Wall Street Experts

JPMorgan International Bond Opportunities ETF JPIB

Cena: 48.04
AMEX 05-28 21:59
W normalnych okolicznościach fundusz zainwestuje co najmniej 80% swoich aktywów w obligacjach. „Aktywa” oznaczają aktywa netto plus kwota pożyczek na cele inwestycyjne. Aktywa funduszu są inwestowane przede wszystkim w zadłużenie papierów wartościowych emitentów zlokalizowanych w krajach innych niż Stany Zjednoczone. Może inwestować na rynki rozwinięte lub wschodzące, w tym dług suwerenny wydany przez kraje na rynkach rozwiniętych i wschodzących. Zarządzając funduszem, doradca będzie dążył do dywersyfikacji portfela funduszu poprzez inwestowanie w emitentów w co najmniej trzech krajach innych niż USA w normalnych okolicznościach.
Wartość aktywów (mln USD): 459
Liczba spółek: 921
Stopa dywidendy: - %
Opłata za zarządzanie:: 0.5 %
Klasa aktywów: Equity

ISIN: US46641Q8520

Wystawca ETF: J.P. Morgan

https://am.jpmorgan.com/us/en/asset-management/adv/products/jpmorgan-international-bond-opportunities-etf-etf-shares-46641q852

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NOTOWANIA
201820192020202120222023202420254446485052
DataCena zamknięcia
ZMIANA CEN

Nazwa Symbol Klasa_aktywów Wartość_aktywów 5D 1M 3M 6M 2024 1R 3L 5L 10L

STRUKTURA SEKTOROWA PORTFELA ETF


KorporacyjneRządoweGotówkaZabezpieczoneFinanseKomunikacjaRóżnePrzedsiębiorstwa Użyteczności Publicznej





Sektor Udział %
Korporacyjne 59.7
Rządowe 31.8
Gotówka 4.4
Zabezpieczone 2.4
Finanse 1.1
Komunikacja 0.3
Różne 0.2
Przedsiębiorstwa Użyteczności Publicznej 0.1
Prawa i Świadectwa 0.0

STRUKTURA PORTFELA ETF
Aktualizacja danych: 2025-04-06 12:04:30
Nazwa firmy Symbol Wartość Udział % w portfelu Ilość akcji
JPMORGAN US GOVT MMKT FUN 29 600 248 4.7 29 600 248
FEDERATIVE 10% 01/27 BNTNF.SA 20 183 912 3.2 121 900 000
CANADA BOND 4% 08/26 CAN.TO 16 376 501 2.6 22 838 000
UNITED 8.5% 02/30 MBONO 11 875 758 1.9 245 500 000
COMMONWEALTH 1.25% 05/32 ACGB.AX 9 783 027 1.5 19 398 000
KINGDOM OF 1.6% 04/25 SPGB 7 735 053 1.2 7 070 000
CANADA BOND 0.25% 03/26 CAN.TO 6 206 249 1.0 9 008 000
CANADA BOND 3% 02/27 CAN.TO 6 082 957 1.0 8 562 000
REPUBLIC OF 2% 08/36 POLGB.WA 5 727 526 0.9 24 739 901
UNITED 7.75% 05/31 MBONO 5 484 841 0.9 118 020 000
CANADA BOND 4.5% 11/25 CAN.TO 5 257 247 0.8 7 400 000
COLLATERAL USD 4 702 730 0.7 4 702 730
UNITED 4.25% 03/36 UKT.L 4 344 762 0.7 3 456 937
REPUBLIC OF 36% 08/26 TURKGB 4 215 619 0.7 173 351 253
REPUBLIC OF 6.75% 07/35 INDOGB.JK 4 207 492 0.7 71 111 000 000
CANADA BOND 3.5% 08/25 CAN.TO 4 076 946 0.6 5 784 000
REPUBLIC OF 9% 01/40 SAGB.L 4 019 349 0.6 96 800 000
UNITED 7.5% 05/33 MBONO 3 892 740 0.6 87 370 000
CANADA BOND 3.5% 08/25 CAN.TO 3 810 507 0.6 5 406 000
TELEFONICA EUROPE BV VAR TELEFO 3 667 370 0.6 3 200 000
COMMERZBANK AG VAR 07/32 CMZB 3 419 625 0.5 3 100 000
CZECH 3.5% 05/35 CZGB 3 286 241 0.5 79 050 000
UNITED MEXICAN 8% 05/35 MBONO 3 286 428 0.5 72 630 000
CZECH 4.9% 04/34 CZGB 3 186 439 0.5 68 550 000
HSBC HOLDINGS VAR 09/28 HSBC 3 054 337 0.5 3 260 000
EDP SA VAR 04/83 EDPPL 2 991 180 0.5 2 600 000
BARCLAYS PLC VAR 09/29 BACR 2 905 971 0.5 2 770 000
EMERA US 2.639% 06/31 EMACN 2 838 464 0.4 3 272 000
FEDERAL 2.9% 06/26 BKO 2 767 688 0.4 2 500 000
FEDERAL 2.1% 04/29 OBL 2 745 646 0.4 2 500 000
USD CCP COLL IM CITIBANK 2 551 990 0.4 2 551 990
NATWEST GROUP VAR 09/29 NWG 2 511 283 0.4 2 500 000
BAYER AG VAR 09/83 BAYNGR 2 504 703 0.4 2 200 000
FEDERAL 1.7% 08/32 DBR 2 484 126 0.4 2 370 000
CAIXABANK SA VAR 09/34 CABKSM 2 352 356 0.4 2 175 000
STANDARD VAR 11/28 STANLN 2 322 985 0.4 2 170 000
BAT CAPITAL 6.343% 08/30 BATSLN 2 313 686 0.4 2 180 000
REPUBLIC OF 6.875% 04/29 INDOGB.JK 2 275 438 0.4 37 428 000 000
ILIAD SA 5.625% 02/30 ILDFP 2 154 814 0.3 1 900 000
DANSKE BANK VAR 06/30 DANBNK 2 088 445 0.3 1 800 000
AVOLON 5.75% 03/29 AVOL 2 068 371 0.3 2 030 000
BPCE SA VAR 01/27 BPCEGP 2 054 845 0.3 2 038 000
CASH 2 008 168 0.3 2 008 168
BRISTOL-MYERS 5.2% 02/34 BMY 1 976 925 0.3 1 930 000
ZIGGO BOND 3.375% 02/30 ZIGGO 1 973 249 0.3 2 130 000
EUR CCP COLL VM CITIBANK 1 953 958 0.3 1 785 333
TELECOM 7.875% 07/28 TITIM 1 903 979 0.3 1 560 000
INTESA 5.25% 01/30 ISPIM 1 903 314 0.3 1 595 000
AUTOSTRADE 5.125% 06/33 ATOSTR 1 883 683 0.3 1 650 000
REPUBLIC OF 6.75% 07/35 INDOGB.JK 1 871 837 0.3 31 636 000 000
BIRKENSTOCK 5.25% 04/29 BIRKEN 1 858 518 0.3 1 700 000
AVOLON 5.15% 01/30 AVOL 1 830 579 0.3 1 840 000
FIBERCOP 6.875% 02/28 FIBCOP 1 832 587 0.3 1 584 000
CURRENCY CONTRACT - USD -1 817 770 0.3 -149 773 643
LORCA TELECOM 4% 09/27 LORCAT 1 814 236 0.3 1 666 000
ELECTRICITE DE VAR EDF 1 795 480 0.3 1 800 000
ALTICE 3.375% 01/28 SFRFP 1 792 134 0.3 2 100 000
CHENIERE 5.75% 08/34 CQP 1 732 919 0.3 1 715 000
ABERTIS VAR ABESM 1 705 153 0.3 1 600 000
ARDAGH 2.125% 08/26 ARGID 1 688 470 0.3 1 700 000
DUFRY ONE BV 2% 02/27 DUFNSW 1 667 722 0.3 1 575 000
SES SA CALLABLE BOND VAR SESGFP 1 661 375 0.3 1 600 000
KINGDOM OF 5% 01/53 KSA 1 651 545 0.3 1 926 000
FORVIA SE 2.375% 06/27 EOFP 1 645 706 0.3 1 600 000
CENCORA INC 2.7% 03/31 COR 1 639 931 0.3 1 839 000
CREDIT VAR 10/29 ACAFP 1 617 441 0.3 1 545 000
US 10YR NOTE 06/18/2025 TYM5 COMB Comdty 1 594 849 0.3 771
AKER BP ASA 6% 06/33 AKERBP 1 592 527 0.3 1 575 000
REPUBLIC OF 30% 09/29 TURKGB 1 580 525 0.2 67 952 334
VERISURE 5.25% 02/29 VERISR 1 581 001 0.2 1 450 000
ALSTOM SA CALLABLE VAR ALOFP 1 569 723 0.2 1 400 000
AGRIFARMA SPA 4.5% 10/28 ARCPLN 1 563 614 0.2 1 450 000
REXEL SA 2.125% 06/28 RXLFP 1 541 910 0.2 1 500 000
FORVIA SE 3.75% 06/28 EOFP 1 507 604 0.2 1 450 000
NGG FINANCE VAR 09/82 NGGLN 1 507 340 0.2 1 430 000
SOVEREIGN IN 2.75% 04/37 NZGB 1 490 215 0.2 3 201 000
HEIDELBERG 4.875% 11/33 HEIGR 1 474 068 0.2 1 250 000
INTERNATIONA 2.375% 04/28 IGT 1 472 856 0.2 1 400 000
ABBVIE INC 5.05% 03/34 ABBV 1 462 304 0.2 1 440 000
BANIJAY 7% 05/29 BANIJA 1 443 273 0.2 1 268 000
RENAULT SA 1.125% 10/27 RENAUL 1 447 162 0.2 1 400 000
NOMAD FOODS 2.5% 06/28 IGBOND 1 437 691 0.2 1 375 000
RAC BOND CO 5.25% 11/27 RACLN.L 1 440 212 0.2 1 169 000
PLT VII FINANCE 6% 06/31 BITELV 1 421 721 0.2 1 277 000
NATWEST GROUP VAR 09/28 NWG 1 409 857 0.2 1 385 000
SELP 0.875% 05/29 SEGPLP 1 401 300 0.2 1 400 000
ROSSINI SARL 6.75% 12/29 ROSINI 1 390 402 0.2 1 232 000
NEOPHARMED 7.125% 04/30 NEGENT 1 384 304 0.2 1 228 000
REPUBLIC OF 7% 02/33 INDOGB.JK 1 375 839 0.2 22 841 000 000
SUNRISE 3.875% 06/29 SUNN 1 364 712 0.2 1 300 000
MUNDYS SPA 1.875% 02/28 ATLIM 1 357 052 0.2 1 300 000
DOMINICAN 6.95% 03/37 DOMREP 1 355 643 0.2 1 357 000
ACCORINVEST 6.375% 10/29 ACCINV 1 342 711 0.2 1 205 000
REPUBLIC OF 5.5% 03/54 POLAND 1 332 573 0.2 1 395 000
AZELIS 5.75% 03/28 AZELIS 1 324 010 0.2 1 200 000
STANDARD VAR 04/31 STANLN 1 325 943 0.2 1 350 000
Q-PARK 5.125% 03/29 QPARKH 1 308 115 0.2 1 193 000
INTESA 6.625% 06/33 ISPIM 1 301 723 0.2 1 220 000
ALTICE 5.875% 02/27 SFRFP 1 298 058 0.2 1 350 000
ENBRIDGE INC VAR 01/84 ENBCN 1 291 592 0.2 1 253 000
TELECOM 6.875% 02/28 TITIM 1 290 152 0.2 1 096 000
BANCO BILBAO VIZCAYA VAR BBVASM 1 287 589 0.2 1 200 000
DNB BANK ASA VAR 06/26 DNBNO.L 1 281 506 0.2 1 000 000
COMCAST CORP 5.35% 05/53 CMCSA 1 277 179 0.2 1 365 000
CZECH 1.95% 07/37 CZGB 1 267 156 0.2 37 240 000
TELEFONICA EUROPE BV VAR TELEFO 1 269 629 0.2 1 200 000
UNICREDIT SPA VAR 01/29 UCGIM 1 266 397 0.2 1 100 000
ELIS SA 1.625% 04/28 ELISGP 1 251 744 0.2 1 200 000
LOTTOMATICA 7.125% 06/28 GAMENT 1 247 657 0.2 1 100 000
BP CAPITAL MARKETS VAR BPLN 1 249 341 0.2 1 150 000
BROADCOM 3.137% 11/35 AVGO 1 247 023 0.2 1 495 000
AMBER FINCO 6.625% 07/29 AMBRFN 1 240 445 0.2 1 100 000
MUNDYS SPA 4.75% 01/29 ATLIM 1 240 817 0.2 1 100 000
HUNGARY BOND 5.5% 03/36 REPHUN 1 237 446 0.2 1 296 000
VALEO SE 5.375% 05/27 FRFP 1 226 588 0.2 1 100 000
PHOENIX PIB 4.875% 07/29 PHARGR 1 213 646 0.2 1 100 000
ELECTRICITE DE VAR EDF 1 196 940 0.2 1 000 000
ANGLO 5.5% 05/33 AALLN 1 188 205 0.2 1 170 000
FEDERAL 2.3% 02/33 DBR 1 184 473 0.2 1 090 000
KBC GROUP NV VAR KBCBB 1 188 023 0.2 1 000 000
VERISURE 3.25% 02/27 VERISR 1 181 126 0.2 1 100 000
VODAFONE GROUP VAR 08/84 VOD 1 172 342 0.2 1 000 000
VIRGIN MEDIA 3.75% 07/30 VMED 1 167 559 0.2 1 200 000
BPCE SA VAR 01/32 BPCEGP 1 169 034 0.2 1 385 000
BERTRAND 6.5% 07/30 BERFRA 1 163 968 0.2 1 050 000
SCHAEFFLER 3.375% 10/28 SHAEFF 1 152 729 0.2 1 100 000
OMAN 6.25% 01/31 OMAN 1 145 386 0.2 1 110 000
AIRBUS SE 1.625% 06/30 AIRFP 1 129 313 0.2 1 100 000
DEUTSCHE BANK VAR 09/35 DB 1 126 559 0.2 1 160 000
TAKEDA 5% 11/28 TACHEM 1 127 516 0.2 1 110 000
VODAFONE GROUP VAR 08/80 VOD 1 130 299 0.2 1 125 000
BANK OF VAR 09/29 BAC 1 119 754 0.2 1 080 000
REPUBLIC OF 6.05% 08/31 GUATEM 1 123 649 0.2 1 130 000
PINNACLE 8.25% 10/28 PURGYM 1 121 872 0.2 987 000
UBS GROUP AG VAR 08/27 UBS 1 122 127 0.2 1 122 000
AERCAP 3.3% 01/32 AER 1 118 764 0.2 1 258 000
ORANGE SA CALLABLE VAR ORAFP 1 118 757 0.2 1 100 000
ORSTED AS VAR 12/22 ORSTED 1 101 974 0.2 1 000 000
BANCO DE VAR 05/31 SABSM 1 094 986 0.2 1 000 000
COMMONWEALTH 2.688% 03/31 CBAAU 1 091 979 0.2 1 250 000
BAT CAPITAL 7.079% 08/43 BATSLN 1 089 677 0.2 1 005 000
BE 4.5% 07/31 BESINA 1 086 591 0.2 1 000 000
CAIXABANK 1.125% 03/26 CABKSM 1 080 935 0.2 1 000 000
EDP SA VAR 07/80 EDPPL 1 086 974 0.2 1 000 000
ENEL FINANCE 5% 06/32 ENELIM 1 084 428 0.2 1 100 000
COOPERATIEVE VAR RABOBK 1 078 033 0.2 1 000 000
LORCA 5.75% 04/29 LORCAT 1 073 518 0.2 950 000
PUNCH 6.125% 06/26 PUBLN.L 1 069 805 0.2 838 000
VMED O2 UK 3.25% 01/31 VMED 1 071 015 0.2 1 100 000
REPUBLIC OF 2.875% 10/29 ITALY 1 064 905 0.2 1 135 000
ZF EUROPE 2% 02/26 ZFFNGR 1 067 088 0.2 1 000 000
EMRLD 6.375% 12/30 EMECLI 1 058 099 0.2 950 000
KEYCORP VAR 03/35 KEY 1 049 539 0.2 996 000
REPUBLIC OF 6.875% 10/40 IVYCST 1 046 068 0.2 1 220 000
VEOLIA ENVIRONNEMENT VAR VIEFP 1 040 267 0.2 900 000
CITIGROUP INC VAR 03/36 C 1 042 161 0.2 1 045 000
BNP PARIBAS SA VAR BNP 1 033 360 0.2 1 000 000
ARAB 7.625% 05/32 EGYPT 1 034 072 0.2 1 270 000
ILIAD SA 1.875% 02/28 ILDFP 1 035 776 0.2 1 000 000
EURO 1 030 540 0.2 941 605
BPCE SA 4.375% 07/28 BPCEGP 1 024 222 0.2 900 000
CIRSA 7.875% 07/28 LHMCFI 1 028 586 0.2 900 000
KAIXO 5.125% 09/29 LORCAT 1 027 110 0.2 942 000
SOCIETE GENERALE SA VAR SOCGEN 1 023 592 0.2 1 050 000
CAIXABANK SA VAR 02/32 CABKSM 1 014 584 0.2 900 000
UNITED 4.4899% 05/32 MEX 998 572 0.2 926 000
BIMBO 5.375% 01/36 BIMBOA 987 500 0.2 1 000 000
TELEFONICA EUROPE BV VAR TELEFO 986 234 0.2 900 000
VODAFONE GROUP VAR 10/78 VOD 991 214 0.2 900 000
ZF FINANCE 3.75% 09/28 ZFFNGR 991 161 0.2 1 000 000
NATIONAL 2.179% 06/26 NGGLN 979 400 0.2 900 000
COMMONWEALTH OF 3% 03/47 ACGB.AX 984 506 0.2 2 140 000
INEOS 6.375% 04/29 INEGRP 979 671 0.2 898 000
CHEPLAPHARM 4.375% 01/28 CHEPDE 976 112 0.2 1 000 000
EIRCOM 3.5% 05/26 EIRCOM 975 899 0.2 900 000
ENEL 1.625% 07/26 ENELIM 973 509 0.2 1 010 000
CREDIT VAR 01/27 ACAFP 972 800 0.2 1 000 000
HEATHROW 1.125% 10/30 HTHROW 969 020 0.2 1 000 000
RENAULT SA 2% 09/26 RENAUL 965 332 0.2 900 000
ZF FINANCE 2.25% 05/28 ZFFNGR 962 141 0.2 1 000 000
VZ VENDOR 2.875% 01/29 ZIGGO 961 204 0.2 1 000 000
TECHEM 6% 07/26 TCHEN 960 265 0.2 879 197
VODAFONE 5.75% 06/54 VOD 956 828 0.2 1 000 000
EC FINANCE PLC 3% 10/26 EUROCA 951 933 0.2 899 000
UBS GROUP AG VAR 04/31 UBS 938 877 0.1 974 000
COMMERZBANK AG VAR CMZB 937 850 0.1 800 000
GLENCORE 5.634% 04/34 GLENLN 933 025 0.1 933 000
REPUBLIC OF 4.85% 09/29 SOAF 919 591 0.1 990 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty 912 583 0.1 560
FIEMEX 7.25% 01/41 FIEMEX 907 134 0.1 925 647
SCIL IV LLC / 9.5% 07/28 PLYIM 906 362 0.1 800 000
ROMANIA 6.625% 09/29 ROMANI 904 352 0.1 776 000
VM MASTER STEP 05/25 ARMI 900 298 0.1 896 272
INEOS QUATTRO 8.5% 03/29 STYRO 902 772 0.1 800 000
CAIXABANK SA VAR CABKSM 891 887 0.1 800 000
STATE OF 3.375% 01/50 ISRAEL 895 900 0.1 1 360 000
MORGAN STANLEY VAR 07/29 MS 891 444 0.1 870 000
SVENSKA VAR SHBASS 895 000 0.1 1 000 000
BENTELER 9.375% 05/28 BENTLR 886 819 0.1 781 000
NIDDA 7.5% 08/26 SAZGR 883 740 0.1 792 714
EDREAMS 5.5% 07/27 EDRSM 880 019 0.1 807 000
GLENCORE FUNDING LLC GLENLN 873 795 0.1 870 000
COOPERATIEVE VAR 04/28 RABOBK 873 779 0.1 890 000
ENEL SPA CALLABLE VAR ENELIM 873 371 0.1 800 000
BP CAPITAL MARKETS VAR BPLN 867 172 0.1 860 000
HEATHROW 1.5% 10/25 HTHROW 870 339 0.1 800 000
SANTANDER UK VAR 06/27 SANUK 866 689 0.1 900 000
AUTOROUTES 1.125% 04/26 DGFP 863 013 0.1 800 000
UBS GROUP 0.625% 01/33 UBS 863 553 0.1 1 000 000
BNP PARIBAS SA VAR 11/35 BNP 848 920 0.1 870 000
TELENET 3.5% 03/28 TNETBB 849 293 0.1 800 000
IHO VERWALTUNGS 7% 11/31 IHOVER 846 009 0.1 773 000
EVONIK VAR 09/81 EVKGR 839 000 0.1 800 000
INFRASTRUTTU 1.625% 10/28 INWIM 838 852 0.1 800 000
HOLCIM 0.5% 04/31 HOLNSW 835 264 0.1 900 000
ELECTRICITE DE VAR EDF 835 093 0.1 800 000
COLUMBIA 5.927% 08/30 CPGX 833 723 0.1 800 000
GOLDMAN SACHS GROUP VAR GS 831 688 0.1 815 000
CT 6.375% 04/30 CBRSER 824 941 0.1 750 000
ELO SACA 3.25% 07/27 ELOFR 821 945 0.1 800 000
TOTALENERGIE 3.127% 05/50 TTEFP 825 930 0.1 1 240 000
CAIXABANK SA VAR 07/29 CABKSM 812 812 0.1 700 000
ADLER PELZER 9.5% 04/27 PELHOL 813 570 0.1 808 000
REPUBLIC OF 7.3% 11/54 COSTAR 806 029 0.1 791 000
GRIFOLS SA 2.25% 11/27 GRFSM 803 764 0.1 765 000
KAZMUNAYGAS 5.75% 04/47 KZOKZ 798 242 0.1 910 000
WELLS FARGO & VAR 07/29 WFC 801 476 0.1 780 000
NATIONAL 0.25% 09/28 NGGLN 799 937 0.1 800 000
IHO VAR 05/28 IHOVER 797 196 0.1 700 000
GATWICK 2.5% 04/30 GATAIR.L 798 107 0.1 700 000
BERRY GLOBAL 5.8% 06/31 BERY 795 951 0.1 760 000
EDP FINANCE 1.5% 11/27 EDPPL 793 483 0.1 750 000
FINANCE 4% 07/50 SHJGOV 791 412 0.1 1 210 000
VOLVO CAR AB 2.5% 10/27 VOVCAB 789 888 0.1 740 000
FIBERCOP 1.625% 01/29 FIBCOP 784 373 0.1 802 000
REPUBLIC OF 5.6% 03/48 PARGUY 786 096 0.1 900 000
BANK OF VAR 08/35 BAC 773 943 0.1 795 000
BP CAPITAL 2.721% 01/32 BPLN 774 822 0.1 881 000
PAPREC 3.5% 07/28 PAPREC 772 494 0.1 723 000
AIB GROUP PLC VAR AIB 768 378 0.1 700 000
CADENT 0.625% 03/30 CDTFIN 767 008 0.1 800 000
BANCO VAR 09/27 SANTAN 766 219 0.1 800 000
TECHEM 5.375% 07/29 TCHEN 768 459 0.1 700 000
ARGENTUM VAR 10/46 ZURNVX 769 239 0.1 700 000
MORGAN STANLEY VAR 10/30 MS 754 618 0.1 760 000
ABBVIE INC 4.25% 11/49 ABBV 749 959 0.1 897 000
CITIGROUP INC VAR 09/30 C 745 297 0.1 755 000
BNP PARIBAS SA VAR 01/33 BNP 746 001 0.1 730 000
OEG FINANCE 7.25% 09/29 OEGFIN 738 372 0.1 659 000
ARAB 8.625% 02/30 EGYPT 727 947 0.1 783 000
HSBC HOLDINGS VAR 11/26 HSBC 730 151 0.1 720 000
PG&E CORP VAR 03/55 PCG 728 508 0.1 747 000
VISTRA 6% 04/34 VST 731 882 0.1 720 000
CDI ITRAXX 5 EUR0630 -729 557 0.1 14 060 000
TUI CRUISES 6.25% 04/29 TUICRU 725 620 0.1 650 000
TI 3.75% 04/29 TIFSLN 713 170 0.1 650 000
TELECOM 1.625% 01/29 TITIM 699 909 0.1 698 000
ASTRAZENECA 0.375% 06/29 AZN 691 513 0.1 700 000
SANTANDER UK VAR 01/29 SANUK 690 991 0.1 665 000
PAPREC 7.25% 11/29 PAPREC 687 119 0.1 600 000
VALE OVERSEAS 6.4% 06/54 VALEBZ 683 375 0.1 700 000
HUNGARY BOND 6.75% 09/52 REPHUN 681 845 0.1 664 000
MITSUBISHI UFJ VAR 01/28 MUFG 681 474 0.1 707 000
GOLDMAN SACHS VAR 10/30 GS 685 663 0.1 690 000
EVERSHOLT 2.742% 06/40 EVEHOL.L 687 318 0.1 635 902
NIDDA 7% 02/30 SAZGR 679 180 0.1 600 000
TSMC GLOBAL 1.25% 04/26 TAISEM 677 817 0.1 700 000
UBS GROUP AG VAR UBS 675 445 0.1 600 000
CIRSA FINANCE 6.5% 03/29 LHMCFI 676 288 0.1 600 000
EIRCOM 5.75% 12/29 EIRCOM 680 966 0.1 610 000
CERBA 3.5% 05/28 CERBA 680 130 0.1 789 000
ILIAD SA 5.375% 06/27 ILDFP 674 620 0.1 600 000
HERENS MIDCO 5.25% 05/29 LNZING 673 633 0.1 803 000
FIRSTENERGY 2.866% 09/28 FE 666 660 0.1 705 000
MORGAN STANLEY VAR 05/27 MS 668 388 0.1 690 000
ROMANIA BOND 7.5% 02/37 ROMANI 665 610 0.1 660 000
FLORA FOOD 6.875% 07/29 SIGBID 658 260 0.1 600 000
UNICREDIT SPA 4.2% 06/34 UCGIM 662 301 0.1 600 000
TRIVIUM 3.75% 08/26 TRIVIU 661 533 0.1 620 000
BANK OF IRELAND VAR BKIR 659 508 0.1 600 000
CITIGROUP INC VAR C 662 122 0.1 686 000
CITIGROUP INC VAR C 661 717 0.1 670 000
AXA SA VAR 07/47 AXASA 658 288 0.1 600 000
CREDIT VAR 11/27 ACAFP.L 649 802 0.1 500 000
SPIE SA 2.625% 06/26 SPIEFP 652 418 0.1 600 000
WELLS FARGO & CO VAR WFC 653 213 0.1 645 000
MATTERHORN 3.125% 09/26 MATTER 650 103 0.1 600 000
AERCAP 6.1% 01/27 AER 649 619 0.1 635 000
AUTOROUTES 3.25% 01/33 DGFP 648 155 0.1 600 000
LENZING AG CALLABLE VAR LNZAV 648 855 0.1 600 000
BANCO SANTANDER SA VAR SANTAN 648 982 0.1 600 000
VOLKSWAGEN 3.25% 11/30 VW 643 991 0.1 600 000
VERISURE 5.5% 05/30 VERISR 640 780 0.1 579 000
UNICREDIT SPA VAR 01/28 UCGIM 636 703 0.1 600 000
CURRENCY CONTRACT - USD -636 081 0.1 -52 409 390
ORACLE CORP 5.375% 09/54 ORCL 630 072 0.1 690 000
USD - FOR FUTURES -625 225 0.1 -625 225
CHEPLAPHARM 3.5% 02/27 CHEPDE 616 897 0.1 600 000
IVORY COAST IVYCST 613 590 0.1 678 000
REPUBLIC OF 9.5% 03/36 KENINT 615 229 0.1 723 000
UNITED 7.375% 05/55 MEX 614 268 0.1 604 000
OMAN 6.75% 01/48 OMAN 613 500 0.1 600 000
TSMC GLOBAL 2.25% 04/31 TAISEM 615 706 0.1 700 000
CPUK FINANCE 4.5% 08/27 CPKLN.L 610 722 0.1 500 000
MORGAN STANLEY VAR 01/31 MS 610 448 0.1 600 000
SAAVI 8.875% 02/35 SAAVIE 600 462 0.1 605 000
ZF EUROPE 2.5% 10/27 ZFFNGR 600 032 0.1 600 000
RAKUTEN GROUP INC VAR RAKUTN 604 262 0.1 600 000
HSBC HOLDINGS PLC VAR HSBC 602 175 0.1 695 000
WARNERMEDIA 4.279% 03/32 WBD 596 656 0.1 682 000
KAZMUNAYGAS 5.375% 04/30 KZOKZ 595 500 0.1 600 000
BP CAPITAL 4.812% 02/33 BPLN 590 907 0.1 600 000
REPUBLIC OF 6% 10/33 POLGB.WA 587 623 0.1 2 179 000
MORGAN STANLEY VAR 04/29 MS 583 255 0.1 575 000
BANCO 4.875% 10/31 SANTAN 585 870 0.1 500 000
TK ELEVATOR 4.375% 07/27 THYELE 584 723 0.1 540 000
AVOLON 5.75% 11/29 AVOL 576 854 0.1 567 000
RCI BANQUE SA VAR 10/34 RENAUL 567 616 0.1 500 000
PNC FINANCIAL VAR PNC 565 311 0.1 611 000
WOLTERS 3.75% 04/31 WKLNA 561 112 0.1 500 000
PICARD 6.375% 07/29 PICSUR 554 794 0.1 500 000
GUALA 3.25% 06/28 GCLIM 551 906 0.1 534 000
SOCIETE VAR 04/33 SOCGEN 551 265 0.1 540 000
INEOS 6.625% 05/28 INEGRP 552 820 0.1 500 000
CHENIERE 5.95% 06/33 CQP 554 645 0.1 540 000
ALTICE 3% 01/28 ALTICE 551 602 0.1 700 000
CELLNEX 2.25% 04/26 CLNXSM 544 602 0.1 500 000
HYUNDAI 3.5% 11/26 HYNMTR 544 209 0.1 555 000
UNITED 3.771% 05/61 MEX 546 360 0.1 942 000
SOVEREIGN IN 4.5% 04/27 NZGB 544 071 0.1 952 000
RENAULT SA 1.25% 06/25 RENAUL 544 843 0.1 500 000
JAGUAR LAND 4.5% 01/26 TTMTIN 545 295 0.1 500 000
UBS GROUP 4.282% 01/28 UBS 543 854 0.1 550 000
FIBERCOP SPA 7.75% 01/33 FIBCOP 540 381 0.1 430 000
PROGROUP AG 5.125% 04/29 PROGRP 540 587 0.1 510 000
FLORA FOOD 6.875% 07/29 SIGBID 539 773 0.1 492 000
AUST 10Y BOND 06/16/2025 XMM5 COMB Comdty 538 463 0.1 426
PARAGUAY 4.95% 04/31 PARGUY 533 671 0.1 550 000
SOUTH 5.625% 09/30 UKPONE.L 529 566 0.1 400 000
TAKEDA 5.3% 07/34 TACHEM 533 948 0.1 525 000
CURRENCY CONTRACT - USD 534 490 0.1 -387 472 082
NATURGY FINANCE VAR NTGYSM 533 514 0.1 500 000
DIAMONDBACK 5.75% 04/54 FANG 533 312 0.1 580 000
BANK OF NOVA VAR 05/37 BNS 526 228 0.1 570 000
ELECTRICITE 6.25% 05/33 EDF 529 134 0.1 500 000
FIBERCOP 2.375% 10/27 FIBCOP 524 909 0.1 500 000
INTESA VAR 06/42 ISPIM 524 471 0.1 680 000
FEDERAL 7.375% 09/33 NGERIA 528 229 0.1 677 000
PETROLEOS 6.5% 01/29 PEMEX 525 948 0.1 571 000
BAXTER 2.539% 02/32 BAX 519 019 0.1 605 000
REPUBLIC OF 6.55% 02/37 GUATEM 520 899 0.1 525 000
VERISURE 3.875% 07/26 VERISR 516 980 0.1 475 000
HUNTINGTON VAR 02/35 HBAN 515 374 0.1 512 000
HEATHROW 6% 03/32 HTHROW.L 512 797 0.1 400 000
GRIFOLS SA 3.875% 10/28 GRFSM 506 484 0.1 500 000
WELLS FARGO & VAR 07/34 WFC 509 512 0.1 500 000
BANK OF VAR 04/29 BAC 508 499 0.1 500 000
ENERGY VAR 05/54 ET 505 230 0.1 490 000
DANSKE BANK VAR 06/29 DANBNK 510 178 0.1 500 000
OIS SOFR /3.951% USD0429 503 353 0.1 41 810 000
UBS GROUP AG VAR 05/32 UBS 500 400 0.1 561 000
VERISURE 5.5% 05/30 VERISR 498 015 0.1 450 000
BANK OF VAR 03/32 BAC 494 675 0.1 560 000
ILIAD 5.625% 10/28 ILDFP 497 427 0.1 450 000
UBS GROUP AG VAR 03/29 UBS 492 902 0.1 400 000
BANCO DE SABADELL SA VAR SABSM 488 178 0.1 400 000
META 5.4% 08/54 META 488 058 0.1 495 000
ING GROEP NV VAR INTNED 487 316 0.1 495 000
HCA INC 4.625% 03/52 HCA 490 901 0.1 614 000
AVOLON 3.25% 02/27 AVOL 488 946 0.1 505 000
CEMEX SAB DE CV VAR CEMEX 478 972 0.1 488 000
WELLS FARGO & VAR 01/31 WFC 483 539 0.1 475 000
MUNDYS SPA 1.875% 07/27 ATLIM 474 128 0.1 450 000
HCA INC 5.95% 09/54 HCA 477 533 0.1 495 000
PACIFIC GAS 6.15% 01/33 PCG 473 520 0.1 460 000
TELEFONICA EUROPE BV VAR TELEFO 473 371 0.1 400 000
M&T BANK CORP VAR 01/36 MTB 468 227 0.1 478 000
SAMHALLSBYGGN 2.25% 07/27 SBBBSS 467 877 0.1 500 000
RELX 0.875% 03/32 RELLN 467 614 0.1 500 000
SOCIETE GENERALE SA VAR SOCGEN 466 325 0.1 440 000
ENEL 0.875% 01/31 ENELIM 468 663 0.1 493 000
BANK OF VAR 01/36 BAC 469 412 0.1 460 000
CAIXABANK SA VAR CABKSM 469 519 0.1 400 000
CURRENCY CONTRACT - USD 467 660 0.1 -17 705 537
MORGAN STANLEY VAR 02/29 MS 461 180 0.1 455 000
MORGAN STANLEY VAR 07/35 MS 461 118 0.1 460 000
WELLS FARGO & VAR 12/35 WFC 465 809 0.1 467 000
MARS INC 5.2% 03/35 MARS 464 924 0.1 460 000
ENEL FINANCE 2.5% 07/31 ENELIM 464 123 0.1 536 000
BNP PARIBAS SA VAR BNP 461 857 0.1 400 000
OIS SOFR /3.894% USD1134 -459 316 0.1 14 377 000
GLENCORE 5.4% 05/28 GLENLN 457 666 0.1 450 000
HCA INC 6.2% 03/55 HCA 453 941 0.1 455 000
BANCO SANTANDER SA VAR SANTAN 457 878 0.1 400 000
REPUBLIC OF 4.3% 10/28 SOAF 456 145 0.1 490 000
INEOS 6.75% 04/30 STYRO 454 185 0.1 424 000
SOCIETE VAR 12/49 SOCGEN 449 363 0.1 525 000
UNICREDIT SPA VAR UCGIM 450 563 0.1 400 000
ANZ NEW 2.55% 02/30 ANZNZ 448 877 0.1 490 000
BANCO SANTANDER SA VAR SANTAN 451 232 0.1 400 000
CREDIT AGRICOLE SA VAR ACAFP 451 623 0.1 480 000
CURRENCY CONTRACT - USD 441 227 0.1 -174 349 345 267
GOLDMAN SACHS GROUP VAR GS 445 744 0.1 465 000
HSBC HOLDINGS VAR 11/35 HSBC 442 852 0.1 450 000
FIBERCOP 3.625% 05/26 FIBCOP 435 669 0.1 400 000
FRESSNAPF 5.25% 10/31 FRSNAP 437 718 0.1 400 000
HCA INC 5.25% 06/49 HCA 439 749 0.1 500 000
KLEOPATRA 6.5% 09/26 KPERST 436 247 0.1 500 000
JAGUAR LAND 4.5% 07/28 TTMTIN 434 631 0.1 400 000
UNICREDIT SPA VAR UCGIM 437 561 0.1 400 000
VODAFONE GROUP VAR 04/79 VOD 437 383 0.1 429 000
ILIAD 6.875% 04/31 ILDFP 431 486 0.1 380 000
RENAULT SA 2.5% 06/27 RENAUL 429 721 0.1 400 000
BROADCOM 3.469% 04/34 AVGO 432 399 0.1 490 000
CHILEAN PESO CURRENCY -426 068 0.1 8 254 124 951
BPCE SA VAR 09/27 BPCEGP 423 998 0.1 400 000
VEOLIA ENVIRONNEMENT VAR VIEFP 423 313 0.1 400 000
ASTRAZENECA PLC 4% 09/42 AZN 415 953 0.1 490 000
EDP SA VAR 03/82 EDPPL 420 373 0.1 400 000
ING GROEP NV VAR 12/49 INTNED 418 196 0.1 400 000
LLOYDS BANKING VAR 08/27 LLOYDS 416 677 0.1 410 000
OI EUROPEAN 6.25% 05/28 OI 419 030 0.1 380 000
PROGROUP AG 5.375% 04/31 PROGRP 415 343 0.1 400 000
Q-PARK HOLDING 2% 03/27 QPARKH 420 651 0.1 400 000
INEOS 2.25% 01/27 STYRO 415 891 0.1 400 000
US AUTO 2.2% 05/26 USAUT 415 238 0.1 440 464
VIRIDIEN 8.5% 10/30 VIRIFP 415 223 0.1 386 000
ISTANBUL 6.375% 12/25 ISTNBL 414 540 0.1 420 000
SWAP CASH COLLATERAL USD 410 000 0.1 410 000
CITIGROUP INC VAR 02/35 C 405 778 0.1 410 000
ICELAND 10.875% 12/27 ICELTD.L 406 905 0.1 300 000
STELLANTIS 6.45% 03/35 STLA 404 841 0.1 410 000
ASK CHEMICALS 10% 11/29 ASKCHE 408 045 0.1 382 000
BANK OF VAR 07/32 BAC 402 496 0.1 470 000
CITIGROUP INC VAR 02/49 C 399 279 0.1 413 000
GLENCORE 2.85% 04/31 GLENLN 398 320 0.1 450 000
HEATHROW 6.75% 12/26 HTHROW.L 397 087 0.1 300 000
ISTANBUL 10.5% 12/28 ISTNBL 400 900 0.1 380 000
TRUIST VAR 01/34 TFC 401 259 0.1 410 000
WELLS FARGO & VAR 01/35 WFC 396 520 0.1 390 000
ENEL 2.125% 07/28 ENELIM 391 628 0.1 425 000
DEUTSCHE BANK VAR 01/33 DB 390 550 0.1 450 000
ALLIANZ SE VAR 09/54 ALVGR 390 645 0.1 400 000
HSBC HOLDINGS VAR 08/28 HSBC 384 059 0.1 380 000
JPN 10Y 06/13/2025 JBM5 COMB Comdty -383 632 0.1 -18
GOLDMAN SACHS VAR 07/35 GS 379 695 0.1 380 000
HSBC HOLDINGS VAR 11/32 HSBC 382 701 0.1 440 000
PERTAMINA 3.65% 07/29 PERTIJ 379 500 0.1 400 000
SOCIETE GENERALE SA VAR SOCGEN 383 152 0.1 400 000
PACIFIC GAS 6.4% 06/33 PCG 376 095 0.1 360 000
SDR COMMERCIAL FLT 05/39 SDR 374 209 0.1 378 000
EXPAND 5.375% 03/30 SWN 376 484 0.1 380 000
TSMC ARIZONA 4.25% 04/32 TAISEM 372 487 0.1 380 000
UBS GROUP AG VAR 02/33 UBS 368 899 0.1 430 000
UNICREDIT SPA VAR 06/32 UCGIM 364 752 0.1 410 000
VMED O2 UK 5.625% 04/32 VMED 368 692 0.1 350 000
TAKEDA 1% 07/29 TACHEM 367 248 0.1 363 000
HEALTHPEAK 5.25% 12/32 DOC 369 233 0.1 367 000
NETFLIX INC 5.375% 11/29 NFLX 369 539 0.1 357 000
GRUPO 3.5% 04/28 ATLNSA 358 905 0.1 550 000
BANK OF NOVA 2.45% 02/32 BNS 360 030 0.1 420 000
REPUBLIC OF 7.5% 02/34 COLOM 364 450 0.1 370 000
HSBC HOLDINGS VAR 05/30 HSBC 360 023 0.1 374 000
MOBICO GROUP PLC VAR MCGLN.L 359 964 0.1 294 000
EURO-BUND 06/06/2025 RXM5 Comdty -363 288 0.1 -288
US ULTRA BOND 06/18/2025 WNM5 COMB Comdty -364 469 0.1 -132
AERCAP 5.75% 06/28 AER 352 693 0.1 342 000
PACIFIC GAS 3.3% 03/27 PCG 356 772 0.1 366 000
UGI 2.5% 12/29 UGI 352 451 0.1 350 000
NATWEST GROUP VAR 12/49 NWG 346 929 0.1 350 000
TRUIST VAR 06/34 TFC 345 590 0.1 336 000
COMISION 6.45% 01/35 CFELEC 350 027 0.1 366 000
EURO - FOR FUTURES 347 660 0.1 317 658
AIB GROUP PLC VAR 07/29 AIB 342 385 0.1 300 000
US 5YR NOTE 06/30/2025 FVM5 COMB Comdty -342 828 0.1 -197
GLENCORE 2.625% 09/31 GLENLN 344 844 0.1 398 000
GOLDMAN SACHS VAR 10/27 GS 340 810 0.1 355 000
LOTTOMATICA 5.375% 06/30 GAMENT 336 152 0.1 300 000
GOLDMAN SACHS VAR 10/35 GS 336 412 0.1 345 000
MORGAN STANLEY VAR 01/36 MS 333 079 0.1 325 000
JBS USA 7.25% 11/53 JBSSBZ 327 972 0.1 290 000
SOUTHERN VAR 03/55 SO 329 333 0.1 323 000
COMMERZBANK AG VAR 12/30 CMZB 328 863 0.1 300 000
EDISON VAR 06/53 EIX 328 861 0.1 344 000
DRYDEN 68 CLO FLT 07/35 DRSLF 329 196 0.1 330 000
VOLKSWAGEN VAR VW 321 215 0.1 300 000
THAMES 4.375% 01/31 THAMES 322 478 0.1 400 000
UNITED 6.35% 02/35 MEX 325 162 0.1 325 000
LOXAM SAS 2.875% 04/26 LOXAM 325 872 0.1 300 000
UNITED 3.75% 04/71 MEX 326 070 0.1 580 000
IBERDROLA VAR IBESM 323 057 0.1 300 000
EIRCOM 3.5% 05/26 EIRCOM 325 299 0.1 300 000
CURRENCY CONTRACT - USD -325 802 0.1 -41 741 283
GOLDMAN SACHS VAR 01/31 GS 324 669 0.1 320 000
GREENKO POWER 4.3% 12/28 GRNKEN 321 935 0.1 354 875
HCA INC 2.375% 07/31 HCA 314 921 0.0 370 000
VENTAS REALTY 5% 01/35 VTR 314 489 0.0 325 000
TEAMSYSTEM 3.5% 02/28 TITANL 319 489 0.0 300 000
LOXAM SAS 4.5% 02/27 LOXAM 315 608 0.0 288 000
JBS USA 6.75% 03/34 JBSSBZ 318 415 0.0 293 000
INTESA SANPAOLO SPA VAR ISPIM 317 171 0.0 276 000
OIS SOFR /3.458% USD0728 313 898 0.0 63 383 000
BRASKEM 7.25% 02/33 BRASKM 314 343 0.0 350 000
USD CCP COLL VM CITIBANK 314 002 0.0 314 002
OIS SOFR /4.021% USD0437 -317 593 0.0 9 964 000
BPCE SA VAR 01/36 BPCEGP 319 929 0.0 310 000
AVOLON 5.5% 01/26 AVOL 315 620 0.0 315 000
BANK OF VAR 01/35 BAC 317 118 0.0 312 000
DOMINICAN 5.3% 01/41 DOMREP 311 250 0.0 375 000
MORGAN STANLEY VAR 04/28 MS 312 534 0.0 315 000
MORGAN STANLEY VAR 04/35 MS 312 043 0.0 300 000
888 7.558% 07/27 GAMHOL 304 188 0.0 285 000
OMAN 5.625% 01/28 OMAN 301 500 0.0 300 000
HEATHROW 1.5% 02/30 HTHROW 302 613 0.0 300 000
EXETER 5.98% 09/30 EART 305 182 0.0 300 000
ENTERPRISE 5.55% 02/55 EPD 301 391 0.0 310 000
AIRBUS SE 1.375% 05/31 AIRFP 297 110 0.0 300 000
CHEPLAPHARM 7.5% 05/30 CHEPDE 296 801 0.0 300 000
HOLCIM 2.25% 04/34 HOLNSW.L 297 664 0.0 300 000
IHO VAR 05/28 IHOVER 299 710 0.0 263 169
FEDERAL 7.625% 11/25 NGERIA 298 629 0.0 300 000
PRUDENTIAL VAR 03/54 PRU 300 938 0.0 295 000
REPUBLIC OF 6.25% 05/33 SENEGL 288 909 0.0 423 000
MORGAN STANLEY VAR 07/34 MS 293 441 0.0 290 000
AVOLON 6.375% 05/28 AVOL 294 758 0.0 285 000
DOMINION VAR 05/55 D 294 223 0.0 300 000
PETRONAS 3.404% 04/61 PETMK 287 119 0.0 436 000
LONG GILT 06/26/2025 G M5 Comdty 283 534 0.0 183
MARVELL 2.95% 04/31 MRVL 286 553 0.0 320 000
SANTANDER UK VAR 11/26 SANUK 288 406 0.0 285 000
BX COMMERCIAL FLT 02/39 BX 281 574 0.0 283 345
CITIGROUP INC VAR 05/32 C 278 791 0.0 320 000
CITIGROUP INC VAR 12/49 C 276 382 0.0 290 000
ENEL SPA CALLABLE VAR ENELIM 281 580 0.0 300 000
GOLDMAN SACHS VAR 01/36 GS 279 527 0.0 275 000
REKEEP SPA 9% 09/29 MANTEN 277 813 0.0 261 000
OI EUROPEAN 5.25% 06/29 OI 280 781 0.0 261 000
STATE STREET CORP VAR STT 270 496 0.0 270 000
WAGA BONDCO 8.5% 06/30 WAGABD.L 271 615 0.0 220 000
SEMPRA VAR 10/54 SRE 274 158 0.0 280 000
CDI ITRAXX 5 EUR0630 -268 524 0.0 5 175 000
FELLS POINT 3.046% 01/27 CEG 265 334 0.0 274 000
FOUNDRY JV 5.5% 01/31 FABSJV 264 453 0.0 260 000
LOTTOMATICA 7.125% 06/28 GAMENT 268 813 0.0 237 000
REPUBLIC OF 6.375% 03/28 IVYCST 267 891 0.0 270 000
CITIBANK NA 5.57% 04/34 C 258 061 0.0 250 000
CONNECTICUT FLT 01/43 CAS 257 847 0.0 253 477
EUTELSAT SA 1.5% 10/28 ETLFP 257 483 0.0 300 000
GOLDMAN SACHS VAR 10/32 GS 259 794 0.0 300 000
HSBC 5.75% 12/27 HSBC.L 260 658 0.0 200 000
REPUBLIC OF 6.125% 06/33 IVYCST 256 810 0.0 305 000
PNC FINANCIAL VAR 10/32 PNC 257 598 0.0 260 000
ALTICE 4.125% 01/29 SFRFP 258 368 0.0 300 000
GOLDMAN SACHS VAR 04/32 GS 253 563 0.0 290 000
CENTRICA 4.375% 03/29 CNALN.L 252 060 0.0 200 000
ALFA 4.55% 09/51 ALFACL 254 051 0.0 335 935
BOEING 3.95% 08/59 BA 253 511 0.0 377 000
CREDIT VAR 01/36 ACAFP 254 531 0.0 250 000
EURO-SCHATZ 06/06/2025 DUM5 Comdty 249 083 0.0 832
ENI SPA 4.25% 05/29 ENIIM 246 811 0.0 250 000
DIAMONDBACK 3.125% 03/31 FANG 249 539 0.0 277 000
888 7.558% 07/27 GAMHOL 246 042 0.0 230 000
NEXTERA ENERGY VAR 09/54 NEE 240 864 0.0 240 000
UBS GROUP AG VAR 02/32 UBS 238 286 0.0 280 000
TECHEM 6% 07/26 TCHEN 240 066 0.0 219 799
GUARA NORTE 5.198% 06/34 GNFPSO 240 135 0.0 259 561
FORVIA SE EOFP 242 015 0.0 234 000
BENCHMARK VAR 05/52 BMARK 239 239 0.0 315 000
AMBER FINCO 6.625% 07/29 AMBRFN 242 450 0.0 215 000
EMERA INC VAR 06/76 EMACN 235 623 0.0 236 000
GLOBAL 2.9% 11/31 GPN 232 710 0.0 265 000
HEATHROW 1.875% 03/34 HTHROW 231 299 0.0 250 000
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty -230 813 0.0 -205
KINDER MORGAN 5.2% 06/33 KMI 226 769 0.0 230 000
GS MORTGAGE VAR 11/45 GSMS 231 374 0.0 253 861
CHROME HOLDCO 5% 05/29 CERBA 230 064 0.0 520 000
BRISTOL-MYERS 5.55% 02/54 BMY 228 163 0.0 230 000
FHLMC REMICS FLT 08/56 FHR 227 825 0.0 1 550 296
GENERALI VAR 10/47 ASSGEN 229 396 0.0 200 000
VOLKSWAGEN 4% 04/31 VW 220 339 0.0 200 000
ACCENTURE 4.5% 10/34 ACN 223 833 0.0 230 000
BANK OF VAR 04/32 BAC 219 647 0.0 249 000
NEXTERA ENERGY VAR 06/54 NEE 223 236 0.0 220 000
Q-PARK 5.125% 02/30 QPARKH 219 502 0.0 200 000
TAKE-TWO 5.6% 06/34 TTWO 219 549 0.0 215 000
TEXAS 5.15% 02/54 TXN 213 860 0.0 225 000
GOLDMAN SACHS VAR 12/49 GS 218 285 0.0 227 000
MARRIOTT 5.35% 03/35 MAR 217 136 0.0 220 000
BANCO DE SABADELL SA VAR SABSM 214 763 0.0 200 000
FIBERCOP 2.875% 01/26 FIBCOP 216 525 0.0 200 000
UBS GROUP AG VAR UBS 214 682 0.0 200 000
UNICREDIT SPA VAR UCGIM 214 002 0.0 200 000
UNICREDIT SPA VAR 01/32 UCGIM 215 797 0.0 200 000
LOTTOMATICA 5.375% 06/30 GAMENT 214 016 0.0 191 000
CURRENCY CONTRACT - USD 218 320 0.0 -114 673 967
CT 6.375% 04/30 CBRSER 216 684 0.0 197 000
BP CAPITAL MARKETS VAR BPLN 212 471 0.0 200 000
BPCE SA VAR 10/32 BPCEGP 213 265 0.0 250 000
ASK CHEMICALS 10% 11/29 ASKCHE 213 636 0.0 200 000
REPUBLIC OF 8.75% 04/32 ANGOL 213 690 0.0 273 000
AI 5.75% 06/33 AICNRA 213 282 0.0 250 000
ABN AMRO BANK NV VAR ABNANV 218 460 0.0 200 000
ABERTIS VAR ABESM 217 460 0.0 200 000
MONITCHEM 8.75% 05/28 CABBCO 214 607 0.0 200 000
SCHAEFFLER 3.375% 10/28 SHAEFF 209 587 0.0 200 000
TAKE-TWO 3.7% 04/27 TTWO 206 593 0.0 210 000
SUZANO AUSTRIA 7% 03/47 SUZANO 209 560 0.0 200 000
BANK OF VAR 01/27 BAC 210 639 0.0 210 000
PAPREC 7.25% 11/29 PAPREC 208 426 0.0 182 000
COLUMBIA 6.036% 11/33 CPGX 206 085 0.0 200 000
CREDIT AGRICOLE 2% 03/29 ACAFP 208 546 0.0 200 000
NATWEST GROUP VAR 12/49 NWG 205 738 0.0 200 000
KLABIN AUSTRIA 7% 04/49 KLAB 201 520 0.0 200 000
KBC GROUP NV VAR 01/29 KBCBB 205 585 0.0 200 000
INDONESIA 5.45% 05/30 IDASAL 201 750 0.0 200 000
GOLDMAN SACHS VAR 12/49 GS 201 692 0.0 205 000
CONSTELLATION 5.6% 06/42 EXC 203 482 0.0 210 000
GENERALI 2.429% 07/31 ASSGEN 202 520 0.0 200 000
EMRLD 6.375% 12/30 EMECLI 202 709 0.0 182 000
BNP PARIBAS SA VAR BNP 202 558 0.0 200 000
FREEPORT-MCM 4.625% 08/30 FCX 197 633 0.0 203 000
WELLTOWER OP 2.8% 06/31 WELL 196 314 0.0 220 000
SWISS RE VAR 04/49 SRENVX 197 540 0.0 200 000
PERUSAHAAN 4.125% 05/27 PLNIJ 196 687 0.0 200 000
OCP SA BOND 6.875% 04/44 OCPMR 193 740 0.0 200 000
LLOYDS 4.582% 12/25 LLOYDS 199 566 0.0 200 000
GILEAD 2.8% 10/50 GILD 196 543 0.0 310 000
ABN AMRO 4.75% 07/25 ABNANV 199 460 0.0 200 000
MEGLOBAL CANADA 5% 05/25 EQPTRC 199 524 0.0 200 000
CF 4.95% 06/43 CF 193 978 0.0 224 000
AMGEN INC 5.75% 03/63 AMGN 195 599 0.0 200 000
ENEL FINANCE 3.5% 04/28 ENELIM 193 390 0.0 200 000
CFAMC III CO 4.25% 11/27 CFAMCI 195 187 0.0 200 000
REPUBLIC OF 3.125% 04/31 COLOM 194 810 0.0 242 000
INDONESIAN RUPIAH 188 572 0.0 3 122 754 718
BOEING 5.805% 05/50 BA 192 966 0.0 205 000
CROWN CASTLE 4.8% 09/28 CCI 189 946 0.0 190 000
CHARTER 3.7% 04/51 CHTR 191 551 0.0 308 000
ENEL FINANCE STEP 06/30 ENELIM 192 929 0.0 200 000
FORD MOTOR 5.303% 09/29 F 190 441 0.0 200 000
UNICREDIT SPA VAR 06/27 UCGIM 193 296 0.0 200 000
BBVA MEXICO SA VAR 01/33 BBVASM 187 812 0.0 200 000
CURRENCY CONTRACT - USD 186 260 0.0 -2 800 967 633
ALTICE FRANCE 8% 05/27 SFRFP 182 444 0.0 573 000
SYNOPSYS INC 5.15% 04/35 SNPS 178 718 0.0 177 000
METROPOLITAN 3.3% 03/29 MET 176 381 0.0 185 000
BROADCOM INC 4.55% 02/32 AVGO 176 478 0.0 180 000
CHARTER 3.9% 06/52 CHTR 180 503 0.0 282 000
ENTERGY CORP VAR 12/54 ETR 169 763 0.0 170 000
HCA INC 5.2% 06/28 HCA 172 325 0.0 170 000
GREENKO 3.85% 03/26 GRNKEN 172 735 0.0 179 000
JBS USA LUX 5.95% 04/35 JBSSBZ 170 616 0.0 165 000
COMCAST 2.937% 11/56 CMCSA 172 547 0.0 290 000
BANK OF VAR 02/28 BAC 168 925 0.0 175 000
REPUBLIC OF 8% 11/29 ANGOL 171 807 0.0 210 000
ACCENTURE 4.25% 10/31 ACN 167 783 0.0 170 000
GOLDMAN SACHS VAR 07/32 GS 162 936 0.0 190 000
ICELAND 10.875% 12/27 ICELTD.L 162 762 0.0 120 000
INTESA VAR 09/32 ISPIM 164 538 0.0 150 000
CIRSA FINANCE 6.5% 03/29 LHMCFI 167 944 0.0 149 000
CITIGROUP INC VAR C 156 299 0.0 160 000
TECHEM 5.375% 07/29 TCHEN 160 278 0.0 146 000
PAPREC 3.5% 07/28 PAPREC 160 268 0.0 150 000
NDIRS CDI /11.245 BRL0127 -160 538 0.0 18 896 360
PRO-GEST SPA 3.25% 12/24 159 226 0.0 477 000
NDIRS CDI /11.3 BRL0127 -157 443 0.0 18 880 535
APA 2% 07/30 APAAU 152 623 0.0 150 000
BRISTOL-MYERS 5.65% 02/64 BMY 153 054 0.0 155 000
FREEPORT-MCMO 4.25% 03/30 FCX 152 920 0.0 159 000
MORGAN STANLEY VAR 10/32 MS 149 052 0.0 173 000
ROPER 2.95% 09/29 ROP 149 056 0.0 160 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty -153 131 0.0 -62
VISTRA 5.7% 12/34 VST 150 224 0.0 150 000
HYUNDAI 3.5% 11/26 HYNMTR 147 083 0.0 150 000
ROMANIA 7.625% 01/53 ROMANI 146 890 0.0 148 000
GRUPO 10.375% 01/30 ATLNSA 145 168 0.0 198 000
AERCAP 4.625% 09/29 AER 148 389 0.0 150 000
SOUTHERN 5.875% 04/45 SCCO 136 981 0.0 140 000
TUI CRUISES 6.25% 04/29 TUICRU 138 426 0.0 124 000
GBP - FOR FUTURES 139 701 0.0 108 514
CCO 5.125% 05/27 CHTR 137 168 0.0 140 000
CHILEAN PESO CURRENCY -137 569 0.0 2 810 017 839
CURRENCY CONTRACT - USD -131 896 0.0 -16 194 315
JAPANESE YEN - FOR FUTURE 133 597 0.0 19 623 521
CHARTER 5.25% 04/53 CHTR 131 674 0.0 165 000
ENBRIDGE INC VAR 01/84 ENBCN 133 973 0.0 123 000
FREMF 2018-KF49 FLT 06/25 FREMF 132 602 0.0 133 318
SES SA 0.875% 11/27 SESGFP 134 043 0.0 130 000
TELEFONICA 4.665% 03/38 TELEFO 135 845 0.0 150 000
TELECOM 7.75% 01/33 TITIM 134 206 0.0 100 000
TOTALENERGIE 5.275% 09/54 TTEFP 131 400 0.0 140 000
MORGAN STANLEY VAR 01/38 MS 125 977 0.0 125 000
BHMS 2018-ATLS FLT 07/35 BHMS 129 854 0.0 130 000
META 4.45% 08/52 META 126 371 0.0 148 000
CITIGROUP INC VAR 11/32 C 120 133 0.0 140 000
DUQUESNE 2.775% 01/32 DQE 119 657 0.0 140 000
EXELON CORP VAR 03/55 EXC 118 344 0.0 120 000
GILEAD 5.55% 10/53 GILD 119 488 0.0 119 000
HEATHROW 5.875% 05/41 HTHROW.L 123 524 0.0 100 000
US BANCORP VAR 01/35 USB 112 944 0.0 110 000
HYUNDAI 6.5% 01/29 HYNMTR 115 170 0.0 110 000
NISOURCE INC VAR 11/54 NI 116 863 0.0 116 000
MORGAN STANLEY VAR 09/36 MS 116 068 0.0 140 000
PNC FINANCIAL VAR 01/35 PNC 112 707 0.0 110 000
GENERAL 4.125% 09/35 GE 114 094 0.0 100 000
ASMODEE GROUP AB ASMDEE 116 916 0.0 104 000
FHLMC VAR 06/46 FHMS 112 961 0.0 1 820 000
IRS EURI/2.1597 EUR1226 112 297 0.0 59 200 000
NEXTERA ENERGY VAR 08/55 NEE 114 694 0.0 115 000
FREEPORT-MCM 4.125% 03/28 FCX 116 652 0.0 119 000
EDP SA VAR 08/81 EDPPL 107 088 0.0 100 000
MARS INC 5.65% 05/45 MARS 104 892 0.0 104 000
ABERTIS VAR ABESM 108 730 0.0 100 000
VINCI SA 1.75% 09/30 DGFP 102 554 0.0 100 000
UBS COMMERCIAL VAR 12/50 UBSCM 100 540 0.0 106 000
SES SA VAR 09/54 SESGFP 99 047 0.0 100 000
RENAULT SA 1.125% 10/27 RENAUL 103 368 0.0 100 000
FHLMC REMICS 3% 10/50 FHR 99 294 0.0 583 201
TRUIST VAR 10/33 TFC 99 374 0.0 95 000
DOMINION VAR 02/55 D 101 939 0.0 100 000
AMERICAN EXPRESS CO VAR AXP 98 714 0.0 104 000
CURRENCY CONTRACT - USD 100 766 0.0 -11 115 724 681
HCA INC 3.5% 07/51 HCA 99 098 0.0 150 000
BANK 2018-BNK13 VAR 08/61 BANK 102 775 0.0 118 000
AMERICAN 1.625% 03/31 BSX 99 497 0.0 100 000
ENTERGY 1.75% 03/31 ETR 98 126 0.0 115 000
JBS USA 4.375% 02/52 JBSSBZ 92 822 0.0 120 000
THERMO 0.875% 10/31 TMO 94 339 0.0 100 000
TUI CRUISES 6.5% 05/26 TUICRU 92 778 0.0 84 670
CURRENCY CONTRACT - USD -85 992 0.0 -114 776 672
OIS SOFR /3.623% USD0736 -88 434 0.0 14 714 000
BP CAPITAL MARKETS VAR BPLN 89 229 0.0 94 000
UNITED 3.75% 04/71 MEX 90 512 0.0 161 000
REGENCY 2.95% 09/29 REG 88 898 0.0 95 000
SIGMA HOLDCO 5.75% 05/26 SIGHCO 89 010 0.0 81 972
AT&T INC 3.5% 09/53 T 89 290 0.0 130 000
TEXAS 5% 03/53 TXN 83 713 0.0 90 000
HCA INC 5.5% 06/47 HCA 83 685 0.0 91 000
NEXTERA ENERGY VAR 08/55 NEE 85 542 0.0 85 000
CURRENCY CONTRACT - USD 73 090 0.0 -24 295 399
IRS EURI/2.2763 EUR1229 72 975 0.0 25 200 000
COMCAST CORP 2.8% 01/51 CMCSA 78 899 0.0 130 000
FLAGSHIP 5.01% 08/27 FCAT 74 303 0.0 74 270
TRUIST VAR 01/35 TFC 76 440 0.0 75 000
CURRENCY CONTRACT - USD 76 537 0.0 -57 121 289
FNMA REMICS FLT 05/47 FNR 69 164 0.0 561 193
OCCIDENTAL 5.2% 08/29 OXY 69 739 0.0 70 000
HCA INC 5.45% 09/34 HCA 69 509 0.0 70 000
AT&T INC 3.55% 09/55 T 67 324 0.0 99 000
FHLMC VAR 02/47 FHMS 69 560 0.0 880 000
CURRENCY CONTRACT - TWD -66 602 0.0 280 246 968
CURRENCY CONTRACT - KRW -67 725 0.0 17 246 109 599
CURRENCY CONTRACT - BRL -68 390 0.0 17 427 521
UBER 5.35% 09/54 UBER 65 803 0.0 70 000
ALTICE FRANCE 4% 02/28 SFRFP 64 572 0.0 200 000
OCCIDENTAL 5.375% 01/32 OXY 63 375 0.0 65 000
FHLMC VAR 01/46 FHMS 66 336 0.0 850 000
FLAGSHIP 5.05% 01/28 FCAT 66 103 0.0 66 000
DOMINION VAR 06/54 D 62 493 0.0 60 000
CANADIAN 3.5% 05/50 CP 63 840 0.0 90 000
CREDIT-BASED FLT 01/34 CBASS 64 604 0.0 60 339
UNION 3.9% 04/52 AEE 61 326 0.0 80 000
CURRENCY CONTRACT - USD -64 177 0.0 -8 222 283
CURRENCY CONTRACT - TRY -61 393 0.0 115 385 906
STATE STREET CORP VAR STT 59 037 0.0 59 000
VELOCITY VAR 03/49 VCC 55 749 0.0 59 800
TRANSCANADA VAR 08/76 TRPCN 56 155 0.0 57 000
FHLMC REMICS 3% 09/50 FHR 56 822 0.0 330 737
ALTERNATIVE 5.75% 03/37 CWALT 56 846 0.0 108 721
AVOLON 4.375% 05/26 AVOL 59 646 0.0 60 000
AUD - FOR FUTURES -54 887 0.0 -90 843
ALTERNATIVE LOAN 6% 12/34 CWALT 56 795 0.0 63 458
GRAY OAK 2.6% 10/25 GRYOAK 49 323 0.0 50 000
COUNTRY 3.125% 10/25 49 687 0.0 530 000
CURRENCY CONTRACTS - PLN -52 390 0.0 11 994 072
CURRENCY CONTRACTS - THB -52 021 0.0 99 314 525
CURRENCY CONTRACT - USD -47 552 0.0 -217 007 858
CURRENCY CONTRACT - USD 49 486 0.0 -3 557 996
PPL CAPITAL 5.25% 09/34 PPL 45 306 0.0 45 000
JPMBB VAR 07/48 JPMBB 47 466 0.0 62 000
LB-UBS VAR 09/39 LBUBS 44 790 0.0 134 898
CHASE FUNDING STEP 11/34 CFAB 46 664 0.0 47 392
SUZANO 3.75% 01/31 SUZANO 43 065 0.0 48 000
VELOCITY VAR 10/48 VCC 47 087 0.0 48 199
FHLMC REMICS FLT 02/44 FHR 46 560 0.0 319 920
GALAXY XV CLO FLT 10/30 GALXY 43 233 0.0 43 244
CURRENCY CONTRACT - USD 44 526 0.0 -2 180 443 866
FHLMC VAR 09/27 FHMS 43 904 0.0 2 035 839
DUKE ENERGY 5.25% 04/33 DUK 45 842 0.0 45 000
BP CAPITAL MARKETS VAR BPLN 42 582 0.0 43 000
CURRENCY CONTRACTS - ZAR -44 545 0.0 17 959 325
CURRENCY CONTRACT - SGD -42 509 0.0 3 941 458
CURRENCY CONTRACT - INR 42 768 0.0 259 859 537
EURO-BOBL 06/06/2025 OEM5 Comdty -40 235 0.0 -55
ALTERNATIVE 5.5% 04/35 CWALT 38 219 0.0 44 595
BOEING 3.25% 02/35 BA 41 023 0.0 50 000
US 10YR ULTRA 06/18/2025 UXYM5 COMB Comdty 37 819 0.0 -71
BERKSHIRE 4.6% 05/53 BRKHEC 39 335 0.0 47 000
JETBLUE 2.95% 05/28 JBLU 35 208 0.0 38 416
AES CORP/THE 3.95% 07/30 AES 39 453 0.0 42 000
CURRENCY CONTRACT - CAD 40 016 0.0 4 303 072
NDIRS CDI /14.38 BRL0129 38 515 0.0 16 812 211
CURRENCY CONTRACT - USD -41 119 0.0 -8 672 721
ACCELERATED 6.65% 12/33 AALLC 36 279 0.0 37 013
GS MORTGAGE VAR 05/50 GSMS 32 258 0.0 36 000
US 2YR NOTE 06/30/2025 TUM5 COMB Comdty -33 003 0.0 198
T-MOBILE 2.625% 02/29 TMUS 31 600 0.0 34 000
MORGAN STANLEY VAR 05/48 MSBAM 34 759 0.0 36 000
LEBANESE 6.65% 11/28 LEBAN 33 900 0.0 226 000
LEBANESE 6.65% 04/24 LEBAN 34 050 0.0 227 000
GLENCORE 6.375% 10/30 GLENLN 30 712 0.0 29 000
DUKE ENERGY 5.4% 04/53 DUK 33 455 0.0 35 000
CURRENCY CONTRACT - USD 29 182 0.0 -4 439 107
CURRENCY CONTRACTS - ZAR -30 016 0.0 11 589 448
CURRENCY CONTRACTS - PLN -30 202 0.0 -2 817 263
CURRENCY CONTRACT - SGD -29 095 0.0 4 199 226
CURRENCY CONTRACT - CAD 34 483 0.0 -30 470 477
FHLMC REMICS FLT 06/47 FHR 26 662 0.0 213 091
US LONG 06/18/2025 USM5 COMB Comdty 27 132 0.0 11
MORGAN STANLEY VAR 05/48 MSC 26 723 0.0 28 000
JP MORGAN CHASE VAR 12/49 JPMCC 23 690 0.0 28 000
GM FINANCIAL 5.16% 04/26 GMALT 25 696 0.0 25 689
CURRENCY CONTRACT - EUR 25 727 0.0 2 832 380
CCUBS VAR 11/50 CCUBS 25 597 0.0 28 000
CURRENCY CONTRACT - USD -25 732 0.0 -1 819 690
CURRENCY CONTRACT - USD -27 135 0.0 -3 331 728
CURRENCY CONTRACT - TWD -26 012 0.0 102 291 709
CURRENCY CONTRACT - MXN -22 283 0.0 30 888 780
US LONG 06/18/2025 USM5 COMB Comdty -20 837 0.0 -8
JPMBB VAR 08/48 JPMBB 18 429 0.0 23 000
FREMF 2018-KF46 FLT 03/28 FREMF 17 782 0.0 18 528
CHL MORTGAGE 6.5% 10/37 CWHL 16 471 0.0 39 688
FNMA REMICS FLT 06/45 FNR 18 416 0.0 168 447
FNMA REMICS FLT 05/47 FNR 19 285 0.0 155 117
FHLMC VAR 12/45 FHMS 21 308 0.0 400 000
CURRENCY CONTRACT - USD 21 059 0.0 -8 830 838
FREMF 2017-KF38 FLT 09/24 19 707 0.0 19 724
CURRENCY CONTRACT - USD 21 287 0.0 -3 522 294
CURRENCY CONTRACTS - PLN -20 301 0.0 11 850 169
CURRENCY CONTRACT - EUR 20 612 0.0 -1 135 048 306
BRITISH POUND 19 970 0.0 15 512
CURRENCY CONTRACT - USD 21 537 0.0 -3 276 198
CURRENCY CONTRACT - USD 11 972 0.0 -4 524 651 586
FNMA REMICS 4% 11/42 FNR 11 498 0.0 63 548
FNMA REMICS 3% 10/31 FNR 15 469 0.0 274 289
DUKE ENERGY 5.65% 04/53 DUK 14 861 0.0 15 000
CD 2016-CD2 VAR 11/49 CD 12 494 0.0 21 000
CURRENCY CONTRACT - USD 10 559 0.0 -14 317 513
CURRENCY CONTRACT - USD 13 254 0.0 -4 524 651 580
CURRENCY CONTRACTS - PLN 12 046 0.0 -2 841 638
CURRENCY CONTRACTS - PHP -13 721 0.0 176 548 239
CURRENCY CONTRACT - MXN -10 479 0.0 30 847 772
CURRENCY CONTRACT - MXN -13 826 0.0 30 724 711
CURRENCY CONTRACT - MXN -10 690 0.0 -2 165 710
CURRENCY CONTRACT - EUR 10 286 0.0 734 511
CURRENCY CONTRACT - CAD 13 922 0.0 -60 940 112
STRUCTURED VAR 07/34 SARM 7 729 0.0 7 823
EURO-BUND 06/06/2025 RXM5 Comdty 4 414 0.0 94
MERRILL LYNCH FLT 07/29 MLCC 5 454 0.0 5 549
FNMA REMICS FLT 09/42 FNR 7 450 0.0 62 409
CURRENCY CONTRACT - USD -3 522 0.0 -386 000
FNMA REMICS 3% 01/28 FNR 4 443 0.0 190 465
CHASE MORTGAGE VAR 02/37 CHASE 6 008 0.0 6 095
PERUVIAN NEW SOL 8 927 0.0 32 913
CURRENCY CONTRACT - EUR 4 094 0.0 641 549
CURRENCY CONTRACT - TWD -3 540 0.0 21 011 794
CURRENCY CONTRACT - EUR 7 239 0.0 423 888
CURRENCY CONTRACT - CAD 4 112 0.0 2 168 100
CURRENCY CONTRACT - EUR 5 468 0.0 377 188
CURRENCY CONTRACT - MXN -3 293 0.0 10 549 680
CURRENCY CONTRACT - EUR -9 218 0.0 637 290
CURRENCY CONTRACT - INR 8 115 0.0 527 608 601
CURRENCY CONTRACT - MXN -7 771 0.0 -2 165 334
CURRENCY CONTRACT - USD 0 0.0 17 604 471
CURRENCY CONTRACT - USD 0 0.0 11 166 365
CURRENCY CONTRACT - USD 0 0.0 3 621 846
CURRENCY CONTRACT - USD 0 0.0 10 658 099
CURRENCY CONTRACT - USD 0 0.0 6 295 542
CURRENCY CONTRACT - USD 0 0.0 6 230 636
CURRENCY CONTRACT - USD 0 0.0 6 057 275
CURRENCY CONTRACT - USD 0 0.0 5 914 656
CURRENCY CONTRACT - USD 0 0.0 5 743 749
CURRENCY CONTRACT - USD 0 0.0 5 717 482
CURRENCY CONTRACT - USD 0 0.0 4 555 758
CURRENCY CONTRACT - USD 0 0.0 4 239 064
CURRENCY CONTRACT - USD 0 0.0 3 045 622
CURRENCY CONTRACT - USD 0 0.0 3 110 795
CURRENCY CONTRACT - USD 0 0.0 3 109 512
CURRENCY CONTRACT - USD 0 0.0 3 061 950
CURRENCY CONTRACT - USD 0 0.0 19 817 397
CURRENCY CONTRACT - USD 0 0.0 3 004 430
CURRENCY CONTRACT - USD 0 0.0 2 888 916
CURRENCY CONTRACT - USD 0 0.0 2 697 399
CURRENCY CONTRACT - USD 0 0.0 2 630 511
CURRENCY CONTRACT - USD 0 0.0 2 487 966
CURRENCY CONTRACT - USD 0 0.0 2 038 702
CURRENCY CONTRACT - USD 0 0.0 1 968 705
CURRENCY CONTRACT - USD 0 0.0 1 848 739
CURRENCY CONTRACT - USD 0 0.0 19 430 243
CURRENCY CONTRACT - USD 0 0.0 162 338 903
CURRENCY CONTRACT - USD 0 0.0 29 025 400
OIS SOFR /3.458% USD0728 0 0.0 -63 383 000
STRUCTURED FLT 09/35 SAIL 216 0.0 216
MORGAN STANLEY VAR 11/42 MSC 777 0.0 793
GNMA 2015-H13 VAR 04/65 GNR 928 0.0 32 580
FNMA INTEREST VAR 04/27 FNS 181 0.0 13 164
WINDSTREAM HOLDINGS INC 208 0.0 16
SOUTH AFRICAN RAND 0 0.0 0
POLISH ZLOTY - NEW 1 123 0.0 4 383
OIS SOFR /4.021% USD0437 0 0.0 -9 964 000
OIS SOFR /3.951% USD0429 0 0.0 -41 810 000
OIS SOFR /3.894% USD1134 0 0.0 -14 377 000
OIS SOFR /3.623% USD0736 0 0.0 -14 714 000
NDIRS CDI /14.38 BRL0129 0 0.0 -16 812 211
CURRENCY CONTRACT - USD 0 0.0 56 806 276
NDIRS CDI /11.3 BRL0127 0 0.0 -18 880 535
NDIRS CDI /11.245 BRL0127 0 0.0 -18 896 360
MEXICAN PESOS - NEW 106 0.0 2 170
JPY CCP COLL VM CITIBANK 0 0.0 0
JAPANESE YEN 0 0.0 1
IRS EURI/2.2763 EUR1229 0 0.0 -25 200 000
IRS EURI/2.1597 EUR1226 0 0.0 -59 200 000
HUNGARIAN FORINT 1 838 0.0 682 474
GBP CCP COLL VM CITIBANK 0 0.0 0
CZECH REPUB. KRONAS 988 0.0 22 800
CURRENCY CONTRACT - USD 0 0.0 419 545
CURRENCY CONTRACT - USD 0 0.0 708 778
CURRENCY CONTRACT - USD 247 0.0 -17 601
CURRENCY CONTRACT - USD 0 0.0 140 765
CURRENCY CONTRACT - EUR 0 0.0 -794 760
CURRENCY CONTRACT - EUR 1 593 0.0 94 793
CURRENCY CONTRACT - EUR 257 0.0 68 000
CURRENCY CONTRACT - EUR 0 0.0 -74 217
CURRENCY CONTRACT - EUR 0 0.0 -102 226
CURRENCY CONTRACT - EUR 0 0.0 -121 008
CURRENCY CONTRACT - EUR 0 0.0 -133 916
CURRENCY CONTRACT - EUR 0 0.0 -221 160
CURRENCY CONTRACT - EUR 0 0.0 -407 942
CURRENCY CONTRACT - EUR 0 0.0 -457 355
CURRENCY CONTRACT - EUR 0 0.0 -698 544
CURRENCY CONTRACT - EUR 0 0.0 -707 708
CURRENCY CONTRACT - EUR 0 0.0 -6 206 346
CURRENCY CONTRACT - USD 0 0.0 19 525
CURRENCY CONTRACT - BRL 0 0.0 -3 046 950
CHINESE RENMINBI(YUAN)CUR 532 0.0 2 011 963
CHINESE RENMINBI(YUAN)CUR 0 0.0 -278 769
CHINESE RENMINBI (YUAN) 0 0.0 0
CHILEAN PESO CURRENCY 0 0.0 -3 006 170
CHILEAN PESO CURRENCY 0 0.0 -8 852 275
CDI ITRAXX 5 EUR0630 0 0.0 -5 175 000
CDI ITRAXX 5 EUR0630 0 0.0 -14 060 000
CANADIAN DOLLAR 0 0.0 0
BRAZILIAN REAL 0 0.0 0
AUSTRALIAN DOLLAR 2 0.0 4
CURRENCY CONTRACT - EUR 1 501 0.0 111 858
CURRENCY CONTRACT - EUR 63 0.0 122 331
CURRENCY CONTRACT - EUR -2 439 0.0 199 704
CURRENCY CONTRACT - EUR -2 176 0.0 5 664 761
CURRENCY CONTRACT - USD 0 0.0 15 454
CURRENCY CONTRACT - USD -905 0.0 -129 353
CURRENCY CONTRACT - USD -335 0.0 -609 234
CURRENCY CONTRACT - USD -1 237 0.0 -42 641 739
CURRENCY CONTRACT - USD 2 948 0.0 -150 623 093
CURRENCY CONTRACT - USD -2 213 0.0 -4 391 877 049
CURRENCY CONTRACT - TWD 0 0.0 -637 339
CURRENCY CONTRACT - TWD 0 0.0 -3 111 534
CURRENCY CONTRACT - TWD 0 0.0 -8 519 957
CURRENCY CONTRACT - TRY 0 0.0 -3 052 093
CURRENCY CONTRACTS - ZAR 0 0.0 -635 732
CURRENCY CONTRACTS - ZAR 0 0.0 -983 179
CURRENCY CONTRACTS - THB 0 0.0 -2 958 060
CURRENCY CONTRACTS - PHP 0 0.0 -3 093 538
CURRENCY CONTRACT - SGD 0 0.0 -2 970 851
CURRENCY CONTRACT - SGD 0 0.0 -3 148 948
CURRENCY CONTRACT - MXN 0 0.0 -517 766
CURRENCY CONTRACT - MXN -2 677 0.0 -2 177 720
CURRENCY CONTRACT - KRW 0 0.0 -11 874 274
CURRENCY CONTRACT - INR 0 0.0 -2 993 428
CURRENCY CONTRACT - INR 0 0.0 -6 156 459
CURRENCY CONTRACT - GBP -463 0.0 73 476
CURRENCY CONTRACT - GBP 0 0.0 -95 054
Security Description Ticker 0 0.0 0