Form NPORT-P PRUDENTIAL INVESTMENT For: Apr 30

  
    NPORT-P
    false
    
      
      
        
          0001070287
          XXXXXXXX
        
      
      
      
      
        S000055822
        C000175784
        C000175782
        C000175783
        C000175781
      
      
    
  
  
    
      Prudential Investment Portfolios 9
      811-09101
      0001070287
      5493006TC8ECBK1GPV34
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-800-225-1852
      PGIM International Bond Fund
      S000055822
      549300TP3DBHOWWXQL16
      2021-10-31
      2021-04-30
      N
    
    
      39948376.66
      634391.18
      39313985.48
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      100000.00000000
      0.00000000
      0.00000000
      1500853.71000000
      
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CNY
          
          
        
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        14697.61000000
        0.037385194659
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-12-03
            18520.53000000
            USD
            0.00000000
            USD
            30000000.00000000
            JPY
            -3822.92000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4413.70000000
        0.011226793585
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-04-11
            0.00000000
            USD
            0.00000000
            USD
            500000.00000000
            PLN
            4413.70000000
          
        
        
          N
          N
          N
        
      
      
        THYSSENKRUPP AG
        549300UDG16DOYUPR330
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        180518.94000000
        0.459172322001
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2022-03-03
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Real Estate Asset Liquidity Tr
        N/A
        
        75585RRT4
        
          
        
        23767.35000000
        PA
        
        19872.03000000
        0.050546973951
        Long
        ABS-MBS
        CORP
        CA
        N
        
        2
        
          2055-02-12
          Variable
          2.38100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5713.89000000
        -0.01453398817
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-03-06
            0.00000000
            USD
            -11.06000000
            USD
            3900000.00000000
            CNY
            -5702.83000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        131633.33000000
        0.334825707424
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2026-01-30
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1076.56000000
        0.002738363935
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-22
            0.00000000
            USD
            0.00000000
            USD
            90000.00000000
            NZD
            1076.56000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        19459.44000000
        0.049497500094
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2047-09-22
            19.81000000
            USD
            0.00000000
            USD
            -3100000.00000000
            ZAR
            19439.63000000
          
        
        
          N
          N
          N
        
      
      
        VERTICAL HOLDCO GMBH
        2549008GCHWX9EEMIS56
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129114.14000000
        0.328417835087
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4347.49000000
        0.011058380235
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -1069348.18000000
            USD
            892987.00000000
            EUR
            2021-05-05
            4347.49000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1777.15000000
        0.004520401527
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -270231776.00000000
            COP
            73606.49000000
            USD
            2021-06-16
            1777.15000000
          
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        
        69355XAA1
        
          
        
        161611.83000000
        PA
        USD
        162460.15000000
        0.413237548970
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          3.92113000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2562.23000000
        -0.00651734991
        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
            -11340.91000000
            USD
            400000.00000000
            USD
            8778.68000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2077.15000000
        -0.00528348874
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-05-30
            0.00000000
            USD
            -14310.59000000
            USD
            320000.00000000
            CAD
            12233.44000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -104.78000000
        -0.00026652093
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -57938.19000000
            BRL
            10501.38000000
            USD
            2021-07-02
            -104.78000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        249272.69000000
        0.634056015833
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INSTITUT CREDITO OFICIAL
        PJQDPSI1D8J2Q1IM3G17
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        119632.29000000
        0.304299573140
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2022-09-22
          Fixed
          0.96300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        3252.12000000
        0.008272170730
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2023-12-20
            3770.13000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -518.01000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        690000.00000000
        PA
        
        1052763.13000000
        2.677833644049
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2035-03-01
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7.87000000
        -0.00002001832
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -30015.00000000
            SGD
            22543.35000000
            USD
            2021-06-16
            -7.87000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        8404.65000000
        0.021378270092
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-12-11
            0.00000000
            USD
            0.00000000
            USD
            1500000.00000000
            NOK
            8404.65000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -632.14000000
        -0.00160792652
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -213729.00000000
            ZAR
            14005.89000000
            USD
            2021-06-17
            -632.14000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        52881.69000000
        0.134511139876
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-07-26
            0.00000000
            USD
            0.00000000
            USD
            95000000.00000000
            JPY
            52881.69000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FIN
        213800X3RLP4NOTPY579
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        144319.73000000
        0.367095139904
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-04-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2831.30000000
        0.007201762847
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2027-06-29
            5358.60000000
            USD
            0.00000000
            USD
            -2200000.00000000
            CZK
            -2527.30000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        742.90000000
        0.001889658326
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-11-09
            0.00000000
            USD
            0.00000000
            USD
            -680000.00000000
            USD
            742.90000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123714.56000000
        0.314683333397
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2028-02-07
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -45.00000000
        NC
        
        830.52000000
        0.002112530667
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                Bundesschatzanweisungen
                
                  
                  
                  
                
              
            
            2021-06-08
            -6082815.21000000
            USD
            830.52000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1440.38000000
        0.003663785246
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PERU
                Peruvian Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -67.49000000
            USD
            120000.00000000
            USD
            1507.87000000
          
        
        
          N
          N
          N
        
      
      
        ALLIANZ SE
        529900K9B0N5BT694847
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        262853.04000000
        0.668599321057
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          N/A
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1599.73000000
        0.004069111743
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PANAMA
                Panama Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -67.49000000
            USD
            120000.00000000
            USD
            1667.22000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO COMMERCIAL MORTGAG
        N/A
        
        95003EAE6
        
          
        
        100000.00000000
        PA
        USD
        100000.00000000
        0.254362407624
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Floating
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1734.90000000
        0.004412933409
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-11
            408.98000000
            USD
            0.00000000
            USD
            300000.00000000
            SEK
            1325.92000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10984.97000000
        0.027941634168
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -1781914.68000000
            EUR
            2154691.23000000
            USD
            2021-06-02
            10984.97000000
          
        
        
          N
          N
          N
        
      
      
        KINGDOM OF SPAIN
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        615000.00000000
        PA
        
        1062788.63000000
        2.703334747225
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2029-04-06
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        
        92340LAH2
        
          
          
        
        5000.00000000
        PA
        USD
        5035.98000000
        0.012809639975
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-15
          Fixed
          2.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10359.08000000
        -0.02634960529
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -960634.08000000
            CNY
            137889.40000000
            USD
            2021-05-14
            -10359.08000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3289.79000000
        0.008367989049
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-20
            2.29000000
            USD
            0.00000000
            USD
            2440000.00000000
            CNY
            3287.50000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        23865.50000000
        0.060704860391
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-01-10
            0.00000000
            USD
            0.00000000
            USD
            1000000.00000000
            PLN
            23865.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        256.60000000
        0.000652693937
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2030-02-04
            0.11000000
            USD
            0.00000000
            USD
            200000.00000000
            MYR
            256.49000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        252156.01000000
        0.641390098005
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2025-04-24
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        4910.53000000
        0.012490542335
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2023-06-20
            0.00000000
            USD
            -8375.85000000
            USD
            350000.00000000
            USD
            13286.38000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3728.07000000
        -0.00948280860
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-13
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -3728.07000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        3537.14000000
        0.008997154465
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -202.47000000
            USD
            360000.00000000
            USD
            3739.61000000
          
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118422.11000000
        0.301221330155
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        
        000000000
        
          
        
        -400000.00000000
        OU
        Other
        USD
        -590.15000000
        -0.00150111974
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.HY.35.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -400000.00000000
            USD
            99.00000000
            USD
            2021-07-21
            XXXX
            1809.85000000
          
        
        
          N
          N
          N
        
      
      
        Anchorage Capital CLO LTD
        549300NPGT86ACOLIL14
        
        03330NAA2
        
          
        
        250000.00000000
        PA
        USD
        250232.85000000
        0.636498301926
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-22
          Floating
          1.61238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        195000.00000000
        PA
        
        282821.07000000
        0.719390482920
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2027-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        507.89000000
        0.001291881232
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-11-09
            0.00000000
            USD
            0.00000000
            USD
            -4000000.00000000
            USD
            507.89000000
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL HOTELS
        2138007ZFQYRUSLU3J98
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        250653.55000000
        0.637568404575
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-10-08
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -451.21000000
        -0.00114770861
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -14298301.00000000
            HUF
            47242.90000000
            USD
            2021-07-19
            -451.21000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -3.00000000
        NC
        USD
        707.01000000
        0.001798367658
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-06-14
            -750144.51000000
            USD
            707.01000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        25.00000000
        NC
        USD
        1260.72000000
        0.003206797745
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            3097176.78000000
            USD
            1260.72000000
          
        
        
          N
          N
          N
        
      
      
        EMIRATES NBD BANK PJSC
        54930029BCN8HF3B1286
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        86393.98000000
        0.219753807570
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2028-02-09
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1246.08000000
        0.003169559088
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -45686.00000000
            USD
            255028.57000000
            BRL
            2021-05-04
            1246.08000000
          
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        
        000000000
        
          
          
        
        515000.00000000
        PA
        
        919763.43000000
        2.339532404995
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2037-04-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        179886.66000000
        0.457564039370
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        185000.00000000
        PA
        
        232153.90000000
        0.590512249433
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2024-03-06
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        620.35000000
        0.001577937195
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -30906.64000000
            USD
            171317.46000000
            BRL
            2021-05-04
            620.35000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -68.77000000
        -0.00017492502
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                STATE OF ILLINOIS
                STATE OF ILLINOIS
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -1297.46000000
            USD
            100000.00000000
            USD
            1228.69000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2190.68000000
        -0.00557226639
        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
            4668.78000000
            USD
            0.00000000
            USD
            -105000.00000000
            EUR
            -6859.46000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        85000.00000000
        PA
        
        120730.81000000
        0.307093795060
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2026-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2170.89000000
        0.005521928070
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-07
            713.56000000
            USD
            0.00000000
            USD
            500000.00000000
            NOK
            1457.33000000
          
        
        
          N
          N
          N
        
      
      
        One New York Plaza Trust 2020-
        N/A
        
        68249DAG4
        
          
        
        100000.00000000
        PA
        USD
        100881.00000000
        0.256603340435
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.31500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        13.00000000
        NC
        USD
        -9506.41000000
        -0.02418073335
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            1725912.66000000
            USD
            -9506.41000000
          
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377FAC2
        
          
        
        100000.00000000
        PA
        USD
        102461.79000000
        0.260624275938
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-08
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMADEUS IT GROUP SA
        9598004A3FTY3TEHHN09
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        255517.71000000
        0.649940999062
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2028-09-24
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12478.54000000
        -0.03174071478
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -801342.00000000
            CAD
            639571.89000000
            USD
            2021-07-20
            -12478.54000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        259607.03000000
        0.660342691869
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2027-04-16
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -9441.30000000
        -0.02401511799
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-11-02
            29.85000000
            USD
            0.00000000
            USD
            11480000.00000000
            CNY
            -9471.15000000
          
        
        
          N
          N
          N
        
      
      
        LA POSTE SA
        9695000YG7TR7PAP0L59
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129390.94000000
        0.329121910231
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2032-04-21
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -885.93000000
        -0.00225347287
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -254439.00000000
            ZAR
            16540.27000000
            USD
            2021-06-17
            -885.93000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        140000.00000000
        PA
        
        215568.79000000
        0.548325964330
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2031-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3155.36000000
        -0.00802604966
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                IHS MARKIT LTD
                CDX.EM.28.V2
                
                  
                  
                  
                
              
            
            Y
            Default Event
            
            2022-12-20
            0.00000000
            USD
            -581.51000000
            USD
            -3760000.00000000
            USD
            -2573.85000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        43033.01000000
        0.109459800309
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            724045.22000000
            BRL
            43033.01000000
          
        
        
          N
          N
          N
        
      
      
        MEDTRONIC GLOBAL HLDINGS
        549300JXMTTP8GKYIX14
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        120256.59000000
        0.305887557650
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-10-15
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CO-OPERATIVE GROUP LTD
        213800TKR59ER8Z69V16
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        148323.17000000
        0.377278386276
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-17
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4397.76000000
        0.011186248217
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -40423996.00000000
            JPY
            374367.32000000
            USD
            2021-06-02
            4397.76000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        5035.34000000
        0.012808012056
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-04-05
            0.00000000
            USD
            -5871.97000000
            USD
            620000.00000000
            CAD
            10907.31000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        279.98000000
        0.000712163868
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1026380.00000000
            HKD
            132420.75000000
            USD
            2021-05-18
            279.98000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -12875.34000000
        -0.03275002481
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-06-01
            2.11000000
            USD
            0.00000000
            USD
            2880000.00000000
            CNY
            -12877.45000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2853.18000000
        -0.00725741734
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-03-10
            0.00000000
            USD
            0.00000000
            USD
            -1155000.00000000
            USD
            -2853.18000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -431.34000000
        -0.00109716680
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            0.00000000
            USD
            -6319.31000000
            USD
            100000.00000000
            USD
            5887.97000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        7427.97000000
        0.018893963329
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-04
            3124.95000000
            USD
            0.00000000
            USD
            46500000.00000000
            JPY
            4303.02000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        491.27000000
        0.001249606199
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                RUSSIAN FEDERATION
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -43.21000000
            USD
            50000.00000000
            USD
            534.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1749.13000000
        0.004449129180
        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
            -1031.14000000
            USD
            150000.00000000
            USD
            2780.27000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        25000.00000000
        PA
        
        30471.79000000
        0.077508778690
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2030-04-30
          Fixed
          0.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122961.59000000
        0.312768060777
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2820.96000000
        0.007175461774
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -1644.24000000
            USD
            85000.00000000
            USD
            4465.20000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        6482.36000000
        0.016488686966
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-12-20
            0.00000000
            USD
            0.00000000
            USD
            55000000.00000000
            CLP
            6482.36000000
          
        
        
          N
          N
          N
        
      
      
        BROADCOM INC
        549300WV6GIDOZJTV909
        
        11135FBJ9
        
          
          
        
        30000.00000000
        PA
        USD
        28947.10000000
        0.073630540497
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2041-02-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        375586.50000000
        0.955350864111
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2026-09-18
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FV5Q1
        
          
        
        1154957.74000000
        PA
        USD
        125888.78000000
        0.320213731736
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.49022100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4448.19000000
        0.011314523179
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-04-07
            0.00000000
            USD
            0.00000000
            USD
            6200000.00000000
            JPY
            4448.19000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        110218.53000000
        0.280354506556
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122388.16000000
        0.311309470423
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-08
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121494.28000000
        0.309035775733
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2027-02-14
          Fixed
          0.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        8.00000000
        NC
        USD
        -3834.22000000
        -0.00975281430
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            1491084.22000000
            USD
            -3834.22000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        
        10956.28000000
        0.027868657594
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2028-07-16
            0.00000000
            USD
            0.00000000
            USD
            390000.00000000
            ILS
            10956.28000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        210813.71000000
        0.536230828358
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-24
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -156.22000000
        -0.00039736495
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -94189.00000000
            MYR
            22778.48000000
            USD
            2021-06-16
            -156.22000000
          
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        957.37000000
        0.002435189381
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -47137.20000000
            USD
            40000.00000000
            EUR
            2021-05-05
            957.37000000
          
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -431.81000000
        -0.00109836231
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -152688.62000000
            USD
            110246.00000000
            GBP
            2021-05-05
            -431.81000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        181.13000000
        0.000460726628
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                HELLENIC REPUBLIC
                Hellenic Republic Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-12-20
            611.49000000
            USD
            0.00000000
            USD
            140000.00000000
            USD
            -430.36000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1797.16000000
        0.004571299444
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -26162.00000000
            USD
            408230.10000000
            ZAR
            2021-06-17
            1797.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5696.39000000
        -0.01448947475
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -9070557.00000000
            CNY
            1393722.79000000
            USD
            2021-05-18
            -5696.39000000
          
        
        
          N
          N
          N
        
      
      
        TESCO PLC
        2138002P5RNKC5W2JZ46
        
        000000000
        
          
          
        
        80000.00000000
        PA
        
        119444.12000000
        0.303820939397
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2023-03-24
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bluemountain CLO Ltd
        549300O2Y407FNHQWX93
        
        09628WAL6
        
          
        
        250000.00000000
        PA
        USD
        250200.30000000
        0.636415506963
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-08-20
          Floating
          1.49238000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAISSE FRANCAISE DE FIN
        549300E6W08778I4OW85
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        96147.30000000
        0.244562587145
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2029-03-09
          Fixed
          4.68000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1731.59000000
        0.004404514014
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                BRAZILIAN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -337.43000000
            USD
            600000.00000000
            USD
            2069.02000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6494.66000000
        0.016519973543
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -292.45000000
            USD
            520000.00000000
            USD
            6787.11000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        75000.00000000
        PA
        
        100590.98000000
        0.255865638580
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2024-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        743.54000000
        0.001891286245
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -49693.00000000
            USD
            274071.80000000
            BRL
            2021-05-04
            743.54000000
          
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        145000.00000000
        PA
        
        178120.38000000
        0.453071287037
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2036-03-01
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -10924.05000000
        -0.02778667659
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-09-03
            0.00000000
            USD
            0.00000000
            USD
            57000000.00000000
            HUF
            -10924.05000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1598.54000000
        -0.00406608483
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -263266.00000000
            ILS
            79489.97000000
            USD
            2021-06-16
            -1598.54000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        16263.68000000
        0.041368688016
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-12-20
            0.00000000
            USD
            -3992.43000000
            USD
            301250000.00000000
            JPY
            20256.11000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -13074.06000000
        -0.03325549379
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-11
            0.00000000
            USD
            -12514.52000000
            USD
            -130000.00000000
            EUR
            -559.54000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        11264.58000000
        0.028652856896
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-05-08
            10060.30000000
            USD
            0.00000000
            USD
            190000.00000000
            GBP
            1204.28000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3382.05000000
        0.008602663807
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-12-03
            2351.72000000
            USD
            0.00000000
            USD
            8000000.00000000
            JPY
            1030.33000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        3576.86000000
        0.009098187213
        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
            -603.49000000
            USD
            220000.00000000
            USD
            4180.35000000
          
        
        
          N
          N
          N
        
      
      
        MATTERHORN TELECOM SA
        549300MTB0YI26SMUT22
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        240137.01000000
        0.610818280233
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1030.81000000
        0.002621993134
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PANAMA
                Panama Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            201.31000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            829.50000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3085.92000000
        -0.00784942040
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2021-09-12
            0.00000000
            USD
            0.00000000
            USD
            -1700000.00000000
            USD
            -3085.92000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3918.02000000
        -0.00996597000
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-15
            0.00000000
            USD
            0.00000000
            USD
            26000000.00000000
            HUF
            -3918.02000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5569.97000000
        -0.01416790979
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2047-05-30
            0.00000000
            USD
            -7469.87000000
            USD
            150000.00000000
            CAD
            1899.90000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        4772.81000000
        0.012140234427
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                HUNGARY
                Hungary Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-06-20
            0.00000000
            USD
            -631.69000000
            USD
            450000.00000000
            USD
            5404.50000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2659.68000000
        0.006765226083
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-03
            0.00000000
            USD
            -3.03000000
            USD
            2300000.00000000
            CNY
            2662.71000000
          
        
        
          N
          N
          N
        
      
      
        BRAZIL LOAN TRUST 1
        N/A
        
        000000000
        
          
          
        
        56451.34000000
        PA
        USD
        58786.37000000
        0.149530426086
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Fixed
          5.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SoFi Alternative Trust
        N/A
        
        83406DAE7
        
          
        
        106211.98000000
        PA
        USD
        109951.91000000
        0.279676325504
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2046-01-16
          Variable
          2.70693000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -23010.75000000
        -0.05853069771
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-03-31
            0.00000000
            USD
            0.00000000
            USD
            5145000.00000000
            CZK
            -23010.75000000
          
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        237744.94000000
        0.604733753388
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI INTERNATIONAL BOND
        635400FMICXSM3SI3H65
        
        000000000
        
          
          
        
        125000.00000000
        PA
        
        158031.49000000
        0.401972702768
        Long
        DBT
        NUSS
        SA
        N
        
        2
        
          2039-07-09
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1813.05000000
        0.004611717631
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF PHILIPPINES
                Philippine Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -67.49000000
            USD
            120000.00000000
            USD
            1880.54000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -26118.39000000
        -0.06643536563
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -2595671.00000000
            GBP
            3558670.13000000
            USD
            2021-05-05
            -26118.39000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -721.36000000
        -0.00183486866
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -178620.00000000
            NZD
            127059.01000000
            USD
            2021-07-20
            -721.36000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -8324.98000000
        -0.02117561956
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-01-02
            0.00000000
            USD
            0.00000000
            USD
            1090705.10000000
            BRL
            -8324.98000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        134.11000000
        0.000341125424
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                PANAMA GOVERNMENT INTERNATIONAL BOND
                PANAMA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-06-20
            62.71000000
            USD
            0.00000000
            USD
            55000.00000000
            USD
            71.40000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        205000.00000000
        PA
        
        364953.95000000
        0.928305653940
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2028-08-04
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3928.77000000
        -0.00999331396
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-02-27
            0.00000000
            USD
            0.00000000
            USD
            20000000.00000000
            RUB
            -3928.77000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        11535.50000000
        0.029341975531
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-01-06
            0.00000000
            USD
            -12.27000000
            USD
            850000000.00000000
            KRW
            11547.77000000
          
        
        
          N
          N
          N
        
      
      
        EUROPEAN LOAN CONDUIT
        N/A
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        275740.69000000
        0.701380657883
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2029-01-23
          Floating
          1.58863000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        19.00000000
        NC
        USD
        -26450.76000000
        -0.06728078997
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            3014200.76000000
            USD
            -26450.76000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -873.09000000
        -0.00222081274
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -39133.12000000
            USD
            143939441.98000000
            COP
            2021-06-16
            -873.09000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        177000.00000000
        PA
        
        261224.29000000
        0.664456393343
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2028-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1031.50000000
        -0.00262374823
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -860116.00000000
            MXN
            41203.79000000
            USD
            2021-06-16
            -1031.50000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2231.84000000
        0.005676961958
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -533500.00000000
            AUD
            413358.47000000
            USD
            2021-07-20
            2231.84000000
          
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA
        DG3RU1DBUFHT4ZF9WN62
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        81048.28000000
        0.206156356346
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-12-14
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4148.01000000
        0.010550978104
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-11-17
            0.00000000
            USD
            -8.15000000
            USD
            6000000.00000000
            CZK
            4156.16000000
          
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        160414.26000000
        0.408033573908
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-02-16
          Fixed
          3.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        325000.00000000
        PA
        
        444866.08000000
        1.131572071791
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2035-07-30
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        84715.03000000
        0.215483189927
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2047-11-24
            52567.71000000
            USD
            0.00000000
            USD
            90000000.00000000
            JPY
            32147.32000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -69.42000000
        -0.00017657838
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -20210.80000000
            USD
            65392.00000000
            ILS
            2021-06-16
            -69.42000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -6159.22000000
        -0.01566674028
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            -200000.00000000
            EUR
            -6159.22000000
          
        
        
          N
          N
          N
        
      
      
        AIRCRAFT FINANCE CO LTD
        549300V406LJMUES1M40
        
        000000000
        
          
          
        
        128107.82000000
        PA
        USD
        132482.23000000
        0.336984989902
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2026-03-29
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        10524.26000000
        0.026769761120
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2023-11-27
            0.00000000
            USD
            -2.27000000
            USD
            1000000.00000000
            MYR
            10526.53000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        
        000000000
        
          
          
        
        3.00000000
        NC
        
        -5099.22000000
        -0.01297049876
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Long
            
              
                UK TSY 4 3/4% 2030
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2021-06-28
            537226.14000000
            USD
            -5099.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -216.40000000
        -0.00055044025
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            118000000.00000000
            COP
            -216.40000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        465.71000000
        0.001184591168
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                GENERALITAT DE CATALUNYA
                Autonomous Community of Catalonia
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -5159.99000000
            USD
            110000.00000000
            USD
            5625.70000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        27981.69000000
        0.071174900377
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-01-12
            0.00000000
            USD
            0.00000000
            USD
            95000000.00000000
            HUF
            27981.69000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -9791.38000000
        -0.02490558990
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-03-12
            0.00000000
            USD
            -2.19000000
            USD
            6000000.00000000
            CNY
            -9789.19000000
          
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        N/A
        
        07876MAA5
        
          
        
        150000.00000000
        PA
        USD
        150369.59000000
        0.382483709458
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2031-03-25
          Floating
          1.76567000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        12183.02000000
        0.030989022993
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-06-30
            0.00000000
            USD
            -11.47000000
            USD
            2035000.00000000
            ZAR
            12194.49000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -3705.72000000
        -0.00942595861
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2021-06-09
            0.00000000
            USD
            0.00000000
            USD
            -1162000.00000000
            USD
            -3705.72000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        68152.55000000
        0.173354467037
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2034-04-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3223.53000000
        0.008199448518
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-05-11
            2174.73000000
            USD
            0.00000000
            USD
            620000.00000000
            EUR
            1048.80000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1793.17000000
        0.004561150384
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-05-29
            0.00000000
            USD
            0.00000000
            USD
            -1160000.00000000
            USD
            1793.17000000
          
        
        
          N
          N
          N
        
      
      
        FIDELITY NATL INFO SERV
        6WQI0GK1PRFVBA061U48
        
        31620MBD7
        
          
          
        
        100000.00000000
        PA
        
        127667.11000000
        0.324737134740
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-21
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -212.07000000
        -0.00053942635
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -96585.00000000
            EUR
            115947.93000000
            USD
            2021-05-18
            -212.07000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -1511.48000000
        -0.00384463691
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-01-24
            0.00000000
            USD
            0.00000000
            USD
            1500000.00000000
            SEK
            -1511.48000000
          
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        188427.04000000
        0.479287555559
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2025-10-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL GOVERNMENT INTERNATIONAL BOND
        549300P6U1FJ3IMP7K42
        
        000000000
        
          
        
        600000.00000000
        PA
        
        93291.21000000
        0.237297767857
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2022-06-03
          Fixed
          4.09000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        21804.82000000
        0.055463265130
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            304700.00000000
            BRL
            21804.82000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        16017.75000000
        0.040743134547
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2028-07-27
            8565.92000000
            USD
            0.00000000
            USD
            907840000.00000000
            COP
            7451.83000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1100.05000000
        -0.00279811366
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                ILLINOIS ST
                State of Illinois
                
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            0.00000000
            USD
            -3609.62000000
            USD
            100000.00000000
            USD
            2509.57000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        
        000000000
        
          
          
        
        3.00000000
        NC
        
        3352.62000000
        0.008527804950
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2021-06-15
            318474.83000000
            USD
            3352.62000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1507.06000000
        -0.00383339410
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-15
            0.00000000
            USD
            0.00000000
            USD
            160000.00000000
            USD
            -1507.06000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        286135.50000000
        0.727821146867
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2028-06-14
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        960.20000000
        0.002442387838
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -47351457.00000000
            JPY
            434245.33000000
            USD
            2021-05-07
            960.20000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        278363.01000000
        0.708050854171
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2028-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        184931.06000000
        0.470395096661
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4269.55000000
        0.010860130174
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-19
            0.00000000
            USD
            0.00000000
            USD
            135000.00000000
            SGD
            4269.55000000
          
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        277031.61000000
        0.704664273076
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        330645.97000000
        0.841039050004
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2027-05-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        161.80000000
        0.000411558375
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -18753.00000000
            PEN
            5119.43000000
            USD
            2021-06-16
            161.80000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        176.65000000
        0.000449331193
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -18385.00000000
            PEN
            5036.99000000
            USD
            2021-06-16
            176.65000000
          
        
        
          N
          N
          N
        
      
      
        TRANSPORT FOR LONDON
        213800FGQ9DJHGRLQZ89
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        180665.71000000
        0.459545649707
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2042-07-23
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        981.17000000
        0.002495727634
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            287186.65000000
            BRL
            981.17000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FUZE7
        
          
        
        399399.79000000
        PA
        USD
        48856.74000000
        0.124273180150
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.68141000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VEREIT OPERATING PARTNER
        5493005TQOUJE1LCS698
        
        92340LAG4
        
          
          
        
        5000.00000000
        PA
        USD
        5153.43000000
        0.013108388623
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-12-15
          Fixed
          2.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGIZER GAMMA ACQ BV
        5493002SUYZDHEQ3JN34
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        370310.47000000
        0.941930627176
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-07-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        5048.45000000
        0.012841358967
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            
              
                IRISH TSY 4 1/2% 2020
                Ireland Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-06-20
            1542.83000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            3505.62000000
          
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE
        222100KDGL314CKTZ511
        
        23291KAA3
        
          
          
        
        200000.00000000
        PA
        
        241595.16000000
        0.614527265679
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-18
          Fixed
          0.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        243145.44000000
        0.618470595212
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF KAZAKHSTAN
        5493007OEK8EF02UO833
        
        000000000
        
          
          
        
        115000.00000000
        PA
        
        154668.38000000
        0.393418215201
        Long
        DBT
        NUSS
        KZ
        N
        
        2
        
          2028-11-09
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        549300VU3EH2E73C1Q04
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123117.91000000
        0.313165680092
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-10-01
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        239.07000000
        0.000608104207
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -136465.58000000
            USD
            98985.00000000
            GBP
            2021-05-05
            239.07000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2331.94000000
        0.005931578728
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-05-08
            2405.82000000
            USD
            0.00000000
            USD
            50000.00000000
            GBP
            -73.88000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF COLOMBIA
        549300MHDRBVRF6B9117
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        812961.19000000
        2.067867655935
        Long
        DBT
        NUSS
        CO
        N
        
        2
        
          2026-03-22
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        
        000000000
        
          
        
        127835.35000000
        NS
        USD
        127835.35000000
        0.325165074054
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        
        000000000
        
          
          
        
        35000.00000000
        PA
        
        44711.51000000
        0.113729273321
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2023-09-30
          Variable
          10.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        ADIENT GLOBAL HOLDINGS
        213800VA38VCKE6M8790
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        123992.52000000
        0.315390359146
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2024-08-15
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -866.11000000
        -0.00220305824
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-05
            0.00000000
            USD
            0.00000000
            USD
            80000.00000000
            NZD
            -866.11000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -26922.79000000
        -0.06848145684
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                TURKEY GOVERNMENT INTERNATIONAL BOND
                TURKEY GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -337.44000000
            USD
            600000.00000000
            USD
            -26585.35000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2123.37000000
        0.005401055054
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF INDONESIA
                Indonesia Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -89.98000000
            USD
            160000.00000000
            USD
            2213.35000000
          
        
        
          N
          N
          N
        
      
      
        EUROPEAN BK RECON & DEV
        549300HTGDOVDU6OGK19
        
        000000000
        
          
          
        
        408000000.00000000
        PA
        
        28845.31000000
        0.073371625002
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2022-12-13
          Fixed
          6.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        3.00000000
        NC
        
        -27702.58000000
        -0.07046494946
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-06-08
            757728.76000000
            USD
            -27702.58000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        74664.25000000
        0.189917783934
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2029-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2731.82000000
        0.006948723123
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-10-10
            0.00000000
            USD
            -1.35000000
            USD
            2600000.00000000
            CNY
            2733.17000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        286.35000000
        0.000728366754
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -33385.42000000
            USD
            37642729.00000000
            KRW
            2021-06-16
            286.35000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3282.46000000
        -0.00834934428
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-05-05
            0.00000000
            USD
            0.00000000
            USD
            35000.00000000
            EUR
            -3282.46000000
          
        
        
          N
          N
          N
        
      
      
        BANK GOSPODARSTWA KRAJOW
        259400BCOV9JJIGLYF05
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        329349.20000000
        0.837740554611
        Long
        DBT
        NUSS
        PL
        N
        
        2
        
          2028-04-30
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        5686.80000000
        0.014465081396
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2033-04-03
            2869.29000000
            USD
            0.00000000
            USD
            80000.00000000
            CHF
            2817.51000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -1913.67000000
        -0.00486765708
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-04-27
            0.00000000
            USD
            0.00000000
            USD
            225000.00000000
            EUR
            -1913.67000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -7386.04000000
        -0.01878730917
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            1026975.43000000
            BRL
            -7386.04000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1750.09000000
        -0.00445157105
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -226021.13000000
            USD
            186421.00000000
            EUR
            2021-06-02
            -1750.09000000
          
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122961.59000000
        0.312768060777
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        901.67000000
        0.002293509520
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                DP WORLD PLC
                DP World PLC
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            341.60000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            560.07000000
          
        
        
          N
          N
          N
        
      
      
        CITY OF TORONTO CANADA
        54930037NB6NXS8EKP78
        
        891288DM1
        
          
        
        100000.00000000
        PA
        
        89170.20000000
        0.226815467603
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2036-06-02
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -931.18000000
        -0.00236857186
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            80000.00000000
            USD
            -931.18000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        128189.91000000
        0.326066941407
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2030-02-08
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        16166.89000000
        0.041122490641
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2032-05-11
            0.00000000
            USD
            0.00000000
            USD
            99345000.00000000
            HUF
            16166.89000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        5000.00000000
        PA
        
        8570.90000000
        0.021801147595
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2042-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & COMPANY LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        1.00000000
        NC
        
        4225.20000000
        0.010747320446
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & COMPANY LLC
              9R7GPTSO7KV3UQJZQ078
            
            Y
            
            
              
                
              
            
            2023-05-15
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            EUR
            4225.20000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -25349.05000000
        -0.06447845388
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-09-15
            0.00000000
            USD
            -133.14000000
            USD
            11910000.00000000
            ZAR
            -25215.91000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2729.85000000
        0.006943712184
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -44626.00000000
            USD
            257331.37000000
            BRL
            2021-05-04
            2729.85000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        28505.67000000
        0.072507708521
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2037-08-12
          Fixed
          6.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -7757.24000000
        -0.01973150242
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            991067.12000000
            BRL
            -7757.24000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -28.00000000
        NC
        
        46692.53000000
        0.118768243488
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                BUNDESREPUBLIK DEUTSCHLAND BUNDESANLEIHE
                
                  
                  
                  
                
              
            
            2021-06-08
            -5791828.56000000
            USD
            46692.53000000
          
        
        
          N
          N
          N
        
      
      
        CHINA GOVERNMENT BOND
        300300CHN201808MOF68
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        168739.19000000
        0.429209066289
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2036-07-04
          Fixed
          3.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17508.92000000
        0.044536110461
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -2386440.00000000
            GBP
            3313542.11000000
            USD
            2021-06-02
            17508.92000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        156443.24000000
        0.397932791829
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-09-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXPORT-IMPORT BANK OF CHINA/THE
        300300C1020211000045
        
        000000000
        
          
          
        
        6000000.00000000
        PA
        
        971288.38000000
        2.470592508343
        Long
        DBT
        NUSS
        CN
        N
        
        2
        
          2024-05-14
          Fixed
          4.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        60000.00000000
        PA
        
        102225.39000000
        0.260022963207
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROVINCE OF SASKATCHEWAN
        549300FKDIB7OJMBSP83
        
        803854KA5
        
          
          
        
        100000.00000000
        PA
        
        79736.90000000
        0.202820698604
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2046-12-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SNCF RESEAU
        969500VZN4KDEZ14C105
        
        761034AA5
        
          
          
        
        100000.00000000
        PA
        
        98086.01000000
        0.249493936578
        Long
        DBT
        NUSS
        FR
        N
        
        2
        
          2035-06-01
          Fixed
          4.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        120320.52000000
        0.306050171538
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-29
          Fixed
          0.40600000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1311.50000000
        0.003335962975
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -804019.00000000
            BRL
            149272.50000000
            USD
            2021-05-04
            1311.50000000
          
        
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        
        87271AAA4
        
          
        
        150000.00000000
        PA
        USD
        148747.38000000
        0.378357417046
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          2.90613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5704.98000000
        -0.01451132448
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-01-12
            0.00000000
            USD
            0.00000000
            USD
            19000000.00000000
            RUB
            -5704.98000000
          
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4387.74000000
        -0.01116076110
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -374283.78000000
            USD
            40423996.00000000
            JPY
            2021-05-07
            -4387.74000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        15184.82000000
        0.038624473745
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            -138169.26000000
            USD
            2000000000.00000000
            IDR
            2023-11-29
            15184.82000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2366.36000000
        0.006019130269
        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
            -29.30000000
            USD
            100000.00000000
            USD
            2395.66000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3296.44000000
        -0.00838490414
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-12
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            JPY
            -3296.44000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2240.34000000
        -0.00569858276
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-04-20
            0.00000000
            USD
            0.00000000
            USD
            690000000.00000000
            COP
            -2240.34000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -847.03000000
        -0.00215452590
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -44139514.00000000
            KRW
            38636.18000000
            USD
            2021-06-16
            -847.03000000
          
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        000000000
        
          
          
        
        1000000.00000000
        PA
        
        131058.62000000
        0.333363861231
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2022-08-23
          Fixed
          2.21000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2332.17000000
        0.005932163761
        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
            -1640.42000000
            USD
            200000.00000000
            USD
            3972.59000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121927.88000000
        0.310138691133
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2031-10-30
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6353.10000000
        0.016159898118
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                CHINA GOVERNMENT INTERNATIONAL BOND
                CHINA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -224.94000000
            USD
            400000.00000000
            USD
            6578.04000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -47870.34000000
        -0.12176414936
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2024-01-02
            0.00000000
            USD
            0.00000000
            USD
            6909618.00000000
            BRL
            -47870.34000000
          
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        139461.00000000
        0.354736357296
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2035-10-29
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -6367.65000000
        -0.01619690784
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-01-31
            0.00000000
            USD
            0.00000000
            USD
            -6700000.00000000
            CZK
            -6367.65000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -8769.74000000
        -0.02230692180
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2040-12-03
            0.00000000
            USD
            -26735.98000000
            USD
            -160000.00000000
            CAD
            17966.24000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -350.53000000
        -0.00089161654
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -1538246.00000000
            SEK
            181493.03000000
            USD
            2021-07-19
            -350.53000000
          
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        138541.39000000
        0.352397215160
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69354WAD8
        
          
        
        100000.00000000
        PA
        USD
        99519.21000000
        0.253139458604
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-25
          Floating
          2.75613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        10049.99000000
        0.025563396530
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-04-03
            1383.28000000
            USD
            0.00000000
            USD
            210000.00000000
            CHF
            8666.71000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        262959.31000000
        0.668869631988
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2029-01-16
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -60.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-30
            -13256329.40000000
            USD
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -891.72000000
        -0.00226820046
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-11-22
            0.00000000
            USD
            0.00000000
            USD
            91000000.00000000
            CLP
            -891.72000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124012.10000000
        0.315440163305
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        11388.11000000
        0.028967070778
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-12-03
            1512.89000000
            USD
            0.00000000
            USD
            200000.00000000
            CAD
            9875.22000000
          
        
        
          N
          N
          N
        
      
      
        PROVINCE OF NOVA SCOTIA CANADA
        5493002W033HJBDP3481
        
        669827FZ5
        
          
          
        
        100000.00000000
        PA
        
        89520.61000000
        0.227706778915
        Long
        DBT
        NUSS
        CA
        N
        
        2
        
          2045-06-01
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        8324.32000000
        0.021173940770
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            97603.82000000
            BRL
            8324.32000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3195.47000000
        -0.00812807442
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            148742.35000000
            USD
            -3195.47000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        34365.81000000
        0.087413701715
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-27
            0.00000000
            USD
            -4.37000000
            USD
            380000.00000000
            AUD
            34370.18000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61771LAL6
        
          
        
        300000.00000000
        PA
        USD
        287409.51000000
        0.731061749377
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          3.28300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        27369.36000000
        0.069617363047
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2041-12-22
            0.00000000
            USD
            0.00000000
            USD
            45000000.00000000
            JPY
            27369.36000000
          
        
        
          N
          N
          N
        
      
      
        STRYKER CORP
        5493002F0SC4JTBU5137
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        141615.52000000
        0.360216646241
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-11-30
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        262635.41000000
        0.668045752149
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2025-12-04
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        4995.79000000
        0.012707411723
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-26
            0.00000000
            USD
            0.00000000
            USD
            336000000.00000000
            COP
            4995.79000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        203.66000000
        0.000518034479
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -39675.00000000
            EUR
            47934.09000000
            USD
            2021-06-02
            203.66000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        QHSFEYI7HUOXXZ413E03
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        699.65000000
        0.001779646584
        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
            -484.46000000
            USD
            60000.00000000
            USD
            1184.11000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        8059.84000000
        0.020501203074
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-09
            0.00000000
            USD
            0.00000000
            USD
            -1950000.00000000
            USD
            8059.84000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        -6687.46000000
        -0.01701038426
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2030-05-07
            0.00000000
            USD
            0.00000000
            USD
            800000.00000000
            ILS
            -6687.46000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        2185.39000000
        0.005558810619
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-23
            0.00000000
            USD
            0.00000000
            USD
            19100000.00000000
            CLP
            2185.39000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        185000.00000000
        PA
        
        305415.81000000
        0.776863007581
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-10-31
          Fixed
          5.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -9127.59000000
        -0.02321715768
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-04-27
            0.14000000
            USD
            0.00000000
            USD
            184000000.00000000
            KRW
            -9127.73000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN GUARANTY TRUST CO
        N/A
        
        000000000
        
          
          
        
        25822.84000000
        PA
        
        29501.08000000
        0.075039657363
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-21
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTL GROUP
        ODVCVCQG2BP6VHV36M30
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129792.77000000
        0.330144014694
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-06-21
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        13346.29000000
        0.033947944572
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-21
            0.00000000
            USD
            0.00000000
            USD
            1300000.00000000
            PLN
            13346.29000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10582.38000000
        0.026917596551
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -137666.10000000
            USD
            960634.08000000
            CNY
            2021-05-14
            10582.38000000
          
        
        
          N
          N
          N
        
      
      
        PINEWOOD FINANCE CO LTD
        N/A
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        140567.15000000
        0.357549987068
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2025-09-30
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI NATIONAL ENERG
        213800UNJSVQFNUYYW03
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        127768.69000000
        0.324995516074
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2024-05-02
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4823.17000000
        0.012268331335
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2043-07-04
            0.00000000
            USD
            0.00000000
            USD
            7400000.00000000
            JPY
            4823.17000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -337.30000000
        -0.00085796440
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -63726.39000000
            USD
            6927461.00000000
            JPY
            2021-05-07
            -337.30000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        511.22000000
        0.001300351500
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-04-17
            0.19000000
            USD
            0.00000000
            USD
            75700000.00000000
            KRW
            511.03000000
          
        
        
          N
          N
          N
        
      
      
        BULGARIA
        529900PG0XCL4LICL838
        
        000000000
        
          
          
        
        115000.00000000
        PA
        
        175760.03000000
        0.447067443949
        Long
        DBT
        NUSS
        BG
        N
        
        2
        
          2035-03-26
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118571.91000000
        0.301602365042
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5948.63000000
        -0.01513107848
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2030-04-24
            0.00000000
            USD
            -4.29000000
            USD
            450000.00000000
            ILS
            -5944.34000000
          
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS
        2S72QS2UO2OESLG6Y829
        
        92343VEW0
        
          
          
        
        100000.00000000
        PA
        
        127201.52000000
        0.323552848806
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-08
          Fixed
          1.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        99588.40000000
        0.253315451954
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2048-01-27
          Fixed
          5.34500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3237.93000000
        -0.00823607670
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -316001.00000000
            CHF
            343521.65000000
            USD
            2021-07-19
            -3237.93000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4520.87000000
        0.011499393777
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-14
            0.00000000
            USD
            0.00000000
            USD
            90000.00000000
            SGD
            4520.87000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -8968.19000000
        -0.02281170400
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-02-06
            0.00000000
            USD
            0.00000000
            USD
            35000000.00000000
            JPY
            -8968.19000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2225.62000000
        -0.00566114061
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-27
            0.00000000
            USD
            0.00000000
            USD
            515000.00000000
            PLN
            -2225.62000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1681.02000000
        -0.00427588294
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -549588.00000000
            ZAR
            35959.56000000
            USD
            2021-06-17
            -1681.02000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        293892.86000000
        0.747552954531
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-07
          Fixed
          0.49700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5542.90000000
        -0.01409905389
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2039-10-04
            0.00000000
            USD
            0.00000000
            USD
            20000000.00000000
            JPY
            -5542.90000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        302592.91000000
        0.769682611176
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2030-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNGARY GOVERNMENT INTERNATIONAL BOND
        5299008DH62LEB10JK83
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        31052.58000000
        0.078986090117
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2021-12-19
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        240224.56000000
        0.611040974520
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -776.65000000
        -0.00197550563
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-14
            0.00000000
            USD
            0.00000000
            USD
            70000.00000000
            USD
            -776.65000000
          
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        
        000000000
        
          
        
        875000.00000000
        PA
        
        1223076.24000000
        3.111046171144
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2024-07-31
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ZIMMER BIOMET HOLDINGS
        2P2YLDVPES3BXQ1FRB91
        
        98956PAN2
        
          
          
        
        100000.00000000
        PA
        
        133060.21000000
        0.338455153745
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-13
          Fixed
          2.42500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS (SUISSE) SA
        QHSFEYI7HUOXXZ413E03
        
        000000000
        
          
        
        400000.00000000
        OU
        Other
        USD
        588.08000000
        0.001495854446
        N/A
        DCR
        CORP
        CH
        
        N
        
        2
        
          
            
              BNP PARIBAS (SUISSE) SA
              QHSFEYI7HUOXXZ413E03
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                  
                  
                    BNP PARIBAS (SUISSE) SA
                    QHSFEYI7HUOXXZ413E03
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    CH
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      CDX.NA.IG.35.V1
                      
                        
                        
                      
                    
                  
                  
                  Default Event
                  2025-12-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            400000.00000000
            USD
            50.00000000
            USD
            2021-07-21
            XXXX
            -1459.92000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -21011.06000000
        -0.05344423808
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-11-17
            0.00000000
            USD
            0.00000000
            USD
            164000000.00000000
            CLP
            -21011.06000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        16809.76000000
        0.042757710251
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-05-09
            0.00000000
            USD
            -3.07000000
            USD
            150000.00000000
            AUD
            16812.83000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        1933.48000000
        0.004918046278
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-23
            0.00000000
            USD
            0.00000000
            USD
            123000000.00000000
            COP
            1933.48000000
          
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        5493006YXS1U5GIHE750
        
        29878TAD6
        
          
          
        
        100000.00000000
        PA
        
        114404.33000000
        0.291001608214
        Long
        DBT
        NUSS
        N/A
        N
        
        2
        
          2045-01-05
          Fixed
          5.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1012.58000000
        0.002575622867
        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
            -277.26000000
            USD
            30000.00000000
            USD
            1289.84000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -17576.66000000
        -0.04470841555
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2040-09-30
            0.00000000
            USD
            -4178.17000000
            USD
            100000.00000000
            GBP
            -13398.49000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        12699.98000000
        0.032303974895
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-11-07
            0.00000000
            USD
            -26.84000000
            USD
            1700000.00000000
            ZAR
            12726.82000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -7721.87000000
        -0.01964153444
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-01-04
            0.00000000
            USD
            0.00000000
            USD
            1008476.86000000
            BRL
            -7721.87000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        358950.23000000
        0.913034447201
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2029-02-03
          Fixed
          0.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        11337.59000000
        0.028838566890
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-06
            0.00000000
            USD
            0.00000000
            USD
            -2754000.00000000
            USD
            11337.59000000
          
        
        
          N
          N
          N
        
      
      
        One New York Plaza Trust 2020-
        N/A
        
        68249DAJ8
        
          
        
        100000.00000000
        PA
        USD
        101121.50000000
        0.257215082025
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.86500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        31652.11000000
        0.080511069059
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            656740.16000000
            BRL
            31652.11000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10923.00000000
        -0.02778400578
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -2195943.15000000
            USD
            1817269.68000000
            EUR
            2021-05-05
            -10923.00000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARY
        5299008DH62LEB10JK83
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        127609.93000000
        0.324591690315
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2035-06-05
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1039.75000000
        -0.00264473313
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-07
            0.00000000
            USD
            0.00000000
            USD
            110000.00000000
            USD
            -1039.75000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF ISRAEL
        213800T8ZHTFZIBYPE21
        
        46513JB34
        
          
          
        
        200000.00000000
        PA
        USD
        210881.62000000
        0.536403565869
        Long
        DBT
        NUSS
        IL
        N
        
        2
        
          2030-07-03
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        12467.85000000
        0.031713523438
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-05-21
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            SGD
            12467.85000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PERU
        254900STKLK2DBJJZ530
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        428450.05000000
        1.089815862647
        Long
        DBT
        NUSS
        PE
        N
        
        2
        
          2030-03-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4989.35000000
        0.012691030784
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-01-31
            0.00000000
            USD
            0.00000000
            USD
            140000.00000000
            CHF
            4989.35000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        204454.32000000
        0.520054930843
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY 6 7/8 23-STRIP
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        34568.64000000
        PA
        
        37646.57000000
        0.095758721839
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2031-02-20
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        27914.00000000
        0.071002722464
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-12-03
            29411.89000000
            USD
            0.00000000
            USD
            350000.00000000
            AUD
            -1497.89000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        190000.00000000
        PA
        
        334490.24000000
        0.850817427732
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2042-01-30
          Fixed
          4.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        35633.08000000
        0.090637160198
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2036-12-22
            0.00000000
            USD
            0.00000000
            USD
            70000000.00000000
            JPY
            35633.08000000
          
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        289045.97000000
        0.735224288433
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2045-02-15
          Fixed
          4.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        21294.49000000
        0.054165177455
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-02-27
            779.19000000
            USD
            0.00000000
            USD
            4020000.00000000
            MXN
            20515.30000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4718.62000000
        0.012002395438
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-11-01
            0.00000000
            USD
            -5.69000000
            USD
            1780000.00000000
            CNY
            4724.31000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FVEE8
        
          
        
        1290000.00000000
        PA
        USD
        137266.06000000
        0.349153255067
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.48315100
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1413.02000000
        0.003594191692
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                COLOMBIA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -89.98000000
            USD
            160000.00000000
            USD
            1503.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        4940.59000000
        0.012567003674
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2027-06-11
            237.24000000
            USD
            0.00000000
            USD
            2080000.00000000
            MXN
            4703.35000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        
        2578.53000000
        0.006558810989
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2029-02-07
            0.00000000
            USD
            0.00000000
            USD
            115000.00000000
            ILS
            2578.53000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        6011.34000000
        0.015290589154
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-12-03
            4094.09000000
            USD
            0.00000000
            USD
            57765000.00000000
            JPY
            1917.25000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1255.42000000
        0.003193316537
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-13
            0.00000000
            USD
            -0.99000000
            USD
            800000.00000000
            CNY
            1256.41000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        16085.91000000
        0.040916507964
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-24
            0.00000000
            USD
            0.00000000
            USD
            1120000.00000000
            PLN
            16085.91000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        1033.77000000
        0.002629522261
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2029-11-19
            0.30000000
            USD
            0.00000000
            USD
            200000.00000000
            MYR
            1033.47000000
          
        
        
          N
          N
          N
        
      
      
        St Pauls CLO
        635400XNW8X824E1MY52
        
        000000000
        
          
        
        500000.00000000
        PA
        
        604194.64000000
        1.536844033041
        Long
        ABS-CBDO
        CORP
        IE
        N
        
        2
        
          2030-04-30
          Fixed
          2.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        642656.37000000
        1.634676215482
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        
        000000000
        
          
          
        
        125000.00000000
        PA
        
        153672.89000000
        0.390886062869
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        117288.54000000
        0.298337954211
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-06-28
            0.00000000
            USD
            -75848.39000000
            USD
            1335000.00000000
            EUR
            193136.93000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3863.14000000
        0.009826375913
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-03
            0.00000000
            USD
            0.00000000
            USD
            2000000.00000000
            ZAR
            3863.14000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        430291.42000000
        1.094499615712
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2025-11-04
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -17754.22000000
        -0.04516006144
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2050-09-03
            0.00000000
            USD
            -0.79000000
            USD
            80000.00000000
            GBP
            -17753.43000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -450.92000000
        -0.00114697096
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -90060.00000000
            USD
            74485.83000000
            EUR
            2021-06-02
            -450.92000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -236.85000000
        -0.00060245736
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -237684.00000000
            PLN
            62467.05000000
            USD
            2021-07-19
            -236.85000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1036.56000000
        -0.00263661897
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2724990379.00000000
            IDR
            186222.26000000
            USD
            2021-06-16
            -1036.56000000
          
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        147571.94000000
        0.375367539561
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2047-10-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Silver Creek CLO
        549300LSJSAR2PPV4U78
        
        827551AL6
        
          
        
        250000.00000000
        PA
        USD
        250045.28000000
        0.636021194358
        Long
        ABS-CBDO
        CORP
        KY
        
        N
        
        2
        
          2030-07-20
          Floating
          1.42825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QBA5
        
          
        
        399190.84000000
        PA
        USD
        398951.25000000
        1.014782004747
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.61500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        310000.00000000
        PA
        
        334472.98000000
        0.850773524780
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2050-10-31
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        620.11000000
        0.001577326725
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-04-12
            0.00000000
            USD
            -4.56000000
            USD
            1270000.00000000
            CNY
            624.67000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        495.06000000
        0.001259246535
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            
              
                BOEING CO/THE
                BOEING CO/THE
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            344.22000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            150.84000000
          
        
        
          N
          N
          N
        
      
      
        INTERCONTINENTAL EXCHANGE, INC.
        5493000F4ZO33MV32P92
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        19022.08000000
        0.048385020668
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              INTERCONTINENTAL EXCHANGE, INC.
              5493000F4ZO33MV32P92
            
            
              
                TECK RESOURCES LIMITED
                Teck Resources Ltd
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            18393.19000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            628.89000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -163.00000000
        NC
        USD
        -305877.65000000
        -0.77803775492
        N/A
        DFE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                CHICAGO MERCANTILE EXCHANGE
                EURO CURRENCY 2PM
                
                  
                  
                
              
            
            2021-06-14
            -24210341.10000000
            USD
            -305877.65000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        
        000000000
        
          
        
        1.00000000
        NC
        
        -261.96000000
        -0.00066632776
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              HSBC BANK USA, NATIONAL ASSOCIATION
              1IE8VN30JCEQV1H4R804
            
            Y
            
            
              
                
              
            
            2025-05-07
            0.77000000
            USD
            0.00000000
            USD
            5000000.00000000
            THB
            -262.73000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1802.33000000
        0.004584449981
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                TELEKOM MALAYSIA BHD
                TELEKOM MALAYSIA BHD
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -67.49000000
            USD
            120000.00000000
            USD
            1869.82000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        373778.28000000
        0.950751432184
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2028-04-17
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        58474.79000000
        0.148737883697
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2023-12-05
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BUONI POLIENNALI DEL TES
        815600DE60799F5A9309
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        210678.08000000
        0.535885836624
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2067-03-01
          Fixed
          2.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        26617.47000000
        0.067704837540
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-01-12
            0.00000000
            USD
            0.00000000
            USD
            1150000.00000000
            ILS
            26617.47000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -1200.92000000
        -0.00305468902
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-09-07
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            ILS
            -1200.92000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        12434.34000000
        0.031628286596
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-12-30
            0.00000000
            USD
            0.00000000
            USD
            2500000.00000000
            SEK
            12434.34000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        85000.00000000
        PA
        
        117413.83000000
        0.298656644871
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2025-02-24
          Variable
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        13511.78000000
        0.034368888920
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-03-13
            0.00000000
            USD
            -8.08000000
            USD
            2820000.00000000
            ZAR
            13519.86000000
          
        
        
          N
          N
          N
        
      
      
        KAZAKHSTAN TEMIR ZHOLY
        213800X9NVS4IWFKLS77
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        113403.29000000
        0.288455338769
        Long
        DBT
        CORP
        KZ
        N
        
        2
        
          2022-06-20
          Fixed
          3.63800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        127614.16000000
        0.324602449845
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL MINAS SPE
        N/A
        
        000000000
        
          
          
        
        455000.00000000
        PA
        USD
        492891.49000000
        1.253730660939
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        109132.54000000
        0.277592156245
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2025-10-03
          Fixed
          0.89800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELGIUM KINGDOM
        549300SZ25JZFHRHWD76
        
        000000000
        
          
          
        
        90000.00000000
        PA
        
        129953.95000000
        0.330553996022
        Long
        DBT
        NUSS
        BE
        N
        
        2
        
          2050-06-22
          Fixed
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1072.25000000
        -0.00272740091
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -19730011.00000000
            CLP
            26680.20000000
            USD
            2021-06-16
            -1072.25000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust 20
        N/A
        
        52474PAA0
        
          
        
        90285.29000000
        PA
        USD
        91172.67000000
        0.231908998507
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-10-25
          Variable
          2.88200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        477.22000000
        0.001213868281
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-03-19
            0.00000000
            USD
            -15.07000000
            USD
            6545000.00000000
            MXN
            492.29000000
          
        
        
          N
          N
          N
        
      
      
        HKT CAPITAL NO 3 LTD
        254900HE65W6XSXMND87
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        125413.14000000
        0.319003882381
        Long
        DBT
        CORP
        VG
        
        N
        
        2
        
          2027-04-10
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -785.75000000
        -0.00199865261
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            70000.00000000
            USD
            -785.75000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        2335.59000000
        0.005940862956
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-01-09
            0.00000000
            USD
            -1.06000000
            USD
            50000.00000000
            CAD
            2336.65000000
          
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        126354.52000000
        0.321398399214
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        587.18000000
        0.001493565185
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -164162.48000000
            USD
            1067851.00000000
            CNY
            2021-05-18
            587.18000000
          
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        056054AL3
        
          
        
        282153.37000000
        PA
        USD
        282153.00000000
        0.717691163984
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1541.44000000
        0.003920843896
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -152940.00000000
            GBP
            212774.62000000
            USD
            2021-06-02
            1541.44000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1761.03000000
        0.004479398306
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-15
            0.00000000
            USD
            -6.13000000
            USD
            800000.00000000
            CNY
            1767.16000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        331.58000000
        0.000843414871
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -25791.39000000
            USD
            217424.00000000
            NOK
            2021-07-19
            331.58000000
          
        
        
          N
          N
          N
        
      
      
        CROATIA
        74780000O00QGQ7CER13
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        276526.39000000
        0.703379183320
        Long
        DBT
        NUSS
        HR
        N
        
        2
        
          2028-06-15
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -13919.61000000
        -0.03540625512
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-09-22
            0.00000000
            USD
            -24.15000000
            USD
            3300000.00000000
            ZAR
            -13895.46000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        18624.24000000
        0.047373065265
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2049-05-11
            1619.12000000
            USD
            0.00000000
            USD
            60000.00000000
            EUR
            17005.12000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118571.91000000
        0.301602365042
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2025-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122479.22000000
        0.311541092831
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        549300O2GEH6GH9NO762
        
        078768AD0
        
          
        
        62351.84000000
        PA
        USD
        62392.29000000
        0.158702531015
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2028-04-25
          Floating
          1.70613000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY GOV'T INT BOND
        815600DE60799F5A9309
        
        465410BY3
        
          
          
        
        200000.00000000
        PA
        USD
        203675.45000000
        0.518073778359
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2029-10-17
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HONEYWELL INTERNATIONAL
        ISRPG12PN4EIEOEMW547
        
        438516BY1
        
          
          
        
        100000.00000000
        PA
        
        122291.24000000
        0.311062942377
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-03-10
          Fixed
          0.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35565TAH2
        
          
          
        
        60000.00000000
        PA
        USD
        61147.84000000
        0.155537118034
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          2.61000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MKT 2020-525M Mortgage Trust
        N/A
        
        55316PAN7
        
          
        
        250000.00000000
        PA
        USD
        225069.20000000
        0.572491435940
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-12
          Variable
          3.03862000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -337.23000000
        -0.00085778634
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -30000.00000000
            USD
            24664.07000000
            EUR
            2021-05-18
            -337.23000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        3713.48000000
        0.009445697134
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-26
            0.00000000
            USD
            0.00000000
            USD
            33000000.00000000
            CLP
            3713.48000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -14673.98000000
        -0.03732508882
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-19
            0.00000000
            USD
            0.00000000
            USD
            3360000.00000000
            NOK
            -14673.98000000
          
        
        
          N
          N
          N
        
      
      
        CELLNEX FINANCE CO SA
        549300OUROMFTRFA7T23
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        117865.46000000
        0.299805421813
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2033-02-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        620.85000000
        0.001579209007
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -40133.00000000
            USD
            132313.48000000
            ILS
            2021-06-16
            620.85000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        10238.90000000
        0.026043912554
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2037-02-28
            0.00000000
            USD
            0.00000000
            USD
            18500000.00000000
            JPY
            10238.90000000
          
        
        
          N
          N
          N
        
      
      
        UNITED MEXICAN STATES
        254900EGTWEU67VP6075
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122509.71000000
        0.311618647929
        Long
        DBT
        NUSS
        MX
        N
        
        2
        
          2039-04-08
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OZLM Ltd
        N/A
        
        67113DAC8
        
          
        
        250000.00000000
        PA
        USD
        250067.03000000
        0.636076518182
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-20
          Floating
          1.57825000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        2919.97000000
        0.007427305993
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2028-05-17
            0.00000000
            USD
            0.00000000
            USD
            23000000.00000000
            CLP
            2919.97000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1626.43000000
        -0.00413702650
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -206142.43000000
            USD
            170000.00000000
            EUR
            2021-06-02
            -1626.43000000
          
        
        
          N
          N
          N
        
      
      
        BANFF MERGER SUB INC
        549300DSDR5SWIGOZV63
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        126738.68000000
        0.322375557839
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1953.42000000
        0.004968766143
        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
            115000.00000000
            USD
            1953.42000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        312.14000000
        0.000793966819
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -55530.00000000
            PEN
            14992.31000000
            USD
            2021-06-16
            312.14000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        S6XOOCT0IEG5ABCC6L87
        
        35565TBD0
        
          
        
        10000.00000000
        PA
        USD
        10400.55000000
        0.026455089386
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-11-25
          Floating
          4.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        40000.00000000
        PA
        
        49293.63000000
        0.125384464073
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2031-07-16
          Fixed
          2.12400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -607.86000000
        -0.00154616733
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-06-20
            0.00000000
            USD
            0.00000000
            USD
            1000000.00000000
            SEK
            -607.86000000
          
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122479.22000000
        0.311541092831
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF CYPRUS
        213800IOEYYAHPDLUL60
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        297786.02000000
        0.757455690040
        Long
        DBT
        NUSS
        CY
        N
        
        2
        
          2034-02-26
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        149538.75000000
        0.380370364831
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1822.02000000
        0.004634533939
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF CHILE
                Chile Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -67.49000000
            USD
            120000.00000000
            USD
            1889.51000000
          
        
        
          N
          N
          N
        
      
      
        TECHEM VERWALTUNGSGES
        549300W2QKB8BC676O97
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124566.35000000
        0.316849966949
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2026-07-30
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -991.34000000
        -0.00252159629
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-02-04
            0.00000000
            USD
            0.00000000
            USD
            2500000.00000000
            CNY
            -991.34000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118571.91000000
        0.301602365042
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OBRIGACOES DO TESOURO
        549300P6U1FJ3IMP7K42
        
        000000000
        
          
          
        
        105000.00000000
        PA
        
        113546.81000000
        0.288820399696
        Long
        DBT
        NUSS
        PT
        N
        
        2
        
          2052-04-12
          Fixed
          1.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH PKG FIN/HLDGS USA
        N/A
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        180586.44000000
        0.459344016627
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2026-08-15
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE MANHAT BANK USA NA
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        51645.69000000
        PA
        
        16227.62000000
        0.041276964932
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2048-03-17
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU ENHANCED PASS-THRU
        549300O4IWRO77V4HJ21
        
        000000000
        
          
          
        
        140446.98000000
        PA
        USD
        133587.88000000
        0.339797347862
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        12207.66000000
        0.031051697890
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-02
            0.00000000
            USD
            0.00000000
            USD
            -3165000.00000000
            USD
            12207.66000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        52150.95000000
        0.132652412018
        N/A
        DIR
        CORP
        GB
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2046-05-08
            128282.09000000
            USD
            0.00000000
            USD
            525000.00000000
            GBP
            -76131.14000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -758.77000000
        -0.00193002564
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            47300000.00000000
            CLP
            -758.77000000
          
        
        
          N
          N
          N
        
      
      
        TRANSURBAN FINANCE CO
        54930081LPJMUMEA6E57
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        129545.38000000
        0.329514747534
        Long
        DBT
        CORP
        AU
        N
        
        2
        
          2025-08-28
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AID-INDONESIA
        N/A
        
        455780AG1
        
          
        
        2500.00000000
        PA
        USD
        2515.37000000
        0.006398155692
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2021-06-01
          Fixed
          8.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LANDSVIRKJUN
        213800Z3CFZOLXPJWN61
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118551.61000000
        0.301550729473
        Long
        DBT
        NUSS
        IS
        N
        
        2
        
          2026-07-24
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF INDONESIA
        529900FWX0GRR7WG5W79
        
        000000000
        
          
          
        
        140000.00000000
        PA
        
        178369.81000000
        0.453705743190
        Long
        DBT
        NUSS
        ID
        N
        
        2
        
          2024-07-18
          Fixed
          2.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        13769.41000000
        0.035024202791
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-11-13
            0.00000000
            USD
            0.00000000
            USD
            935000.00000000
            PLN
            13769.41000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        8156.91000000
        0.020748112663
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            1709534.67000000
            BRL
            8156.91000000
          
        
        
          N
          N
          N
        
      
      
        UNITED GROUP BV
        213800PC85O8BJ7DU398
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        232334.81000000
        0.590972416465
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-02-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        18475.22000000
        0.046994014405
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2022-09-25
            0.00000000
            USD
            0.00000000
            USD
            560000.00000000
            AUD
            18475.22000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7.14000000
        -0.00001816147
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -72735.98000000
            EUR
            87448.00000000
            USD
            2021-05-05
            -7.14000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -46.00000000
        NC
        
        4706.86000000
        0.011972482419
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-06-08
            -7512436.54000000
            USD
            4706.86000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        8291.99000000
        0.021091705403
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-10-30
            0.00000000
            USD
            0.00000000
            USD
            -2220000.00000000
            USD
            8291.99000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF PHILIPPINES
        529900RAHBALMYIJ3T08
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122039.89000000
        0.310423602466
        Long
        DBT
        NUSS
        PH
        N
        
        2
        
          2027-05-17
          Fixed
          0.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        17612.32000000
        0.044799121190
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-07-19
            0.00000000
            USD
            -3.89000000
            USD
            165000.00000000
            AUD
            17616.21000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -50704.33000000
        -0.12897275455
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-03-13
            10.41000000
            USD
            0.00000000
            USD
            -9480000.00000000
            ZAR
            -50714.74000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4633.85000000
        0.011786772425
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-03-01
            2466.00000000
            USD
            0.00000000
            USD
            220000.00000000
            NZD
            2167.85000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        9973.71000000
        0.025369368885
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-11-15
            0.00000000
            USD
            0.00000000
            USD
            85000000.00000000
            CLP
            9973.71000000
          
        
        
          N
          N
          N
        
      
      
        HUNGARIAN DEVELOPMENT BA
        549300KCFVCFTUJZYT59
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        125682.60000000
        0.319689287324
        Long
        DBT
        NUSS
        HU
        N
        
        2
        
          2025-06-24
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        70000.00000000
        PA
        
        91873.30000000
        0.233691137843
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2028-04-30
          Fixed
          1.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        6230.41000000
        0.015847820880
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2038-01-04
            0.00000000
            USD
            0.00000000
            USD
            9150000.00000000
            JPY
            6230.41000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -519.56000000
        -0.00132156532
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            40000.00000000
            USD
            -519.56000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        7349.14000000
        0.018693449443
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2029-02-14
            0.00000000
            USD
            0.00000000
            USD
            3500000.00000000
            THB
            7349.14000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        1381.86000000
        0.003514932365
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2026-04-02
            0.00000000
            USD
            -0.97000000
            USD
            500000.00000000
            CNY
            1382.83000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        5570.57000000
        0.014169435970
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-28
            0.00000000
            USD
            0.00000000
            USD
            990000.00000000
            SEK
            5570.57000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -53467.76000000
        -0.13600188163
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -2677520.70000000
            EUR
            3165887.49000000
            USD
            2021-05-05
            -53467.76000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -17444.20000000
        -0.04437148711
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -3313271.25000000
            USD
            2386440.00000000
            GBP
            2021-05-05
            -17444.20000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1983.64000000
        0.005045634462
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-04-01
            0.31000000
            USD
            0.00000000
            USD
            1400000.00000000
            CNY
            1983.33000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1497.47000000
        -0.00380900074
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -153730.20000000
            BRL
            26793.00000000
            USD
            2021-05-04
            -1497.47000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        5806.06000000
        0.014768434004
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-28
            1490.59000000
            USD
            0.00000000
            USD
            70000.00000000
            NZD
            4315.47000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5379.91000000
        -0.01368446860
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-02-10
            0.00000000
            USD
            0.00000000
            USD
            100000000.00000000
            CLP
            -5379.91000000
          
        
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        
        000000000
        
          
          
        
        1.00000000
        NC
        
        -3158.06000000
        -0.00803291745
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2021-06-21
            113602.77000000
            USD
            -3158.06000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAL0
        
          
        
        200000.00000000
        PA
        USD
        199879.70000000
        0.508418817272
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.76500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        4747.50000000
        0.012075855301
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-02-01
            0.00000000
            USD
            0.00000000
            USD
            263000000.00000000
            COP
            4747.50000000
          
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AQ2
        
          
        
        98299.05000000
        PA
        USD
        98606.96000000
        0.250819037541
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.88023000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        92175.41000000
        0.234459592113
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2066-07-30
          Fixed
          3.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5435.28000000
        -0.01382530906
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-07-03
            0.00000000
            USD
            0.00000000
            USD
            4200000.00000000
            THB
            -5435.28000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        44989.77000000
        0.114437062156
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-01-10
            0.00000000
            USD
            0.00000000
            USD
            470000.00000000
            NZD
            44989.77000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118403.30000000
        0.301173484586
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-08-12
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPS Loan Management
        254900T9FXVALKHZXT96
        
        40439DAA6
        
          
        
        250000.00000000
        PA
        USD
        250219.18000000
        0.636463530585
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2032-07-22
          Floating
          1.50375000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        19573.41000000
        0.049787396930
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-16
            5.64000000
            USD
            0.00000000
            USD
            3500000.00000000
            ZAR
            19567.77000000
          
        
        
          N
          N
          N
        
      
      
        Retiro Mortgage Securities
        635400CU9HBU644YSL41
        
        000000000
        
          
        
        100000.00000000
        PA
        
        119324.76000000
        0.303517332427
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2075-07-30
          Floating
          1.46400000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -9078.20000000
        -0.02309152808
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-09-03
            0.00000000
            USD
            -1.96000000
            USD
            500000.00000000
            CAD
            -9076.24000000
          
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        295.10000000
        0.000750623464
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -23997.24000000
            USD
            494710.18000000
            MXN
            2021-06-16
            295.10000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1034.89000000
        0.002632371120
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
                REPUBLIC OF SOUTH AFRICA GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -202.47000000
            USD
            360000.00000000
            USD
            1237.36000000
          
        
        
          N
          N
          N
        
      
      
        NZ LOCAL GOVT FUND AGENC
        254900ZJG39H1CAH6K02
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        64449.23000000
        0.163934613123
        Long
        DBT
        NUSS
        NZ
        N
        
        2
        
          2037-04-15
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -4453.35000000
        -0.01132764827
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-08-06
            0.00000000
            USD
            -7.87000000
            USD
            5039000.00000000
            CNY
            -4445.48000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-06-22
      Prudential Investment Portfolios 9
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer