.031%(A)   3 Month STIBOR(2)(Q)   (267)   12,042   12,309
SEK 410   07/12/29   0.585%(A)   3 Month STIBOR(2)(Q)     581   581
40

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Value at
Trade Date
  Value at
July 31,
2021
  Unrealized
Appreciation
(Depreciation)
Centrally Cleared Interest Rate Swap Agreements (cont’d.):
SEK 4,555   11/05/29   0.457%(A)   3 Month STIBOR(2)(Q)    $(6,624)    $1,891    $8,515
SGD 135   03/19/24   2.025%(S)   6 Month SIBOR(2)(S)     4,593   4,593
SGD 90   02/14/29   2.285%(S)   6 Month SIBOR(2)(S)     6,685   6,685
THB 3,000   07/03/30   1.028%(S)   6 Month BIBOR(2)(S)     (1,423)   (1,423)
  1,500   09/12/21   0.260%(A)   1 Day USOIS(1)(A)     (2,726)   (2,726)
  990   03/10/22   0.330%(A)   1 Day USOIS(1)(A)     (2,505)   (2,505)
  2,000   08/31/22   2.550%(A)   1 Day USOIS(1)(A)     (100,108)   (100,108)
  2,180   11/09/22   0.061%(A)   1 Day SOFR(1)(A)     (118)   (118)
  1,450   10/30/23   0.072%(A)   1 Day USOIS(1)(A)     4,865   4,865
  1,770   11/02/23   0.070%(A)   1 Day USOIS(1)(A)     6,140   6,140
  1,795   11/06/23   0.063%(A)   1 Day USOIS(1)(A)     6,672   6,672
  1,595   11/09/23   0.064%(A)   1 Day USOIS(1)(A)     5,942   5,942
  473   05/31/24   1.350%(A)   1 Day USOIS(1)(A)     (15,147)   (15,147)
ZAR 8,270   03/13/24   7.500%(Q)   3 Month JIBAR(1)(Q)   5   (40,388)   (40,393)
ZAR 3,700   11/07/27   8.360%(Q)   3 Month JIBAR(2)(Q)   2,816   31,608   28,792
ZAR 3,200   07/16/28   8.170%(Q)   3 Month JIBAR(2)(Q)   (38)   22,425   22,463
ZAR 2,460   03/13/29   8.055%(Q)   3 Month JIBAR(2)(Q)   (8)   15,946   15,954
ZAR 5,000   11/01/29   7.820%(Q)   3 Month JIBAR(2)(Q)   (31)   26,853   26,884
ZAR 10,915   09/15/30   6.940%(Q)   3 Month JIBAR(2)(Q)   (15,181)   1,242   16,423
                    $226,639   $830,077   $603,438
    
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Fair
Value
  Upfront
Premiums
Paid(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Interest Rate Swap Agreements:
CLP 95,000   12/20/27   4.260%(S)   1 Day CLOIS(2)(S)    $4,550    $   $4,550   JPMorgan Chase Bank, N.A.
CLP 100,000   05/17/28   4.270%(S)   1 Day CLOIS(2)(S)   5,010     5,010   Citibank, N.A.
COP 503,000   08/03/28   6.160%(Q)   1 Day COOIS(2)(Q)   7,982     7,982   JPMorgan Chase Bank, N.A.
COP 453,700   07/12/29   5.165%(Q)   1 Day COOIS(2)(Q)   (2,120)     (2,120)   Morgan Stanley & Co. International PLC
ILS 410   07/13/27   0.395%(A)   3 Month TELBOR(2)(Q)   (1,834)     (1,834)   Goldman Sachs International
ILS 550   04/26/28   1.915%(A)   3 Month TELBOR(2)(Q)   14,053     14,053   BNP Paribas S.A.
ILS 510   07/16/28   2.045%(A)   3 Month TELBOR(2)(Q)   13,870     13,870   JPMorgan Chase Bank, N.A.
ILS 270   07/12/29   1.411%(A)   3 Month TELBOR(2)(Q)   3,464     3,464   Citibank, N.A.
41

PGIM Global Total Return (USD Hedged) Fund
Schedule of Investments as of July 31, 2021 (unaudited) (continued)
Interest rate swap agreements outstanding at July 31, 2021 (continued):
Notional
Amount
(000)#
  Termination
Date
  Fixed
Rate
  Floating
Rate
  Fair
Value
  Upfront
Premiums
Paid(Received)
  Unrealized
Appreciation
(Depreciation)
  Counterparty
OTC Interest Rate Swap Agreements (cont’d.):
ILS 450   04/24/30   0.710%(A)   3 Month TELBOR(2)(Q)    $(2,833)    $(4)    $(2,829)   Goldman Sachs International
MYR 450   04/09/26   2.625%(Q)   3 Month KLIBOR(2)(Q)   730   (8)   738   Morgan Stanley & Co. International PLC
MYR 200   07/11/29   3.528%(Q)   3 Month KLIBOR(2)(Q)   2,633     2,633   Morgan Stanley & Co. International PLC
RUB 15,000   01/12/26   6.360%(A)   3 Month MosPRIME(2)(Q)   (2,532)     (2,532)   Morgan Stanley & Co. International PLC
RUB 16,000   02/27/26   6.680%(A)   3 Month MosPRIME(2)(Q)   (870)     (870)   Morgan Stanley & Co. International PLC
THB 6,000   07/04/24   1.590%(S)   6 Month BIBOR(2)(S)   5,656     5,656   Morgan Stanley & Co. International PLC
THB 1,000   05/07/25   0.795%(S)   6 Month BIBOR(2)(S)   192     192   HSBC Bank PLC
                  $47,951   $(12)   $47,963    
    
(1) The Fund pays the fixed rate and receives the floating rate.
(2) The Fund pays the floating rate and receives the fixed rate.
Other information regarding the Fund is available in the Funds’ most recent Report to Shareholders. This information is available on the Securities and Exchange Commission’s website (www.sec.gov).
42


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