Form NPORT-P PRUDENTIAL INVESTMENT For: Jul 30

  
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          0001104631
          XXXXXXXX
        
      
      
      
      
        S000051243
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        C000161581
        C000161579
        C000161580
      
      
    
  
  
    
      Prudential Investment Portfolios 3
      811-09805
      0001104631
      549300IKC66S6EOWJB51
      655 Broad Street
      17th Floor
      Newark
      
      07102-4077
      1-800-225-1852
      PGIM Global Dynamic Bond Fund
      S000051243
      549300CL0B9ZKN3KG807
      2021-10-31
      2021-07-30
      N
    
    
      69139176.77
      4300570.25
      64838606.52
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      0.00000000
      687052.50000000
      0.00000000
      0.00000000
      991184.92000000
      
        
          EUR
          
          
        
        
          GBP
          
          
        
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2924.87000000
        -0.00451100070
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-14
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -2924.87000000
          
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124218.08000000
        0.191580428184
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRELLGAS ESCROW LLC 3/30/31 Equity Preferred
        N/A
        
        000000000
        
          
        
        300000.00000000
        NS
        USD
        300000.00000000
        0.462687303292
        Long
        EP
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        158.66000000
        0.000244699891
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -166371.00000000
            NZD
            116014.99000000
            USD
            2021-10-19
            158.66000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6743.09000000
        0.010399807093
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -6351862.00000000
            EUR
            7553688.28000000
            USD
            2021-10-19
            6743.09000000
          
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        
        43730VAB4
        
          
        
        150000.00000000
        PA
        USD
        149999.39000000
        0.231342710848
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-01-25
          Floating
          1.64333000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1876.63000000
        0.002894309579
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -218096.50000000
            USD
            185000.00000000
            EUR
            2021-11-22
            1876.63000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4155.12000000
        0.006408404225
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -731000.00000000
            EUR
            875789.17000000
            USD
            2022-03-31
            4155.12000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        -3800000.00000000
        NC
        USD
        -781.63000000
        -0.00120550092
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            Call
            Written
            
              
                
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                  
                  
                    CITIBANK, NATIONAL ASSOCIATION
                    E57ODZWZ7FF32TWEFA76
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            -3800000.00000000
            USD
            36.00000000
            USD
            2022-02-23
            XXXX
            172399.23000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        12300000.00000000
        NC
        USD
        2758.20000000
        0.004253947066
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2021-12-21
                
              
            
            12300000.00000000
            USD
            24.30000000
            USD
            2021-12-21
            XXXX
            -5999.40000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        38458.69000000
        0.059314491880
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            1340000.00000000
            ILS
            38458.69000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5241.33000000
        -0.00808365614
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            175000.00000000
            USD
            -5241.33000000
          
        
        
          N
          N
          N
        
      
      
        FAURECIA
        969500F0VMZLK2IULV85
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        312583.46000000
        0.482094660537
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-06-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CO-OP GRP HLDS
        213800TAO69X5H284Q39
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        250322.55000000
        0.386070218709
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-08
          Variable
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -532.68000000
        -0.00082154757
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -94553.01000000
            USD
            830651.00000000
            NOK
            2021-10-19
            -532.68000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAH0
        
          
          
        
        15000.00000000
        PA
        USD
        15434.86000000
        0.023805045833
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -255.39000000
        -0.00039388570
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -460624.08000000
            CNY
            70890.00000000
            USD
            2021-08-18
            -255.39000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -12839.66000000
        -0.01980249220
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1043000.00000000
            USD
            112664860.00000000
            JPY
            2022-05-31
            -12839.66000000
          
        
        
          N
          N
          N
        
      
      
        TPC GROUP INC
        549300K276KVW5JD1583
        
        89236YAB0
        
          
          
        
        50000.00000000
        PA
        USD
        49243.75000000
        0.075948192971
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          10.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        
        43730VAC2
        
          
        
        175000.00000000
        PA
        USD
        174999.28000000
        0.269899816471
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2034-01-25
          Floating
          2.84333000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        2405000.00000000
        NC
        USD
        180.74000000
        0.000278753677
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  KRW
                  N/A
                  USD
                  2021-09-28
                
              
            
            2405000.00000000
            USD
            1300.00000000
            USD
            2021-09-28
            XXXX
            -35.24000000
          
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900SCWI9IDKK5LV64
        
        07877GAB5
        
          
        
        450000.00000000
        PA
        USD
        451390.19000000
        0.696175032479
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-07-25
          Floating
          1.68925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        16484.74000000
        0.025424266320
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -139226.76000000
            USD
            212000.00000000
            AUD
            2022-01-28
            16484.74000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -23104.68000000
        -0.03563414027
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -73405500.00000000
            RUB
            961000.00000000
            USD
            2021-11-22
            -23104.68000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -9564.23000000
        -0.01475082595
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-07
            0.00000000
            USD
            0.00000000
            USD
            4000000.00000000
            SEK
            -9564.23000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA VENDOR FIN
        635400SSKC2QCGEPIQ43
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        141467.22000000
        0.218183621753
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-07-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        26564.06000000
        0.040969510953
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-06-21
            0.00000000
            USD
            -22.04000000
            USD
            5700000.00000000
            ZAR
            26586.10000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124526.40000000
        0.192055947349
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        52888.18000000
        0.081568964600
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -31377260.00000000
            TWD
            1178267.37000000
            USD
            2021-09-30
            52888.18000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -114.75000000
        -0.00017697789
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -73000.00000000
            USD
            90931.40000000
            CAD
            2021-09-29
            -114.75000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        2000000.00000000
        NC
        USD
        1.95000000
        0.000003007467
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CAD
                  N/A
                  USD
                  2021-08-11
                
              
            
            2000000.00000000
            USD
            1.35000000
            USD
            2021-08-11
            XXXX
            -582.05000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11498.63000000
        -0.01773423368
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -506969.59000000
            USD
            7316381.81000000
            ZAR
            2021-09-30
            -11498.63000000
          
        
        
          N
          N
          N
        
      
      
        BRINKER INTERNATIONAL IN
        52990067JY6PBGJNTG76
        
        109641AH3
        
          
          
        
        100000.00000000
        PA
        USD
        106126.99000000
        0.163678702698
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1919.57000000
        0.002960535555
        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
            0.00000000
            USD
            150000.00000000
            USD
            1919.57000000
          
        
        
          N
          N
          N
        
      
      
        ZIGGO BOND CO BV
        213800JYI4P7V5QDOG59
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        354322.35000000
        0.546468175392
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2030-02-28
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        5850000.00000000
        NC
        USD
        198992.70000000
        0.306904652459
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  ZAR
                  N/A
                  USD
                  2022-05-27
                
              
            
            5850000.00000000
            USD
            16.20000000
            USD
            2022-05-27
            XXXX
            -145262.25000000
          
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        115495.17000000
        0.178127162502
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2031-11-05
          Fixed
          1.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -7458.02000000
        -0.01150243720
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -2448075.00000000
            ILS
            750000.00000000
            USD
            2021-08-31
            -7458.02000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        10000000.00000000
        NC
        
        7.79000000
        0.000012014446
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2021-09-29
                
              
            
            10000000.00000000
            USD
            1.35000000
            EUR
            2021-09-29
            XXXX
            -2325.98000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        1275000.00000000
        NC
        
        7885.16000000
        0.012161211388
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2021-11-18
                
              
            
            1275000.00000000
            USD
            1.21000000
            EUR
            2021-11-18
            XXXX
            -21035.98000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        2805.68000000
        0.004327175043
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2028-05-17
            0.00000000
            USD
            0.00000000
            USD
            56000000.00000000
            CLP
            2805.68000000
          
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS NORTH AM
        NGIZXNT70J2LYT3FBI09
        
        911365BG8
        
          
          
        
        120000.00000000
        PA
        USD
        126868.16000000
        0.195667622747
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6756.79000000
        0.010420936480
        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
            0.00000000
            USD
            650000.00000000
            USD
            6756.79000000
          
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1342.25000000
        -0.00207014010
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -132364.00000000
            CHF
            145081.88000000
            USD
            2021-10-19
            -1342.25000000
          
        
        
          N
          N
          N
        
      
      
        ASSICURAZIONI GENERALI
        549300X5UKJVE386ZB61
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        147187.90000000
        0.227006575094
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2047-10-27
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
        
        3900000.00000000
        NC
        
        94679.39000000
        0.146023172121
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-05-25
                
              
            
            3900000.00000000
            USD
            80.00000000
            AUD
            2022-05-25
            XXXX
            9799.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        408.85000000
        0.000630565679
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -91000.00000000
            USD
            6846294.00000000
            INR
            2021-09-30
            408.85000000
          
        
        
          N
          N
          N
        
      
      
        TK ELEVATOR MIDCO GMBH
        254900K869UN2ZWVB351
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        124218.08000000
        0.191580428184
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2027-07-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        44242.58000000
        0.068234933436
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2028-07-27
            43065.01000000
            USD
            0.00000000
            USD
            3204860000.00000000
            COP
            1177.57000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        21853.26000000
        0.033704086458
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -59511334.00000000
            JPY
            566000.00000000
            USD
            2022-05-31
            21853.26000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        5333.61000000
        0.008225978759
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-15
            0.00000000
            USD
            -14.92000000
            USD
            2000000.00000000
            CNY
            5348.53000000
          
        
        
          N
          N
          N
        
      
      
        OCI NV
        549300NCMRGIBJYUOE57
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        604388.08000000
        0.932142302924
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2024-11-01
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        85172FAN9
        
          
          
        
        125000.00000000
        PA
        USD
        147109.23000000
        0.226885243060
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -12200.85000000
        -0.01881726128
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-08
            0.00000000
            USD
            -6056.62000000
            USD
            8405000.00000000
            NOK
            -6144.23000000
          
        
        
          N
          N
          N
        
      
      
        JP Morgan Chase Commercial Mor
        N/A
        
        46649XAN7
        
          
        
        400000.00000000
        PA
        USD
        413610.64000000
        0.637907972115
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-07-05
          Variable
          4.61320000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2059.28000000
        0.003176009033
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -165812.78000000
            USD
            542556.00000000
            ILS
            2021-08-31
            2059.28000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        240.56000000
        0.000371013525
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -32239.79000000
            USD
            104953.86000000
            ILS
            2021-09-17
            240.56000000
          
        
        
          N
          N
          N
        
      
      
        DIAMOND BC BV
        549300SWLHWJF3D4N658
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        361250.48000000
        0.557153368014
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2025-08-15
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TFS_18-3-A1
        N/A
        
        000000000
        
          
        
        459534.89000000
        PA
        
        471531.62000000
        0.727238978916
        Long
        ABS-MBS
        CORP
        LU
        N
        
        2
        
          2023-03-16
          Floating
          0.01000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -4445.32000000
        -0.00685597707
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-04-03
            0.00000000
            USD
            -913.74000000
            USD
            1535000.00000000
            CAD
            -3531.58000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -129.31000000
        -0.00019943365
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3028811.91000000
            INR
            40380.39000000
            USD
            2021-09-15
            -129.31000000
          
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        
        097751BR1
        
          
          
        
        180000.00000000
        PA
        USD
        187372.62000000
        0.288983107529
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2024-12-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE,INC
        3538001249AILNPRUX57
        
        000000000
        
          
          
        
        4.00000000
        NC
        
        -20887.65000000
        -0.03221483483
        N/A
        DE
        CORP
        JP
        N
        
        1
        
          
            
              OSAKA EXCHANGE,INC
              3538001249AILNPRUX57
            
            Long
            
              
                TPX INDEX
                TPX INDEX
                
                  
                  
                  
                
              
            
            2021-09-09
            711667.34000000
            USD
            -20887.65000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FV5Q1
        
          
        
        1609918.63000000
        PA
        USD
        174742.18000000
        0.269503293452
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-06-25
          Variable
          1.38745400
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17790.41000000
        0.027437989424
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -503947.66000000
            USD
            10473526.55000000
            MXN
            2021-09-30
            17790.41000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -530.03000000
        -0.00081746050
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -40148.18000000
            USD
            2962153.00000000
            INR
            2021-09-15
            -530.03000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19702.39000000
        -0.03038681899
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -278022.75000000
            GBP
            309000.00000000
            EUR
            2021-08-31
            -19702.39000000
          
        
        
          N
          N
          N
        
      
      
        NEXI SPA
        5493000P70CQRQG8SN85
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        473437.72000000
        0.730178739812
        Long
        DBT
        CORP
        IT
        N
        
        2
        
          2029-04-30
          Fixed
          2.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL LTD
        N/A
        
        25380QAH2
        
          
          
        
        200000.00000000
        PA
        USD
        188868.23000000
        0.291289773387
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2023-03-01
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4409.94000000
        -0.00680141082
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -1125506.20000000
            ZAR
            71000.00000000
            USD
            2021-12-23
            -4409.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -41402.76000000
        -0.06385510457
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -19453469.97000000
            MXN
            844701.26000000
            USD
            2023-04-28
            -41402.76000000
          
        
        
          N
          N
          N
        
      
      
        ALTICE FRANCE SA
        5493001ZMCICV4N02J21
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        466821.96000000
        0.719975312634
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        -2600000.00000000
        NC
        
        -12759.10000000
        -0.01967824523
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-01-26
                
              
            
            -2600000.00000000
            USD
            74.00000000
            AUD
            2022-01-26
            XXXX
            10.33000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        791.43000000
        0.001220615374
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -94686.22000000
            USD
            626444.00000000
            CNY
            2022-01-28
            791.43000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1380.17000000
        0.002128623784
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            
              
                HELLENIC REPUBLIC
                Hellenic Republic Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2027-12-20
            1219.08000000
            USD
            0.00000000
            USD
            290000.00000000
            USD
            161.09000000
          
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        
        87724RAG7
        
          
          
        
        320000.00000000
        PA
        USD
        341748.48000000
        0.527075608718
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69354WAD8
        
          
        
        100000.00000000
        PA
        USD
        99852.27000000
        0.154001258446
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-25
          Floating
          2.73925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITGO HOLDING INC
        549300NYHOALWZ2BSL72
        
        17302WAB4
        
          
          
        
        25000.00000000
        PA
        USD
        24934.23000000
        0.038455838794
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        209.56000000
        0.000323202504
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -103638.00000000
            EUR
            123439.70000000
            USD
            2021-11-22
            209.56000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        44191.81000000
        0.068156631321
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -295360.72000000
            USD
            6968534.00000000
            MXN
            2022-02-25
            44191.81000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        360774.94000000
        0.556419946947
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2029-06-26
          Fixed
          1.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC
        549300EIRQ0Z2B9C1W06
        
        15135UAP4
        
          
          
        
        110000.00000000
        PA
        USD
        132650.23000000
        0.204585257332
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2037-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VISTRA CORP
        549300ZH5GKBTJZ7NM23
        
        92840VAF9
        
          
          
        
        180000.00000000
        PA
        USD
        185989.92000000
        0.286850581748
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-07-31
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11935.32000000
        -0.01840773674
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -133000.00000000
            AUD
            9276750.00000000
            JPY
            2023-10-31
            -11935.32000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        374.17000000
        0.000577079027
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-12-16
            0.00000000
            USD
            0.00000000
            USD
            860000000.00000000
            COP
            374.17000000
          
        
        
          N
          N
          N
        
      
      
        Hexion Holdings Corp
        549300LBB370MUHGLV84
        
        42830K103
        
          
          
        
        1179.00000000
        NS
        USD
        23049.45000000
        0.035548959542
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        DBWF Mortgage Trust
        N/A
        
        23307CAL9
        
          
        
        250000.00000000
        PA
        USD
        246337.85000000
        0.379924651718
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-10
          Variable
          3.80810000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        26891.68000000
        0.041474796334
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-11-01
            0.00000000
            USD
            -31.28000000
            USD
            5000000.00000000
            ZAR
            26922.96000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        325887.04000000
        0.502612652385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -2873000.00000000
            USD
            47236429.50000000
            ZAR
            2021-09-30
            325887.04000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        128444.25000000
        0.198098412186
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-24
          Fixed
          3.32500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1037.30000000
        -0.00159981846
        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
            -6416.89000000
            USD
            250000.00000000
            USD
            5379.59000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -17929.93000000
        -0.02765316986
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-07
            0.00000000
            USD
            0.00000000
            USD
            650000.00000000
            USD
            -17929.93000000
          
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        
        156700AM8
        
          
          
        
        80000.00000000
        PA
        USD
        91252.29000000
        0.140737586597
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2039-09-15
          Fixed
          7.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        
        000000000
        
          
        
        1.00000000
        NC
        
        -949.08000000
        -0.00146375755
        N/A
        DCR
        CORP
        US
        
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2022-12-20
            0.00000000
            USD
            -834.07000000
            USD
            -245000.00000000
            EUR
            -115.01000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC
        784F5XWPLTWKTBV3E584
        
        38144GAG6
        
          
          
        
        115000.00000000
        PA
        USD
        115450.12000000
        0.178057682292
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3181.13000000
        -0.00490622820
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -91957.07000000
            USD
            466158.00000000
            BRL
            2021-09-30
            -3181.13000000
          
        
        
          N
          N
          N
        
      
      
        BOFA SECURITIES, INC.
        549300HN4UKV1E2R3U73
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        207181.75000000
        0.319534550663
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BOFA SECURITIES, INC.
              549300HN4UKV1E2R3U73
            
            -5108220.00000000
            BRL
            1180000.00000000
            USD
            2021-09-30
            207181.75000000
          
        
        
          N
          N
          N
        
      
      
        REGIONALCARE/LIFEPOINT
        N/A
        
        53219LAR0
        
          
          
        
        125000.00000000
        PA
        USD
        132927.42000000
        0.205012764978
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        -12300000.00000000
        NC
        USD
        -2758.20000000
        -0.00425394706
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2021-12-21
                
              
            
            -12300000.00000000
            USD
            24.30000000
            USD
            2021-12-21
            XXXX
            48955.95000000
          
        
        
          N
          N
          N
        
      
      
        TH MSR ISSUER TRUST
        N/A
        
        87271AAA4
        
          
        
        820000.00000000
        PA
        USD
        811127.93000000
        1.250995315190
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2024-06-25
          Floating
          2.88925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1046.40000000
        -0.00161385331
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -132303.13000000
            CAD
            105000.00000000
            USD
            2021-09-29
            -1046.40000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        63312.20000000
        0.097645836945
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2032-07-19
            159.96000000
            USD
            0.00000000
            USD
            470000.00000000
            AUD
            63152.24000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        4864.89000000
        0.007503076116
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-23
            0.00000000
            USD
            0.00000000
            USD
            405000000.00000000
            COP
            4864.89000000
          
        
        
          N
          N
          N
        
      
      
        CONTOURGLOBAL POWER HLDG
        549300O5AGIFK0PQ1516
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121172.97000000
        0.186883982404
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-08-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        
        552953CF6
        
          
          
        
        150000.00000000
        PA
        USD
        163000.68000000
        0.251394483546
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        
        04364VAR4
        
          
          
        
        50000.00000000
        PA
        USD
        53958.74000000
        0.083220079665
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-31
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7365.09000000
        0.011359112102
        N/A
        DCR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2023-12-20
            6826.29000000
            USD
            0.00000000
            USD
            200000.00000000
            USD
            538.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        3853.41000000
        0.005943079604
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-26
            0.00000000
            USD
            0.00000000
            USD
            101000000.00000000
            CLP
            3853.41000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        17020.23000000
        0.026250147733
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-02-07
            2763.45000000
            USD
            0.00000000
            USD
            2690000.00000000
            NOK
            14256.78000000
          
        
        
          N
          N
          N
        
      
      
        INTELSAT LUXEMBOURG SA
        54930027UF5LR7S2XC75
        
        458204AQ7
        
          
          
        
        150000.00000000
        PA
        USD
        3750.00000000
        0.005783591291
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-06-01
          Fixed
          8.12500000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        Pnmac Gmsr Issuer Trust
        N/A
        
        69354WAC0
        
          
        
        100000.00000000
        PA
        USD
        100481.38000000
        0.154971529144
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2023-02-25
          Floating
          2.93925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        3800000.00000000
        NC
        USD
        39.35000000
        0.000060689151
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  INR
                  N/A
                  CNY
                  2021-09-28
                
              
            
            3800000.00000000
            USD
            88.00000000
            USD
            2021-09-28
            XXXX
            -19505.99000000
          
        
        
          N
          N
          N
        
      
      
        SERVICE PROPERTIES TRUST
        529900IS770AG1K9QG27
        
        44106MAZ5
        
          
          
        
        150000.00000000
        PA
        USD
        151211.84000000
        0.233212661585
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-10-01
          Fixed
          4.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        635.77000000
        0.000980542356
        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
            -362.12000000
            USD
            50000.00000000
            USD
            997.89000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        120000.00000000
        PA
        
        215288.36000000
        0.332037302395
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2034-07-17
          Fixed
          5.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        
        04364VAK9
        
          
          
        
        93000.00000000
        PA
        USD
        127325.60000000
        0.196373128347
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-11-01
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        31401.68000000
        0.048430528793
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -27640500.00000000
            JPY
            286831.32000000
            USD
            2023-10-31
            31401.68000000
          
        
        
          N
          N
          N
        
      
      
        Oportun Funding LLC
        N/A
        
        68377FAC2
        
          
        
        100000.00000000
        PA
        USD
        102049.59000000
        0.157390165330
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2025-08-08
          Fixed
          3.87000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 2
        213800V48W4Y5MT5Q131
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119696.28000000
        0.184606496691
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-01-15
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
        
        21600000.00000000
        NC
        
        3029.32000000
        0.004672093005
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Put
            Purchased
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-01-26
                
              
            
            21600000.00000000
            USD
            55.00000000
            AUD
            2022-01-26
            XXXX
            -146430.36000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        6765.40000000
        0.010434215605
        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
            0.00000000
            USD
            500000.00000000
            USD
            6765.40000000
          
        
        
          N
          N
          N
        
      
      
        ALTA MESA HLDGS/FINANC S
        N/A
        
        000000000
        
          
        
        400000.00000000
        PA
        USD
        500.00000000
        0.000771145505
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-12-15
          None
          0.00000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        15486.76000000
        0.023885090737
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -362367.69000000
            USD
            2025273.00000000
            BRL
            2022-01-28
            15486.76000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4811.07000000
        0.007420070014
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-03-13
            0.00000000
            USD
            0.00000000
            USD
            2030000.00000000
            CNY
            4811.07000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        4100000.00000000
        NC
        USD
        3802.59000000
        0.005864700375
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2021-12-21
                
              
            
            4100000.00000000
            USD
            25.80000000
            USD
            2021-12-21
            XXXX
            -57996.40000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -8438.99000000
        -0.01301537841
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-01-12
            0.00000000
            USD
            0.00000000
            USD
            50000000.00000000
            RUB
            -8438.99000000
          
        
        
          N
          N
          N
        
      
      
        PILGRIM'S PRIDE CORP
        549300ZSLGV64ZL3HD75
        
        72147KAF5
        
          
          
        
        175000.00000000
        PA
        USD
        186258.44000000
        0.287264717730
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-04-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        4450.42000000
        0.006863842761
        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
            -2124.60000000
            USD
            350000.00000000
            USD
            6575.02000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3363.11000000
        0.005186894321
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-03
            0.00000000
            USD
            0.00000000
            USD
            1250000.00000000
            CNY
            3363.11000000
          
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        549300CRVT18MXX0AG93
        
        05565QDU9
        
          
          
        
        250000.00000000
        PA
        USD
        267381.25000000
        0.412379698378
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          N/A
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        
        000000000
        
          
        
        10500000.00000000
        NC
        USD
        5252.84000000
        0.008101407914
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                  
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            10500000.00000000
            USD
            31.50000000
            USD
            2022-02-23
            XXXX
            -156447.16000000
          
        
        
          N
          N
          N
        
      
      
        MATTERHORN TELECOM SA
        549300MTB0YI26SMUT22
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        480226.22000000
        0.740648582340
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2026-09-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1128.17000000
        0.001739966449
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -662721.41000000
            USD
            49720674.00000000
            INR
            2021-09-30
            1128.17000000
          
        
        
          N
          N
          N
        
      
      
        BELLIS FINCO PLC
        259400ELWH6Z4ICFTD70
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        277582.40000000
        0.428112840325
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2027-02-16
          Fixed
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        
        165167DF1
        
          
          
        
        50000.00000000
        PA
        USD
        52193.23000000
        0.080497149462
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -143.81000000
        -0.00022179687
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -79025.00000000
            USD
            66390.10000000
            EUR
            2021-10-19
            -143.81000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        27279.33000000
        0.042072665444
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -50233017.00000000
            JPY
            486589.02000000
            USD
            2022-05-31
            27279.33000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118120.70000000
        0.182176493820
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2027-11-20
          Fixed
          1.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        124357.47000000
        0.191795408128
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-07-11
            166184.29000000
            USD
            0.00000000
            USD
            5135000.00000000
            PLN
            -41826.82000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1551.11000000
        -0.00239226301
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -66000.00000000
            USD
            87796.66000000
            AUD
            2021-09-30
            -1551.11000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1918.29000000
        0.002958561423
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -5700895.00000000
            JPY
            54601.04000000
            USD
            2023-10-31
            1918.29000000
          
        
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION
        549300Z467EZLMODV621
        
        00737WAA7
        
          
          
        
        125000.00000000
        PA
        USD
        128268.29000000
        0.197827030660
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        1771.81000000
        0.002732646636
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            4843681.58000000
            BRL
            1771.81000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        -10500000.00000000
        NC
        USD
        -5252.84000000
        -0.00810140791
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Written
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            -10500000.00000000
            USD
            31.50000000
            USD
            2022-02-23
            XXXX
            365756.16000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -22454.81000000
        -0.03463185161
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-12-09
            0.00000000
            USD
            0.00000000
            USD
            70365000.00000000
            HUF
            -22454.81000000
          
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC
        2138003EKTMKZ5598902
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        324217.85000000
        0.500038275652
        Long
        DBT
        NUSS
        GR
        N
        
        2
        
          2028-04-14
          Fixed
          6.14000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        15671.62000000
        0.024170198653
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-10-30
            0.00000000
            USD
            0.00000000
            USD
            -4670000.00000000
            USD
            15671.62000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16457.62000000
        -0.02538243938
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -4348131.00000000
            ZAR
            269000.00000000
            USD
            2022-05-31
            -16457.62000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16649.87000000
        -0.02567894483
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -1983516.00000000
            MXN
            80000.00000000
            USD
            2022-02-25
            -16649.87000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        5550000.00000000
        NC
        USD
        449890.62000000
        0.693862259148
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  BRL
                  N/A
                  USD
                  2023-04-26
                
              
            
            5550000.00000000
            USD
            6.00000000
            USD
            2023-04-26
            XXXX
            11046.57000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -46029.57000000
        -0.07099099205
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -611000.00000000
            AUD
            44053100.00000000
            JPY
            2022-05-31
            -46029.57000000
          
        
        
          N
          N
          N
        
      
      
        Cold Storage Trust
        N/A
        
        193051AQ2
        
          
        
        98299.05000000
        PA
        USD
        99069.10000000
        0.152793382395
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2037-11-15
          Floating
          2.85873000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -39197.58000000
        -0.06045407528
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -1053000.00000000
            USD
            111011812.00000000
            JPY
            2022-01-28
            -39197.58000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        -2405000.00000000
        NC
        USD
        -28032.91000000
        -0.04323490510
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  KRW
                  N/A
                  USD
                  2022-06-28
                
              
            
            -2405000.00000000
            USD
            1220.00000000
            USD
            2022-06-28
            XXXX
            -5226.57000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1707.24000000
        0.002633060905
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -533000.00000000
            USD
            40745185.00000000
            INR
            2022-02-25
            1707.24000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        
        90932LAG2
        
          
          
        
        65000.00000000
        PA
        USD
        66868.98000000
        0.103131426767
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC LTD
        335800Q4TRGJXNLVMB81
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        382717.16000000
        0.590261235614
        Long
        DBT
        CORP
        IN
        N
        
        2
        
          2027-02-01
          Fixed
          2.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        
        000000000
        
          
        
        -2925000.00000000
        NC
        USD
        -57579.59000000
        -0.08880448407
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            Call
            Written
            
              
                
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                  
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CLP
                  N/A
                  USD
                  2022-06-28
                
              
            
            -2925000.00000000
            USD
            880.00000000
            USD
            2022-06-28
            XXXX
            -1946.09000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        17034.14000000
        0.026271601001
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -242896.57000000
            USD
            19468160.00000000
            INR
            2021-09-30
            17034.14000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        -6150000.00000000
        NC
        USD
        -18757.41000000
        -0.02892938483
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CNY
                  N/A
                  USD
                  2022-09-28
                
              
            
            -6150000.00000000
            USD
            7.60000000
            USD
            2022-09-28
            XXXX
            24903.90000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        586369.76000000
        0.904352809956
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2032-11-20
          Fixed
          1.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        471.89000000
        0.000727791705
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -65229.07000000
            USD
            55297.00000000
            EUR
            2021-10-19
            471.89000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        -2405000.00000000
        NC
        USD
        -16632.71000000
        -0.02565247912
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  INR
                  N/A
                  USD
                  2022-06-28
                
              
            
            -2405000.00000000
            USD
            83.00000000
            USD
            2022-06-28
            XXXX
            5310.59000000
          
        
        
          N
          N
          N
        
      
      
        CHEMOURS CO
        549300M1BOLNXL8DOV14
        
        163851AE8
        
          
          
        
        125000.00000000
        PA
        USD
        135680.59000000
        0.209258954320
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-05-15
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        137.04000000
        0.000211355560
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -63195.60000000
            AUD
            46527.03000000
            USD
            2021-09-30
            137.04000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        9.00000000
        NC
        USD
        77838.21000000
        0.120049171593
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            1717943.04000000
            USD
            77838.21000000
          
        
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        
        000000000
        
          
          
        
        114000.00000000
        PA
        
        144978.93000000
        0.223599700519
        Long
        SN
        CORP
        LU
        
        N
        
        2
        
          2023-09-30
          Variable
          10.75000000
          N
          Y
          N
        
        
          N
          N
          N
        
      
      
        NATIONSTAR MTG HLD INC
        N/A
        
        63861CAC3
        
          
          
        
        120000.00000000
        PA
        USD
        121947.85000000
        0.188079072862
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-08-15
          Fixed
          5.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAJ5
        
          
          
        
        275000.00000000
        PA
        USD
        275861.77000000
        0.425459128142
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.24300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -22612.59000000
        -0.03487519429
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-07-15
            0.00000000
            USD
            0.00000000
            USD
            101100000.00000000
            HUF
            -22612.59000000
          
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52475BAA0
        
          
        
        123714.48000000
        PA
        USD
        123815.90000000
        0.190960149585
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2059-01-25
          Variable
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERALLIA SA
        5299007YZU978DE0ZY32
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        241445.73000000
        0.372379579017
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-05-14
          Fixed
          1.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        19117.06000000
        0.029484069794
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-05-24
            0.00000000
            USD
            0.00000000
            USD
            2000000.00000000
            PLN
            19117.06000000
          
        
        
          N
          N
          N
        
      
      
        PERU ENHANCED PASS-THRU
        549300O4IWRO77V4HJ21
        
        000000000
        
          
          
        
        118536.37000000
        PA
        USD
        112945.74000000
        0.174195199530
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-06-02
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4336.03000000
        0.006687420092
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -212000.00000000
            AUD
            160068.48000000
            USD
            2022-05-31
            4336.03000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        3750000.00000000
        OU
        Other
        
        4411.54000000
        0.006803878486
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                  
                    
                      
                    
                  
                  2025-05-21
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  SAR
                
              
            
            3750000.00000000
            USD
            2.05000000
            SAR
            2023-05-17
            XXXX
            -1887.96000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -20588.98000000
        -0.03175419877
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-07-10
            0.00000000
            USD
            -3.09000000
            USD
            5400000.00000000
            MXN
            -20585.89000000
          
        
        
          N
          N
          N
        
      
      
        GAZPROM (GAZ CAPITAL SA)
        213800568PRHV2JR9650
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        147681.89000000
        0.227768451430
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-04-06
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        3509.36000000
        0.005412454382
        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
            230000.00000000
            USD
            3509.36000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2888.19000000
        -0.00445442947
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -246000.00000000
            USD
            1303062.00000000
            BRL
            2022-01-28
            -2888.19000000
          
        
        
          N
          N
          N
        
      
      
        ONEMAIN FINANCE CORP
        5493008I795YYBFWFU90
        
        85172FAM1
        
          
          
        
        25000.00000000
        PA
        USD
        28404.26000000
        0.043807634871
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        4.00000000
        NC
        USD
        17761.84000000
        0.027393926170
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            583238.16000000
            USD
            17761.84000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        405000.00000000
        PA
        
        536222.05000000
        0.827010447602
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2029-04-30
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        3000000.00000000
        NC
        USD
        600.37000000
        0.000925945254
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CLP
                  N/A
                  USD
                  2021-08-27
                
              
            
            3000000.00000000
            USD
            3.40000000
            USD
            2021-08-27
            XXXX
            -1385.63000000
          
        
        
          N
          N
          N
        
      
      
        UNITED GROUP BV
        213800PC85O8BJ7DU398
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        459078.75000000
        0.708033029455
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2026-02-15
          Fixed
          3.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -44628.00000000
        -0.06882936323
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-10-24
            0.00000000
            USD
            0.00000000
            USD
            410000000.00000000
            CLP
            -44628.00000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        126947.27000000
        0.195789633388
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2026-09-25
          Fixed
          2.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        
        29273VAM2
        
          
          
        
        200000.00000000
        PA
        USD
        206233.29000000
        0.318071749330
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOWARD HUGHES CORP
        549300BVHY25JZC1KI49
        
        44267DAE7
        
          
          
        
        275000.00000000
        PA
        USD
        273292.64000000
        0.421496782037
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        152.66000000
        0.000235446145
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -5392662.00000000
            HUF
            17953.55000000
            USD
            2021-10-19
            152.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1400.42000000
        -0.00215985517
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -61000.00000000
            USD
            312954.40000000
            BRL
            2021-09-30
            -1400.42000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        9218.93000000
        0.014218272869
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2026-01-21
            1266.49000000
            USD
            0.00000000
            USD
            550000.00000000
            PLN
            7952.44000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -145.58000000
        -0.00022452672
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3442667.63000000
            RUB
            46598.10000000
            USD
            2021-09-15
            -145.58000000
          
        
        
          N
          N
          N
        
      
      
        GRIFFON CORPORATION
        5493000C2SGNC7ZN3242
        
        398433AP7
        
          
          
        
        100000.00000000
        PA
        USD
        105317.17000000
        0.162429724592
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        365700.41000000
        0.564016455053
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6048.88000000
        -0.00932913325
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-15
            0.00000000
            USD
            0.00000000
            USD
            220000.00000000
            USD
            -6048.88000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIR 2019-2 AA PTT
        N/A
        
        90932JAA0
        
          
          
        
        67277.37000000
        PA
        USD
        67484.42000000
        0.104080614346
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-05-01
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        417542.55000000
        0.643972121564
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2039-03-11
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        14206.47000000
        0.021910510978
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-02-09
            0.00000000
            USD
            0.00000000
            USD
            220000000.00000000
            CLP
            14206.47000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1707.73000000
        0.002633816628
        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
            0.00000000
            USD
            150000.00000000
            USD
            1707.73000000
          
        
        
          N
          N
          N
        
      
      
        Barclays Commercial Mortgage S
        N/A
        
        05491VAJ5
        
          
        
        300000.00000000
        PA
        USD
        301565.31000000
        0.465101466835
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2038-08-05
          Variable
          4.26650000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NIDDA BONDCO GMBH
        391200JPUEK6AMI9PQ76
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118773.28000000
        0.183182962088
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2025-09-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIGICEL GROUP HOLDINGS
        N/A
        
        25381YAD3
        
          
          
        
        110278.00000000
        PA
        USD
        107783.77000000
        0.166233939600
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2024-04-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCK7
        
          
          
        
        300000.00000000
        PA
        USD
        309368.79000000
        0.477136703893
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        
        172967MV0
        
          
          
        
        380000.00000000
        PA
        USD
        389673.40000000
        0.600989782036
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1902.92000000
        0.002934856410
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -157000.00000000
            USD
            11852751.60000000
            RUB
            2021-11-22
            1902.92000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        11400000.00000000
        NC
        USD
        70.01000000
        0.000107975793
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  RUB
                  N/A
                  USD
                  2021-08-25
                
              
            
            11400000.00000000
            USD
            98.00000000
            USD
            2021-08-25
            XXXX
            -4824.19000000
          
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        180619.82000000
        0.278568324790
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADEVINTA ASA
        529900W8V3YLHRSZH763
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122401.39000000
        0.188778563527
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -461958.92000000
        -0.71247508975
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -47236430.00000000
            ZAR
            2736928.16000000
            USD
            2021-09-30
            -461958.92000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        48679.42000000
        0.075077831885
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-03-13
            0.00000000
            USD
            0.00000000
            USD
            7500000.00000000
            ZAR
            48679.42000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -5373.16000000
        -0.00828697636
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            180000.00000000
            USD
            -5373.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -3408.20000000
        -0.00525643622
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -202321.20000000
            USD
            229654790.00000000
            KRW
            2021-10-29
            -3408.20000000
          
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        
        629377CH3
        
          
          
        
        150000.00000000
        PA
        USD
        160919.88000000
        0.248185284411
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        6025.25000000
        0.009292688913
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-12-20
            0.00000000
            USD
            0.00000000
            USD
            140000000.00000000
            CLP
            6025.25000000
          
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN INC
        DOL4HJ22ADYSIWES4H94
        
        893830BK4
        
          
          
        
        75000.00000000
        PA
        USD
        59796.50000000
        0.092223604437
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-11-01
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        6.00000000
        NC
        USD
        -5336.52000000
        -0.00823046682
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                STANDARD & POOR'S FINANCIAL SERVICES LLC
                STANDARD & POORS'S 500
                
                  
                  
                  
                
              
            
            2021-09-17
            1322186.52000000
            USD
            -5336.52000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -27596.44000000
        -0.04256174134
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -234000.00000000
            USD
            22335300.00000000
            JPY
            2023-10-31
            -27596.44000000
          
        
        
          N
          N
          N
        
      
      
        Trinitas CLO Ltd
        549300095MXHZZMH2053
        
        89641QAG5
        
          
        
        250000.00000000
        PA
        USD
        251188.18000000
        0.387405272077
        Long
        ABS-CBDO
        CORP
        KY
        N
        
        2
        
          2034-01-25
          Floating
          3.12525000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11086.51000000
        -0.01709862471
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            -245918400.00000000
            CLP
            312000.00000000
            USD
            2021-10-29
            -11086.51000000
          
        
        
          N
          N
          N
        
      
      
        TECK RESOURCES LIMITED
        T8KI5SQ2JRWHL7XY0E11
        
        878742AW5
        
          
          
        
        150000.00000000
        PA
        USD
        202445.83000000
        0.312230383818
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2041-07-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2232.43000000
        0.003443056721
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -237434.00000000
            AUD
            176537.64000000
            USD
            2021-10-19
            2232.43000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4377.60000000
        0.006751533129
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-19
            0.00000000
            USD
            -1.31000000
            USD
            1700000.00000000
            CNY
            4378.91000000
          
        
        
          N
          N
          N
        
      
      
        PGIM Core Ultra Short Bond Fund
        1VRLPVAWKZCB406TIT84
        
        000000000
        
          
        
        4064045.28000000
        NS
        USD
        4064045.28000000
        6.267940503543
        Long
        STIV
        RF
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118646.95000000
        0.182988124464
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2021-08-21
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        4000000.00000000
        NC
        USD
        0.01000000
        0.000000015422
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  JPY
                  2021-08-12
                
              
            
            4000000.00000000
            USD
            95.00000000
            USD
            2021-08-12
            XXXX
            -375.99000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1853.96000000
        0.002859345842
        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
            -2308.65000000
            USD
            210000.00000000
            USD
            4162.61000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        65976.00000000
        0.101754191740
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-02-27
            3302.08000000
            USD
            0.00000000
            USD
            13380000.00000000
            MXN
            62673.92000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        5800000.00000000
        NC
        USD
        59.04000000
        0.000091056861
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2021-09-28
                
              
            
            5800000.00000000
            USD
            24.00000000
            USD
            2021-09-28
            XXXX
            -747.16000000
          
        
        
          N
          N
          N
        
      
      
        BONOS Y OBLIG DEL ESTADO
        9598007A56S18711AH60
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        786635.05000000
        1.213220166533
        Long
        DBT
        NUSS
        ES
        N
        
        2
        
          2027-10-31
          Fixed
          1.45000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KONDOR FINANCE PLC (NAK)
        213800PUC1T9GI6EIO63
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122554.79000000
        0.189015150969
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-07-19
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2239.70000000
        0.003454269177
        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
            0.00000000
            USD
            200000.00000000
            USD
            2239.70000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -327653.09000000
        -0.50533641542
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            28422427.71000000
            BRL
            -327653.09000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        5250000.00000000
        NC
        USD
        12479.14000000
        0.019246465446
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            5250000.00000000
            USD
            26.00000000
            USD
            2022-02-23
            XXXX
            -371138.36000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        289.37000000
        0.000446292749
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                BOEING CO
                Boeing Co/The
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2021-12-20
            148.92000000
            USD
            0.00000000
            USD
            85000.00000000
            USD
            140.45000000
          
        
        
          N
          N
          N
        
      
      
        REGION OF LAZIO
        81560007498E8B065B77
        
        000000000
        
          
          
        
        136260.82000000
        PA
        
        188279.72000000
        0.290382119705
        Long
        DBT
        NUSS
        IT
        N
        
        2
        
          2043-03-31
          Fixed
          3.08800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -16468.19000000
        -0.02539874140
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                MEXICO GOVERNMENT INTERNATIONAL BOND
                MEXICO GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2031-06-20
            0.00000000
            USD
            -15556.30000000
            USD
            320000.00000000
            USD
            -911.89000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8571.49000000
        0.013219731977
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -363763.31000000
            USD
            464744.00000000
            CAD
            2022-05-31
            8571.49000000
          
        
        
          N
          N
          N
        
      
      
        SCIENTIFIC GAMES INTERNA
        RLTHESQ0RNFQJWPBJN60
        
        80874YBG4
        
          
          
        
        525000.00000000
        PA
        USD
        567141.64000000
        0.874697453322
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-07-01
          Fixed
          8.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -187.61000000
        -0.00028934921
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -96500.17000000
            USD
            81000.00000000
            EUR
            2021-11-22
            -187.61000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        160470.78000000
        0.247492641518
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2034-01-16
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5001.66000000
        0.007714015257
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -484382.30000000
            USD
            1581670.00000000
            ILS
            2021-08-31
            5001.66000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        142166.41000000
        0.219261976205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-24
          Fixed
          2.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU
        549300GKHS6RS20NLH85
        
        92328MAA1
        
          
        
        5000.00000000
        PA
        USD
        5106.96000000
        0.007876418501
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-08-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RANGE RESOURCES CORP
        H3Y3WLYCX0BTO1TRW162
        
        75281ABG3
        
          
          
        
        50000.00000000
        PA
        USD
        54281.41000000
        0.083717730706
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-01
          Fixed
          9.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        13.00000000
        NC
        USD
        9061.37000000
        0.013975269498
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            1738829.32000000
            USD
            9061.37000000
          
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        
        097751BT7
        
          
          
        
        395000.00000000
        PA
        USD
        409236.41000000
        0.631161636507
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-04-15
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Deco
        549300BXZQDWLENUZL17
        
        000000000
        
          
          
        
        1761150.00000000
        PA
        
        2343538.49000000
        3.614418347003
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2030-08-07
          Floating
          1.94750000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOMBARDIER INC
        W7L3VLU8EHQY34Z36697
        
        097751BV2
        
          
          
        
        25000.00000000
        PA
        USD
        26035.41000000
        0.040154178810
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2026-06-15
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        457610.98000000
        0.705769300977
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2029-10-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        One New York Plaza Trust 2020-
        N/A
        
        68249DAJ8
        
          
        
        125000.00000000
        PA
        USD
        126326.96000000
        0.194832934851
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2026-01-15
          Floating
          2.84300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        2.00000000
        NC
        
        7068.25000000
        0.010901298438
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                FRANCE (GOVT OF)
                FRENCH REPUBLIC GOVERNMENT BOND OAT
                
                  
                  
                  
                
              
            
            2021-09-08
            385803.43000000
            USD
            7068.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        2600000.00000000
        NC
        
        58682.67000000
        0.090505754441
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Put
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2023-04-26
                
              
            
            2600000.00000000
            USD
            75.00000000
            AUD
            2023-04-26
            XXXX
            -731.43000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1666.18000000
        -0.00256973443
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -749133.00000000
            BRL
            141000.00000000
            USD
            2021-09-30
            -1666.18000000
          
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE
        W2ZGZGZKY5GGNY6F3V51
        
        77340RAM9
        
          
          
        
        75000.00000000
        PA
        USD
        78872.46000000
        0.121644286071
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2040-04-15
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        
        552704AE8
        
          
          
        
        45000.00000000
        PA
        USD
        47379.46000000
        0.073072915262
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2027-02-01
          Fixed
          7.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        
        000000000
        
          
          
        
        180000.00000000
        PA
        
        221620.64000000
        0.341803520918
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-07-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
        
        3800000.00000000
        NC
        USD
        781.63000000
        0.001205500922
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                  
                  
                    GOLDMAN SACHS & CO. LLC
                    FOR8UP27PHTHYVLBNG30
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            3800000.00000000
            USD
            36.00000000
            USD
            2022-02-23
            XXXX
            -86340.97000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3592.89000000
        -0.00554128195
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            0.00000000
            USD
            768900000.00000000
            COP
            -3592.89000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        3139.59000000
        0.004842161435
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -405391700.00000000
            CLP
            530000.00000000
            USD
            2022-06-30
            3139.59000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        21338.92000000
        0.032910824499
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2023-11-06
            0.00000000
            USD
            0.00000000
            USD
            -5739000.00000000
            USD
            21338.92000000
          
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAD8
        
          
          
        
        139000.00000000
        PA
        USD
        147829.53000000
        0.227996155275
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-01
          Fixed
          3.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AXLE & MFG INC
        RY5TAKFOBLDUGX31MS24
        
        02406PAY6
        
          
          
        
        125000.00000000
        PA
        USD
        128826.35000000
        0.198687721581
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-03-15
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -417.13000000
        -0.00064333584
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-11-09
            0.00000000
            USD
            0.00000000
            USD
            -7635000.00000000
            USD
            -417.13000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -19769.79000000
        -0.03049076940
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            -45445540.00000000
            INR
            587000.00000000
            USD
            2021-09-30
            -19769.79000000
          
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        
        131347CN4
        
          
          
        
        75000.00000000
        PA
        USD
        76040.38000000
        0.117276394545
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-03-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -8852.47000000
        -0.01365308490
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -267307.51000000
            USD
            352085.00000000
            AUD
            2021-09-30
            -8852.47000000
          
        
        
          N
          N
          N
        
      
      
        MEG ENERGY CORP
        5493002WXPTG5ZC1T326
        
        552704AD0
        
          
          
        
        150000.00000000
        PA
        USD
        154875.88000000
        0.238863677540
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2025-01-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY CORP
        X2MT1W32SPAZ9WSKLE78
        
        165167DG9
        
          
          
        
        25000.00000000
        PA
        USD
        26703.42000000
        0.041184444628
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KJA8
        
          
        
        110000.00000000
        PA
        USD
        111888.32000000
        0.172564350169
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          3.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEADE RE LT
        254900KXN235YISGF415
        
        07876LAB5
        
          
        
        500000.00000000
        PA
        USD
        500313.25000000
        0.771628628147
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2029-10-25
          Floating
          2.08925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -20909.14000000
        -0.03224797866
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2030-02-28
            0.00000000
            USD
            0.00000000
            USD
            270000000.00000000
            CLP
            -20909.14000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        6500.90000000
        0.010026279633
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-01-24
            0.00000000
            USD
            0.00000000
            USD
            3800000.00000000
            SEK
            6500.90000000
          
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES/ARU FIN
        N/A
        
        04364VAG8
        
          
          
        
        50000.00000000
        PA
        USD
        51675.19000000
        0.079698181027
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-11-01
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CO-OPERATIVE GROUP LTD
        213800TKR59ER8Z69V16
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        222409.44000000
        0.343020080068
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2024-05-17
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Chesapeake Energy Corp
        X2MT1W32SPAZ9WSKLE78
        
        165167735
        
          
          
        
        10317.00000000
        NS
        USD
        557633.85000000
        0.860033674270
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        20036.94000000
        0.030902792449
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2027-06-02
            0.00000000
            USD
            0.00000000
            USD
            1600000000.00000000
            COP
            20036.94000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        31072.09000000
        0.047922205099
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-03
            0.00000000
            USD
            0.00000000
            USD
            8000000.00000000
            ZAR
            31072.09000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        15625.39000000
        0.024098898539
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -8139060.00000000
            TWD
            309000.00000000
            USD
            2021-12-23
            15625.39000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        173547.43000000
        0.267660641266
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            3103050.93000000
            BRL
            173547.43000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        -11700000.00000000
        NC
        USD
        -129945.18000000
        -0.20041328303
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Written
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  ZAR
                  N/A
                  USD
                  2022-05-27
                
              
            
            -11700000.00000000
            USD
            18.80000000
            USD
            2022-05-27
            XXXX
            168698.29000000
          
        
        
          N
          N
          N
        
      
      
        Extraction Oil & Gas Inc
        5493002FL3WIE1JVUP20
        
        30227M303
        
          
          
        
        734.00000000
        NS
        USD
        32655.66000000
        0.050364530875
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -59803.58000000
        -0.09223452385
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -448000.00000000
            USD
            2038400.00000000
            BRL
            2021-09-30
            -59803.58000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2938.74000000
        -0.00453239228
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-13
            0.00000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            -2938.74000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        
        060505FQ2
        
          
          
        
        405000.00000000
        PA
        USD
        417642.55000000
        0.644126350666
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Laurel Road Prime Student Loan
        N/A
        
        51889RAD1
        
          
        
        1140390.01500000
        PA
        USD
        169151.77000000
        0.260881254361
        Long
        ABS-O
        CORP
        US
        N
        
        2
        
          2048-10-25
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -1000000.00000000
        OU
        Other
        USD
        -5144.75000000
        -0.00793470167
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                  
                    
                      
                    
                  
                  2025-05-19
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -1000000.00000000
            USD
            1.13000000
            USD
            2023-05-17
            XXXX
            2355.25000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11665.46000000
        0.017991534096
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -464743.68000000
            CAD
            384000.00000000
            USD
            2022-05-31
            11665.46000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -9675.36000000
        -0.01492222075
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2026-01-12
            0.00000000
            USD
            0.00000000
            USD
            200000.00000000
            USD
            -9675.36000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -10842.76000000
        -0.01672269128
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -29858779.50000000
            INR
            381000.00000000
            USD
            2022-02-25
            -10842.76000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KHE2
        
          
        
        40000.00000000
        PA
        USD
        40243.60000000
        0.062067342529
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2034-01-25
          Floating
          1.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGAR
        254900OYVDRYS9J51J61
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        253738.60000000
        0.391338761917
        Long
        DBT
        CORP
        ID
        N
        
        2
        
          2025-10-25
          Fixed
          2.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SUBURBAN PROPANE PARTNRS
        N/A
        
        864486AK1
        
          
          
        
        200000.00000000
        PA
        USD
        209506.47000000
        0.323119945422
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-03-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121590.62000000
        0.187528120244
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-10-30
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        
        000000000
        
          
        
        2925000.00000000
        NC
        USD
        977.11000000
        0.001506987969
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            Call
            Purchased
            
              
                
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                  
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CLP
                  N/A
                  USD
                  2021-10-25
                
              
            
            2925000.00000000
            USD
            1000.00000000
            USD
            2021-10-25
            XXXX
            -75.89000000
          
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES / NOTE
        N/A
        
        92564RAA3
        
          
          
        
        75000.00000000
        PA
        USD
        78001.20000000
        0.120300549605
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-12-01
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        217.32000000
        0.000335170682
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -563937.00000000
            SEK
            65767.48000000
            USD
            2021-10-19
            217.32000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        5550000.00000000
        NC
        USD
        35.80000000
        0.000055214018
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  BRL
                  N/A
                  USD
                  2021-09-03
                
              
            
            5550000.00000000
            USD
            7.40000000
            USD
            2021-09-03
            XXXX
            -2056.55000000
          
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        
        431318AU8
        
          
          
        
        25000.00000000
        PA
        USD
        25556.22000000
        0.039415128380
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121887.19000000
        0.187985517490
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2029-02-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VECTOR GROUP LTD
        549300TUIF4WWN6NDN50
        
        92240MBL1
        
          
          
        
        125000.00000000
        PA
        USD
        127177.44000000
        0.196144622510
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -4.00000000
        NC
        USD
        2793.84000000
        0.004308914318
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                FEDERAL RESERVE BANK OF NEW YORK
                30 DAY FEDERAL FUNDS
                
                  
                  
                  
                
              
            
            2022-07-29
            -1600953.84000000
            USD
            2793.84000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        27.00000000
        NC
        USD
        195962.42000000
        0.302231078855
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            4251443.83000000
            USD
            195962.42000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -36212.98000000
        -0.05585095353
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-01-23
            2431.44000000
            USD
            0.00000000
            USD
            190140000.00000000
            HUF
            -38644.42000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        -500000.00000000
        NC
        USD
        -0.20000000
        -0.00000030845
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Put
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  BRL
                  2021-09-28
                
              
            
            -500000.00000000
            USD
            3.85000000
            USD
            2021-09-28
            XXXX
            9182.30000000
          
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        122189.70000000
        0.188452075943
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          2.70000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        4.00000000
        NC
        USD
        -1928.48000000
        -0.00297427736
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                FINANCIAL TIMES STOCK EXCHANGE
                RUSSELL 2000 INDEX
                
                  
                  
                  
                
              
            
            2021-09-17
            446248.48000000
            USD
            -1928.48000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        -3800000.00000000
        NC
        USD
        -39.35000000
        -0.00006068915
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  INR
                  N/A
                  USD
                  2021-09-28
                
              
            
            -3800000.00000000
            USD
            88.00000000
            USD
            2021-09-28
            XXXX
            39936.65000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4477.65000000
        -0.00690583934
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -626444.00000000
            CNY
            91000.00000000
            USD
            2022-01-28
            -4477.65000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1456.25000000
        0.002245961284
        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
            0.00000000
            USD
            150000.00000000
            USD
            1456.25000000
          
        
        
          N
          N
          N
        
      
      
        SALLY HOLDINGS/SALLY CAP
        N/A
        
        79546VAL0
        
          
          
        
        100000.00000000
        PA
        USD
        103186.85000000
        0.159144151205
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-12-01
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        444.01000000
        0.000684792631
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -232706250.00000000
            KRW
            202000.00000000
            USD
            2021-10-29
            444.01000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        51594.71000000
        0.079574057446
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -562000.00000000
            USD
            3288824.00000000
            BRL
            2022-01-28
            51594.71000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -208.36000000
        -0.00032135175
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -7698438.00000000
            JPY
            70000.00000000
            USD
            2021-09-30
            -208.36000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1659.35000000
        0.002559200589
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -407000.00000000
            USD
            11337392.00000000
            TWD
            2021-12-23
            1659.35000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -6399.13000000
        -0.00986932067
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -2983982.50000000
            MXN
            139000.00000000
            USD
            2022-02-25
            -6399.13000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KBS7
        
          
        
        400000.00000000
        PA
        USD
        404448.00000000
        0.623776514807
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          2.30000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US TREASURY N/B
        254900HROIFWPRGM1V77
        
        912828Z52
        
          
          
        
        275000.00000000
        PA
        USD
        283808.59000000
        0.437715437194
        Long
        DBT
        UST
        US
        N
        
        2
        
          2025-01-31
          Fixed
          1.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        
        03674XAJ5
        
          
          
        
        100000.00000000
        PA
        USD
        101738.69000000
        0.156910667055
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -128070.06000000
        -0.19752130231
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2026-02-08
            0.00000000
            USD
            0.00000000
            USD
            7500000000.00000000
            COP
            -128070.06000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        
        07556QBM6
        
          
          
        
        125000.00000000
        PA
        USD
        129319.08000000
        0.199447654631
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-03-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        118513.05000000
        0.182781611698
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2026-04-16
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        50339.25000000
        0.077637772774
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -624000.00000000
            USD
            14804400.00000000
            MXN
            2023-04-28
            50339.25000000
          
        
        
          N
          N
          N
        
      
      
        LOXAM SAS
        969500BNA2YRNE1R5K91
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        119270.22000000
        0.183949388183
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2027-04-15
          Fixed
          4.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        9161.83000000
        0.014130208053
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -587604.67000000
            USD
            3198626.00000000
            BRL
            2022-01-28
            9161.83000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        18679.02000000
        0.028808484639
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-06-20
            5.09000000
            USD
            0.00000000
            USD
            8180000.00000000
            CNY
            18673.93000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
        
        -10800000.00000000
        NC
        
        -6217.46000000
        -0.00958913266
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-01-26
                
              
            
            -10800000.00000000
            USD
            63.00000000
            AUD
            2022-01-26
            XXXX
            148392.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        5600000.00000000
        NC
        USD
        53.38000000
        0.000082327494
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2021-09-02
                
              
            
            5600000.00000000
            USD
            26.00000000
            USD
            2021-09-02
            XXXX
            -1626.62000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -138.51000000
        -0.00021362272
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -3183199.00000000
            JPY
            28896.30000000
            USD
            2021-10-19
            -138.51000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        -8400000.00000000
        NC
        USD
        -43695.86000000
        -0.06739173209
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-05-26
                
              
            
            -8400000.00000000
            USD
            26.00000000
            USD
            2022-05-26
            XXXX
            83656.54000000
          
        
        
          N
          N
          N
        
      
      
        ARD FINANCE SA
        6354006P6QPGGPVJW880
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        487600.55000000
        0.752021945211
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2027-06-30
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1202.10000000
        0.001853988024
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -99000.00000000
            USD
            323849.30000000
            ILS
            2021-08-31
            1202.10000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        5850000.00000000
        NC
        USD
        315.20000000
        0.000486130126
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  ZAR
                  N/A
                  USD
                  2021-09-09
                
              
            
            5850000.00000000
            USD
            20.00000000
            USD
            2021-09-09
            XXXX
            -1088.80000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORPORATION
        9DJT3UXIJIZJI4WXO774
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -277290.58000000
        -0.42766276896
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BANK OF AMERICA CORPORATION
              9DJT3UXIJIZJI4WXO774
            
            -1721000.00000000
            USD
            7580846.00000000
            BRL
            2021-09-30
            -277290.58000000
          
        
        
          N
          N
          N
        
      
      
        BX Trust
        N/A
        
        05607QBA5
        
          
        
        710800.44000000
        PA
        USD
        711691.22000000
        1.097634971196
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-12-15
          Floating
          2.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GR/DIAMON
        N/A
        
        25277LAC0
        
          
          
        
        510000.00000000
        PA
        USD
        203162.95000000
        0.313336391548
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3869.72000000
        0.005968234370
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2047-03-22
            23.67000000
            USD
            0.00000000
            USD
            -1000000.00000000
            ZAR
            3846.05000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        71654QCP5
        
          
          
        
        40000.00000000
        PA
        USD
        41452.32000000
        0.063931540520
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RUSSIAN RAIL(RZD CAP)
        635400VKMH1VQDFMW392
        
        000000000
        
          
          
        
        50000.00000000
        PA
        
        55233.41000000
        0.085185991748
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-04-03
          Fixed
          1.19500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        44681.31000000
        0.068911582771
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -472000.00000000
            EUR
            435174.56000000
            GBP
            2021-08-31
            44681.31000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        10800000.00000000
        NC
        
        6217.46000000
        0.009589132669
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-01-26
                
              
            
            10800000.00000000
            USD
            63.00000000
            AUD
            2022-01-26
            XXXX
            -323362.26000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        8727.69000000
        0.013460637833
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -1706412.00000000
            ZAR
            124508.09000000
            USD
            2021-09-15
            8727.69000000
          
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        5493008T4YG3AQUI7P67
        
        000000000
        
          
          
        
        400000.00000000
        PA
        
        479831.42000000
        0.740039685849
        Long
        DBT
        CORP
        ES
        N
        
        2
        
          2030-10-23
          Fixed
          1.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -51611.48000000
        -0.07959992166
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -518000.00000000
            USD
            50468740.00000000
            JPY
            2023-10-31
            -51611.48000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        19435.89000000
        0.029975798437
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -192328.88000000
            USD
            4649069.97000000
            MXN
            2023-04-28
            19435.89000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        
        07556QBR5
        
          
          
        
        100000.00000000
        PA
        USD
        103983.76000000
        0.160373218335
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-10-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        197612.43000000
        0.304775874446
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -6391868.32000000
            BRL
            1390141.00000000
            USD
            2022-01-28
            197612.43000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -505.41000000
        -0.00077948929
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -8126784.00000000
            INR
            108000.00000000
            USD
            2021-09-30
            -505.41000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        628.03000000
        0.000968605023
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -162362.00000000
            EUR
            193683.58000000
            USD
            2021-11-22
            628.03000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        8722.98000000
        0.013453373642
        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
            -4026.80000000
            USD
            220000.00000000
            USD
            12749.78000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18362.93000000
        -0.02832098187
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -675584.46000000
            USD
            894802.00000000
            AUD
            2022-01-28
            -18362.93000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        601.59000000
        0.000927826849
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -68681.71000000
            USD
            5102708.00000000
            RUB
            2021-09-15
            601.59000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -11267.06000000
        -0.01737708535
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -587000.00000000
            AUD
            45976775.00000000
            JPY
            2022-01-28
            -11267.06000000
          
        
        
          N
          N
          N
        
      
      
        ICE FUTURES EUROPE
        549300UF4R84F48NCH34
        
        000000000
        
          
          
        
        -2.00000000
        NC
        
        498.29000000
        0.000768508187
        N/A
        DIR
        CORP
        GB
        N
        
        1
        
          
            
              ICE FUTURES EUROPE
              549300UF4R84F48NCH34
            
            Short
            
              
                UNITED KINGDOM GILT
                United Kingdom Gilt
                
                  
                  
                  
                
              
            
            2021-09-28
            -355335.90000000
            USD
            498.29000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        917.24000000
        0.001414651006
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -851638.63000000
            USD
            715000.00000000
            EUR
            2022-03-31
            917.24000000
          
        
        
          N
          N
          N
        
      
      
        Retiro Mortgage Securities
        635400CU9HBU644YSL41
        
        000000000
        
          
        
        180000.00000000
        PA
        
        212244.00000000
        0.327342013333
        Long
        ABS-MBS
        CORP
        IE
        
        N
        
        2
        
          2075-07-30
          Floating
          1.45300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LUMEN TECHNOLOGIES INC
        8M3THTGWLTYZVE6BBY25
        
        156700AT3
        
          
          
        
        100000.00000000
        PA
        USD
        113217.91000000
        0.174614964874
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2042-03-15
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -25360.18000000
        -0.03911277765
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -535552.19000000
            USD
            589041634.00000000
            KRW
            2021-10-29
            -25360.18000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        2180.37000000
        0.003362765051
        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
            -9141.75000000
            USD
            230000.00000000
            USD
            11322.12000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -546.46000000
        -0.00084280034
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -46787000.00000000
            CLP
            61000.00000000
            USD
            2021-09-30
            -546.46000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1699.35000000
        0.002620892229
        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
            0.00000000
            USD
            150000.00000000
            USD
            1699.35000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -15.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                FEDERAL RESERVE BANK OF NEW YORK
                30 DAY FEDERAL FUNDS
                
                  
                  
                  
                
              
            
            2022-01-31
            -5995176.90000000
            USD
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -499.67000000
        -0.00077063654
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -144786.68000000
            USD
            15780141.00000000
            JPY
            2022-05-31
            -499.67000000
          
        
        
          N
          N
          N
        
      
      
        OSAKA EXCHANGE,INC
        3538001249AILNPRUX57
        
        000000000
        
          
          
        
        -2.00000000
        NC
        
        25971.98000000
        0.040056351291
        N/A
        DE
        CORP
        JP
        N
        
        1
        
          
            
              OSAKA EXCHANGE,INC
              3538001249AILNPRUX57
            
            Short
            
              
                NIKKEI
                NIKKEI 225
                
                  
                  
                  
                
              
            
            2021-09-09
            -520521.15000000
            USD
            25971.98000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        
        48128BAG6
        
          
          
        
        420000.00000000
        PA
        USD
        434444.29000000
        0.670039523236
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        43647.28000000
        0.067316807597
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                PORTUGAL OBRIGACOES DO TESOURO OT
                PORTUGAL OBRIGACOES DO TESOURO OT
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2030-12-20
            32288.12000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            11359.16000000
          
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        2138001LVYC87DDHT482
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        356764.69000000
        0.550234974420
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2030-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        2.00000000
        NC
        USD
        1881.51000000
        0.002901835960
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Long
            
              
                NASDAQ
                NASDAQ 100 INDEX
                
                  
                  
                  
                
              
            
            2021-09-17
            596348.49000000
            USD
            1881.51000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS CAPITAL INC.
        AC28XWWI3WIBK2824319
        
        000000000
        
          
        
        -5250000.00000000
        NC
        USD
        -12479.14000000
        -0.01924646544
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS CAPITAL INC.
              AC28XWWI3WIBK2824319
            
            Call
            Written
            
              
                
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                  
                  
                    BARCLAYS CAPITAL INC.
                    AC28XWWI3WIBK2824319
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-02-23
                
              
            
            -5250000.00000000
            USD
            26.00000000
            USD
            2022-02-23
            XXXX
            201090.86000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        11841.15000000
        0.018262499204
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -297000.00000000
            USD
            235075500.00000000
            CLP
            2021-10-29
            11841.15000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        1547.22000000
        0.002386263498
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2029-10-07
            0.00000000
            USD
            0.00000000
            USD
            1000000.00000000
            ILS
            1547.22000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        3750000.00000000
        OU
        Other
        
        6105.79000000
        0.009416905031
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                    
                      
                    
                  
                  
                  2025-05-21
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  SAR
                
              
            
            3750000.00000000
            USD
            2.05000000
            SAR
            2023-05-17
            XXXX
            -193.71000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -55111.35000000
        -0.08499773970
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2031-05-11
            0.00000000
            USD
            -47170.12000000
            USD
            -490000.00000000
            EUR
            -7941.23000000
          
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS CO
        R4PP93JZOLY261QX3811
        
        025816CH0
        
          
          
        
        75000.00000000
        PA
        USD
        75616.10000000
        0.116622031315
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          3.55000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAYLOR MORRISON COMM
        549300O1Z08HI2MRK572
        
        87724RAB8
        
          
          
        
        150000.00000000
        PA
        USD
        169453.83000000
        0.261347118784
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-01-15
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        108590.05000000
        0.167477457996
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -285276083.00000000
            JPY
            2713840.59000000
            USD
            2022-01-28
            108590.05000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -690.49000000
        -0.00106493652
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -61000.00000000
            USD
            69630280.00000000
            KRW
            2021-10-29
            -690.49000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -11661.45000000
        -0.01798534950
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2021-09-12
            0.00000000
            USD
            0.00000000
            USD
            -6400000.00000000
            USD
            -11661.45000000
          
        
        
          N
          N
          N
        
      
      
        RUSSIAN FEDERATION
        5493004EHVGF71PDBU58
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        242163.89000000
        0.373487190729
        Long
        DBT
        NUSS
        RU
        N
        
        2
        
          2036-05-27
          Fixed
          2.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTL
        54930066VBP7DZEGGJ87
        
        552953CH2
        
          
          
        
        150000.00000000
        PA
        USD
        158291.56000000
        0.244131650101
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV HOLDINGS/FING
        N/A
        
        25461LAA0
        
          
          
        
        45000.00000000
        PA
        USD
        46557.30000000
        0.071804905285
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-08-15
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIAN SECURITIES EXCHANGE TRADE24
        N/A
        
        000000000
        
          
          
        
        2.00000000
        NC
        
        7318.10000000
        0.011286639847
        N/A
        DIR
        CORP
        AU
        N
        
        1
        
          
            
              AUSTRALIAN SECURITIES EXCHANGE TRADE24
              N/A
            
            Long
            
              
                AUSTRALIAN GOVERNMENT
                Australia Government Bond
                
                  
                  
                  
                
              
            
            2021-09-15
            217090.27000000
            USD
            7318.10000000
          
        
        
          N
          N
          N
        
      
      
        BEAZER HOMES USA
        549300DUPYT2T0F60I45
        
        07556QBT1
        
          
          
        
        75000.00000000
        PA
        USD
        82353.83000000
        0.127013571728
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-10-15
          Fixed
          7.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERY GRP FUNDING PLC/THE
        9845005CC91D50AF8202
        
        000000000
        
          
        
        225000.00000000
        PA
        
        312322.49000000
        0.481692168852
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-08-01
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        10111.80000000
        0.015595338244
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -552014500.00000000
            KRW
            487000.00000000
            USD
            2022-06-30
            10111.80000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        654.00000000
        0.001008658321
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -575849.00000000
            BRL
            110712.51000000
            USD
            2021-09-02
            654.00000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        2862.36000000
        0.004414592098
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2029-04-05
            19650.29000000
            USD
            0.00000000
            USD
            250000000.00000000
            CLP
            -16787.93000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF TURKEY
        5493000PCHOG3B6S3Q85
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        614625.78000000
        0.947931815608
        Long
        DBT
        NUSS
        TR
        N
        
        2
        
          2025-03-31
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        41441.72000000
        0.063915192235
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                SPAIN GOVERNMENT INTERNATIONAL BOND
                SPAIN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2030-12-20
            25588.36000000
            USD
            0.00000000
            USD
            1000000.00000000
            USD
            15853.36000000
          
        
        
          N
          N
          N
        
      
      
        TITAN HOLDINGS II BV
        549300XU72VK2GL31495
        
        000000000
        
          
        
        150000.00000000
        PA
        
        181378.19000000
        0.279737952024
        Long
        DBT
        CORP
        NL
        N
        
        2
        
          2029-07-15
          Fixed
          5.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROOKFIELD RESID PROPERT
        N/A
        
        11283YAD2
        
          
          
        
        85000.00000000
        PA
        USD
        85199.65000000
        0.131402654333
        Long
        DBT
        CORP
        CA
        N
        
        2
        
          2030-02-15
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Legacy Mortgage Asset Trust
        N/A
        
        52473VAA8
        
          
        
        52356.14000000
        PA
        USD
        52486.41000000
        0.080949318341
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2059-01-25
          Variable
          4.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AJ6
        
          
          
        
        50000.00000000
        PA
        USD
        47100.15000000
        0.072642137960
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-01-30
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -389.05000000
        -0.00060002831
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -314774.00000000
            ILS
            97024.90000000
            USD
            2021-09-17
            -389.05000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH AMERICAS
        KOO0397YRO83WY5MGD97
        
        91911XAW4
        
          
          
        
        315000.00000000
        PA
        USD
        340954.65000000
        0.525851291845
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        24466.57000000
        0.037734570980
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -557000.00000000
            USD
            43372260.00000000
            RUB
            2021-11-22
            24466.57000000
          
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        -1275000.00000000
        NC
        
        -7885.16000000
        -0.01216121138
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Written
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2021-11-18
                
              
            
            -1275000.00000000
            USD
            1.21000000
            EUR
            2021-11-18
            XXXX
            7184.03000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -620.50000000
        -0.00095699157
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -191656.42000000
            CAD
            153000.00000000
            USD
            2021-09-29
            -620.50000000
          
        
        
          N
          N
          N
        
      
      
        BANFF MERGER SUB INC
        549300DSDR5SWIGOZV63
        
        05988LAA6
        
          
          
        
        250000.00000000
        PA
        USD
        262977.19000000
        0.405587356228
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-09-01
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        980.47000000
        0.001512170067
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -177385.73000000
            USD
            936592.00000000
            BRL
            2021-09-30
            980.47000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        11458.38000000
        0.017672156474
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-12-20
            0.00000000
            USD
            -12527.98000000
            USD
            750000.00000000
            USD
            23986.36000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        175.49000000
        0.000270656649
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -333183.00000000
            PLN
            86682.32000000
            USD
            2021-10-19
            175.49000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        6648.93000000
        0.010254584971
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-04-01
            0.00000000
            USD
            0.00000000
            USD
            2900000.00000000
            CNY
            6648.93000000
          
        
        
          N
          N
          N
        
      
      
        AMERIGAS PART/FIN CORP
        N/A
        
        030981AJ3
        
          
          
        
        500000.00000000
        PA
        USD
        560204.36000000
        0.863998148737
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-08-20
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -44648.10000000
        -0.06886036328
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -6929450.00000000
            MXN
            293000.00000000
            USD
            2022-02-25
            -44648.10000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -16.84000000
        -0.00002597218
        N/A
        DE
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Long
            
              
                DOW JONES
                DOW JONES INDUSTRIAL AVERAGE
                
                  
                  
                  
                
              
            
            2021-09-17
            174176.84000000
            USD
            -16.84000000
          
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        121887.19000000
        0.187985517490
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-11-01
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9653.29000000
        -0.01488818239
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -59410300.00000000
            INR
            770000.00000000
            USD
            2022-02-25
            -9653.29000000
          
        
        
          N
          N
          N
        
      
      
        PMT CREDIT RISK TRANSFER TRUST
        N/A
        
        69355XAA1
        
          
        
        103000.40000000
        PA
        USD
        103447.23000000
        0.159545732939
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2022-12-25
          Floating
          3.90425000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IQVIA INC
        549300PLWY28YB00C717
        
        000000000
        
          
          
        
        250000.00000000
        PA
        
        298823.36000000
        0.460872581997
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-03-15
          Fixed
          2.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan Chase Bank, National Association
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        7867.88000000
        0.012134560599
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              JPMorgan Chase Bank, National Association
              7H6GLXDRUGQFU57RNE97
            
            -136790.89000000
            USD
            197000.00000000
            AUD
            2023-10-31
            7867.88000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        164229.56000000
        0.253289774124
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -272885310.00000000
            JPY
            2686000.00000000
            USD
            2023-10-31
            164229.56000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -56388.80000000
        -0.08696793935
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -872064.12000000
            USD
            89316807.00000000
            JPY
            2022-01-28
            -56388.80000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        27448.63000000
        0.042333775312
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                HELLENIC REPUBLIC
                HELLENIC REPUBLIC GOVERNMENT BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            0.00000000
            USD
            -59052.07000000
            USD
            1650000.00000000
            USD
            86500.70000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3824.66000000
        0.005898738738
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-09-03
            0.00000000
            USD
            -2.24000000
            USD
            1700000.00000000
            CNY
            3826.90000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -4100000.00000000
        NC
        USD
        -3802.59000000
        -0.00586470037
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2021-12-21
                
              
            
            -4100000.00000000
            USD
            25.80000000
            USD
            2021-12-21
            XXXX
            8591.71000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        99146.08000000
        0.152912107957
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-12-03
            114748.18000000
            USD
            0.00000000
            USD
            970000.00000000
            AUD
            -15602.10000000
          
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        
        131347CP9
        
          
          
        
        50000.00000000
        PA
        USD
        49647.38000000
        0.076570707892
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-01
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -84388.52000000
        -0.13015165582
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -6462760.00000000
            ZAR
            348622.29000000
            USD
            2021-12-23
            -84388.52000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -8000000.00000000
        NC
        USD
        -35171.06000000
        -0.05424400968
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  JPY
                  2022-05-27
                
              
            
            -8000000.00000000
            USD
            101.50000000
            USD
            2022-05-27
            XXXX
            33732.94000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        149112.99000000
        0.229975624096
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -562000.00000000
            USD
            10613482.40000000
            ZAR
            2021-12-23
            149112.99000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        870.66000000
        0.001342811091
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS PLC
              213800LBQA1Y9L22JB70
            
            -68000.00000000
            USD
            1016980.05000000
            ZAR
            2021-09-30
            870.66000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        15531.70000000
        0.023954401295
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                CDX.NA.HY.BB.36
                CDX.NA.HY.BB.36
                
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            15037.79000000
            USD
            0.00000000
            USD
            100000.00000000
            USD
            493.91000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse Mortgage Trust
        N/A
        
        12653VAL0
        
          
        
        1250000.00000000
        PA
        USD
        1256823.13000000
        1.938387015785
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-05-15
          Floating
          2.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Real Estate Asset Liquidity Tr
        N/A
        
        75585RRT4
        
          
        
        70481.72000000
        PA
        
        58115.22000000
        0.089630581406
        Long
        ABS-MBS
        CORP
        CA
        N
        
        2
        
          2055-02-12
          Variable
          2.38100000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1911.06000000
        0.002947410659
        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
            0.00000000
            USD
            150000.00000000
            USD
            1911.06000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        2050000.00000000
        NC
        USD
        24874.53000000
        0.038363764021
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CNY
                  N/A
                  USD
                  2022-09-28
                
              
            
            2050000.00000000
            USD
            6.90000000
            USD
            2022-09-28
            XXXX
            -18818.76000000
          
        
        
          N
          N
          N
        
      
      
        PARK INTERMED HOLDINGS
        N/A
        
        70052LAB9
        
          
          
        
        100000.00000000
        PA
        USD
        106580.43000000
        0.164378039134
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-10-01
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -1.00000000
        NC
        USD
        248.17000000
        0.000382750360
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Short
            
              
                THE SECURED OVERNIGHT FINANCING RATE
                THE SECURED OVERNIGHT FINANCING RATE
                
                  
                  
                
              
            
            2022-09-20
            -250023.17000000
            USD
            248.17000000
          
        
        
          N
          N
          N
        
      
      
        AMC ENTERTAINMENT HLDGS
        549300ZO77UNR6NRBR11
        
        00165CAP9
        
          
          
        
        129770.00000000
        PA
        USD
        115817.50000000
        0.178624289163
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-06-15
          Fixed
          12.00000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        VOLKSWAGEN INTL FIN NV
        5299004PWNHKYTR23649
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        271893.33000000
        0.419338638803
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          N/A
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        946.02000000
        0.001459038142
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -57608.00000000
            SGD
            43460.02000000
            USD
            2021-09-15
            946.02000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        
        000000000
        
          
          
        
        1300000.00000000
        PA
        
        1684053.83000000
        2.597301084008
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2026-06-20
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        30771.10000000
        0.047457990927
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -62753750.00000000
            JPY
            823000.00000000
            AUD
            2022-05-31
            30771.10000000
          
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        
        25381XAB9
        
          
          
        
        258750.00000000
        PA
        USD
        258077.24000000
        0.398030207389
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2025-12-31
          Fixed
          13.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        4000000.00000000
        NC
        USD
        48637.40000000
        0.075013024817
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  JPY
                  2022-05-27
                
              
            
            4000000.00000000
            USD
            106.50000000
            USD
            2022-05-27
            XXXX
            -27506.60000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5839.08000000
        0.009005560596
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -341000.00000000
            USD
            25977380.00000000
            INR
            2021-09-30
            5839.08000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK, NATIONAL ASSOCIATION
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -1327.57000000
        -0.00204749927
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK, NATIONAL ASSOCIATION
              E57ODZWZ7FF32TWEFA76
            
            
              
                HELLENIC REPUBLIC
                Hellenic Republic Government Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2029-06-20
            0.00000000
            USD
            -27832.98000000
            USD
            250000.00000000
            USD
            26505.41000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC Multifamily Structured P
        S6XOOCT0IEG5ABCC6L87
        
        3137FUZE7
        
          
        
        479033.92000000
        PA
        USD
        58263.27000000
        0.089858917591
        Long
        ABS-MBS
        USGSE
        US
        N
        
        2
        
          2030-05-25
          Variable
          1.57197600
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1185.20000000
        0.001827923306
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2025-02-04
            0.00000000
            USD
            0.00000000
            USD
            1200000.00000000
            CNY
            1185.20000000
          
        
        
          N
          N
          N
        
      
      
        C&S GROUP ENTERPRISES LL
        N/A
        
        12467AAF5
        
          
          
        
        100000.00000000
        PA
        USD
        99612.80000000
        0.153631926018
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-12-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NRG ENERGY INC
        5E2UPK5SW04M13XY7I38
        
        629377CR1
        
          
          
        
        150000.00000000
        PA
        USD
        151322.01000000
        0.233382575785
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        
        87470LAH4
        
          
          
        
        150000.00000000
        PA
        USD
        162923.60000000
        0.251275603755
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-10-01
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        
        87264ABS3
        
          
          
        
        125000.00000000
        PA
        USD
        125008.73000000
        0.192799840572
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          2.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        
        000000000
        
          
          
        
        28000.00000000
        PA
        
        35608.86000000
        0.054919224689
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-09-30
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAB
        9695008EGX5O9K1MS743
        
        000000000
        
          
          
        
        125000.00000000
        PA
        
        149744.29000000
        0.230949272411
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2028-02-01
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        3488.91000000
        0.005380914531
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-06-20
            0.00000000
            USD
            0.00000000
            USD
            3000000.00000000
            SEK
            3488.91000000
          
        
        
          N
          N
          N
        
      
      
        BRAZIL LOAN TRUST 1
        N/A
        
        000000000
        
          
          
        
        277379.10000000
        PA
        USD
        287109.94000000
        0.442807079623
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-24
          Fixed
          5.47700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        4349.54000000
        0.006708256443
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-10-10
            0.00000000
            USD
            -1.03000000
            USD
            2000000.00000000
            CNY
            4350.57000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD PLC
        549300M3U2DNF4QVSS04
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        157635.88000000
        0.243120400731
        Long
        DBT
        CORP
        AE
        N
        
        2
        
          2030-09-25
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        6611.28000000
        0.010196517715
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -277967.07000000
            USD
            355039.00000000
            CAD
            2021-09-29
            6611.28000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
        
        -3000000.00000000
        NC
        USD
        -600.37000000
        -0.00092594525
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Call
            Written
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  ILS
                  N/A
                  USD
                  2021-08-27
                
              
            
            -3000000.00000000
            USD
            3.40000000
            USD
            2021-08-27
            XXXX
            27677.98000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -4668.13000000
        -0.00719961493
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-12-01
            17753.52000000
            USD
            0.00000000
            USD
            16450000.00000000
            ZAR
            -22421.65000000
          
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COS INC
        B3BS7ACMDUWISF18KY76
        
        071734AL1
        
          
          
        
        25000.00000000
        PA
        USD
        23427.43000000
        0.036131914699
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2153.18000000
        -0.00332083015
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -75000.00000000
            USD
            382515.00000000
            BRL
            2021-09-30
            -2153.18000000
          
        
        
          N
          N
          N
        
      
      
        HSBC BANK USA, NATIONAL ASSOCIATION
        1IE8VN30JCEQV1H4R804
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        16115.11000000
        0.024854189293
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              HSBC BANK USA, NATIONAL ASSOCIATION
              1IE8VN30JCEQV1H4R804
            
            
              
                UKRAINE GOVERNMENT
                Ukraine Government International Bond
                
                  
                  
                
              
            
            Y
            
            Default Event
            2024-12-20
            21480.03000000
            USD
            0.00000000
            USD
            400000.00000000
            USD
            -5364.92000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -6542.54000000
        -0.01009050063
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
              7H6GLXDRUGQFU57RNE97
            
            
              
                ITALY GOV'T INT BOND
                Republic of Italy Government International Bond
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2029-12-20
            0.00000000
            USD
            -33105.31000000
            USD
            1000000.00000000
            USD
            26562.77000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1563.35000000
        0.002411140652
        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
            -6724.18000000
            USD
            200000.00000000
            USD
            8287.53000000
          
        
        
          N
          N
          N
        
      
      
        NABORS INDUSTRIES INC
        549300VFQWRKICUFNU92
        
        62957HAF2
        
          
          
        
        75000.00000000
        PA
        USD
        63735.35000000
        0.098298457386
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2025-02-01
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -170.66000000
        -0.00026320738
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -157203.40000000
            USD
            1020650.00000000
            CNY
            2021-09-30
            -170.66000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1109.94000000
        0.001711850484
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -150475.56000000
            USD
            109000.00000000
            GBP
            2022-01-28
            1109.94000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        
        345370CQ1
        
          
          
        
        550000.00000000
        PA
        USD
        603855.42000000
        0.931320786195
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2043-01-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        4584.38000000
        0.007070448064
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            
              
                VERIZON COMMUNICATIONS
                Verizon Communications Inc
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-06-20
            3484.33000000
            USD
            0.00000000
            USD
            170000.00000000
            USD
            1100.05000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -11832.57000000
        -0.01824926634
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-03-10
            0.00000000
            USD
            0.00000000
            USD
            -4665000.00000000
            USD
            -11832.57000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -4913.99000000
        -0.00757880260
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -3025216.00000000
            ZAR
            197778.24000000
            USD
            2021-12-23
            -4913.99000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley Capital I Trust
        N/A
        
        61771LAL6
        
          
        
        650000.00000000
        PA
        USD
        628611.56000000
        0.969501958383
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-11-10
          Variable
          3.17709700
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        116697.34000000
        0.179981258486
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        12476.79000000
        0.019242841062
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1141298400.00000000
            KRW
            1001000.00000000
            USD
            2021-10-29
            12476.79000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        89.66000000
        0.000138281812
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -9579.77000000
            USD
            193703.00000000
            MXN
            2021-09-15
            89.66000000
          
        
        
          N
          N
          N
        
      
      
        BX Commercial Mortgage Trust 2
        N/A
        
        056054AL3
        
          
        
        571948.69000000
        PA
        USD
        573563.99000000
        0.884602585996
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2036-10-15
          Floating
          2.74300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1519.44000000
        0.002343418653
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3198332.00000000
            TWD
            116804.18000000
            USD
            2021-12-23
            1519.44000000
          
        
        
          N
          N
          N
        
      
      
        GENON HLDGS CLASS A
        N/A
        
        000000000
        
          
        
        610.00000000
        NS
        USD
        85400.00000000
        0.131711652337
        Long
        EC
        CORP
        US
        N
        
        3
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        7800000.00000000
        NC
        
        108.25000000
        0.000166953001
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Put
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2021-09-09
                
              
            
            7800000.00000000
            USD
            65.00000000
            AUD
            2021-09-09
            XXXX
            -2625.85000000
          
        
        
          N
          N
          N
        
      
      
        ASCENT RESOURCES UTICA
        549300EGLQ2M2CL7JZ89
        
        000000000
        
          
        
        178000.00000000
        PA
        USD
        194687.50000000
        0.300264781199
        Long
        LON
        CORP
        US
        N
        
        2
        
          2025-11-01
          Floating
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        
        431318AV6
        
          
          
        
        25000.00000000
        PA
        USD
        26076.13000000
        0.040216980900
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -5641.42000000
        -0.00870071135
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -285059.62000000
            USD
            322601976.00000000
            KRW
            2021-10-29
            -5641.42000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1515.73000000
        0.002337696754
        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
            0.00000000
            USD
            450000.00000000
            USD
            1515.73000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
          
        
        -20.00000000
        NC
        USD
        3213.40000000
        0.004955997934
        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
            -5000463.40000000
            USD
            3213.40000000
          
        
        
          N
          N
          N
        
      
      
        PENNYMAC FIN SVCS INC
        549300W1D516HBDEU871
        
        70932MAB3
        
          
          
        
        100000.00000000
        PA
        USD
        96957.82000000
        0.149537174229
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-02-15
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1683.42000000
        -0.00259632353
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -157152.00000000
            GBP
            216774.18000000
            USD
            2021-08-31
            -1683.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -32832.62000000
        -0.05063745469
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -755589.45000000
            USD
            78210815.00000000
            JPY
            2023-10-31
            -32832.62000000
          
        
        
          N
          N
          N
        
      
      
        Ferrellgas Partners LP
        529900YP52A6C5K57L34
        
        315293308
        
          
          
        
        628.00000000
        NS
        USD
        144440.00000000
        0.222768513625
        Long
        EC
        CORP
        US
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        31039.56000000
        0.047872034372
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -503000.00000000
            USD
            39834625.00000000
            RUB
            2021-11-22
            31039.56000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        2563.77000000
        0.003954079425
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-23
            0.00000000
            USD
            0.00000000
            USD
            62800000.00000000
            CLP
            2563.77000000
          
        
        
          N
          N
          N
        
      
      
        VERTICAL HOLDCO GMBH
        2549008GCHWX9EEMIS56
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        379023.97000000
        0.584565261875
        Long
        DBT
        CORP
        DE
        N
        
        2
        
          2028-07-15
          Fixed
          6.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALPINE CORP
        43R4VPJBXTU2O15HEF41
        
        131347CQ7
        
          
          
        
        185000.00000000
        PA
        USD
        186851.30000000
        0.288179080379
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2031-02-01
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIVERSIFIED HEALTHCARE T
        N/A
        
        81721MAM1
        
          
          
        
        225000.00000000
        PA
        USD
        227434.06000000
        0.350769506327
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-02-15
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -21600000.00000000
        NC
        
        -3029.32000000
        -0.00467209300
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-01-26
                
              
            
            -21600000.00000000
            USD
            55.00000000
            AUD
            2022-01-26
            XXXX
            338445.14000000
          
        
        
          N
          N
          N
        
      
      
        STATE OF MINAS GERAIS
        N/A
        
        000000000
        
          
          
        
        2485000.00000000
        PA
        USD
        2685098.59000000
        4.141203418941
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-02-15
          Fixed
          5.33300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -666.21000000
        -0.00102748969
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -9064457.00000000
            JPY
            82000.00000000
            USD
            2021-09-30
            -666.21000000
          
        
        
          N
          N
          N
        
      
      
        CHESAPEAKE ENERGY FLLO BACKSTOP
        N/A
        
        000000000
        
          
        
        59.00000000
        NS
        USD
        3179.32000000
        0.004903436657
        Long
        EC
        CORP
        US
        Y
        
        3
        
          N
          N
          N
        
      
      
        CREDIT SUISSE INTERNATIONAL
        E58DKGMJYYYJLN8C3868
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        32916.56000000
        0.050766914600
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              CREDIT SUISSE INTERNATIONAL
              E58DKGMJYYYJLN8C3868
            
            
              
                SPAIN GOVERNMENT INTERNATIONAL BOND
                SPAIN GOVERNMENT INTERNATIONAL BOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2030-06-20
            0.00000000
            USD
            -2664.96000000
            USD
            800000.00000000
            USD
            35581.52000000
          
        
        
          N
          N
          N
        
      
      
        ANTERO RESOURCES CORP
        APVBKPOULHUX7YZLKU17
        
        03674XAN6
        
          
          
        
        32000.00000000
        PA
        USD
        36221.27000000
        0.055863739127
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-15
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35565WAH5
        
          
        
        75327.85000000
        PA
        USD
        75708.48000000
        0.116764508158
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2050-06-25
          Floating
          3.08925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. INTERNATIONAL PLC
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2881.01000000
        -0.00444335582
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. INTERNATIONAL PLC
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2026-02-27
            0.00000000
            USD
            0.00000000
            USD
            53000000.00000000
            RUB
            -2881.01000000
          
        
        
          N
          N
          N
        
      
      
        MKT 2020-525M Mortgage Trust
        N/A
        
        55316PAN7
        
          
        
        550000.00000000
        PA
        USD
        509924.09000000
        0.786451340287
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2040-02-12
          Variable
          2.94060000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2741.20000000
        0.004227728119
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -134319.37000000
            USD
            2087726.00000000
            ZAR
            2022-05-31
            2741.20000000
          
        
        
          N
          N
          N
        
      
      
        UKRAINE GOVERNMENT
        6354001WLTJXOMEXPY07
        
        000000000
        
          
          
        
        600000.00000000
        PA
        
        662217.57000000
        1.021332205521
        Long
        DBT
        NUSS
        UA
        N
        
        2
        
          2030-01-27
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -94762.51000000
        -0.14615136735
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2024-05-31
            0.00000000
            USD
            0.00000000
            USD
            -2956000.00000000
            USD
            -94762.51000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        26540.96000000
        0.040933884030
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-11-28
            22672.38000000
            USD
            0.00000000
            USD
            400000.00000000
            NZD
            3868.58000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -190.00000000
        NC
        USD
        -1573.82000000
        -0.00242728843
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                United States Treasury Note/Bond
                
                  
                  
                  
                
              
            
            2021-09-30
            -41923113.68000000
            USD
            -1573.82000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        164119.50000000
        0.253120029575
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -5092794.00000000
            BRL
            1134000.00000000
            USD
            2021-09-30
            164119.50000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -44452.84000000
        -0.06855921554
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -431000.00000000
            AUD
            29437300.00000000
            JPY
            2023-10-31
            -44452.84000000
          
        
        
          N
          N
          N
        
      
      
        GCAT
        N/A
        
        36167WAA0
        
          
        
        406553.68000000
        PA
        USD
        407368.33000000
        0.628280513515
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2049-11-26
          Variable
          3.22800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDEN ENTERTAINMENT INC
        549300P8YYCKQVJ0Y638
        
        381013AA9
        
          
          
        
        200000.00000000
        PA
        USD
        212414.09000000
        0.327604341611
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-04-15
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -2614.65000000
        -0.00403255119
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -448412.00000000
            EUR
            530164.68000000
            USD
            2021-10-19
            -2614.65000000
          
        
        
          N
          N
          N
        
      
      
        ASHTON WOODS USA/FINANCE
        N/A
        
        045086AH8
        
          
          
        
        325000.00000000
        PA
        USD
        361707.76000000
        0.557858626848
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2027-04-01
          Fixed
          9.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH DBS CORP
        N/A
        
        25470XAY1
        
          
          
        
        425000.00000000
        PA
        USD
        485406.06000000
        0.748637403011
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-07-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KCN7
        
          
        
        200000.00000000
        PA
        USD
        200875.00000000
        0.309807706829
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-08-25
          Floating
          3.05000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN CHASE BANK NA
        7H6GLXDRUGQFU57RNE97
        
        000000000
        
          
        
        1.00000000
        NC
        
        25851.29000000
        0.039870212189
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              J.P. MORGAN CHASE BANK NA
              7H6GLXDRUGQFU57RNE97
            
            Y
            
            
              
                
              
            
            2028-07-16
            0.00000000
            USD
            0.00000000
            USD
            950000.00000000
            ILS
            25851.29000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        1150.89000000
        0.001775007301
        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
            0.00000000
            USD
            200000.00000000
            USD
            1150.89000000
          
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HLDG
        8XJ8KF85PBKK1TLMFN29
        
        45824TAP0
        
          
          
        
        440000.00000000
        PA
        USD
        242063.15000000
        0.373331820333
        Long
        DBT
        CORP
        LU
        N
        
        2
        
          2023-08-01
          Fixed
          5.50000000
          Y
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA, NATIONAL ASSOCIATION
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
        
        5100000.00000000
        NC
        
        460.54000000
        0.000710286702
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BANK OF AMERICA, NATIONAL ASSOCIATION
              B4TYDEB6GKMZO031MB27
            
            Call
            Purchased
            
              
                
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                  
                  
                    BANK OF AMERICA, NATIONAL ASSOCIATION
                    B4TYDEB6GKMZO031MB27
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2021-11-18
                
              
            
            5100000.00000000
            USD
            1.31000000
            EUR
            2021-11-18
            XXXX
            -5861.40000000
          
        
        
          N
          N
          N
        
      
      
        EG GLOBAL FINANCE PLC
        549300TL8Q5207VYET27
        
        000000000
        
          
          
        
        350000.00000000
        PA
        
        408440.70000000
        0.629934420126
        Long
        DBT
        CORP
        GB
        Y
        
        2
        
          2025-02-07
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -746.83000000
        -0.00115182919
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-01-19
            0.00000000
            USD
            0.00000000
            USD
            1540000.00000000
            NOK
            -746.83000000
          
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL GAME TECH
        549300UQ6KHRCZDRGZ76
        
        460599AF0
        
          
          
        
        200000.00000000
        PA
        USD
        208257.51000000
        0.321193685641
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2026-04-15
          Fixed
          4.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        3185.22000000
        0.004912536173
        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
            0.00000000
            USD
            750000.00000000
            USD
            3185.22000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -74.00000000
        NC
        
        -118620.89000000
        -0.18294793236
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESOBLIGATION
                Bundesobligation
                
                  
                  
                  
                
              
            
            2021-09-08
            -12068188.46000000
            USD
            -118620.89000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3979.88000000
        -0.00613813314
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-07-03
            0.00000000
            USD
            0.00000000
            USD
            8400000.00000000
            THB
            -3979.88000000
          
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC
        5493002K6DHWNZH8YA34
        
        25277BAB4
        
          
          
        
        39898.48000000
        PA
        USD
        21906.74000000
        0.033786568181
        Long
        LON
        CORP
        US
        Y
        
        2
        
          2026-08-24
          Floating
          3.33610000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR FUNDING INC
        5493003VM0XB4U8YD238
        
        000000000
        
          
          
        
        300000.00000000
        PA
        
        375716.54000000
        0.579464242316
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-07-15
          Fixed
          3.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUNT COS INC
        549300ODPWDNCH5TKM49
        
        445587AE8
        
          
          
        
        200000.00000000
        PA
        USD
        195349.13000000
        0.301285207200
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-04-15
          Fixed
          5.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AG
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        1.00000000
        NC
        
        -1908.38000000
        -0.00294327731
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AG
              7LTWFZYICNSX8D621K86
            
            Y
            
            
              
                
              
            
            2042-03-22
            0.00000000
            USD
            -24.63000000
            USD
            1060000.00000000
            ZAR
            -1883.75000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -5100000.00000000
        NC
        
        -460.54000000
        -0.00071028670
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  EUR
                  2021-11-18
                
              
            
            -5100000.00000000
            USD
            1.31000000
            EUR
            2021-11-18
            XXXX
            25969.94000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -52588.46000000
        -0.08110670913
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2029-10-07
            4742.12000000
            USD
            0.00000000
            USD
            1825000.00000000
            NZD
            -57330.58000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        880.31000000
        0.001357694199
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            
              
                RUSSIAN FOREIGN BOND - EUROBOND
                RUSSIAN FOREIGN BOND - EUROBOND
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2026-12-20
            0.00000000
            USD
            -18532.14000000
            USD
            350000.00000000
            USD
            19412.45000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
        
        -350000.00000000
        OU
        Other
        
        -210.35000000
        -0.00032442091
        N/A
        DCR
        CORP
        GB
        
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            Put
            Written
            
              
                
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                  
                  
                    BARCLAYS BANK PLC
                    G5GSEF7VJP5I7OUK5573
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DCR
                    CORP
                    GB
                    US
                  
                  
                    
                      IHS MARKIT LTD
                      ITRAXX.EU.XO.35.V1
                      
                        
                        
                      
                    
                  
                  Default Event
                  
                  2026-06-20
                  0.00000000
                  USD
                  0.00000000
                  USD
                  N/A
                  N/A
                
              
            
            -350000.00000000
            USD
            500.00000000
            EUR
            2021-09-15
            XXXX
            1184.43000000
          
        
        
          N
          N
          N
        
      
      
        INEOS QUATTRO FINANCE 1
        213800QO23X11QXPVT49
        
        000000000
        
          
          
        
        150000.00000000
        PA
        
        183122.58000000
        0.282428309040
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-07-15
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TALLGRASS NRG PRTNR/FIN
        N/A
        
        87470LAJ0
        
          
          
        
        75000.00000000
        PA
        USD
        78955.35000000
        0.121772126573
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-12-31
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -10794.07000000
        -0.01664759713
        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
            -615.91000000
            USD
            -4700000.00000000
            USD
            -10178.16000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        2800000.00000000
        NC
        USD
        64990.86000000
        0.100234819173
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  MXN
                  N/A
                  USD
                  2022-05-26
                
              
            
            2800000.00000000
            USD
            22.00000000
            USD
            2022-05-26
            XXXX
            -64539.94000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -617.99000000
        -0.00095312042
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -194096.41000000
            USD
            163000.00000000
            EUR
            2021-08-31
            -617.99000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -635.48000000
        -0.00098009509
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -111146.30000000
            USD
            575849.00000000
            BRL
            2021-08-03
            -635.48000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        20167.88000000
        0.031104740034
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            244009.55000000
            BRL
            20167.88000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        500000.00000000
        NC
        USD
        0.20000000
        0.000000308458
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  BRL
                  2021-09-28
                
              
            
            500000.00000000
            USD
            3.85000000
            USD
            2021-09-28
            XXXX
            -6851.30000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1954.30000000
        0.003014099322
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -430093.93000000
            ZAR
            31136.26000000
            USD
            2021-09-15
            1954.30000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        40061.15000000
        0.061785951534
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2032-05-11
            0.00000000
            USD
            0.00000000
            USD
            257045000.00000000
            HUF
            40061.15000000
          
        
        
          N
          N
          N
        
      
      
        Freddie Mac - STACR
        N/A
        
        35564KGR4
        
          
        
        100000.00000000
        PA
        USD
        101251.42000000
        0.156159154914
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2033-12-25
          Floating
          3.20000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        9538.01000000
        0.014710387085
        N/A
        DCR
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            
              
                REPUBLIC OF INDONESIA
                REPUBLIC OF INDONESIA
                
                  
                  
                  
                
              
            
            Y
            
            Default Event
            2025-06-20
            0.00000000
            USD
            -21517.75000000
            USD
            600000.00000000
            USD
            31055.76000000
          
        
        
          N
          N
          N
        
      
      
        MPT OPER PARTNERSP/FINL
        N/A
        
        55342UAL8
        
          
          
        
        155000.00000000
        PA
        
        231063.58000000
        0.356367282397
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-06-05
          Fixed
          3.69200000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Home Re Ltd
        N/A
        
        437307AC5
        
          
        
        185000.00000000
        PA
        USD
        183357.98000000
        0.282791364344
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2033-07-25
          Floating
          2.38925000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCB7
        
          
          
        
        50000.00000000
        PA
        USD
        54609.69000000
        0.084224033999
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-06-01
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CODERE FINANCE 2 LUXEMBO
        2221005CUH65GSJUKB29
        
        000000000
        
          
          
        
        157812.00000000
        PA
        
        136030.57000000
        0.209798725328
        Long
        DBT
        CORP
        LU
        
        Y
        
        2
        
          2023-11-01
          Fixed
          10.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1980.37000000
        0.003054306849
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -372920.50000000
            BRL
            73000.00000000
            USD
            2021-09-30
            1980.37000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        13545.07000000
        0.020890439704
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2047-09-22
            42.02000000
            USD
            0.00000000
            USD
            -6575000.00000000
            ZAR
            13503.05000000
          
        
        
          N
          N
          N
        
      
      
        CEC BRANDS LLC WTS 28DEC25
        N/A
        
        12515M112
        
          
        
        3090.00000000
        NS
        USD
        10351.50000000
        0.015965025400
        Long
        EC
        CORP
        US
        N
        
        2
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -2813.17000000
        -0.00433872680
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2031-04-09
            0.00000000
            USD
            0.00000000
            USD
            90000.00000000
            USD
            -2813.17000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        -20476.79000000
        -0.03158116915
        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
            0.00000000
            USD
            750000.00000000
            USD
            -20476.79000000
          
        
        
          N
          N
          N
        
      
      
        DIG INTL FIN/DIG INTL HL
        N/A
        
        25381VAA5
        
          
          
        
        200000.00000000
        PA
        USD
        207813.82000000
        0.320509386542
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2024-05-25
          Fixed
          8.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TPC GROUP INC
        549300K276KVW5JD1583
        
        89236YAC8
        
          
        
        12321.00000000
        PA
        USD
        13347.60000000
        0.020585883498
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2024-08-01
          Fixed
          10.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -1000000.00000000
        OU
        Other
        USD
        -8517.00000000
        -0.01313569254
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Call
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DIR
                    CORP
                    DE
                    US
                  
                  
                    
                      
                    
                  
                  
                  2025-05-19
                  0.00000000
                  USD
                  0.00000000
                  USD
                  0.00000000
                  USD
                
              
            
            -1000000.00000000
            USD
            1.13000000
            USD
            2023-05-17
            XXXX
            -1017.00000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1281.98000000
        -0.00197718623
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -37839900.00000000
            INR
            487000.00000000
            USD
            2022-06-30
            -1281.98000000
          
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        
        25746UDD8
        
          
          
        
        400000.00000000
        PA
        USD
        426720.98000000
        0.658127931648
        Long
        DBT
        CORP
        US
        N
        
        2
        
          N/A
          Fixed
          4.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        4100000.00000000
        NC
        USD
        76.25000000
        0.000117599689
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  CNY
                  N/A
                  USD
                  2021-10-08
                
              
            
            4100000.00000000
            USD
            7.60000000
            USD
            2021-10-08
            XXXX
            -948.75000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        4963.70000000
        0.007655469891
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -237871804.00000000
            COP
            66149.00000000
            USD
            2021-09-15
            4963.70000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -18276.85000000
        -0.02818822146
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -4199484.00000000
            GBP
            5820062.78000000
            USD
            2021-10-19
            -18276.85000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -25446.50000000
        -0.03924590821
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -3062912.58000000
            BRL
            546000.00000000
            USD
            2022-01-28
            -25446.50000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        
        12325.65000000
        0.019009739199
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CITIBANK NA
              E57ODZWZ7FF32TWEFA76
            
            Y
            
            
              
                
              
            
            2029-07-12
            0.00000000
            USD
            -215.04000000
            USD
            960000.00000000
            ILS
            12540.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        -11100000.00000000
        NC
        USD
        -363098.09000000
        -0.56000292030
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  BRL
                  N/A
                  USD
                  2023-04-26
                
              
            
            -11100000.00000000
            USD
            7.30000000
            USD
            2023-04-26
            XXXX
            -5411.69000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        5700000.00000000
        NC
        USD
        159278.52000000
        0.245653829637
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Purchased
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  RUB
                  N/A
                  USD
                  2022-04-27
                
              
            
            5700000.00000000
            USD
            80.00000000
            USD
            2022-04-27
            XXXX
            -62679.48000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
        
        -11400000.00000000
        NC
        USD
        -124794.80000000
        -0.19246989825
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            Call
            Written
            
              
                
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                  
                  
                    MORGAN STANLEY & CO. LLC
                    9R7GPTSO7KV3UQJZQ078
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  RUB
                  N/A
                  USD
                  2022-04-27
                
              
            
            -11400000.00000000
            USD
            89.00000000
            USD
            2022-04-27
            XXXX
            77449.50000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        281.74000000
        0.000434525069
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -75000.00000000
            USD
            62160.94000000
            EUR
            2023-10-31
            281.74000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        -3082.17000000
        -0.00475360308
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2030-04-24
            0.00000000
            USD
            -4.66000000
            USD
            490000.00000000
            ILS
            -3077.51000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
        
        -11700000.00000000
        NC
        
        -59855.85000000
        -0.09231513940
        N/A
        DFE
        CORP
        US
        
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            Put
            Written
            
              
                
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                  
                  
                    BNP PARIBAS SECURITIES CORP.
                    RCNB6OTYUAMMP879YW96
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  AUD
                  N/A
                  JPY
                  2022-05-25
                
              
            
            -11700000.00000000
            USD
            70.00000000
            AUD
            2022-05-25
            XXXX
            21965.49000000
          
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE
        549300FNENFFSMO3GT38
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        318275.50000000
        0.490873442663
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2026-12-14
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -152.00000000
        NC
        
        -36115.64000000
        -0.05570082692
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESSCHATZANWEISUNGEN
                BUNDESSCHATZANWEISUNGEN
                
                  
                  
                  
                
              
            
            2021-09-08
            -20744036.68000000
            USD
            -36115.64000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -28620.81000000
        -0.04414161798
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -1154000.00000000
            USD
            31377260.00000000
            TWD
            2021-09-30
            -28620.81000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        -6000000.00000000
        NC
        USD
        -7828.50000000
        -0.01207382517
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Written
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2022-03-29
                
              
            
            -6000000.00000000
            USD
            25.00000000
            USD
            2022-03-29
            XXXX
            20197.50000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        -2.00000000
        NC
        
        -2585.21000000
        -0.00398714614
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Short
            
              
                BUNDESREPUB. DEUTSCHLAND
                Bundesrepublik Deutschland Bundesanleihe
                
                  
                  
                  
                
              
            
            2021-09-08
            -414326.65000000
            USD
            -2585.21000000
          
        
        
          N
          N
          N
        
      
      
        BARCLAYS BANK PLC
        G5GSEF7VJP5I7OUK5573
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -42149.98000000
        -0.06500753526
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BARCLAYS BANK PLC
              G5GSEF7VJP5I7OUK5573
            
            -370000.00000000
            USD
            35477240.00000000
            JPY
            2023-10-31
            -42149.98000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -5.00000000
        NC
        USD
        0.00000000
        0.000000
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                FEDERAL RESERVE BANK OF NEW YORK
                30 DAY FEDERAL FUNDS
                
                  
                  
                  
                
              
            
            2021-11-30
            -1998292.30000000
            USD
            0.00000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1579.66000000
        -0.00243629541
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -44500482.00000000
            JPY
            404256.68000000
            USD
            2021-09-30
            -1579.66000000
          
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE INC.
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        -35728.91000000
        -0.05510437672
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE INC.
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2031-01-16
            0.00000000
            USD
            -9.90000000
            USD
            7220000.00000000
            MXN
            -35719.01000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        40640.45000000
        0.062679400717
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2023-08-24
            0.00000000
            USD
            0.00000000
            USD
            2890000.00000000
            PLN
            40640.45000000
          
        
        
          N
          N
          N
        
      
      
        Bank of America, National Association
        B4TYDEB6GKMZO031MB27
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -82047.63000000
        -0.12654132222
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Bank of America, National Association
              B4TYDEB6GKMZO031MB27
            
            -1058000.00000000
            USD
            105609560.00000000
            JPY
            2023-10-31
            -82047.63000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO INTERNATIONAL
        4PQUHN3JPFGFNF3BB653
        
        000000000
        
          
        
        1.00000000
        NC
        
        5728.23000000
        0.008834597637
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              MORGAN STANLEY & CO INTERNATIONAL
              4PQUHN3JPFGFNF3BB653
            
            Y
            
            
              
                
              
            
            2028-01-26
            0.00000000
            USD
            0.00000000
            USD
            509000000.00000000
            COP
            5728.23000000
          
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -20242.71000000
        -0.03122014967
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -9308548.00000000
            EUR
            11039679.80000000
            USD
            2021-10-19
            -20242.71000000
          
        
        
          N
          N
          N
        
      
      
        HSBC SECURITIES (USA) INC.
        CYYGQCGNHMHPSMRL3R97
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        39.46000000
        0.000060858803
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              HSBC SECURITIES (USA) INC.
              CYYGQCGNHMHPSMRL3R97
            
            -438417.00000000
            DKK
            70053.65000000
            USD
            2021-10-19
            39.46000000
          
        
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE ASSRNCES
        969500K2MUPSI57XK083
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        132065.96000000
        0.203684142963
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          N/A
          Fixed
          4.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHICAGO MERCANTILE EXCHANGE
        SNZ2OJLFK8MNNCLQOF39
        
        000000000
        
          
        
        1.00000000
        NC
        
        70621.17000000
        0.108918395675
        N/A
        DIR
        CORP
        US
        
        N
        
        2
        
          
            
              CHICAGO MERCANTILE EXCHANGE
              SNZ2OJLFK8MNNCLQOF39
            
            Y
            
            
              
                
              
            
            2025-01-02
            0.00000000
            USD
            0.00000000
            USD
            1587122.06000000
            BRL
            70621.17000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        1684.95000000
        0.002598683238
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2028-09-10
            1903.02000000
            USD
            0.00000000
            USD
            50000000.00000000
            KRW
            -218.07000000
          
        
        
          N
          N
          N
        
      
      
        CITIBANK NA
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        4550.84000000
        0.007018719624
        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
            0.00000000
            USD
            450000.00000000
            USD
            4550.84000000
          
        
        
          N
          N
          N
        
      
      
        Credit Suisse AG
        ANGGYXNX0JLX3X63JN86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1030.47000000
        -0.00158928461
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Credit Suisse AG
              ANGGYXNX0JLX3X63JN86
            
            -30981.93000000
            USD
            34560347.00000000
            KRW
            2021-09-15
            -1030.47000000
          
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -41241.77000000
        -0.06360681114
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -537000.00000000
            AUD
            38673192.00000000
            JPY
            2022-01-28
            -41241.77000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1056.49000000
        0.001629415030
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -400000.00000000
            AUD
            32286400.00000000
            JPY
            2022-01-28
            1056.49000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS INTERNATIONAL
        W22LROWP2IHZNBB6K528
        
        000000000
        
          
        
        1.00000000
        NC
        
        -4872.55000000
        -0.00751489006
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              GOLDMAN SACHS INTERNATIONAL
              W22LROWP2IHZNBB6K528
            
            Y
            
            
              
                
              
            
            2027-07-13
            0.00000000
            USD
            0.00000000
            USD
            1090000.00000000
            ILS
            -4872.55000000
          
        
        
          N
          N
          N
        
      
      
        THE TORONTO-DOMINION BANK
        PT3QB789TSUIDF371261
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        2497.04000000
        0.003851162346
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              THE TORONTO-DOMINION BANK
              PT3QB789TSUIDF371261
            
            -641754.00000000
            ZAR
            46040.18000000
            USD
            2021-09-15
            2497.04000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1024.68000000
        -0.00158035475
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -70000.00000000
            USD
            1018525.41000000
            ZAR
            2021-09-30
            -1024.68000000
          
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -5072.67000000
        -0.00782353334
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2030-07-13
            0.00000000
            USD
            -1816.25000000
            USD
            2635000.00000000
            SEK
            -3256.42000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        905.84000000
        0.001397068889
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -122011.00000000
            CAD
            98702.67000000
            USD
            2021-09-29
            905.84000000
          
        
        
          N
          N
          N
        
      
      
        AETHON UN/AETHIN UN FIN
        N/A
        
        00810GAC8
        
          
          
        
        75000.00000000
        PA
        USD
        80239.94000000
        0.123753338183
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2026-02-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        5742.46000000
        0.008856544438
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -575849.00000000
            BRL
            116253.28000000
            USD
            2021-08-03
            5742.46000000
          
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
        
        2405000.00000000
        NC
        USD
        103.69000000
        0.000159920154
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            Call
            Purchased
            
              
                
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                  
                  
                    J.P. MORGAN SECURITIES LLC
                    ZBUT11V806EZRVTWT807
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    US
                    US
                  
                  N/A
                  INR
                  N/A
                  USD
                  2021-09-28
                
              
            
            2405000.00000000
            USD
            84.00000000
            USD
            2021-09-28
            XXXX
            -440.69000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9592.30000000
        -0.01479411806
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -166446.32000000
            USD
            609805799.18000000
            COP
            2021-09-15
            -9592.30000000
          
        
        
          N
          N
          N
        
      
      
        CCO HLDGS LLC/CAP CORP
        N/A
        
        1248EPCD3
        
          
          
        
        119000.00000000
        PA
        USD
        126220.56000000
        0.194668835088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-03-01
          Fixed
          4.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        592439.85000000
        0.913714655198
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2028-02-21
          Fixed
          4.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        -2170.82000000
        -0.00334803617
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2042-09-22
            0.00000000
            USD
            -48.25000000
            USD
            7000000.00000000
            ZAR
            -2122.57000000
          
        
        
          N
          N
          N
        
      
      
        JBS USA/FOOD/FINANCE
        N/A
        
        46590XAA4
        
          
          
        
        80000.00000000
        PA
        USD
        90005.07000000
        0.138814010403
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2029-04-15
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J.P. MORGAN SECURITIES LLC
        ZBUT11V806EZRVTWT807
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -9083.26000000
        -0.01400903024
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              J.P. MORGAN SECURITIES LLC
              ZBUT11V806EZRVTWT807
            
            -109000.00000000
            GBP
            142502.24000000
            USD
            2022-01-28
            -9083.26000000
          
        
        
          N
          N
          N
        
      
      
        SPCM SA
        969500F7036FEDYPRV54
        
        000000000
        
          
        
        100000.00000000
        PA
        
        120733.62000000
        0.186206376848
        Long
        DBT
        CORP
        FR
        N
        
        2
        
          2026-02-01
          Fixed
          2.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
        
        2000000.00000000
        NC
        USD
        8450.07000000
        0.013032467003
        N/A
        DFE
        CORP
        DE
        
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            Put
            Purchased
            
              
                
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                  
                  
                    DEUTSCHE BANK AKTIENGESELLSCHAFT
                    7LTWFZYICNSX8D621K86
                    
                    000000000
                    
                      
                    
                    0.00000000
                    NC
                    USD
                    0.00000000
                    0.00000000
                    DFE
                    CORP
                    DE
                    US
                  
                  N/A
                  USD
                  N/A
                  TWD
                  2022-03-29
                
              
            
            2000000.00000000
            USD
            26.25000000
            USD
            2022-03-29
            XXXX
            -20845.93000000
          
        
        
          N
          N
          N
        
      
      
        EUREX CLEARING AKTIENGESELLSCHAFT
        529900LN3S50JPU47S06
        
        000000000
        
          
          
        
        10.00000000
        NC
        
        -721.60000000
        -0.00111291719
        N/A
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              EUREX CLEARING AKTIENGESELLSCHAFT
              529900LN3S50JPU47S06
            
            Long
            
              
                DEUTSCHE BORSE AKTIENGESELLSCHAFT
                EURO STOXX 50
                
                  
                  
                  
                
              
            
            2021-09-17
            481525.57000000
            USD
            -721.60000000
          
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        549300CAZKPF4HKMPX17
        
        000000000
        
          
          
        
        200000.00000000
        PA
        
        237817.02000000
        0.366783052203
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2025-11-24
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATIN
        5493003EG7H0N1E4XV50
        
        432833AN1
        
          
          
        
        300000.00000000
        PA
        USD
        299304.41000000
        0.461614501088
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2032-02-15
          Fixed
          3.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ESKOM HOLDINGS SOC LTD
        3789001900ED06F65111
        
        000000000
        
          
          
        
        400000.00000000
        PA
        USD
        444084.08000000
        0.684906884701
        Long
        DBT
        CORP
        ZA
        N
        
        2
        
          2028-08-10
          Fixed
          6.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        
        50077LAV8
        
          
          
        
        75000.00000000
        PA
        USD
        82705.88000000
        0.127556535278
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2030-04-01
          Fixed
          3.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MONTREAL EXCHANGE
        N/A
        
        000000000
        
          
          
        
        2.00000000
        NC
        
        6698.09000000
        0.010330403997
        N/A
        DIR
        CORP
        CA
        N
        
        1
        
          
            
              MONTREAL EXCHANGE
              N/A
            
            Long
            
              
                CANADIAN GOVERNMENT
                Canadian Government Bond
                
                  
                  
                  
                
              
            
            2021-09-21
            238319.42000000
            USD
            6698.09000000
          
        
        
          N
          N
          N
        
      
      
        Wells Fargo Commercial Mortgag
        N/A
        
        95003EAJ5
        
          
        
        500000.00000000
        PA
        USD
        501562.05000000
        0.773554641161
        Long
        ABS-MBS
        CORP
        US
        N
        
        2
        
          2031-05-15
          Floating
          4.59300000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILCORP ENERGY I/HILCORP
        N/A
        
        431318AS3
        
          
          
        
        150000.00000000
        PA
        USD
        156462.91000000
        0.241311339644
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2028-11-01
          Fixed
          6.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DEUTSCHE BANK AKTIENGESELLSCHAFT
        7LTWFZYICNSX8D621K86
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        42260.90000000
        0.065178606185
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              DEUTSCHE BANK AKTIENGESELLSCHAFT
              7LTWFZYICNSX8D621K86
            
            -24589000.00000000
            JPY
            367000.00000000
            AUD
            2023-10-31
            42260.90000000
          
        
        
          N
          N
          N
        
      
      
        COMISION FEDERAL DE ELEC
        4469000001BFPONMPF32
        
        000000000
        
          
          
        
        166400.00000000
        PA
        USD
        173882.39000000
        0.268177247064
        Long
        DBT
        CORP
        MX
        N
        
        2
        
          2036-09-29
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        25187.38000000
        0.038846269764
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2027-03-15
            0.00000000
            USD
            0.00000000
            USD
            2300000.00000000
            DKK
            25187.38000000
          
        
        
          N
          N
          N
        
      
      
        JBS USA LUX/JBS USA FIN
        N/A
        
        472141AA8
        
          
          
        
        400000.00000000
        PA
        USD
        439000.13000000
        0.677065954316
        Long
        DBT
        CORP
        N/A
        N
        
        2
        
          2028-02-15
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS Securities LLC
        T6FIZBDPKLYJKFCRVK44
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -160.85000000
        -0.00024807750
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              UBS Securities LLC
              T6FIZBDPKLYJKFCRVK44
            
            -61000.00000000
            USD
            4556700.00000000
            INR
            2021-09-30
            -160.85000000
          
        
        
          N
          N
          N
        
      
      
        LONDON CLEARING HOUSE
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        
        10887.60000000
        0.016791847611
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              LONDON CLEARING HOUSE
              213800O8SCO4XJGBU385
            
            Y
            
            
              
                
              
            
            2024-11-01
            0.00000000
            USD
            -5.53000000
            USD
            2910000.00000000
            CNY
            10893.13000000
          
        
        
          N
          N
          N
        
      
      
        Citibank, National Association
        E57ODZWZ7FF32TWEFA76
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        1304.35000000
        0.002011687280
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              Citibank, National Association
              E57ODZWZ7FF32TWEFA76
            
            -361004.00000000
            BRL
            68656.74000000
            USD
            2022-01-28
            1304.35000000
          
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY & CO. LLC
        9R7GPTSO7KV3UQJZQ078
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1622.11000000
        -0.00250176567
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              MORGAN STANLEY & CO. LLC
              9R7GPTSO7KV3UQJZQ078
            
            -68287768.00000000
            JPY
            853000.00000000
            AUD
            2023-04-28
            -1622.11000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS & CO. LLC
        FOR8UP27PHTHYVLBNG30
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        110.04000000
        0.000169713702
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              GOLDMAN SACHS & CO. LLC
              FOR8UP27PHTHYVLBNG30
            
            -62000.00000000
            USD
            403690.43000000
            CNY
            2021-09-30
            110.04000000
          
        
        
          N
          N
          N
        
      
      
        REPUBLIC OF SERBIA
        254900W94OCY91V32O78
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        584230.01000000
        0.901052692765
        Long
        DBT
        NUSS
        RS
        N
        
        2
        
          2033-03-03
          Fixed
          1.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UK CLEARING HOUSE LIMITED
        213800O8SCO4XJGBU385
        
        000000000
        
          
        
        1.00000000
        NC
        USD
        7315.70000000
        0.011282938348
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              UK CLEARING HOUSE LIMITED
              213800O8SCO4XJGBU385
            
            Y
            
              
                
              
            
            
            2022-05-29
            8092.57000000
            USD
            0.00000000
            USD
            -9800000.00000000
            USD
            -776.87000000
          
        
        
          N
          N
          N
        
      
      
        BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
        549300EX04Q2QBFQTQ27
        
        000000000
        
          
          
        
        -18.00000000
        NC
        USD
        -12240.47000000
        -0.01887836685
        N/A
        DIR
        CORP
        US
        N
        
        1
        
          
            
              BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
              549300EX04Q2QBFQTQ27
            
            Short
            
              
                US TREASURY N/B
                UNITED STATES TREASURY NOTE/BOND
                
                  
                  
                  
                
              
            
            2021-09-30
            -2227775.11000000
            USD
            -12240.47000000
          
        
        
          N
          N
          N
        
      
      
        KB HOME
        549300LGUCWQURMWLG09
        
        48666KAY5
        
          
          
        
        75000.00000000
        PA
        USD
        81917.22000000
        0.126340192050
        Long
        DBT
        CORP
        US
        N
        
        2
        
          2029-11-15
          Fixed
          4.80000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLIS ACQUISITION CO PL
        259400CYE2267UB4A481
        
        000000000
        
          
          
        
        500000.00000000
        PA
        
        694129.32000000
        1.070549410690
        Long
        DBT
        CORP
        GB
        N
        
        2
        
          2026-02-16
          Fixed
          3.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROMANIA
        315700IASY927EDWBK92
        
        000000000
        
          
          
        
        100000.00000000
        PA
        
        134335.18000000
        0.207183940571
        Long
        DBT
        NUSS
        RO
        N
        
        2
        
          2034-04-03
          Fixed
          3.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SECURITIES CORP.
        RCNB6OTYUAMMP879YW96
        
        000000000
        
          
          
        
        1.00000000
        NC
        USD
        -1317.04000000
        -0.00203125895
        N/A
        DFE
        CORP
        US
        N
        
        2
        
          
            
              BNP PARIBAS SECURITIES CORP.
              RCNB6OTYUAMMP879YW96
            
            -32429.55000000
            USD
            23642763.00000000
            CLP
            2021-09-15
            -1317.04000000
          
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-09-23
      Prudential Investment Portfolios 3
      Christian J. Kelly
      Christian J. Kelly
      Treasurer and Principal Financial and Accounting Officer
    
  
  XXXX

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