Form NPORT-P COLUMBIA FUNDS SERIES For: Aug 31

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October 27, 2021 8:47 AM EDT
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    NPORT-P
    false
    
      
      
        
          0000773757
          XXXXXXXX
        
      
      
      
      
        S000036207
        C000179757
      
      
      
    
  
  
    
      Columbia Funds Series Trust I
      811-04367
      0000773757
      549300W5GIE6ZOZOTD82
      290 Congress Street
      Boston
      
      02110
      800-345-6611
      Multi-Manager Alternative Strategies Fund
      S000036207
      8Z4K1FUQRPCJYKZNOK04
      2021-08-31
      2021-08-31
      N
    
    
      617875601.180000000000
      93121061.990000000000
      524754539.190000000000
      0.000000000000
      15551911.590000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      31666909.180000000000
      2121690.610000000000
      0.000000000000
      256040.050000000000
      
        
          MXN
          
          
        
        
          MYR
          
          
        
        
          NOK
          
          
        
        
          NZD
          
          
        
        
          ZAR
          
          
        
        
          TWD
          
          
        
        
          PLN
          
          
        
        
          SEK
          
          
        
        
          SGD
          
          
        
        
          KRW
          
          
        
        
          USD
          
          
        
        
          PHP
          
          
        
        
          JPY
          
          
        
        
          EUR
          
          
        
        
          ILS
          
          
        
        
          INR
          
          
        
        
          AUD
          
          
        
        
          CAD
          
          
        
        
          CHF
          
          
        
        
          CLP
          
          
        
        
          BRL
          
          
        
        
          GBP
          
          
        
        
          HKD
          
          
        
        
          HUF
          
          
        
        
          IDR
          
          
        
        
          COP
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
      
    
    
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        HUNGARIAN FURINT
        000000000
        
          
        
        695185000.000000000000
        OU
        Notional Amount
        N/A
        34532.950000000000
        0.0065807816
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2316519.450000000186265
            USD
            695185000.000000000000000
            HUF
            2021-09-15
            34532.950000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        HUNGARIAN FURINT
        000000000
        
          
        
        381533504.000000000000
        OU
        Notional Amount
        N/A
        -34550.260000000000
        -0.0065840803
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1324861.849999999860302
            USD
            381533504.000000000000000
            HUF
            2021-09-15
            -34550.260000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        HUNGARIAN FURINT
        000000000
        
          
        
        844543504.000000000000
        OU
        Notional Amount
        N/A
        45708.800000000000
        0.0087105106
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2802666.189999999944121
            USD
            844543504.000000000000000
            HUF
            2021-12-15
            45708.800000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        INDONESIAN RUPIA
        000000000
        
          
        
        8540400000.000000000000
        OU
        Notional Amount
        N/A
        11107.030000000000
        0.0021166144
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            587856.839999999967404
            USD
            8540400000.000000000000000
            IDR
            2021-09-15
            11107.030000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        INDONESIAN RUPIA
        000000000
        
          
        
        2274722620.000000000000
        OU
        Notional Amount
        N/A
        2589.520000000000
        0.0004934726
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            155697.059999999997672
            USD
            2274722620.000000000000000
            IDR
            2021-12-15
            2589.520000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        ISRAELI SHEKEL
        000000000
        
          
        
        1601000.000000000000
        OU
        Notional Amount
        N/A
        4590.280000000000
        0.0008747480
        N/A
        DFE
        CORP
        IL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            494544.570000000006985
            USD
            1601000.000000000000000
            ILS
            2021-09-17
            4590.280000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        INDIAN RUPEE
        000000000
        
          
        
        148825999.000000000000
        OU
        Notional Amount
        N/A
        47591.230000000000
        0.0090692365
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1988311.819999999832362
            USD
            148825999.000000000000000
            INR
            2021-09-15
            47591.230000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        INDIAN RUPEE
        000000000
        
          
        
        2948000.000000000000
        OU
        Notional Amount
        N/A
        806.030000000000
        0.0001536013
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            39149.760000000002037
            USD
            2948000.000000000000000
            INR
            2021-12-15
            806.030000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        JAPANESE YEN
        000000000
        
          
        
        14203500.000000000000
        OU
        Notional Amount
        N/A
        463.610000000000
        0.0000883480
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            128656.929999999993015
            USD
            14203500.000000000000000
            JPY
            2021-09-15
            463.610000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        JAPANESE YEN
        000000000
        
          
        
        93897000.000000000000
        OU
        Notional Amount
        N/A
        -9781.450000000000
        -0.0018640048
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            863376.070000000065193
            USD
            93897000.000000000000000
            JPY
            2021-09-15
            -9781.450000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        JAPANESE YEN
        000000000
        
          
        
        24.000000000000
        OU
        Notional Amount
        N/A
        0.000000000000
        0.0000000000
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            0.220000000000000
            USD
            24.000000000000000
            JPY
            2021-12-15
            0.000000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        KOREAN WON
        000000000
        
          
        
        4588141516.000000000000
        OU
        Notional Amount
        N/A
        -135516.580000000000
        -0.0258247561
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            4092985.920000000391155
            USD
            4588141516.000000000000000
            KRW
            2021-09-15
            -135516.580000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        KOREAN WON
        000000000
        
          
        
        377972016.000000000000
        OU
        Notional Amount
        N/A
        4134.200000000000
        0.0007878350
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            321671.999999999941792
            USD
            377972016.000000000000000
            KRW
            2021-12-15
            4134.200000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MEXICAN PESO
        000000000
        
          
        
        38775500.000000000000
        OU
        Notional Amount
        N/A
        9524.690000000000
        0.0018150753
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1917605.320000000065193
            USD
            38775500.000000000000000
            MXN
            2021-09-15
            9524.690000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MEXICAN PESO
        000000000
        
          
        
        95408000.000000000000
        OU
        Notional Amount
        N/A
        -17351.100000000000
        -0.0033065174
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            4759098.350000000558794
            USD
            95408000.000000000000000
            MXN
            2021-09-15
            -17351.100000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MEXICAN PESO
        000000000
        
          
        
        109451000.000000000000
        OU
        Notional Amount
        N/A
        95149.310000000000
        0.0181321557
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            5278627.399999999441206
            USD
            109451000.000000000000000
            MXN
            2021-12-15
            95149.310000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        NORWAY KRONA
        000000000
        
          
        
        14169500.000000000000
        OU
        Notional Amount
        N/A
        40872.600000000000
        0.0077888988
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1588909.510000000009313
            USD
            14169500.000000000000000
            NOK
            2021-09-15
            40872.600000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        NORWAY KRONA
        000000000
        
          
        
        5556000.000000000000
        OU
        Notional Amount
        N/A
        -28178.640000000000
        -0.0053698707
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            667232.199999999953434
            USD
            5556000.000000000000000
            NOK
            2021-09-15
            -28178.640000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        NORWAY KRONA
        000000000
        
          
        
        751000.000000000000
        OU
        Notional Amount
        N/A
        1118.830000000000
        0.0002132102
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            85215.580000000001746
            USD
            751000.000000000000000
            NOK
            2021-12-15
            1118.830000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        1238000.000000000000
        OU
        Notional Amount
        N/A
        7551.250000000000
        0.0014390061
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            864805.469999999855645
            USD
            1238000.000000000000000
            NZD
            2021-09-15
            7551.250000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        1492000.000000000000
        OU
        Notional Amount
        N/A
        -33175.530000000000
        -0.0063221044
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1084513.340000000083819
            USD
            1492000.000000000000000
            NZD
            2021-09-15
            -33175.530000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        PHILIPPINE PESO
        000000000
        
          
        
        35786000.000000000000
        OU
        Notional Amount
        N/A
        5886.430000000000
        0.0011217492
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            713586.880000000121072
            USD
            35786000.000000000000000
            PHP
            2021-09-15
            5886.430000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        PHILIPPINE PESO
        000000000
        
          
        
        13990500.000000000000
        OU
        Notional Amount
        N/A
        -7606.330000000000
        -0.0014495025
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            288883.700000000011642
            USD
            13990500.000000000000000
            PHP
            2021-09-15
            -7606.330000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        PHILIPPINE PESO
        000000000
        
          
        
        275500.000000000000
        OU
        Notional Amount
        N/A
        51.630000000000
        0.0000098389
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            5455.260000000000218
            USD
            275500.000000000000000
            PHP
            2021-12-15
            51.630000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        POLISH ZLOTY
        000000000
        
          
        
        6242000.000000000000
        OU
        Notional Amount
        N/A
        12914.580000000000
        0.0024610707
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1616836.390000000130385
            USD
            6242000.000000000000000
            PLN
            2021-09-15
            12914.580000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        POLISH ZLOTY
        000000000
        
          
        
        14602000.000000000000
        OU
        Notional Amount
        N/A
        -156507.880000000000
        -0.0298249693
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            3969007.669999999925494
            USD
            14602000.000000000000000
            PLN
            2021-09-15
            -156507.880000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        POLISH ZLOTY
        000000000
        
          
        
        1798500.000000000000
        OU
        Notional Amount
        N/A
        11476.860000000000
        0.0021870911
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            458100.070000000006985
            USD
            1798500.000000000000000
            PLN
            2021-12-15
            11476.860000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWEDISH KRONA
        000000000
        
          
        
        2136500.000000000000
        OU
        Notional Amount
        N/A
        1016.680000000000
        0.0001937439
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            246590.720000000001164
            USD
            2136500.000000000000000
            SEK
            2021-09-15
            1016.680000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWEDISH KRONA
        000000000
        
          
        
        33671500.000000000000
        OU
        Notional Amount
        N/A
        -140064.060000000000
        -0.0266913480
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            4042386.820000000298023
            USD
            33671500.000000000000000
            SEK
            2021-09-15
            -140064.060000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWEDISH KRONA
        000000000
        
          
        
        19059000.000000000000
        OU
        Notional Amount
        N/A
        46765.160000000000
        0.0089118162
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2163613.620000000111759
            USD
            19059000.000000000000000
            SEK
            2021-12-15
            46765.160000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SINGAPORE DOLLAR
        000000000
        
          
        
        2700000.000000000000
        OU
        Notional Amount
        N/A
        22622.570000000000
        0.0043110766
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1985588.260000000242144
            USD
            2700000.000000000000000
            SGD
            2021-09-15
            22622.570000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SINGAPORE DOLLAR
        000000000
        
          
        
        1417000.000000000000
        OU
        Notional Amount
        N/A
        -11464.360000000000
        -0.0021847091
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1065403.170000000158325
            USD
            1417000.000000000000000
            SGD
            2021-09-15
            -11464.360000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SINGAPORE DOLLAR
        000000000
        
          
        
        344000.000000000000
        OU
        Notional Amount
        N/A
        410.460000000000
        0.0000782194
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            255408.169999999983702
            USD
            344000.000000000000000
            SGD
            2021-12-15
            410.460000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        29418500.000000000000
        OU
        Notional Amount
        N/A
        4964.220000000000
        0.0009460080
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1058868.559999999823049
            USD
            29418500.000000000000000
            TWD
            2021-09-15
            4964.220000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        73954000.000000000000
        OU
        Notional Amount
        N/A
        -13332.480000000000
        -0.0025407079
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2687659.470000000204891
            USD
            73954000.000000000000000
            TWD
            2021-09-15
            -13332.480000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        6000000.000000000000
        OU
        Notional Amount
        N/A
        2722.500000000000
        0.0005188140
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            216032.150000000023283
            USD
            6000000.000000000000000
            TWD
            2021-12-15
            2722.500000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SOUTH AFRICA COMM. RD
        000000000
        
          
        
        1261500.000000000000
        OU
        Notional Amount
        N/A
        1000.320000000000
        0.0001906263
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            85681.679999999993015
            USD
            1261500.000000000000000
            ZAR
            2021-09-15
            1000.320000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SOUTH AFRICA COMM. RD
        000000000
        
          
        
        83011000.000000000000
        OU
        Notional Amount
        N/A
        -171399.610000000000
        -0.0326628161
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            5875370.739999999292195
            USD
            83011000.000000000000000
            ZAR
            2021-09-15
            -171399.610000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -35114000.000000000000
        OU
        Notional Amount
        N/A
        84051.950000000000
        0.0160173841
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            35114000.000000000000000
            ZAR
            2496855.579999999143183
            USD
            2021-09-15
            84051.950000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -47897000.000000000000
        OU
        Notional Amount
        N/A
        -52138.190000000000
        -0.0099357292
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            47897000.000000000000000
            ZAR
            3239029.330000000074506
            USD
            2021-09-15
            -52138.190000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        JPY/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -223.000000000000
        NC
        USD
        23013.100000000000
        0.0043854980
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                JPY/USD FUTURE (CME) SEP 21
                JPY/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -25366963.100000000000
            USD
            23013.100000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COFFEE DEC 21
        000000000
        
          
          
        
        20.000000000000
        NC
        USD
        109230.650000000000
        0.0208155703
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COFFEE DEC 21
                COFFEE DEC 21
                
                  
                  
                
              
            
            2021-12-20
            1360019.350000000000
            USD
            109230.650000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        KOSPI2 INDEX SEP 21
        000000000
        
          
          
          
        
        -6.000000000000
        NC
        
        -4671.250000000000
        -0.0008901781
        N/A
        DE
        CORP
        KR
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Short
            
              
                KOSPI2 INDEX SEP 21
                KOSPI2 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-09
            -623990856.000000000000
            KRW
            -4671.250000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT KCBT FUTURE DEC 21
        000000000
        
          
          
        
        9.000000000000
        NC
        USD
        -5532.780000000000
        -0.0010543558
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT KCBT FUTURE DEC 21
                WHEAT KCBT FUTURE DEC 21
                
                  
                  
                
              
            
            2021-12-14
            325932.780000000000
            USD
            -5532.780000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING MAR 22
        000000000
        
          
          
          
        
        -14.000000000000
        NC
        
        911.520000000000
        0.0001737041
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING MAR 22
                90 DAY STERLING MAR 22
                
                  
                  
                
              
            
            2022-03-16
            -1745488.150000000000
            GBP
            911.520000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING MAR 23
        000000000
        
          
          
          
        
        -17.000000000000
        NC
        
        1109.200000000000
        0.0002113750
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING MAR 23
                90 DAY STERLING MAR 23
                
                  
                  
                
              
            
            2023-03-15
            -2114096.840000000000
            GBP
            1109.200000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING JUN 22
        000000000
        
          
          
          
        
        -14.000000000000
        NC
        
        1371.480000000000
        0.0002613565
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING JUN 22
                90 DAY STERLING JUN 22
                
                  
                  
                
              
            
            2022-06-15
            -1743979.820000000000
            GBP
            1371.480000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING JUN 23
        000000000
        
          
          
          
        
        -10.000000000000
        NC
        
        643.720000000000
        0.0001226707
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING JUN 23
                90 DAY STERLING JUN 23
                
                  
                  
                
              
            
            2023-06-21
            -1243083.500000000000
            GBP
            643.720000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING SEP 22
        000000000
        
          
          
          
        
        -25.000000000000
        NC
        
        2440.010000000000
        0.0004649812
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING SEP 22
                90 DAY STERLING SEP 22
                
                  
                  
                
              
            
            2022-09-21
            -3112211.870000000000
            GBP
            2440.010000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        90 DAY STERLING DEC 21
        000000000
        
          
          
          
        
        153.000000000000
        NC
        
        64.740000000000
        0.0000123372
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                90 DAY STERLING DEC 21
                90 DAY STERLING DEC 21
                
                  
                  
                
              
            
            2021-12-15
            19101990.740000000000
            GBP
            64.740000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING DEC 21
        000000000
        
          
          
          
        
        -5.000000000000
        NC
        
        -27.180000000000
        -0.0000051796
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING DEC 21
                90 DAY STERLING DEC 21
                
                  
                  
                
              
            
            2021-12-15
            -624229.250000000000
            GBP
            -27.180000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        90 DAY STERLING DEC 22
        000000000
        
          
          
          
        
        -25.000000000000
        NC
        
        2502.630000000000
        0.0004769144
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                90 DAY STERLING DEC 22
                90 DAY STERLING DEC 22
                
                  
                  
                
              
            
            2022-12-21
            -3110843.120000000000
            GBP
            2502.630000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LME PRI ALUM SEP 21
        000000000
        
          
          
          
        
        4.000000000000
        NC
        USD
        21213.200000000000
        0.0040424996
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LME PRI ALUM SEP 21
                LME PRI ALUM SEP 21
                
                  
                  
                
              
            
            2021-09-14
            250086.800000000000
            USD
            21213.200000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LME PRI ALUM DEC 21
        000000000
        
          
          
          
        
        4.000000000000
        NC
        USD
        13838.200000000000
        0.0026370806
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LME PRI ALUM DEC 21
                LME PRI ALUM DEC 21
                
                  
                  
                
              
            
            2021-12-14
            257836.800000000000
            USD
            13838.200000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME PRI ALUM DEC 21
        000000000
        
          
          
          
        
        27.000000000000
        NC
        USD
        133633.540000000000
        0.0254659141
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME PRI ALUM DEC 21
                LME PRI ALUM DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1700172.710000000000
            USD
            133633.540000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE OCT 21
        000000000
        
          
          
        
        6.000000000000
        NC
        USD
        -9999.720000000000
        -0.0019055995
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE OCT 21
                LIVE CATTLE OCT 21
                
                  
                  
                
              
            
            2021-10-29
            314559.720000000000
            USD
            -9999.720000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS OCT 21
        000000000
        
          
          
        
        16.000000000000
        NC
        USD
        4040.590000000000
        0.0007699962
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS OCT 21
                LEAN HOGS OCT 21
                
                  
                  
                
              
            
            2021-10-14
            564279.410000000000
            USD
            4040.590000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LME NICKEL DEC 21
        000000000
        
          
          
          
        
        9.000000000000
        NC
        USD
        31194.450000000000
        0.0059445794
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LME NICKEL DEC 21
                LME NICKEL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1024289.550000000000
            USD
            31194.450000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME NICKEL DEC 21
        000000000
        
          
          
          
        
        10.000000000000
        NC
        USD
        8572.200000000000
        0.0016335638
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME NICKEL DEC 21
                LME NICKEL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1164187.800000000000
            USD
            8572.200000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME COPPER SEP 21
        000000000
        
          
          
          
        
        -2.000000000000
        NC
        USD
        -3455.260000000000
        -0.0006584526
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                LME COPPER SEP 21
                LME COPPER SEP 21
                
                  
                  
                
              
            
            2021-09-14
            -472807.240000000000
            USD
            -3455.260000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME COPPER DEC 21
        000000000
        
          
          
          
        
        7.000000000000
        NC
        USD
        -5002.660000000000
        -0.0009533333
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME COPPER DEC 21
                LME COPPER DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1671221.410000000000
            USD
            -5002.660000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LME ZINC SEP 21
        000000000
        
          
          
          
        
        2.000000000000
        NC
        USD
        -630.400000000000
        -0.0001201324
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LME ZINC SEP 21
                LME ZINC SEP 21
                
                  
                  
                
              
            
            2021-09-14
            150580.400000000000
            USD
            -630.400000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LME ZINC DEC 21
        000000000
        
          
          
          
        
        5.000000000000
        NC
        USD
        1842.000000000000
        0.0003510213
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                LME ZINC DEC 21
                LME ZINC DEC 21
                
                  
                  
                
              
            
            2021-12-14
            373876.750000000000
            USD
            1842.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME ZINC DEC 21
        000000000
        
          
          
          
        
        14.000000000000
        NC
        USD
        4288.780000000000
        0.0008172926
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME ZINC DEC 21
                LME ZINC DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1047723.720000000000
            USD
            4288.780000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        MSCI EMER MKT INDEX (ICE) SEP 21
        000000000
        
          
          
        
        8.000000000000
        NC
        USD
        -29151.920000000000
        -0.0055553440
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                MSCI EMER MKT INDEX (ICE) SEP 21
                MSCI EMER MKT INDEX (ICE) SEP 21
                
                  
                  
                
              
            
            2021-09-17
            548831.920000000000
            USD
            -29151.920000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        MSCI EAFE INDEX SEP 21
        000000000
        
          
          
        
        3.000000000000
        NC
        USD
        -2236.150000000000
        -0.0004261326
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                MSCI EAFE INDEX SEP 21
                MSCI EAFE INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            354961.150000000000
            USD
            -2236.150000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        MSCI EAFE INDEX SEP 21
        000000000
        
          
          
        
        29.000000000000
        NC
        USD
        -3734.980000000000
        -0.0007117575
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                MSCI EAFE INDEX SEP 21
                MSCI EAFE INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            3413409.980000000000
            USD
            -3734.980000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -4803519.950000000000
        OU
        Notional Amount
        N/A
        75099.890000000000
        0.0143114322
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            4803519.949999999254942
            CAD
            3882353.060000000055879
            USD
            2021-09-15
            75099.890000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -646250.000000000000
        OU
        Notional Amount
        N/A
        4556.710000000000
        0.0008683508
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            646250.000000000000000
            EUR
            767826.430000000051223
            USD
            2021-09-15
            4556.710000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -1778593.480000000000
        OU
        Notional Amount
        N/A
        -704.330000000000
        -0.0001342208
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            1778593.479999999981374
            EUR
            2099947.969999999739230
            USD
            2021-09-15
            -704.330000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CANADIAN DOLLAR
        000000000
        
          
        
        555329.020000000000
        OU
        Notional Amount
        N/A
        -4972.670000000000
        -0.0009476183
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            323750.000000000000000
            GBP
            555329.020000000018626
            CAD
            2021-09-15
            -4972.670000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -445284.820000000000
        OU
        Notional Amount
        N/A
        550.330000000000
        0.0001048738
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            445284.820000000006985
            SGD
            331745.070000000006985
            USD
            2021-09-15
            550.330000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US DOLLARS
        000000000
        
          
        
        -446512.280000000000
        OU
        Notional Amount
        N/A
        -362.640000000000
        -0.0000691066
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            446512.280000000027940
            SGD
            331745.070000000006985
            USD
            2021-09-15
            -362.640000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        AUSTRALIA DOLLAR
        000000000
        
          
        
        538237.590000000000
        OU
        Notional Amount
        N/A
        1110.790000000000
        0.0002116780
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            392669.570000000006985
            USD
            538237.589999999967404
            AUD
            2021-09-15
            1110.790000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CANADIAN DOLLAR
        000000000
        
          
        
        2417223.290000000000
        OU
        Notional Amount
        N/A
        -19950.580000000000
        -0.0038018880
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            1935833.330000000074506
            USD
            2417223.290000000037253
            CAD
            2021-09-15
            -19950.580000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO COUNTRIES
        000000000
        
          
        
        444806.040000000000
        OU
        Notional Amount
        N/A
        249.750000000000
        0.0000475937
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            525099.540000000037253
            USD
            444806.039999999979045
            EUR
            2021-09-15
            249.750000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO COUNTRIES
        000000000
        
          
        
        646250.000000000000
        OU
        Notional Amount
        N/A
        -1859.710000000000
        -0.0003543962
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            765129.430000000051223
            USD
            646250.000000000000000
            EUR
            2021-09-15
            -1859.710000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NORWAY KRONA
        000000000
        
          
        
        262411.150000000000
        OU
        Notional Amount
        N/A
        615.770000000000
        0.0001173444
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            29566.880000000001019
            USD
            262411.150000000023283
            NOK
            2021-09-15
            615.770000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SINGAPORE DOLLAR
        000000000
        
          
        
        898774.460000000000
        OU
        Notional Amount
        N/A
        6252.900000000000
        0.0011915857
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            662239.180000000051223
            USD
            898774.459999999962747
            SGD
            2021-09-15
            6252.900000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NATURAL GAS OCT 21
        000000000
        
          
          
        
        65.000000000000
        NC
        USD
        178364.940000000000
        0.0339901662
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NATURAL GAS OCT 21
                NATURAL GAS OCT 21
                
                  
                  
                
              
            
            2021-09-28
            2666685.060000000000
            USD
            178364.940000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NIKKEI 225 (OSE) SEP 21
        000000000
        
          
          
        
        2.000000000000
        NC
        
        -17367.790000000000
        -0.0033096979
        N/A
        DE
        CORP
        JP
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NIKKEI 225 (OSE) SEP 21
                NIKKEI 225 (OSE) SEP 21
                
                  
                  
                
              
            
            2021-09-09
            58257350.000000000000
            JPY
            -17367.790000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        NASDAQ 100 E-MINI SEP 21
        000000000
        
          
          
        
        2.000000000000
        NC
        USD
        22099.600000000000
        0.0042114166
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                NASDAQ 100 E-MINI SEP 21
                NASDAQ 100 E-MINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            601200.400000000000
            USD
            22099.600000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NASDAQ 100 E-MINI SEP 21
        000000000
        
          
          
        
        21.000000000000
        NC
        USD
        381148.160000000000
        0.0726336090
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NASDAQ 100 E-MINI SEP 21
                NASDAQ 100 E-MINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            6163501.840000000000
            USD
            381148.160000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NZD/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -43.000000000000
        NC
        USD
        -59084.170000000000
        -0.0112593919
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                NZD/USD FUTURE (CME) SEP 21
                NZD/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -2975210.830000000000
            USD
            -59084.170000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO-OAT SEP 21
        000000000
        
          
          
          
        
        89.000000000000
        NC
        
        -78604.980000000000
        -0.0149793807
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO-OAT SEP 21
                EURO-OAT SEP 21
                
                  
                  
                
              
            
            2021-09-08
            14411970.660000000000
            EUR
            -78604.980000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO-BOBL SEP 21
        000000000
        
          
          
          
        
        159.000000000000
        NC
        
        -24118.000000000000
        -0.0045960536
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO-BOBL SEP 21
                EURO-BOBL SEP 21
                
                  
                  
                
              
            
            2021-09-08
            21480808.940000000000
            EUR
            -24118.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        MXN/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        111.000000000000
        NC
        USD
        -13150.000000000000
        -0.0025059335
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                MXN/USD FUTURE (CME) SEP 21
                MXN/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            2772610.000000000000
            USD
            -13150.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        PLATINUM OCT 21
        000000000
        
          
          
        
        4.000000000000
        NC
        USD
        3412.500000000000
        0.0006503040
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                PLATINUM OCT 21
                PLATINUM OCT 21
                
                  
                  
                
              
            
            2021-10-27
            199407.500000000000
            USD
            3412.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        PLATINUM OCT 21
        000000000
        
          
          
        
        -3.000000000000
        NC
        USD
        -6563.160000000000
        -0.0012507105
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                PLATINUM OCT 21
                PLATINUM OCT 21
                
                  
                  
                
              
            
            2021-10-27
            -145551.840000000000
            USD
            -6563.160000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        S&P/TSE 60 INDEX SEP 21
        000000000
        
          
          
        
        5.000000000000
        NC
        
        3520.810000000000
        0.0006709442
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                S&P/TSE 60 INDEX SEP 21
                S&P/TSE 60 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-16
            1225449.900000000000
            CAD
            3520.810000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        S&P/TSE 60 INDEX SEP 21
        000000000
        
          
          
        
        26.000000000000
        NC
        
        128709.500000000000
        0.0245275630
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                S&P/TSE 60 INDEX SEP 21
                S&P/TSE 60 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-16
            6236782.930000000000
            CAD
            128709.500000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        OMXS30 INDEX SEP 21
        000000000
        
          
          
          
        
        7.000000000000
        NC
        
        -999.720000000000
        -0.0001905119
        N/A
        DE
        CORP
        SE
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                OMXS30 INDEX SEP 21
                OMXS30 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1656316.110000000000
            SEK
            -999.720000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        OMXS30 INDEX SEP 21
        000000000
        
          
          
          
        
        69.000000000000
        NC
        
        -13007.820000000000
        -0.0024788390
        N/A
        DE
        CORP
        SE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                OMXS30 INDEX SEP 21
                OMXS30 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            16353858.850000000000
            SEK
            -13007.820000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        COCOA FUTURE (LIFFE) DEC 21
        000000000
        
          
          
          
        
        7.000000000000
        NC
        
        -3986.210000000000
        -0.0007596333
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Long
            
              
                COCOA FUTURE (LIFFE) DEC 21
                COCOA FUTURE (LIFFE) DEC 21
                
                  
                  
                
              
            
            2021-12-14
            125894.830000000000
            GBP
            -3986.210000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        GAS OIL OCT 21
        000000000
        
          
          
          
        
        23.000000000000
        NC
        USD
        46081.840000000000
        0.0087815991
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Long
            
              
                GAS OIL OCT 21
                GAS OIL OCT 21
                
                  
                  
                
              
            
            2021-10-12
            1337943.160000000000
            USD
            46081.840000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GAS OIL OCT 21
        000000000
        
          
          
          
        
        32.000000000000
        NC
        USD
        100411.700000000000
        0.0191349846
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GAS OIL OCT 21
                GAS OIL OCT 21
                
                  
                  
                
              
            
            2021-10-12
            1825188.300000000000
            USD
            100411.700000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        MSCI SING IX ETS SEP 21
        000000000
        
          
          
          
        
        3.000000000000
        NC
        
        -713.160000000000
        -0.0001359035
        N/A
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                MSCI SING IX ETS SEP 21
                MSCI SING IX ETS SEP 21
                
                  
                  
                
              
            
            2021-09-29
            106603.660000000000
            SGD
            -713.160000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        MSCI SING IX ETS SEP 21
        000000000
        
          
          
          
        
        47.000000000000
        NC
        
        -24029.920000000000
        -0.0045792686
        N/A
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                MSCI SING IX ETS SEP 21
                MSCI SING IX ETS SEP 21
                
                  
                  
                
              
            
            2021-09-29
            1687469.200000000000
            SGD
            -24029.920000000000
          
        
        
          N
          N
          N
        
      
      
        NORDEA EIENDOMSKREDITT AS
        N/A
        NORDEA EIENDOMSKREDITT AS
        R5124EBD1
        
          
          
        
        2000000.000000000000
        PA
        
        231692.410000000000
        0.0441525309
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2024-06-19
          Variable
          0.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        ZAR/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -37.000000000000
        NC
        USD
        -63975.360000000000
        -0.0121914829
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                ZAR/USD FUTURE (CME) SEP 21
                ZAR/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -1209287.140000000000
            USD
            -63975.360000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        EURO COUNTRIES
        000000000
        
          
        
        1823668.440000000000
        OU
        Notional Amount
        N/A
        20216.980000000000
        0.0038526546
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            2692003.040000000037253
            CAD
            1823668.439999999944121
            EUR
            2021-09-15
            20216.980000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        US DOLLARS
        000000000
        
          
        
        -845883.830000000000
        OU
        Notional Amount
        N/A
        18072.320000000000
        0.0034439569
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            845883.830000000074506
            CAD
            688516.890000000013970
            USD
            2021-09-15
            18072.320000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        US DOLLARS
        000000000
        
          
        
        -422729.470000000000
        OU
        Notional Amount
        N/A
        -53.900000000000
        -0.0000102715
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            422729.469999999972060
            CAD
            335000.000000000000000
            USD
            2021-09-15
            -53.900000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        CANADIAN DOLLAR
        000000000
        
          
        
        965010.170000000000
        OU
        Notional Amount
        N/A
        515.520000000000
        0.0000982402
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            647163.119999999995343
            EUR
            965010.170000000041910
            CAD
            2021-09-15
            515.520000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        CANADIAN DOLLAR
        000000000
        
          
        
        946646.110000000000
        OU
        Notional Amount
        N/A
        -10894.430000000000
        -0.0020761002
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            644500.000000000000000
            EUR
            946646.109999999986030
            CAD
            2021-09-15
            -10894.430000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        CANADIAN DOLLAR
        000000000
        
          
        
        553544.510000000000
        OU
        Notional Amount
        N/A
        -6387.070000000000
        -0.0012171538
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            323750.000000000000000
            GBP
            553544.510000000009313
            CAD
            2021-09-15
            -6387.070000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        CANADIAN DOLLAR
        000000000
        
          
        
        326875.000000000000
        OU
        Notional Amount
        N/A
        -7446.690000000000
        -0.0014190806
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            29318432.000000000000000
            JPY
            326875.000000000000000
            CAD
            2021-09-15
            -7446.690000000000
          
        
        
          N
          N
          N
        
      
      
        RBC Capital Markets
        549300LCO2FLSSVFFR64
        CANADIAN DOLLAR
        000000000
        
          
        
        1204509.580000000000
        OU
        Notional Amount
        N/A
        -17059.910000000000
        -0.0032510267
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              RBC Capital Markets
              549300LCO2FLSSVFFR64
            
            971750.000000000000000
            USD
            1204509.580000000074506
            CAD
            2021-09-15
            -17059.910000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        RUSSELL 2000 EMINI CME SEP 21
        000000000
        
          
          
        
        11.000000000000
        NC
        USD
        -26868.150000000000
        -0.0051201367
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                RUSSELL 2000 EMINI CME SEP 21
                RUSSELL 2000 EMINI CME SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1276028.150000000000
            USD
            -26868.150000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        RUSSELL 2000 EMINI CME SEP 21
        000000000
        
          
          
        
        -1.000000000000
        NC
        USD
        -7096.500000000000
        -0.0013523466
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Short
            
              
                RUSSELL 2000 EMINI CME SEP 21
                RUSSELL 2000 EMINI CME SEP 21
                
                  
                  
                
              
            
            2021-09-17
            -106463.500000000000
            USD
            -7096.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO-BUND SEP 21
        000000000
        
          
          
          
        
        70.000000000000
        NC
        
        -25129.090000000000
        -0.0047887323
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO-BUND SEP 21
                EURO-BUND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            12303069.900000000000
            EUR
            -25129.090000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        EURO-BUND SEP 21
        000000000
        
          
          
          
        
        -6.000000000000
        NC
        
        -11867.940000000000
        -0.0022616174
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Short
            
              
                EURO-BUND SEP 21
                EURO-BUND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            -1042695.610000000000
            EUR
            -11867.940000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN NOV 21
        000000000
        
          
          
        
        17.000000000000
        NC
        USD
        -115054.480000000000
        -0.0219253901
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN NOV 21
                SOYBEAN NOV 21
                
                  
                  
                
              
            
            2021-11-12
            1213679.480000000000
            USD
            -115054.480000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN NOV 21
        000000000
        
          
          
        
        -30.000000000000
        NC
        USD
        70195.900000000000
        0.0133769019
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                SOYBEAN NOV 21
                SOYBEAN NOV 21
                
                  
                  
                
              
            
            2021-11-12
            -2008945.900000000000
            USD
            70195.900000000000
          
        
        
          N
          N
          N
        
      
      
        ADVANCED MICRO DEVICES INC
        R2I72C950HOYXII45366
        Advanced Micro Devices Inc
        007903107
        
          
          
          
        
        -78539.000000000000
        NS
        USD
        -8695838.080000000000
        -1.6571248899
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
          
          
        
        -47555.000000000000
        NS
        USD
        -7749087.250000000000
        -1.4767070452
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Cabot Oil & Gas Corp
        FCNMH6O7VWU7LHXMK351
        Cabot Oil & Gas Corp
        127097103
        
          
          
          
        
        -101357.000000000000
        NS
        USD
        -1610562.730000000000
        -0.3069173508
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN NTL RAIL CO
        3SU7BEP7TH9YEQOZCS77
        Canadian National Railway Co
        136375102
        
          
          
          
        
        -30622.000000000000
        NS
        USD
        -3602065.860000000000
        -0.6864287188
        Short
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CANADIAN PACIFIC RAILWAY LTD
        N/A
        Canadian Pacific Railway Ltd
        13645T100
        
          
          
          
        
        -41471.000000000000
        NS
        USD
        -2852790.090000000000
        -0.5436427657
        Short
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CINCINNATI BELL INC
        549300JYVZOCUJOHL272
        Cincinnati Bell Inc
        171871502
        
          
          
          
        
        -11149.000000000000
        NS
        USD
        -172698.010000000000
        -0.0329102460
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ISHARES RUSSELL 2000 INDEX FUND
        549300O80OAR5VTWR172
        iShares Russell 2000 ETF
        464287655
        
          
          
          
        
        -2305.000000000000
        NS
        USD
        -520745.600000000000
        -0.0992360353
        Short
        EC
        RF
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PENN NTL GAMING INC
        N/A
        Penn National Gaming Inc
        707569109
        
          
          
          
        
        -2787.000000000000
        NS
        USD
        -226025.700000000000
        -0.0430726527
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        S&P GLOBAL INC
        Y6X4K52KMJMZE7I7MY94
        S&P Global Inc
        78409V104
        
          
          
          
        
        -19864.000000000000
        NS
        USD
        -8816040.480000000000
        -1.6800312949
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Square Inc
        549300OHIIUWSTIZME52
        Square Inc
        852234103
        
          
          
          
        
        -2638.000000000000
        NS
        USD
        -707168.660000000000
        -0.1347617995
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        II-VI INC
        549300O5C25A0MMHHU33
        II-VI Inc
        902104108
        
          
          
          
        
        -20021.000000000000
        NS
        USD
        -1260922.580000000000
        -0.2402880749
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VICI PROPERTIES INC
        254900RKH6RY9KCJQH63
        VICI Properties Inc
        925652109
        
          
          
          
        
        -14164.000000000000
        NS
        USD
        -437809.240000000000
        -0.0834312440
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Zoom Video Communications Inc
        549300T9GCHU0ODOM055
        Zoom Video Communications Inc
        98980L101
        
          
          
          
        
        -12181.000000000000
        NS
        USD
        -3526399.500000000000
        -0.6720093371
        Short
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Valmet Oyj
        213800D9O7FUQDH83V62
        Valmet Oyj
        000000000
        
          
          
          
        
        -5025.000000000000
        NS
        
        -201654.380000000000
        -0.0384283250
        Short
        EC
        CORP
        FI
        
        N
        
        2
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SUGAR #11 OCT 21
        000000000
        
          
          
        
        120.000000000000
        NC
        USD
        116188.670000000000
        0.0221415274
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SUGAR #11 OCT 21
                SUGAR #11 OCT 21
                
                  
                  
                
              
            
            2021-09-30
            2550307.330000000000
            USD
            116188.670000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CHF/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -39.000000000000
        NC
        USD
        -28681.250000000000
        -0.0054656507
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                CHF/USD FUTURE (CME) SEP 21
                CHF/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -5301643.750000000000
            USD
            -28681.250000000000
          
        
        
          N
          N
          N
        
      
      
        Aon PLC
        635400FALWQYX5E6QC64
        Aon PLC
        G0403H108
        
          
          
          
        
        -38509.000000000000
        NS
        USD
        -11046691.740000000000
        -2.1051159952
        Short
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SILVER DEC 21
        000000000
        
          
          
        
        -21.000000000000
        NC
        USD
        -45911.780000000000
        -0.0087491916
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                SILVER DEC 21
                SILVER DEC 21
                
                  
                  
                
              
            
            2021-12-29
            -2474718.220000000000
            USD
            -45911.780000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MEAL (CBT) DEC 21
        000000000
        
          
          
        
        -4.000000000000
        NC
        USD
        4671.120000000000
        0.0008901533
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                SOYBEAN MEAL (CBT) DEC 21
                SOYBEAN MEAL (CBT) DEC 21
                
                  
                  
                
              
            
            2021-12-14
            -142911.120000000000
            USD
            4671.120000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        US DOLLARS
        000000000
        
          
        
        -1229886.410000000000
        OU
        Notional Amount
        N/A
        37463.210000000000
        0.0071391874
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            1229886.409999999916181
            CAD
            1012266.890000000013970
            USD
            2021-09-15
            37463.210000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        CANADIAN DOLLAR
        000000000
        
          
        
        949237.680000000000
        OU
        Notional Amount
        N/A
        -8840.360000000000
        -0.0016846658
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            644500.000000000000000
            EUR
            949237.679999999934807
            CAD
            2021-09-15
            -8840.360000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        US DOLLARS
        000000000
        
          
        
        -1785954.630000000000
        OU
        Notional Amount
        N/A
        -15602.100000000000
        -0.0029732187
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            1785954.629999999888241
            EUR
            2093744.260000000009313
            USD
            2021-09-15
            -15602.100000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        EURO COUNTRIES
        000000000
        
          
        
        647727.300000000000
        OU
        Notional Amount
        N/A
        -1039.410000000000
        -0.0001980755
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            557169.840000000083819
            GBP
            647727.300000000046566
            EUR
            2021-09-15
            -1039.410000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        US DOLLARS
        000000000
        
          
        
        -948605.360000000000
        OU
        Notional Amount
        N/A
        10755.930000000000
        0.0020497069
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            948605.359999999986030
            SGD
            716311.329999999958090
            USD
            2021-09-15
            10755.930000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        AUSTRALIA DOLLAR
        000000000
        
          
        
        331219.460000000000
        OU
        Notional Amount
        N/A
        -69.340000000000
        -0.0000132138
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            242393.029999999998836
            USD
            331219.460000000020955
            AUD
            2021-09-15
            -69.340000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        EURO COUNTRIES
        000000000
        
          
        
        424976.600000000000
        OU
        Notional Amount
        N/A
        -300.500000000000
        -0.0000572649
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            502229.739999999990687
            USD
            424976.599999999976717
            EUR
            2021-09-15
            -300.500000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        BRITISH POUND
        000000000
        
          
        
        457625.000000000000
        OU
        Notional Amount
        N/A
        -16965.120000000000
        -0.0032329630
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            646154.650000000023283
            USD
            457625.000000000000000
            GBP
            2021-09-15
            -16965.120000000000
          
        
        
          N
          N
          N
        
      
      
        State Street
        571474TGEMMWANRLN572
        JAPANESE YEN
        000000000
        
          
        
        35474804.000000000000
        OU
        Notional Amount
        N/A
        492.750000000000
        0.0000939010
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              State Street
              571474TGEMMWANRLN572
            
            322000.000000000000000
            USD
            35474804.000000000000000
            JPY
            2021-09-15
            492.750000000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered
        RILFO74KP1CM8P6PCT96
        US DOLLARS
        000000000
        
          
        
        -410932.920000000000
        OU
        Notional Amount
        N/A
        -3620.670000000000
        -0.0006899740
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Standard Chartered
              RILFO74KP1CM8P6PCT96
            
            410932.919999999983702
            CAD
            322083.330000000016298
            USD
            2021-09-15
            -3620.670000000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered
        RILFO74KP1CM8P6PCT96
        CANADIAN DOLLAR
        000000000
        
          
        
        847061.910000000000
        OU
        Notional Amount
        N/A
        1378.320000000000
        0.0002626599
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Standard Chartered
              RILFO74KP1CM8P6PCT96
            
            670000.000000000000000
            USD
            847061.910000000032596
            CAD
            2021-09-15
            1378.320000000000
          
        
        
          N
          N
          N
        
      
      
        Standard Chartered
        RILFO74KP1CM8P6PCT96
        EURO COUNTRIES
        000000000
        
          
        
        646250.000000000000
        OU
        Notional Amount
        N/A
        -4049.400000000000
        -0.0007716751
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Standard Chartered
              RILFO74KP1CM8P6PCT96
            
            767319.119999999995343
            USD
            646250.000000000000000
            EUR
            2021-09-15
            -4049.400000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        FTSE/MIB INDEX SEP 21
        000000000
        
          
          
          
        
        2.000000000000
        NC
        
        -3032.590000000000
        -0.0005779064
        N/A
        DE
        CORP
        IT
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                FTSE/MIB INDEX SEP 21
                FTSE/MIB INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            262701.940000000000
            EUR
            -3032.590000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        FTSE/MIB INDEX SEP 21
        000000000
        
          
          
          
        
        11.000000000000
        NC
        
        11303.600000000000
        0.0021540738
        N/A
        DE
        CORP
        IT
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                FTSE/MIB INDEX SEP 21
                FTSE/MIB INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1421199.040000000000
            EUR
            11303.600000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN EURO-SCHATZ SEP 21
        000000000
        
          
          
        
        34.000000000000
        NC
        
        -4561.680000000000
        -0.0008692979
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN EURO-SCHATZ SEP 21
                    AC28XWWI3WIBK2824319
                    SYN EURO-SCHATZ SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Long
                  
                    
                      SYN EURO-SCHATZ SEP 21
                      SYN EURO-SCHATZ SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-08
                  3821389.120000000000
                  EUR
                
              
            
            Y
            Appreciation on SYN EURO-SCHATZ SEP 21
            Depreciation on SYN EURO-SCHATZ SEP 21
            2021-09-08
            0.000000000000
            USD
            0.000000000000
            USD
            3821389.120000000000
            EUR
            -4561.680000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN LONG GILT DEC 21
        000000000
        
          
          
        
        -21.000000000000
        NC
        
        14379.020000000000
        0.0027401421
        N/A
        DIR
        CORP
        GB
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN LONG GILT DEC 21
                    AC28XWWI3WIBK2824319
                    SYN LONG GILT DEC 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Short
                  
                    
                      SYN LONG GILT DEC 21
                      SYN LONG GILT DEC 21
                      
                        
                        
                      
                    
                  
                  2021-12-29
                  -2703517.570000000000
                  GBP
                
              
            
            Y
            Depreciation on SYN LONG GILT DEC 21
            Appreciation on SYN LONG GILT DEC 21
            2021-12-29
            0.000000000000
            USD
            0.000000000000
            USD
            -2703517.570000000000
            GBP
            14379.020000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SYN HANG SENG INDEX SEP 21
        000000000
        
          
          
        
        1.000000000000
        NC
        
        3386.210000000000
        0.0006452941
        N/A
        DE
        CORP
        HK
        
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            
              
                
                  
                    JPMorgan
                    ZBUT11V806EZRVTWT807
                  
                  
                    SYN HANG SENG INDEX SEP 21
                    ZBUT11V806EZRVTWT807
                    SYN HANG SENG INDEX SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DE
                    CORP
                  
                  Long
                  
                    
                      SYN HANG SENG INDEX SEP 21
                      SYN HANG SENG INDEX SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-29
                  1261352.220000000000
                  HKD
                
              
            
            Y
            Appreciation on SYN HANG SENG INDEX SEP 21
            Depreciation on SYN HANG SENG INDEX SEP 21
            2021-09-29
            0.000000000000
            USD
            0.000000000000
            USD
            1261352.220000000000
            HKD
            3386.210000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN EURO-BOBL SEP 21
        000000000
        
          
          
        
        24.000000000000
        NC
        
        -11219.180000000000
        -0.0021379863
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN EURO-BOBL SEP 21
                    AC28XWWI3WIBK2824319
                    SYN EURO-BOBL SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Long
                  
                    
                      SYN EURO-BOBL SEP 21
                      SYN EURO-BOBL SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-08
                  3248817.620000000000
                  EUR
                
              
            
            Y
            Appreciation on SYN EURO-BOBL SEP 21
            Depreciation on SYN EURO-BOBL SEP 21
            2021-09-08
            0.000000000000
            USD
            0.000000000000
            USD
            3248817.620000000000
            EUR
            -11219.180000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN EURO-BOBL DEC 21
        000000000
        
          
          
        
        -11.000000000000
        NC
        
        1666.040000000000
        0.0003174894
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN EURO-BOBL DEC 21
                    AC28XWWI3WIBK2824319
                    SYN EURO-BOBL DEC 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Short
                  
                    
                      SYN EURO-BOBL DEC 21
                      SYN EURO-BOBL DEC 21
                      
                        
                        
                      
                    
                  
                  2021-12-08
                  -1494661.000000000000
                  EUR
                
              
            
            Y
            Depreciation on SYN EURO-BOBL DEC 21
            Appreciation on SYN EURO-BOBL DEC 21
            2021-12-08
            0.000000000000
            USD
            0.000000000000
            USD
            -1494661.000000000000
            EUR
            1666.040000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN EURO-BUND SEP 21
        000000000
        
          
          
        
        -4.000000000000
        NC
        
        -14483.840000000000
        -0.0027601171
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN EURO-BUND SEP 21
                    AC28XWWI3WIBK2824319
                    SYN EURO-BUND SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Short
                  
                    
                      SYN EURO-BUND SEP 21
                      SYN EURO-BUND SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-08
                  -689554.070000000000
                  EUR
                
              
            
            Y
            Depreciation on SYN EURO-BUND SEP 21
            Appreciation on SYN EURO-BUND SEP 21
            2021-09-08
            0.000000000000
            USD
            0.000000000000
            USD
            -689554.070000000000
            EUR
            -14483.840000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SYN SWISS MKT IX SEP 21
        000000000
        
          
          
        
        6.000000000000
        NC
        
        13817.180000000000
        0.0026330749
        N/A
        DE
        CORP
        DE
        
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            
              
                
                  
                    JPMorgan
                    ZBUT11V806EZRVTWT807
                  
                  
                    SYN SWISS MKT IX SEP 21
                    ZBUT11V806EZRVTWT807
                    SYN SWISS MKT IX SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DE
                    CORP
                  
                  Long
                  
                    
                      SYN SWISS MKT IX SEP 21
                      SYN SWISS MKT IX SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-17
                  732011.370000000000
                  CHF
                
              
            
            Y
            Appreciation on SYN SWISS MKT IX SEP 21
            Depreciation on SYN SWISS MKT IX SEP 21
            2021-09-17
            0.000000000000
            USD
            0.000000000000
            USD
            732011.370000000000
            CHF
            13817.180000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SYN EURO BUXL 30YR BOND SEP 21
        000000000
        
          
          
        
        -1.000000000000
        NC
        
        -15708.500000000000
        -0.0029934948
        N/A
        DIR
        CORP
        DE
        
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            
              
                
                  
                    Barclays
                    AC28XWWI3WIBK2824319
                  
                  
                    SYN EURO BUXL 30YR BOND SEP 21
                    AC28XWWI3WIBK2824319
                    SYN EURO BUXL 30YR BOND SEP 21
                    000000000
                    
                      
                    
                    N/A
                    NC
                    N/A
                    N/A
                    0.000000000000
                    DIR
                    CORP
                  
                  Short
                  
                    
                      SYN EURO BUXL 30YR BOND SEP 21
                      SYN EURO BUXL 30YR BOND SEP 21
                      
                        
                        
                      
                    
                  
                  2021-09-08
                  -199313.620000000000
                  EUR
                
              
            
            Y
            Depreciation on SYN EURO BUXL 30YR BOND SEP 21
            Appreciation on SYN EURO BUXL 30YR BOND SEP 21
            2021-09-08
            0.000000000000
            USD
            0.000000000000
            USD
            -199313.620000000000
            EUR
            -15708.500000000000
          
        
        
          N
          N
          N
        
      
      
        TD Securities
        SUVUFHICNZMP2WKHG940
        CANADIAN DOLLAR
        000000000
        
          
        
        831654.990000000000
        OU
        Notional Amount
        N/A
        -5833.150000000000
        -0.0011115959
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              TD Securities
              SUVUFHICNZMP2WKHG940
            
            665000.000000000000000
            USD
            831654.989999999990687
            CAD
            2021-09-15
            -5833.150000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        TOPIX INDEX SEP 21
        000000000
        
          
          
        
        4.000000000000
        NC
        
        12591.350000000000
        0.0023994742
        N/A
        DE
        CORP
        JP
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                TOPIX INDEX SEP 21
                TOPIX INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-09
            77198016.000000000000
            JPY
            12591.350000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        TOPIX INDEX SEP 21
        000000000
        
          
          
        
        5.000000000000
        NC
        
        6033.210000000000
        0.0011497204
        N/A
        DE
        CORP
        JP
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                TOPIX INDEX SEP 21
                TOPIX INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-09
            97532102.000000000000
            JPY
            6033.210000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 2YR NOTE DEC 21
        000000000
        
          
          
        
        153.000000000000
        NC
        USD
        20595.030000000000
        0.0039246978
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US 2YR NOTE DEC 21
                US 2YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            33689608.250000000000
            USD
            20595.030000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 2YR NOTE DEC 21
        000000000
        
          
          
        
        -358.000000000000
        NC
        USD
        -57349.690000000000
        -0.0109288602
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US 2YR NOTE DEC 21
                US 2YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            -78820119.420000000000
            USD
            -57349.690000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        FTSE TAIWAN SEP 21
        000000000
        
          
          
          
        
        17.000000000000
        NC
        USD
        28439.440000000000
        0.0054195701
        N/A
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                FTSE TAIWAN SEP 21
                FTSE TAIWAN SEP 21
                
                  
                  
                
              
            
            2021-09-29
            1003970.560000000000
            USD
            28439.440000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 10YR NOTE DEC 21
        000000000
        
          
          
        
        67.000000000000
        NC
        USD
        -13218.620000000000
        -0.0025190101
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US 10YR NOTE DEC 21
                US 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            8954578.000000000000
            USD
            -13218.620000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US 10YR NOTE DEC 21
        000000000
        
          
          
        
        -5.000000000000
        NC
        USD
        -2303.790000000000
        -0.0004390224
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Short
            
              
                US 10YR NOTE DEC 21
                US 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -664961.840000000000
            USD
            -2303.790000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 10YR NOTE DEC 21
        000000000
        
          
          
        
        -82.000000000000
        NC
        USD
        -16639.590000000000
        -0.0031709283
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US 10YR NOTE DEC 21
                US 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -10926516.660000000000
            USD
            -16639.590000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        US DOLLARS
        000000000
        
          
        
        -371584.170000000000
        OU
        Notional Amount
        N/A
        3556.930000000000
        0.0006778274
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            371584.169999999983702
            AUD
            275411.869999999995343
            USD
            2021-09-15
            3556.930000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        US DOLLARS
        000000000
        
          
        
        -863216.980000000000
        OU
        Notional Amount
        N/A
        3558.300000000000
        0.0006780885
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            863216.979999999981374
            CAD
            687741.070000000065193
            USD
            2021-09-15
            3558.300000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        CANADIAN DOLLAR
        000000000
        
          
        
        308432.350000000000
        OU
        Notional Amount
        N/A
        -129.010000000000
        -0.0000245848
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            207092.200000000011642
            EUR
            308432.349999999976717
            CAD
            2021-09-15
            -129.010000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        BRITISH POUND
        000000000
        
          
        
        558620.740000000000
        OU
        Notional Amount
        N/A
        3034.260000000000
        0.0005782246
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            647727.290000000037253
            EUR
            558620.739999999990687
            GBP
            2021-09-15
            3034.260000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        US DOLLARS
        000000000
        
          
        
        -27369999.000000000000
        OU
        Notional Amount
        N/A
        1492.630000000000
        0.0002844435
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            27369999.000000000000000
            JPY
            250306.589999999996508
            USD
            2021-09-15
            1492.630000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        EURO COUNTRIES
        000000000
        
          
        
        971250.000000000000
        OU
        Notional Amount
        N/A
        -37231.580000000000
        -0.0070950468
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            10296871.460000000894070
            NOK
            971250.000000000000000
            EUR
            2021-09-15
            -37231.580000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        US DOLLARS
        000000000
        
          
        
        -476439.000000000000
        OU
        Notional Amount
        N/A
        1941.250000000000
        0.0003699349
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            476439.000000000000000
            NZD
            337663.989999999990687
            USD
            2021-09-15
            1941.250000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        US DOLLARS
        000000000
        
          
        
        -937522.060000000000
        OU
        Notional Amount
        N/A
        -2976.560000000000
        -0.0005672290
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            937522.060000000055879
            SGD
            694335.290000000037253
            USD
            2021-09-15
            -2976.560000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        CANADIAN DOLLAR
        000000000
        
          
        
        1249968.010000000000
        OU
        Notional Amount
        N/A
        11553.620000000000
        0.0022017189
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            979166.670000000041910
            USD
            1249968.010000000009313
            CAD
            2021-09-15
            11553.620000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        EURO COUNTRIES
        000000000
        
          
        
        444490.260000000000
        OU
        Notional Amount
        N/A
        -834.310000000000
        -0.0001589905
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            525810.640000000013970
            USD
            444490.260000000009313
            EUR
            2021-09-15
            -834.310000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        BRITISH POUND
        000000000
        
          
        
        229428.760000000000
        OU
        Notional Amount
        N/A
        438.900000000000
        0.0000836391
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            315003.159999999974389
            USD
            229428.760000000009313
            GBP
            2021-09-15
            438.900000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        796890.560000000000
        OU
        Notional Amount
        N/A
        3975.420000000000
        0.0007575771
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            557553.510000000009313
            USD
            796890.560000000055879
            NZD
            2021-09-15
            3975.420000000000
          
        
        
          N
          N
          N
        
      
      
        UBS
        T6FIZBDPKLYJKFCRVK44
        SINGAPORE DOLLAR
        000000000
        
          
        
        235143.740000000000
        OU
        Notional Amount
        N/A
        2964.830000000000
        0.0005649937
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              UBS
              T6FIZBDPKLYJKFCRVK44
            
            171930.799999999988358
            USD
            235143.739999999990687
            SGD
            2021-09-15
            2964.830000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO BUXL 30YR BOND SEP 21
        000000000
        
          
          
          
        
        23.000000000000
        NC
        
        -24055.620000000000
        -0.0045841662
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO BUXL 30YR BOND SEP 21
                EURO BUXL 30YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            4908683.340000000000
            EUR
            -24055.620000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        EURO BUXL 30YR BOND SEP 21
        000000000
        
          
          
          
        
        -1.000000000000
        NC
        
        -10766.770000000000
        -0.0020517726
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Short
            
              
                EURO BUXL 30YR BOND SEP 21
                EURO BUXL 30YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-08
            -203399.310000000000
            EUR
            -10766.770000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US LONG BOND DEC 21
        000000000
        
          
          
        
        29.000000000000
        NC
        USD
        -19835.810000000000
        -0.0037800168
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US LONG BOND DEC 21
                US LONG BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            4745929.560000000000
            USD
            -19835.810000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US LONG BOND DEC 21
        000000000
        
          
          
        
        -59.000000000000
        NC
        USD
        -27559.670000000000
        -0.0052519165
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Short
            
              
                US LONG BOND DEC 21
                US LONG BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -9587596.580000000000
            USD
            -27559.670000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US LONG BOND DEC 21
        000000000
        
          
          
        
        -8.000000000000
        NC
        USD
        -6017.310000000000
        -0.0011466904
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US LONG BOND DEC 21
                US LONG BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -1297732.690000000000
            USD
            -6017.310000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US ULTRA 10YR NOTE DEC 21
        000000000
        
          
          
        
        40.000000000000
        NC
        USD
        -18832.000000000000
        -0.0035887255
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US ULTRA 10YR NOTE DEC 21
                US ULTRA 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            5939457.000000000000
            USD
            -18832.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US ULTRA 10YR NOTE DEC 21
        000000000
        
          
          
        
        -21.000000000000
        NC
        USD
        11622.930000000000
        0.0022149270
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Short
            
              
                US ULTRA 10YR NOTE DEC 21
                US ULTRA 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -3119951.060000000000
            USD
            11622.930000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US ULTRA 10YR NOTE DEC 21
        000000000
        
          
          
        
        -63.000000000000
        NC
        USD
        -23336.720000000000
        -0.0044471688
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Short
            
              
                US ULTRA 10YR NOTE DEC 21
                US ULTRA 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -9301647.650000000000
            USD
            -23336.720000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US ULTRA 10YR NOTE DEC 21
        000000000
        
          
          
        
        -1.000000000000
        NC
        USD
        -570.600000000000
        -0.0001087366
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Short
            
              
                US ULTRA 10YR NOTE DEC 21
                US ULTRA 10YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -147445.030000000000
            USD
            -570.600000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        EURO STOXX 50 SEP 21
        000000000
        
          
          
          
        
        13.000000000000
        NC
        
        -1650.710000000000
        -0.0003145680
        N/A
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                EURO STOXX 50 SEP 21
                EURO STOXX 50 SEP 21
                
                  
                  
                
              
            
            2021-09-17
            545026.110000000000
            EUR
            -1650.710000000000
          
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAZ9
        
          
          
        
        40000.000000000000
        PA
        USD
        49845.220000000000
        0.0094987687
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-10-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBC9
        
          
          
        
        70000.000000000000
        PA
        USD
        77119.620000000000
        0.0146963226
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LBF2
        
          
          
        
        305000.000000000000
        PA
        USD
        352222.390000000000
        0.0671213613
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCM LTD PARTNERSHIP LCM_21A
        N/A
        LCM_18-21A
        50189CAN1
        
          
          
        
        232031.290000000000
        PA
        USD
        232063.080000000000
        0.0442231677
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2028-04-20
          Variable
          1.014300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SENIOR SECURED FINANCING DAC
        N/A
        LCPR SENIOR SECURED FINANCING DAC
        50201DAA1
        
          
          
        
        285000.000000000000
        PA
        USD
        304541.060000000000
        0.0580349549
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-10-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LCPR SENIOR SECURED FINANCING DAC
        N/A
        LCPR SENIOR SECURED FINANCING DAC
        50201DAD5
        
          
          
        
        200000.000000000000
        PA
        USD
        208206.590000000000
        0.0396769488
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2029-07-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2
        N/A
        LMAT_20-GS2
        52475AAA2
        
          
          
        
        641227.090000000000
        PA
        USD
        645590.900000000000
        0.1230272159
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2060-03-25
          Variable
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LMT_06-1
        N/A
        LMT_06-1
        52520MFB4
        
          
          
        
        635208.690000000000
        PA
        USD
        482722.080000000000
        0.0919900723
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-02-25
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LXS_06-2N
        N/A
        LXS_06-2N
        525221HD2
        
          
          
        
        568671.270000000000
        PA
        USD
        579511.740000000000
        0.1104348218
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-02-25
          Variable
          2.113300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN XS TRUST LXS_06-15
        N/A
        LXS_06-15
        52523MAD2
        
          
          
        
        645929.320000000000
        PA
        USD
        636799.240000000000
        0.1213518307
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Variable
          0.424400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEHMAN XS TRUST LXS_07-16N
        N/A
        LXS_07-16N
        52525BAD4
        
          
          
        
        732839.520000000000
        PA
        USD
        748409.580000000000
        0.1426208873
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-09-25
          Variable
          0.934400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        N/A
        LEVEL 3 FINANCING INC
        527298BH5
        
          
          
        
        95000.000000000000
        PA
        USD
        97169.210000000000
        0.0185170785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEVEL 3 FINANCING INC
        N/A
        LEVEL 3 FINANCING INC
        527298BN2
        
          
          
        
        275000.000000000000
        PA
        USD
        283724.790000000000
        0.0540680964
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LEXINGTON REALTY TRUST
        N/A
        LEXINGTON REALTY TRUST
        529043AE1
        
          
          
        
        135000.000000000000
        PA
        USD
        138862.120000000000
        0.0264622999
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LIBERTY BROADBAND CORP
        N/A
        LIBERTY BROADBAND CORP
        530307AA5
        
          
          
        
        180000.000000000000
        PA
        USD
        199661.020000000000
        0.0380484598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-30
          Fixed
          2.750000000000
          N
          N
          N
          N
          N
          
            
              FORMER CHARTER COMMUNICATIONS PARENT INC
              CHARTER COMMUNICATIONS INC-A
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LIBERTY BROADBAND CORP
        N/A
        LIBERTY BROADBAND CORP
        530307AC1
        
          
          
        
        270000.000000000000
        PA
        USD
        285363.540000000000
        0.0543803852
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-09-30
          Fixed
          1.250000000000
          N
          N
          N
          N
          N
          
            
              FORMER CHARTER COMMUNICATIONS PARENT INC
              CHARTER COMMUNICATIONS INC-A
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LIBERTY MEDIA CORP
        549300ZKUTPIBZLWLL89
        LIBERTY MEDIA CORP
        531229AK8
        
          
          
        
        105000.000000000000
        PA
        USD
        121504.880000000000
        0.0231546125
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-12-01
          Fixed
          0.500000000000
          N
          N
          N
          N
          N
          
            
              LIVE NATION ENTERTAINMENT INC
              Live Nation Entertainment Inc
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LIONS GATE CAPITAL HOLDINGS LLC
        N/A
        LIONS GATE CAPITAL HOLDINGS LLC
        53627NAE1
        
          
          
        
        220000.000000000000
        PA
        USD
        224735.210000000000
        0.0428267301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC
        539439AU3
        
          
          
        
        200000.000000000000
        PA
        USD
        231397.790000000000
        0.0440963865
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-12-31
          Variable
          7.500000000000
          N
          N
          N
          N
          Y
          
            
              LLOYDS BANKING GROUP PLC
              Lloyds Banking Group PLC 7.5
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        LLOYDS BANKING GROUP PLC
        549300PPXHEU2JF0AM85
        LLOYDS BANKING GROUP PLC
        53944YAL7
        
          
          
        
        400000.000000000000
        PA
        USD
        432251.350000000000
        0.0823721031
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-07-09
          Variable
          3.870000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOS ANGELES CALIF UNI SCH DIST
        N/A
        Los Angeles Unified School District/CA
        544646XY3
        
          
          
        
        250000.000000000000
        PA
        USD
        312654.650000000000
        0.0595811235
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2029-07-01
          Fixed
          5.755000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lydall Inc
        549300HATFXXTSIQU854
        Lydall Inc
        550819106
        
          
          
          
        
        37792.000000000000
        NS
        USD
        2342348.160000000000
        0.4463702522
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MC BRAZIL DOWNSTREAM TRADING SARL
        N/A
        MC BRAZIL DOWNSTREAM TRADING SARL
        55292WAA8
        
          
          
        
        220000.000000000000
        PA
        USD
        228952.130000000000
        0.0436303286
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-06-30
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM RESORTS INTERNATIONAL
        54930066VBP7DZEGGJ87
        MGM RESORTS INTERNATIONAL
        552953CH2
        
          
          
        
        20000.000000000000
        PA
        USD
        21120.020000000000
        0.0040247427
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES LLC
        549300E2UGIBHWE12262
        MGM Growth Properties LLC
        55303A105
        
          
          
          
        
        10369.000000000000
        NS
        USD
        429898.740000000000
        0.0819237773
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MGM GROWTH PROPERTIES OPERATING PARTNERSHIP LP
        N/A
        MGM GROWTH/MGM FINANCE
        55303XAC9
        
          
          
        
        75000.000000000000
        PA
        USD
        81870.620000000000
        0.0156016983
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MKT MORTGAGE TRUST MKT_20-525M
        N/A
        MKT_20-525M
        55316PAA5
        
          
          
        
        185000.000000000000
        PA
        USD
        195850.340000000000
        0.0373222765
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-02-12
          Fixed
          2.694000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC
        55354GAK6
        
          
          
        
        330000.000000000000
        PA
        USD
        347413.800000000000
        0.0662050109
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC
        55354GAL4
        
          
          
        
        160000.000000000000
        PA
        USD
        170777.000000000000
        0.0325441682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC
        55354GAM2
        
          
          
        
        160000.000000000000
        PA
        USD
        170491.270000000000
        0.0324897180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-01
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCI INC
        549300HTIN2PD78UB763
        MSCI INC
        55354GAQ3
        
          
          
        
        90000.000000000000
        PA
        USD
        92834.110000000000
        0.0176909589
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-08-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSDB TRUST MSDB_17-712F
        N/A
        MSDB_17-712F
        55354JAA2
        
          
          
        
        285000.000000000000
        PA
        USD
        305960.700000000000
        0.0583054890
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-07-11
          Variable
          3.426500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSCG TRUST MSCCG_18-SELF
        N/A
        MSCCG_18-SELF
        55358PAN6
        
          
          
        
        375000.000000000000
        PA
        USD
        375466.880000000000
        0.0715509542
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-15
          Variable
          2.245500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MACQUARIE GROUP LTD
        ACMHD8HWFMFUIQQ8Y590
        MACQUARIE GROUP LTD
        55607PAF2
        
          
          
        
        225000.000000000000
        PA
        USD
        225881.510000000000
        0.0430451751
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2027-09-23
          Variable
          1.629000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYDNEY AIRPORT HOLDINGS PTY LTD
        N/A
        Sydney Airport
        000000000
        
          
          
          
        
        71305.000000000000
        NS
        
        413936.210000000000
        0.0788818732
        Long
        EC
        CORP
        AU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        MADISON AVENUE TRUST MAD_15-11MD
        N/A
        MAD_15-11MD
        556227AA4
        
          
          
        
        300000.000000000000
        PA
        USD
        325992.270000000000
        0.0621228109
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-10
          Variable
          3.673300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGIC MERGECO INC
        N/A
        MAGIC MERGERCO INC
        55916AAB0
        
          
          
        
        200000.000000000000
        PA
        USD
        205354.750000000000
        0.0391334871
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-01
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MAGNACHIP SEMICONDUCTOR CORP
        529900P54J1ATLRBUV29
        MagnaChip Semiconductor Corp
        55933J203
        
          
          
          
        
        69010.000000000000
        NS
        USD
        1259432.500000000000
        0.2400041173
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Marb Bondco
        N/A
        MARB BONDCO PLC
        566007AC4
        
          
          
        
        200000.000000000000
        PA
        USD
        195209.390000000000
        0.0372001337
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-01-29
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARRIOTT OWNERSHIP RESORTS INC
        N/A
        MARRIOTT OWNERSHIP TLB 1.75
        57163KAH1
        
          
          
        
        175000.000000000000
        PA
        USD
        171062.500000000000
        0.0325985746
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-08-29
          Variable
          1.83463
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARM_04-14
        N/A
        MARM_04-14
        576433VD5
        
          
          
        
        527930.780000000000
        PA
        USD
        558590.250000000000
        0.1064479120
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          2.234400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MABS_05-WF1
        N/A
        MABS_05-WF1
        57643LKB1
        
          
          
        
        672399.980000000000
        PA
        USD
        669105.150000000000
        0.1275082158
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-06-25
          Variable
          1.074400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MATCH GROUP HOLDINGS II LLC
        N/A
        MATCH GROUP INC
        57665RAL0
        
          
          
        
        150000.000000000000
        PA
        USD
        157152.180000000000
        0.0299477505
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Medallia Inc
        5493009P6W6C5BK60J60
        Medallia Inc
        584021109
        
          
          
          
        
        11330.000000000000
        NS
        USD
        382614.100000000000
        0.0729129662
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MEDCO OAK TREE PTE LTD
        N/A
        MEDCO OAK TREE PTE LTD
        58405FAA3
        
          
          
        
        240000.000000000000
        PA
        USD
        258858.430000000000
        0.0493294313
        Long
        DBT
        CORP
        SG
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MERCADOLIBRE INC
        549300DKPDN9M5S8GB14
        MERCADOLIBRE INC
        58733RAE2
        
          
          
        
        200000.000000000000
        PA
        USD
        200802.450000000000
        0.0382659768
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-14
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELES OYJ
        2138007FRMWVPUDCMA45
        Neles Oyj
        000000000
        
          
          
          
        
        15337.000000000000
        NS
        
        237230.030000000000
        0.0452078090
        Long
        EC
        CORP
        FI
        
        N
        
        2
        
          N
          N
          N
        
      
      
        METROPOLITAN TRANSPORTATION AUTHORITY
        N/A
        Metropolitan Transportation Authority
        59259YCA5
        
          
          
        
        250000.000000000000
        PA
        USD
        331620.450000000000
        0.0631953466
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          6.548000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO REMITTANCES FUNDING FIDUCIARY ESTATE MANAGEMENT SARL
        N/A
        MX REMIT FUND FIDUCIARY ESTATE
        593035AA6
        
          
          
        
        200000.000000000000
        PA
        USD
        198021.470000000000
        0.0377360185
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MIAMI DADE CNTY FL AVIATION REVENUE
        N/A
        County of Miami-Dade FL Aviation Revenue
        59333P6L7
        
          
          
        
        85000.000000000000
        PA
        USD
        88641.340000000000
        0.0168919625
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2035-10-01
          Fixed
          2.857000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MID-AMERICA APARTMENTS LP
        N/A
        MID-AMERICA APARTMENT COMMUNITIES
        59523UAA5
        
          
          
        
        325000.000000000000
        PA
        USD
        347439.550000000000
        0.0662099180
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-15
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILEAGE PLUS HOLDINGS LLC
        N/A
        MILEAGE PLUS HLDS/MILEAGE PLUS
        599191AA1
        
          
          
        
        185000.000000000000
        PA
        USD
        201223.710000000000
        0.0383462543
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-20
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MILLICOM INTL CELLULAR S.A.
        549300CTHC1CP86P2G96
        MILLICOM INTL CELLULAR SA
        600814AR8
        
          
          
        
        200000.000000000000
        PA
        USD
        208840.920000000000
        0.0397978301
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2031-04-27
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MINDBODY Inc
        549300DOX928XM8ENR47
        MINDBODY Inc
        60255W105
        
          
          
          
        
        47120.000000000000
        NS
        USD
        1719880.000000000000
        0.3277494279
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        MODIVCARE ESCROW ISSUER INC
        N/A
        MODIVCARE ESCROW ISSUER INC
        60783XAA2
        
          
          
        
        75000.000000000000
        PA
        USD
        77085.380000000000
        0.0146897977
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC
        60855RAJ9
        
          
          
        
        200000.000000000000
        PA
        USD
        210146.020000000000
        0.0400465369
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MOLINA HEALTHCARE INC
        549300NQQCEQ46YHZ591
        MOLINA HEALTHCARE INC
        60855RAK6
        
          
          
        
        225000.000000000000
        PA
        USD
        239670.140000000000
        0.0456728093
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Monmouth Real Estate Investment Corp
        549300DFIUDCN3KVN260
        Monmouth Real Estate Investment Corp
        609720107
        
          
          
          
        
        110257.000000000000
        NS
        USD
        2092677.860000000000
        0.3987917595
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL I TRUST MSC_18-MP
        N/A
        MSC_18-MP
        61691DAA5
        
          
          
        
        315000.000000000000
        PA
        USD
        357379.530000000000
        0.0681041331
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-07-11
          Variable
          4.418500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1
        N/A
        MSAC_05-WMC1
        61744CLW4
        
          
          
        
        413923.300000000000
        PA
        USD
        411927.860000000000
        0.0784991514
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          0.864400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61747YEC5
        
          
          
        
        450000.000000000000
        PA
        USD
        451856.110000000000
        0.0861080898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-20
          Variable
          1.512000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY CAPITAL INC MSAC_07-NC3
        N/A
        MSAC_07-NC3
        61755AAE6
        
          
          
        
        835605.890000000000
        PA
        USD
        741673.590000000000
        0.1413372414
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2037-05-25
          Variable
          0.344400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MSC_12-C4
        N/A
        MSC_12-C4
        61760VAA1
        
          
          
        
        1539223.790000000000
        PA
        USD
        1447.330000000000
        0.0002758109
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Variable
          2.120000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY BAML TRUST MSBAM_
        N/A
        MSBAM_16-C31
        61766RBA3
        
          
          
        
        2402814.450000000000
        PA
        USD
        119952.100000000000
        0.0228587065
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-11-15
          Variable
          1.465600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61772BAB9
        
          
          
        
        225000.000000000000
        PA
        USD
        227213.460000000000
        0.0432989985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-04
          Variable
          1.593000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MVW OWNER TRUST MVWOT_18-1A
        N/A
        MVWOT_18-1A
        62848BAA9
        
          
          
        
        45826.910000000000
        PA
        USD
        47480.010000000000
        0.0090480418
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-01-21
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NBM US HOLDINGS INC
        N/A
        NBM US HOLDINGS INC
        62877VAA9
        
          
          
        
        200000.000000000000
        PA
        USD
        212787.270000000000
        0.0405498674
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-14
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NGL ENERGY OPERATING LLC
        N/A
        NGL ENERGY OPERATING/FIN CORP
        62922LAA6
        
          
          
        
        125000.000000000000
        PA
        USD
        126802.590000000000
        0.0241641721
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL CINEMEDIA LLC
        N/A
        NATIONAL CINEMEDIA LLC
        63530QAJ8
        
          
          
        
        176000.000000000000
        PA
        USD
        154891.190000000000
        0.0295168843
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        N/A
        NATIONWIDE BUILDING SOCIETY
        63861VAA5
        
          
          
        
        170000.000000000000
        PA
        USD
        177818.300000000000
        0.0338859956
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-03-08
          Variable
          3.766000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE BUILDING SOCIETY
        N/A
        NATIONWIDE BUILDING SOCIETY
        63861VAC1
        
          
          
        
        100000.000000000000
        PA
        USD
        106722.910000000000
        0.0203376821
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-08-01
          Variable
          4.363000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONWIDE MUT INS CO
        Z7LVXXWM8HZPKF5T2355
        NATIONWIDE MUTUAL INSURANCE CO
        638671AJ6
        
          
          
        
        450000.000000000000
        PA
        USD
        452665.350000000000
        0.0862623029
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Variable
          2.408900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA
        N/A
        NCMS_18-ALXA
        63874GAL9
        
          
          
        
        60000.000000000000
        PA
        USD
        61865.980000000000
        0.0117895083
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-01-15
          Variable
          4.459800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
        N/A
        NCMS_20-2PAC
        63875DAC5
        
          
          
        
        2665000.000000000000
        PA
        USD
        101688.670000000000
        0.0193783307
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-01-15
          Variable
          1.386600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
        N/A
        NCMS_20-2PAC
        63875DAE1
        
          
          
        
        2665000.000000000000
        PA
        USD
        73550.000000000000
        0.0140160769
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Variable
          0.948400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATURA COSMETICOS SA
        N/A
        NATURA COSMETICOS SA
        63883KAB1
        
          
          
        
        200000.000000000000
        PA
        USD
        205313.370000000000
        0.0391256015
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2028-05-03
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        NATWEST GROUP PLC
        639057AD0
        
          
          
        
        200000.000000000000
        PA
        USD
        204593.800000000000
        0.0389884765
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-12-31
          Variable
          4.600000000000
          N
          N
          N
          N
          Y
          
            
              Natwest Group PLC
              Natwest Group PLC
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        NAVIENT CORP NAVSL_14-1
        N/A
        NAVSL_14-1
        63938EAC8
        
          
          
        
        457992.170000000000
        PA
        USD
        448362.290000000000
        0.0854422890
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-06-25
          Variable
          0.594400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NELNET STUDENT LOAN TRUST NSLT_1
        N/A
        NSLT_12-1A
        64032AAA3
        
          
          
        
        360832.120000000000
        PA
        USD
        360843.670000000000
        0.0687642780
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-12-27
          Variable
          0.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        N/A
        NETFLIX INC
        64110LAN6
        
          
          
        
        210000.000000000000
        PA
        USD
        237596.840000000000
        0.0452777103
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        N/A
        NETFLIX INC
        64110LAS5
        
          
          
        
        110000.000000000000
        PA
        USD
        128669.630000000000
        0.0245199651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NETFLIX INC
        N/A
        NETFLIX INC
        64110LAU0
        
          
          
        
        230000.000000000000
        PA
        USD
        282762.120000000000
        0.0538846449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK AND PRESBYTERIAN HOSPITAL
        N/A
        NEW YORK AND PRESBYTERIAN HOSPITAL
        649322AC8
        
          
          
        
        390000.000000000000
        PA
        USD
        441030.190000000000
        0.0840450453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2036-08-01
          Fixed
          3.563000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWELL BRANDS INC
        549300LWGYFM1TVO1Z12
        NEWELL RUBBERMAID INC
        651229AW6
        
          
          
        
        35000.000000000000
        PA
        USD
        39108.100000000000
        0.0074526463
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-01
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEWS CORP
        549300ITS31QK8VRBQ14
        NEWS CORP
        65249BAA7
        
          
          
        
        370000.000000000000
        PA
        USD
        380796.190000000000
        0.0725665357
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY INC
        N/A
        NEXTERA ENERGY INC
        65339F739
        
          
          
        
        3800.000000000000
        NS
        USD
        204820.000000000000
        0.0390315823
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY INC
        N/A
        NEXTERA ENERGY UNITS INC
        65339F770
        
          
          
        
        6100.000000000000
        NS
        USD
        325618.000000000000
        0.0620514880
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NEXTERA ENERGY INC
        N/A
        NEXTERA ENERGY UNITS INC
        65339F796
        
          
          
        
        7050.000000000000
        NS
        USD
        436113.000000000000
        0.0831079995
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        NOMURA RESECURITIZATION TRUST NM
        N/A
        NMRR_14-3R
        65540LBF9
        
          
          
        
        210569.860000000000
        PA
        USD
        210700.520000000000
        0.0401522053
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-11-26
          Variable
          0.611600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NUANCE COMMUNICATIONS INC
        AEMSOT3SS15TNMJCE605
        Nuance Communications Inc
        67020Y100
        
          
          
          
        
        104747.000000000000
        NS
        USD
        5766322.350000000000
        1.0988608805
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        NSTAR ELECTRIC CO
        54930080R72Y2Z31UR68
        NSTAR ELECTRIC CO
        67021CAM9
        
          
          
        
        520000.000000000000
        PA
        USD
        571475.090000000000
        0.1089033152
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OAK HILL CREDIT PARTNERS OAKC_20-7A
        N/A
        OAKC_20-7A
        67098WAA9
        
          
          
        
        325000.000000000000
        PA
        USD
        325069.550000000000
        0.0619469725
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2032-10-19
          Variable
          1.383900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCP CLO LTD OCP_21-21A
        N/A
        OCP_21-21A
        671000AE7
        
          
          
        
        300000.000000000000
        PA
        USD
        300277.500000000000
        0.0572224683
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2034-07-20
          Variable
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORPORATION
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORPORATION
        674599CH6
        
          
          
        
        150000.000000000000
        PA
        USD
        154989.500000000000
        0.0295356187
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORPORATION
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORPORATION
        674599DD4
        
          
          
        
        75000.000000000000
        PA
        USD
        98136.560000000000
        0.0187014218
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-01
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORPORATION
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORPORATION
        674599ED3
        
          
          
        
        315000.000000000000
        PA
        USD
        392755.630000000000
        0.0748455898
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OCCIDENTAL PETROLEUM CORPORATION
        IM7X0T3ECJW4C1T7ON55
        OCCIDENTAL PETROLEUM CORPORATION
        674599EF8
        
          
          
        
        170000.000000000000
        PA
        USD
        205531.170000000000
        0.0391671066
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONE MARKET PLAZA TRUST OMPT_17-1
        N/A
        OMPT_17-1MKT
        68245HAA2
        
          
          
        
        300000.000000000000
        PA
        USD
        304894.470000000000
        0.0581023025
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-02-10
          Fixed
          3.613900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC UNLIMITED LIABILITY C
        N/A
        RESTAURANT BRANDS
        68245XAH2
        
          
          
        
        100000.000000000000
        PA
        USD
        101203.610000000000
        0.0192858951
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-01-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC UNLIMITED LIABILITY C
        N/A
        1011778 BC ULC/NEW RED FINANCE INC
        68245XAM1
        
          
          
        
        560000.000000000000
        PA
        USD
        557074.820000000000
        0.1061591236
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        1011778 BC UNLIMITED LIABILITY C
        N/A
        1011778 BC ULC/NEW RED FINANCE INC
        68245XAP4
        
          
          
        
        400000.000000000000
        PA
        USD
        397883.020000000000
        0.0758226924
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-02-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        N/A
        ONTARIO (PROVINCE OF)
        68333ZAC1
        
          
          
        
        245000.000000000000
        PA
        
        211928.680000000000
        0.0403862500
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2028-06-02
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        N/A
        ONTARIO (PROVINCE OF)
        68333ZAN7
        
          
          
        
        1770000.000000000000
        PA
        
        1347150.140000000000
        0.2567200547
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2030-12-02
          Fixed
          1.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOMLT_05-1
        N/A
        OOMLT_05-2
        68389FHB3
        
          
          
        
        207972.950000000000
        PA
        USD
        207831.970000000000
        0.0396055593
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-05-25
          Variable
          0.744400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORPORATION
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORPORATION
        68389XCA1
        
          
          
        
        225000.000000000000
        PA
        USD
        249378.210000000000
        0.0475228305
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-03-25
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORPORATION
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORPORATION
        68389XCE3
        
          
          
        
        140000.000000000000
        PA
        USD
        147453.590000000000
        0.0280995359
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-25
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OOMLT_07-5
        N/A
        OOMLT_07-5
        68403HAC6
        
          
          
        
        974917.310000000000
        PA
        USD
        654621.880000000000
        0.1247482072
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2037-05-25
          Variable
          0.254400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORIFLAME INVESTMENT HOLDING PLC
        N/A
        ORIFLAME INVESTMENT HOLDING PLC
        68621CAA7
        
          
          
        
        200000.000000000000
        PA
        USD
        205343.800000000000
        0.0391314004
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2026-05-04
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORGANON & CO / ORGANON FOREIGN DEBT CO-ISSUER BV
        N/A
        ORGANON FINANCE 1 LLC
        68622TAB7
        
          
          
        
        300000.000000000000
        PA
        USD
        314658.530000000000
        0.0599629935
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-30
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PFP III LTD PFP_19-6
        N/A
        PFP_19-6
        69346WAA5
        
          
          
        
        600607.620000000000
        PA
        USD
        600608.160000000000
        0.1144550671
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-04-14
          Variable
          1.146000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPD Inc
        N/A
        PPD Inc
        69355F102
        
          
          
          
        
        115839.000000000000
        NS
        USD
        5364504.090000000000
        1.0222882680
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        PERTAMINA PERSERO PT
        N/A
        PT PERTAMINA (PERSERO)
        69370PAH4
        
          
          
        
        200000.000000000000
        PA
        USD
        208826.530000000000
        0.0397950879
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2030-08-25
          Fixed
          3.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PALMER SQUARE LOAN FUNDING LTD PSTAT_20-2
        N/A
        PSTAT_20-2A
        69701FAC7
        
          
          
        
        200000.000000000000
        PA
        USD
        200076.800000000000
        0.0381276931
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-04-20
          Variable
          1.684300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF (GOVERNMENT)
        N/A
        PANAMA (REPUBLIC OF)
        698299BK9
        
          
          
        
        200000.000000000000
        PA
        USD
        212156.220000000000
        0.0404296112
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2030-01-23
          Fixed
          3.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PANAMA REPUBLIC OF (GOVERNMENT)
        N/A
        PANAMA (REPUBLIC OF)
        698299BN3
        
          
          
        
        200000.000000000000
        PA
        USD
        195138.980000000000
        0.0371867160
        Long
        DBT
        NUSS
        PA
        
        N
        
        2
        
          2032-09-29
          Fixed
          2.252000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Aerospace
        N/A
        PARK AEROSPACE HOLDINGS LTD
        70014LAB6
        
          
          
        
        63000.000000000000
        PA
        USD
        69103.990000000000
        0.0131688218
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-02-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Park Aerospace
        N/A
        PARK AEROSPACE HOLDINGS LTD
        70014LAC4
        
          
          
        
        45000.000000000000
        PA
        USD
        47205.110000000000
        0.0089956554
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2023-03-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARK AVENUE INSTITUTIONAL ADVISERS CLO PAIA_21-1A
        N/A
        PAIA_21-1A
        70015QAC2
        
          
          
        
        250000.000000000000
        PA
        USD
        250067.750000000000
        0.0476542329
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2034-01-20
          Variable
          1.954600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        N/A
        PEMEX PROJECT FUNDING MASTER TRUST
        706451BG5
        
          
          
        
        115000.000000000000
        PA
        USD
        111316.670000000000
        0.0212130933
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2035-06-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERU (REPUBLIC OF)
        N/A
        PERU (REPUBLIC OF)
        715638DA7
        
          
          
        
        165000.000000000000
        PA
        USD
        170460.640000000000
        0.0324838810
        Long
        DBT
        NUSS
        PE
        
        N
        
        2
        
          2030-06-20
          Fixed
          2.844000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III
        N/A
        PERUSAHAAN PENERBIT SURAT BERHARGA
        71567PAH3
        
          
          
        
        270000.000000000000
        PA
        USD
        304177.190000000000
        0.0579656139
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2027-03-29
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PERUSAHAAN LISTRIK NEGARA (PERSERO) PT
        N/A
        PERUSAHAAN LISTRIK NEGARA PT
        71568PAC3
        
          
          
        
        80000.000000000000
        PA
        USD
        87676.540000000000
        0.0167081051
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2027-05-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROBRAS GLOBAL FINANCE BV
        549300FNENFFSMO3GT38
        PETROBRAS GLOBAL FINANCE BV
        71647NBD0
        
          
          
        
        235000.000000000000
        PA
        USD
        278878.270000000000
        0.0531445179
        Long
        DBT
        NUSS
        NL
        
        N
        
        2
        
          2049-03-19
          Fixed
          6.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        N/A
        PETROLEOS MEXICANOS
        71654QCC4
        
          
          
        
        100000.000000000000
        PA
        USD
        87846.130000000000
        0.0167404231
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2047-09-21
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        N/A
        PETROLEOS MEXICANOS
        71654QDD1
        
          
          
        
        240000.000000000000
        PA
        USD
        229080.600000000000
        0.0436548106
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2050-01-23
          Fixed
          7.690000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETROLEOS MEXICANOS
        N/A
        PETROLEOS MEXICANOS
        71654QDF6
        
          
          
        
        70000.000000000000
        PA
        USD
        61593.620000000000
        0.0117376059
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2060-01-28
          Fixed
          6.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRONAS CAPITAL LTD
        N/A
        PETRONAS CAPITAL LTD
        71675CAB4
        
          
          
        
        200000.000000000000
        PA
        USD
        203733.050000000000
        0.0388244474
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2032-01-28
          Fixed
          2.480000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PETRORIO LUXEMBOURG SARL
        N/A
        PETRORIO LUXEMBOURG SARL
        71677WAA0
        
          
          
        
        200000.000000000000
        PA
        USD
        205092.770000000000
        0.0390835628
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-09
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIMS PRIDE CORP
        549300ZSLGV64ZL3HD75
        PILGRIMS PRIDE CORP
        72147KAE8
        
          
          
        
        150000.000000000000
        PA
        USD
        160224.230000000000
        0.0305331766
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-30
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PILGRIMS PRIDE CORP
        549300ZSLGV64ZL3HD75
        PILGRIMS PRIDE CORP
        72147KAF5
        
          
          
        
        150000.000000000000
        PA
        USD
        161591.850000000000
        0.0307937975
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KFC HOLDING CO
        N/A
        YUM! BRANDS INC TLB 1.75
        72584DAF1
        
          
          
        
        308632.500000000000
        PA
        USD
        308027.580000000000
        0.0586993646
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-03-15
          Variable
          1.838500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Pluralsight Inc
        254900B3VHPCKNREOX50
        Pluralsight Inc
        72941B106
        
          
          
          
        
        84676.000000000000
        NS
        USD
        1905210.000000000000
        0.3630668927
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        POPULAR INC
        N/A
        POPULAR INC
        733174AK2
        
          
          
        
        320000.000000000000
        PA
        USD
        344518.290000000000
        0.0656532272
        Long
        DBT
        CORP
        PR
        
        N
        
        2
        
          2023-09-14
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AM6
        
          
          
        
        375000.000000000000
        PA
        USD
        392352.600000000000
        0.0747687863
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AN4
        
          
          
        
        455000.000000000000
        PA
        USD
        478915.930000000000
        0.0912647522
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AP9
        
          
          
        
        60000.000000000000
        PA
        USD
        64296.000000000000
        0.0122525858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AQ7
        
          
          
        
        150000.000000000000
        PA
        USD
        153298.580000000000
        0.0292133881
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        POST HOLDINGS INC
        JM1I5YUAURL6DC8N1468
        POST HOLDINGS INC
        737446AR5
        
          
          
        
        475000.000000000000
        PA
        USD
        480054.100000000000
        0.0914816479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SUB LLC / PREMIER ENTERTAINMENT FINANCE CO
        N/A
        PREMIER ENTERTAINMENT SUB LLC
        74052HAA2
        
          
          
        
        75000.000000000000
        PA
        USD
        76807.070000000000
        0.0146367614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-01
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PREMIER ENTERTAINMENT SUB LLC / PREMIER ENTERTAINMENT FINANCE CO
        N/A
        PREMIER ENTERTAINMENT SUB LLC
        74052HAB0
        
          
          
        
        110000.000000000000
        PA
        USD
        112722.290000000000
        0.0214809557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-01
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME HEALTHCARE SERVICES INC
        N/A
        PRIME HEALTHCARE SERVICES INC
        74165HAB4
        
          
          
        
        245000.000000000000
        PA
        USD
        262636.110000000000
        0.0500493260
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-01
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRIME SECURITY SERVICES BORROWER
        N/A
        PRIME SECURITY SERVICES/PRIME FIN
        74166MAF3
        
          
          
        
        20000.000000000000
        PA
        USD
        19300.430000000000
        0.0036779920
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-31
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PROGRESS RESIDENTIAL TRUST PROG_19-SFR2
        N/A
        PROG_19-SFR2
        74333NAJ1
        
          
          
        
        320000.000000000000
        PA
        USD
        326411.620000000000
        0.0622027244
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-05-17
          Fixed
          4.142000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MODIVCARE INC
        N/A
        PROVIDENCE SERVICE CORP
        743815AE2
        
          
          
        
        140000.000000000000
        PA
        USD
        149145.580000000000
        0.0284219704
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINIUM PERSERO PT
        N/A
        INDONESIA ASAHAN ALUMINIUM TBK PT
        74445PAC6
        
          
          
        
        200000.000000000000
        PA
        USD
        246045.220000000000
        0.0468876783
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2028-11-15
          Fixed
          6.530000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA ASAHAN ALUMINIUM PERSERO PT
        N/A
        INDONESIA ASAHAN ALUMINIUM TBK PT
        74445PAE2
        
          
          
        
        220000.000000000000
        PA
        USD
        240296.640000000000
        0.0457921985
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2025-05-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR (STATE OF)
        N/A
        QATAR (STATE OF)
        74727PBA8
        
          
          
        
        225000.000000000000
        PA
        USD
        259398.470000000000
        0.0494323442
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2029-03-14
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QATAR PETROLEUM
        N/A
        QATAR PETROLEUM
        74730DAC7
        
          
          
        
        200000.000000000000
        PA
        USD
        201604.900000000000
        0.0384188959
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2031-07-12
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QTS Realty Trust Inc
        5493006PA4CJK4OG2J54
        QTS Realty Trust Inc
        74736A103
        
          
          
          
        
        47111.000000000000
        NS
        USD
        3673715.780000000000
        0.7000827064
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        QWEST CORP
        N/A
        QWEST CORPORATION
        74913GAX3
        
          
          
        
        90000.000000000000
        PA
        USD
        91262.290000000000
        0.0173914246
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-12-01
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6
        N/A
        RALI_07-QH6
        74922AAA5
        
          
          
        
        402767.780000000000
        PA
        USD
        387612.350000000000
        0.0738654592
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-07-25
          Variable
          0.274400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS RALI_06-QA6
        N/A
        RALI_06-QA6
        74922MAC5
        
          
          
        
        432542.277000000000
        PA
        USD
        422203.220000000000
        0.0804572783
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          0.464400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10
        N/A
        RFMSI_06-S10
        74958DAA6
        
          
          
        
        751264.540000000000
        PA
        USD
        738436.100000000000
        0.1407202882
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RADIATE HOLDCO LLC / RADIATE FIN
        N/A
        RADIATE HOLDCO LLC/RADIATE FIN INC
        75026JAC4
        
          
          
        
        255000.000000000000
        PA
        USD
        265464.040000000000
        0.0505882313
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ACCREDIT LOANS INC R
        N/A
        RALI_06-QO10
        751153AA5
        
          
          
        
        811276.650000000000
        PA
        USD
        776416.170000000000
        0.1479579712
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2037-01-25
          Variable
          0.404400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET MORTGAGE PRODU
        N/A
        RAMP_06-RZ2
        75156UAD9
        
          
          
        
        720000.000000000000
        PA
        USD
        710377.420000000000
        0.1353732778
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-05-25
          Variable
          0.579400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAVEN IND INC
        ZN4TZXB8X0VUOSZJ5442
        Raven Industries Inc
        754212108
        
          
          
          
        
        28231.000000000000
        NS
        USD
        1647278.850000000000
        0.3139141688
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        REDE DOR FINANCE SARL
        N/A
        REDE DOR FINANCE SARL
        75735GAA6
        
          
          
        
        200000.000000000000
        PA
        USD
        205333.300000000000
        0.0391293995
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2030-01-22
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_05-RZ3
        N/A
        RAMP_05-RZ3
        76112BA42
        
          
          
        
        220815.160000000000
        PA
        USD
        220705.300000000000
        0.0420587691
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-09-25
          Variable
          0.909400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RESIDENTIAL ASSET MORTGAGE PRODUCTS INC RAMP_05-RS4
        N/A
        RAMP_05-RS4
        76112BPE4
        
          
          
        
        31954.550000000000
        PA
        USD
        31949.220000000000
        0.0060884123
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-04-25
          Variable
          1.044400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS AMERICAN INC
        02S2RPPVO9RP4NEU2740
        REYNOLDS AMERICAN INC
        761713BB1
        
          
          
        
        510000.000000000000
        PA
        USD
        631688.320000000000
        0.1203778668
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Fixed
          5.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        REYNOLDS GROUP ISSUER INC / REYNOLDS GROUP ISSUER LLC / REYNOLDS
        N/A
        REYNOLDS GROUP ISSUER INC
        76174LAA1
        
          
          
        
        280000.000000000000
        PA
        USD
        279867.650000000000
        0.0533330594
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE LLC
        N/A
        ROCKIES EXPRESS PIPELINE LLC
        77340RAM9
        
          
          
        
        100000.000000000000
        PA
        USD
        110375.490000000000
        0.0210337371
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-04-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE LLC
        N/A
        ROCKIES EXPRESS PIPELINE LLC
        77340RAR8
        
          
          
        
        100000.000000000000
        PA
        USD
        104266.070000000000
        0.0198694937
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-07-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCKIES EXPRESS PIPELINE LLC
        N/A
        ROCKIES EXPRESS PIPELINE LLC
        77340RAT4
        
          
          
        
        100000.000000000000
        PA
        USD
        103435.010000000000
        0.0197111225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          4.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATWEST GROUP PLC
        2138005O9XJIJN4JPN90
        ROYAL BANK OF SCOTLAND GROUP PLC
        780097BQ3
        
          
          
        
        200000.000000000000
        PA
        USD
        223913.720000000000
        0.0426701826
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-12-31
          Variable
          6.000000000000
          N
          N
          N
          N
          Y
          
            
              ROYAL BANK OF SCOTLAND GROUP PLC
              Natwest Group PLC
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD
        780153BG6
        
          
          
        
        270000.000000000000
        PA
        USD
        272063.540000000000
        0.0518458669
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2028-04-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL CARIBBEAN CRUISES LTD
        K2NEH8QNVW44JIWK7Z55
        ROYAL CARIBBEAN CRUISES LTD
        780153BH4
        
          
          
        
        155000.000000000000
        PA
        USD
        151147.710000000000
        0.0288035069
        Long
        DBT
        CORP
        LR
        
        N
        
        2
        
          2026-07-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SK HYNIX INC
        988400XAIK6XISWQV045
        SK HYNIX INC
        78392BAB3
        
          
          
        
        200000.000000000000
        PA
        USD
        198877.680000000000
        0.0378991824
        Long
        DBT
        CORP
        KR
        
        N
        
        2
        
          2026-01-19
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS TLB 2.0
        78404XAH8
        
          
          
        
        175000.000000000000
        PA
        USD
        173229.000000000000
        0.0330114343
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-04-11
          Variable
          1.840000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP
        78410GAD6
        
          
          
        
        490000.000000000000
        PA
        USD
        509761.070000000000
        0.0971427652
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SBA COMMUNICATIONS CORP
        5299001HX8ZN8Y8QIT49
        SBA COMMUNICATIONS CORP
        78410GAE4
        
          
          
        
        205000.000000000000
        PA
        USD
        201456.210000000000
        0.0383905607
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-01
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SES GLOBAL AMERICAS HOLDINGS GP
        N/A
        SES GLOBAL AMERICAS HLDG
        78413KAB8
        
          
          
        
        375000.000000000000
        PA
        USD
        442039.460000000000
        0.0842373771
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-03-25
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
        N/A
        SFAVE_15-5AVE
        78413MAC2
        
          
          
        
        425000.000000000000
        PA
        USD
        474427.760000000000
        0.0904094628
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-01-05
          Variable
          3.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
        N/A
        SFAVE_15-5AVE
        78413MAE8
        
          
          
        
        35000.000000000000
        PA
        USD
        38708.790000000000
        0.0073765517
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-01-05
          Variable
          4.144000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
        N/A
        SFAVE_15-5AVE
        78413MAN8
        
          
          
        
        345000.000000000000
        PA
        USD
        317238.300000000000
        0.0604546081
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-01-05
          Variable
          4.534300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        SCIH SALT HOLDINGS INC
        78433BAA6
        
          
          
        
        210000.000000000000
        PA
        USD
        211727.430000000000
        0.0403478987
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_03-10A
        N/A
        SLMA_03-10A
        78442GJG2
        
          
          
        
        109024.780000000000
        PA
        USD
        108805.350000000000
        0.0207345229
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Variable
          0.588900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST 2004-10
        N/A
        SLMA_04-10
        78442GND4
        
          
          
        
        360110.690000000000
        PA
        USD
        335614.810000000000
        0.0639565330
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-01-25
          Variable
          0.495300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLMA_07-2
        N/A
        SLMA_07-2
        78443XAE8
        
          
          
        
        700000.000000000000
        PA
        USD
        631977.990000000000
        0.1204330678
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-07-25
          Variable
          0.295300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_07-3
        N/A
        SLMA_07-3
        78443YAD8
        
          
          
        
        614197.910000000000
        PA
        USD
        598939.880000000000
        0.1141371509
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2022-01-25
          Variable
          0.185300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_07-3
        N/A
        SLMA_07-3
        78443YAE6
        
          
          
        
        700000.000000000000
        PA
        USD
        628450.200000000000
        0.1197607935
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-01-25
          Variable
          0.275300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLMA_08-2
        N/A
        SLMA_08-2
        784442AD7
        
          
          
        
        740000.000000000000
        PA
        USD
        661529.290000000000
        0.1260645198
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2083-01-25
          Variable
          1.325300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLG Operat Part
        N/A
        SL GREEN OPERATING PARTNERSHIP LP
        78444FAF3
        
          
          
        
        260000.000000000000
        PA
        USD
        266963.660000000000
        0.0508740068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_08-5
        N/A
        SLMA_08-5
        78444YAD7
        
          
          
        
        220959.070000000000
        PA
        USD
        223068.900000000000
        0.0425091892
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-07-25
          Variable
          1.825300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLMA_08-4
        N/A
        SLMA_08-4
        78445AAD8
        
          
          
        
        344060.080000000000
        PA
        USD
        347169.110000000000
        0.0661583815
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2022-07-25
          Variable
          1.775300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_08-6
        N/A
        SLMA_08-6
        78445CAD4
        
          
          
        
        289071.130000000000
        PA
        USD
        289805.720000000000
        0.0552269106
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-07-25
          Variable
          1.225300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_08-7
        N/A
        SLMA_08-7
        78445FAE5
        
          
          
        
        500000.000000000000
        PA
        USD
        501497.650000000000
        0.0955680442
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2083-07-26
          Variable
          1.975300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_08-9
        N/A
        SLMA_08-9
        78445JAA5
        
          
          
        
        196138.370000000000
        PA
        USD
        197517.380000000000
        0.0376399564
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-04-25
          Variable
          1.625300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_11-2
        N/A
        SLMA_11-2
        78446JAB2
        
          
          
        
        1040000.000000000000
        PA
        USD
        1063518.560000000000
        0.2026697209
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Variable
          1.284400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLMA_12-1
        N/A
        SLMA_12-1
        78446WAC1
        
          
          
        
        446221.190000000000
        PA
        USD
        441767.010000000000
        0.0841854576
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-09-25
          Variable
          1.034400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SLM STUDENT LOAN TRUST SLMA_12-7
        N/A
        SLMA_12-7
        78447KAD4
        
          
          
        
        550000.000000000000
        PA
        USD
        550170.560000000000
        0.1048434113
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2043-09-25
          Variable
          1.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABEY DATA CENTERS SDCP_20-1
        N/A
        SDCP_20-1
        78520EAA4
        
          
          
        
        470000.000000000000
        PA
        USD
        499612.020000000000
        0.0952087086
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-04-20
          Fixed
          3.812000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sabre Corp
        529900VKCYZW8GZ4WW58
        SABRE CORP
        78573M203
        
          
          
        
        500.000000000000
        NS
        USD
        71650.000000000000
        0.0136540029
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SANDERSON FARMS, INC.
        529900KZGVFTWHUO2759
        Sanderson Farms Inc
        800013104
        
          
          
          
        
        4642.000000000000
        NS
        USD
        912153.000000000000
        0.1738246993
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SANTA CLARA VY CALIF TRANSN AUTH
        N/A
        Santa Clara Valley Transportation Authority
        80168NEP0
        
          
          
        
        250000.000000000000
        PA
        USD
        314141.280000000000
        0.0598644236
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2032-04-01
          Fixed
          5.876000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HOLDINGS PLC
        N/A
        SANTANDER UK GROUP HOLDINGS PLC
        80281LAF2
        
          
          
        
        200000.000000000000
        PA
        USD
        202243.150000000000
        0.0385405242
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-01-10
          Fixed
          3.571000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HOLDINGS PLC
        N/A
        SANTANDER UK GROUP HOLDINGS PLC
        80281LAJ4
        
          
          
        
        90000.000000000000
        PA
        USD
        97820.460000000000
        0.0186411842
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-11-15
          Variable
          4.796000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK GROUP HOLDINGS PLC
        N/A
        SANTANDER UK GROUP HOLDINGS PLC
        80281LAN5
        
          
          
        
        300000.000000000000
        PA
        USD
        301016.340000000000
        0.0573632656
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-03-15
          Variable
          1.089000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER UK PLC
        PTCQB104N23FMNK2RZ28
        SANTANDER UK PLC
        80283LAA1
        
          
          
        
        115000.000000000000
        PA
        USD
        124978.830000000000
        0.0238166268
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-11-07
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAUDI ARABIAN OIL CO
        N/A
        SAUDI ARABIAN OIL CO
        80414L2D6
        
          
          
        
        245000.000000000000
        PA
        USD
        266814.220000000000
        0.0508455287
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2029-04-16
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Score Media and Gaming Inc
        N/A
        Score Media and Gaming Inc
        80919D202
        
          
          
          
        
        11622.000000000000
        NS
        USD
        414556.740000000000
        0.0790001246
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        SCRIPPS ESCROW II INC
        N/A
        SCRIPPS ESCROW II INC
        81105DAB1
        
          
          
        
        140000.000000000000
        PA
        USD
        138628.950000000000
        0.0264178658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SEALED AIR CORPORATION
        Q0M0CZB4YN6JZ65WXI09
        SEALED AIR CORPORATION
        81211KAX8
        
          
          
        
        357000.000000000000
        PA
        USD
        400034.350000000000
        0.0762326612
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHINHAN FINANCIAL GROUP CO LTD
        N/A
        SHINHAN FINANCIAL GROUP CO LTD
        824596AA8
        
          
          
        
        200000.000000000000
        PA
        USD
        198371.520000000000
        0.0378027259
        Long
        DBT
        CORP
        KR
        
        N
        
        2
        
          2049-12-31
          Variable
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIMPAR FINANCE SARL
        N/A
        SIMPAR FINANCE SARL
        82883AAA5
        
          
          
        
        640000.000000000000
        PA
        
        109173.060000000000
        0.0208045956
        Long
        DBT
        CORP
        BR
        
        N
        
        2
        
          2028-02-12
          Fixed
          10.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINCLAIR TELEVISION GROUP INC
        N/A
        SINCLAIR TELEVISION GROUP INC
        829259BA7
        
          
          
        
        150000.000000000000
        PA
        USD
        146570.140000000000
        0.0279311810
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-12-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIRIUS XM RADIO INC
        N/A
        SIRIUS XM RADIO INC
        82967NBG2
        
          
          
        
        20000.000000000000
        PA
        USD
        20486.330000000000
        0.0039039834
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        N/A
        DELTA AIR LINES/SKYMILES IP LTD
        830867AA5
        
          
          
        
        165000.000000000000
        PA
        USD
        176999.210000000000
        0.0337299055
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-10-20
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKYMILES IP LTD
        N/A
        DELTA AIR LINES/SKYMILES IP LTD
        830867AB3
        
          
          
        
        699000.000000000000
        PA
        USD
        779199.690000000000
        0.1484884135
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2028-10-20
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE SA
        O2RNE8IBXP4R0TD8PU41
        Societe Generale SA
        83364L109
        
          
          
          
        
        34055.000000000000
        NS
        USD
        215057.330000000000
        0.0409824621
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SOCIETE GENERALE SA
        O2RNE8IBXP4R0TD8PU41
        SOCIETE GENERALE SA
        83367TBU2
        
          
          
        
        205000.000000000000
        PA
        USD
        233107.330000000000
        0.0444221655
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2049-12-31
          Variable
          6.750000000000
          N
          N
          N
          N
          Y
          
            
              N/A
              N/A
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SOUNDVIEW HOME EQUITY LOAN TRUST
        N/A
        SVHE_06-OPT5
        83612CAA7
        
          
          
        
        488717.250000000000
        PA
        USD
        480553.670000000000
        0.0915768486
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-07-25
          Variable
          0.224400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTH AFRICA (REPUBLIC OF)
        N/A
        SOUTH AFRICA (REPUBLIC OF)
        836205BA1
        
          
          
        
        300000.000000000000
        PA
        USD
        317492.860000000000
        0.0605031184
        Long
        DBT
        NUSS
        ZA
        
        N
        
        2
        
          2029-09-30
          Fixed
          4.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY (THE)
        549300FC3G3YU2FBZD92
        SO 6 3/4 08/01/22
        842587602
        
          
          
        
        8350.000000000000
        NS
        USD
        442132.500000000000
        0.0842551073
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SOUTHERN COMPANY (THE)
        549300FC3G3YU2FBZD92
        SOUTHERN CO
        842587CV7
        
          
          
        
        184000.000000000000
        PA
        USD
        199321.900000000000
        0.0379838353
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHWEST AIRLINES CO
        UDTZ87G0STFETI6HGH41
        SOUTHWEST AIRLINES CO
        844741BG2
        
          
          
        
        205000.000000000000
        PA
        USD
        298787.500000000000
        0.0569385261
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          1.250000000000
          N
          N
          N
          N
          N
          
            
              SOUTHWEST AIRLINES CO
              Southwest Airlines Co
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        SOUTHWESTERN ENERGY CO
        EFWMP121W54QV9MGOP87
        SOUTHWESTERN ENERGY COMPANY
        845467AL3
        
          
          
        
        14000.000000000000
        PA
        USD
        15253.330000000000
        0.0029067552
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-23
          Variable
          6.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPECTRUM BRANDS INC
        N/A
        SPECTRUM BRANDS INC
        84762LAX3
        
          
          
        
        225000.000000000000
        PA
        USD
        222216.250000000000
        0.0423467037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPIRIT AROSYSTMS
        N/A
        SPIRIT AEROSYSTEMS INC
        85205TAL4
        
          
          
        
        35000.000000000000
        PA
        USD
        37066.410000000000
        0.0070635711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CAPITAL CORPORATION
        N/A
        SPRINT CAPITAL CORPORATION
        852060AT9
        
          
          
        
        225000.000000000000
        PA
        USD
        344870.810000000000
        0.0657204053
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-03-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAF2
        
          
          
        
        193000.000000000000
        PA
        USD
        218547.980000000000
        0.0416476588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-15
          Fixed
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT CORP
        549300ZTTY7CXOLJ6539
        SPRINT CORP
        85207UAH8
        
          
          
        
        35000.000000000000
        PA
        USD
        40290.190000000000
        0.0076779117
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-15
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM CO I/ II /III/ L
        N/A
        SPRINT SPECTRUM CO I/ II /III/ LLC
        85208NAD2
        
          
          
        
        431250.000000000000
        PA
        USD
        459910.770000000000
        0.0876430284
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-20
          Fixed
          4.738000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPRINT SPECTRUM CO I/ II /III/ L
        N/A
        SPRINT SPECTRUM CO I/ II /III/ LLC
        85208NAE0
        
          
          
        
        125000.000000000000
        PA
        USD
        143968.880000000000
        0.0274354711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-20
          Fixed
          5.152000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SQUARE INC
        N/A
        SQUARE INC
        852234AM5
        
          
          
        
        70000.000000000000
        PA
        USD
        72809.260000000000
        0.0138749176
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Stamps.com Inc
        5299008VAXLEGU4Y4038
        Stamps.com Inc
        852857200
        
          
          
          
        
        6327.000000000000
        NS
        USD
        2080950.300000000000
        0.3965568937
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC OF NEW JERSEY
        N/A
        STANDARD INDUSTRIES INC
        853496AH0
        
          
          
        
        60000.000000000000
        PA
        USD
        57753.930000000000
        0.0110058943
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANLEY BLACK & DECKER INC
        549300DJ09SMTO561131
        STANLEY BLACK DECKER UNITS INC
        854502846
        
          
          
        
        2300.000000000000
        NS
        USD
        262959.000000000000
        0.0501108576
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        STANWICH MORTGAGE STWH_19-RPL1
        N/A
        STWH_19-RPL1
        85501PAA7
        
          
          
        
        454049.670000000000
        PA
        USD
        454637.350000000000
        0.0866380976
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2049-03-15
          Variable
          3.720000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STIFEL FINL CORP
        549300E5F07FE5GHJX84
        Stifel Financial Corp
        860630862
        
          
          
        
        7350.000000000000
        NS
        USD
        187792.500000000000
        0.0357867319
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        STRUCTURED ADJUSTABLE RATE MOR SARM_05-19XS
        N/A
        SARM_05-19XS
        863579YU6
        
          
          
        
        256555.560000000000
        PA
        USD
        258296.730000000000
        0.0492223908
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          0.384400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6
        N/A
        SAIL_04-6
        86358EJS6
        
          
          
        
        502576.700000000000
        PA
        USD
        498766.160000000000
        0.0950475170
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-07-25
          Variable
          0.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SAMI_06-AR8
        N/A
        SAMI_06-AR8
        86361WAA9
        
          
          
        
        572284.620000000000
        PA
        USD
        554312.080000000000
        0.1056326413
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Variable
          0.484400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4
        N/A
        SARM_07-4
        86363LAB9
        
          
          
        
        494869.430000000000
        PA
        USD
        482780.360000000000
        0.0920011784
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-05-25
          Variable
          0.524400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Suez SA
        549300JQIZM6CL7POC81
        Suez SA
        000000000
        
          
          
          
        
        65938.000000000000
        NS
        
        1529876.170000000000
        0.2915412933
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        SUNOCO LP / SUNOCO FINANCE CORP
        N/A
        SUNOCO LP
        86765LAT4
        
          
          
        
        225000.000000000000
        PA
        USD
        228503.490000000000
        0.0435448334
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWISS FRANC
        000000000
        
          
        
        244000.000000000000
        OU
        Notional Amount
        N/A
        -356.140000000000
        -0.0000678679
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            267519.570000000006985
            USD
            244000.000000000000000
            CHF
            2021-12-15
            -356.140000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CHILEAN PESO
        000000000
        
          
        
        226321500.000000000000
        OU
        Notional Amount
        N/A
        3620.070000000000
        0.0006898597
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            288688.169999999983702
            USD
            226321500.000000000000000
            CLP
            2021-09-15
            3620.070000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CHILEAN PESO
        000000000
        
          
        
        501898496.000000000000
        OU
        Notional Amount
        N/A
        -42272.890000000000
        -0.0080557455
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            690505.920000000041910
            USD
            501898496.000000000000000
            CLP
            2021-09-15
            -42272.890000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CHILEAN PESO
        000000000
        
          
        
        613906496.000000000000
        OU
        Notional Amount
        N/A
        13111.360000000000
        0.0024985701
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            776441.160000000032596
            USD
            613906496.000000000000000
            CLP
            2021-12-15
            13111.360000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        COLOMBIAN PESO
        000000000
        
          
        
        646236000.000000000000
        OU
        Notional Amount
        N/A
        4987.600000000000
        0.0009504634
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            166348.289999999979045
            USD
            646236000.000000000000000
            COP
            2021-09-15
            4987.600000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        COLOMBIAN PESO
        000000000
        
          
        
        93189960.000000000000
        OU
        Notional Amount
        N/A
        -798.900000000000
        -0.0001522426
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            25506.269999999996799
            USD
            93189960.000000000000000
            COP
            2021-09-15
            -798.900000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        COLOMBIAN PESO
        000000000
        
          
        
        738666960.000000000000
        OU
        Notional Amount
        N/A
        5023.280000000000
        0.0009572628
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            189760.970000000030268
            USD
            738666960.000000000000000
            COP
            2021-12-15
            5023.280000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        EURO COUNTRIES
        000000000
        
          
        
        1524000.000000000000
        OU
        Notional Amount
        N/A
        3401.530000000000
        0.0006482135
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1796556.770000000251457
            USD
            1524000.000000000000000
            EUR
            2021-09-15
            3401.530000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        EURO COUNTRIES
        000000000
        
          
        
        1255000.000000000000
        OU
        Notional Amount
        N/A
        -8298.410000000000
        -0.0015813889
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1490547.530000000027940
            USD
            1255000.000000000000000
            EUR
            2021-09-15
            -8298.410000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        BRITISH POUND
        000000000
        
          
        
        316500.000000000000
        OU
        Notional Amount
        N/A
        -3296.020000000000
        -0.0006281070
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            438452.490000000048894
            USD
            316500.000000000000000
            GBP
            2021-09-15
            -3296.020000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        HUNGARIAN FURINT
        000000000
        
          
        
        695185000.000000000000
        OU
        Notional Amount
        N/A
        34535.850000000000
        0.0065813342
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2316516.549999999813735
            USD
            695185000.000000000000000
            HUF
            2021-09-15
            34535.850000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        HUNGARIAN FURINT
        000000000
        
          
        
        381533504.000000000000
        OU
        Notional Amount
        N/A
        -34548.580000000000
        -0.0065837601
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1324860.169999999925494
            USD
            381533504.000000000000000
            HUF
            2021-09-15
            -34548.580000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        HUNGARIAN FURINT
        000000000
        
          
        
        844543504.000000000000
        OU
        Notional Amount
        N/A
        45712.320000000000
        0.0087111814
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2802662.670000000391155
            USD
            844543504.000000000000000
            HUF
            2021-12-15
            45712.320000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        INDONESIAN RUPIA
        000000000
        
          
        
        8540400000.000000000000
        OU
        Notional Amount
        N/A
        11107.760000000000
        0.0021167535
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            587856.109999999986030
            USD
            8540400000.000000000000000
            IDR
            2021-09-15
            11107.760000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        INDONESIAN RUPIA
        000000000
        
          
        
        2274722620.000000000000
        OU
        Notional Amount
        N/A
        2589.720000000000
        0.0004935107
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            155696.859999999986030
            USD
            2274722620.000000000000000
            IDR
            2021-12-15
            2589.720000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        ISRAELI SHEKEL
        000000000
        
          
        
        1601000.000000000000
        OU
        Notional Amount
        N/A
        4590.890000000000
        0.0008748643
        N/A
        DFE
        CORP
        IL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            494543.959999999962747
            USD
            1601000.000000000000000
            ILS
            2021-09-17
            4590.890000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        INDIAN RUPEE
        000000000
        
          
        
        148826001.000000000000
        OU
        Notional Amount
        N/A
        47593.490000000000
        0.0090696671
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1988309.589999999850988
            USD
            148826001.000000000000000
            INR
            2021-09-15
            47593.490000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        INDIAN RUPEE
        000000000
        
          
        
        2948000.000000000000
        OU
        Notional Amount
        N/A
        806.080000000000
        0.0001536109
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            39149.709999999999127
            USD
            2948000.000000000000000
            INR
            2021-12-15
            806.080000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        JAPANESE YEN
        000000000
        
          
        
        14203500.000000000000
        OU
        Notional Amount
        N/A
        463.770000000000
        0.0000883785
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            128656.770000000004075
            USD
            14203500.000000000000000
            JPY
            2021-09-15
            463.770000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        JAPANESE YEN
        000000000
        
          
        
        93897000.000000000000
        OU
        Notional Amount
        N/A
        -9780.350000000000
        -0.0018637952
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            863374.969999999972060
            USD
            93897000.000000000000000
            JPY
            2021-09-15
            -9780.350000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        JAPANESE YEN
        000000000
        
          
        
        24.000000000000
        OU
        Notional Amount
        N/A
        0.000000000000
        0.0000000000
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            0.220000000000000
            USD
            24.000000000000000
            JPY
            2021-12-15
            0.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        KOREAN WON
        000000000
        
          
        
        4588141516.000000000000
        OU
        Notional Amount
        N/A
        -135511.510000000000
        -0.0258237900
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            4092980.849999999627471
            USD
            4588141516.000000000000000
            KRW
            2021-09-15
            -135511.510000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        KOREAN WON
        000000000
        
          
        
        377972016.000000000000
        OU
        Notional Amount
        N/A
        4138.010000000000
        0.0007885611
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            321668.190000000002328
            USD
            377972016.000000000000000
            KRW
            2021-12-15
            4138.010000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        MEXICAN PESO
        000000000
        
          
        
        38775500.000000000000
        OU
        Notional Amount
        N/A
        9527.130000000000
        0.0018155403
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1917602.879999999888241
            USD
            38775500.000000000000000
            MXN
            2021-09-15
            9527.130000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        MEXICAN PESO
        000000000
        
          
        
        95408000.000000000000
        OU
        Notional Amount
        N/A
        -17345.130000000000
        -0.0033053797
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            4759092.380000000819564
            USD
            95408000.000000000000000
            MXN
            2021-09-15
            -17345.130000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        MEXICAN PESO
        000000000
        
          
        
        109451000.000000000000
        OU
        Notional Amount
        N/A
        95155.910000000000
        0.0181334134
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            5278620.799999999813735
            USD
            109451000.000000000000000
            MXN
            2021-12-15
            95155.910000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        NORWAY KRONA
        000000000
        
          
        
        14169500.000000000000
        OU
        Notional Amount
        N/A
        40874.580000000000
        0.0077892761
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1588907.529999999795109
            USD
            14169500.000000000000000
            NOK
            2021-09-15
            40874.580000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        NORWAY KRONA
        000000000
        
          
        
        5556000.000000000000
        OU
        Notional Amount
        N/A
        -28177.800000000000
        -0.0053697106
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            667231.359999999986030
            USD
            5556000.000000000000000
            NOK
            2021-09-15
            -28177.800000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        NORWAY KRONA
        000000000
        
          
        
        751000.000000000000
        OU
        Notional Amount
        N/A
        1118.930000000000
        0.0002132292
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            85215.479999999995925
            USD
            751000.000000000000000
            NOK
            2021-12-15
            1118.930000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        1238000.000000000000
        OU
        Notional Amount
        N/A
        7552.330000000000
        0.0014392119
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            864804.389999999897555
            USD
            1238000.000000000000000
            NZD
            2021-09-15
            7552.330000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        1492000.000000000000
        OU
        Notional Amount
        N/A
        -33174.180000000000
        -0.0063218472
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1084511.989999999990687
            USD
            1492000.000000000000000
            NZD
            2021-09-15
            -33174.180000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        PHILIPPINE PESO
        000000000
        
          
        
        35786000.000000000000
        OU
        Notional Amount
        N/A
        5950.940000000000
        0.0011340426
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            713522.369999999878928
            USD
            35786000.000000000000000
            PHP
            2021-09-15
            5950.940000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        PHILIPPINE PESO
        000000000
        
          
        
        13990500.000000000000
        OU
        Notional Amount
        N/A
        -7605.970000000000
        -0.0014494339
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            288883.339999999967404
            USD
            13990500.000000000000000
            PHP
            2021-09-15
            -7605.970000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        PHILIPPINE PESO
        000000000
        
          
        
        275500.000000000000
        OU
        Notional Amount
        N/A
        51.640000000000
        0.0000098408
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            5455.250000000000000
            USD
            275500.000000000000000
            PHP
            2021-12-15
            51.640000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        POLISH ZLOTY
        000000000
        
          
        
        6242000.000000000000
        OU
        Notional Amount
        N/A
        12916.590000000000
        0.0024614537
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1616834.380000000353903
            USD
            6242000.000000000000000
            PLN
            2021-09-15
            12916.590000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        POLISH ZLOTY
        000000000
        
          
        
        14602000.000000000000
        OU
        Notional Amount
        N/A
        -156502.940000000000
        -0.0298240279
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            3969002.729999999515712
            USD
            14602000.000000000000000
            PLN
            2021-09-15
            -156502.940000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        POLISH ZLOTY
        000000000
        
          
        
        1798500.000000000000
        OU
        Notional Amount
        N/A
        11477.430000000000
        0.0021871998
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            458099.500000000000000
            USD
            1798500.000000000000000
            PLN
            2021-12-15
            11477.430000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWEDISH KRONA
        000000000
        
          
        
        2136500.000000000000
        OU
        Notional Amount
        N/A
        1016.980000000000
        0.0001938011
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            246590.420000000012806
            USD
            2136500.000000000000000
            SEK
            2021-09-15
            1016.980000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWEDISH KRONA
        000000000
        
          
        
        33671500.000000000000
        OU
        Notional Amount
        N/A
        -140059.010000000000
        -0.0266903856
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            4042381.769999999552965
            USD
            33671500.000000000000000
            SEK
            2021-09-15
            -140059.010000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWEDISH KRONA
        000000000
        
          
        
        19059000.000000000000
        OU
        Notional Amount
        N/A
        46767.870000000000
        0.0089123326
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2163610.909999999683350
            USD
            19059000.000000000000000
            SEK
            2021-12-15
            46767.870000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SINGAPORE DOLLAR
        000000000
        
          
        
        2700000.000000000000
        OU
        Notional Amount
        N/A
        22625.050000000000
        0.0043115492
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1985585.780000000027940
            USD
            2700000.000000000000000
            SGD
            2021-09-15
            22625.050000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SINGAPORE DOLLAR
        000000000
        
          
        
        1463370.200000000000
        OU
        Notional Amount
        N/A
        -11465.590000000000
        -0.0021849435
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1099893.709999999962747
            USD
            1463370.199999999953434
            SGD
            2021-09-15
            -11465.590000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SINGAPORE DOLLAR
        000000000
        
          
        
        344000.000000000000
        OU
        Notional Amount
        N/A
        410.780000000000
        0.0000782804
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            255407.850000000005821
            USD
            344000.000000000000000
            SGD
            2021-12-15
            410.780000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        29418500.000000000000
        OU
        Notional Amount
        N/A
        4958.730000000000
        0.0009449618
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1058874.050000000046566
            USD
            29418500.000000000000000
            TWD
            2021-09-15
            4958.730000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        73954000.000000000000
        OU
        Notional Amount
        N/A
        -13371.550000000000
        -0.0025481533
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2687698.540000000502914
            USD
            73954000.000000000000000
            TWD
            2021-09-15
            -13371.550000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        TAIWAN NEW DOLLAR
        000000000
        
          
        
        6000000.000000000000
        OU
        Notional Amount
        N/A
        2722.760000000000
        0.0005188635
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            216031.889999999984866
            USD
            6000000.000000000000000
            TWD
            2021-12-15
            2722.760000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SOUTH AFRICA COMM. RD
        000000000
        
          
        
        1261500.000000000000
        OU
        Notional Amount
        N/A
        1000.430000000000
        0.0001906472
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            85681.570000000006985
            USD
            1261500.000000000000000
            ZAR
            2021-09-15
            1000.430000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SOUTH AFRICA COMM. RD
        000000000
        
          
        
        83011000.000000000000
        OU
        Notional Amount
        N/A
        -171392.260000000000
        -0.0326614154
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            5875363.390000000596046
            USD
            83011000.000000000000000
            ZAR
            2021-09-15
            -171392.260000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -35114000.000000000000
        OU
        Notional Amount
        N/A
        84055.090000000000
        0.0160179825
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            35114000.000000000000000
            ZAR
            2496858.720000000670552
            USD
            2021-09-15
            84055.090000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MRW GB EQUITY07/28/2022
        000000000
        
          
        
        -28033.780000000000
        OU
        Notional Amount
        
        3126.670000000000
        0.0005958348
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-07-28
            0.000000000000
            USD
            0.000000000000
            USD
            -28033.780000000000
            GBP
            3111.920000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DIGS GB EQUITY 07/16/2022
        000000000
        
          
        
        -24275.970000000000
        OU
        Notional Amount
        
        236.710000000000
        0.0000451087
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GCP Student Living PLC
                GCP Student Living PLC
                
                  
                  
                  
                  
                
              
            
            Y
            GCP Student Living PLC
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            -24275.970000000000
            GBP
            210.630000000000
          
        
        
          N
          N
          N
        
      
      
        PILOT TRAVEL CENTERS LLC
        N/A
        PILOT TRAVEL CENTERS LLC TLB 2.0
        000000000
        
          
        
        350000.000000000000
        PA
        USD
        347448.500000000000
        0.0662116235
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-04
          Variable
          2.0836
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -47897000.000000000000
        OU
        Notional Amount
        N/A
        -52134.150000000000
        -0.0099349593
        N/A
        DFE
        CORP
        ZA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            47897000.000000000000000
            ZAR
            3239033.369999999646097
            USD
            2021-09-15
            -52134.150000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        DJIA MINI e-CBOT SEP 21
        000000000
        
          
          
        
        21.000000000000
        NC
        USD
        77741.610000000000
        0.0148148523
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                DJIA MINI e-CBOT SEP 21
                DJIA MINI e-CBOT SEP 21
                
                  
                  
                
              
            
            2021-09-17
            3632958.390000000000
            USD
            77741.610000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO-SCHATZ SEP 21
        000000000
        
          
          
          
        
        276.000000000000
        NC
        
        -18275.380000000000
        -0.0034826531
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO-SCHATZ SEP 21
                EURO-SCHATZ SEP 21
                
                  
                  
                
              
            
            2021-09-08
            31004839.960000000000
            EUR
            -18275.380000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EUR/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -305.000000000000
        NC
        USD
        15495.910000000000
        0.0029529826
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                EUR/USD FUTURE (CME) SEP 21
                EUR/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -45062089.659999900000
            USD
            15495.910000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY MAR 22
        000000000
        
          
          
        
        -53.000000000000
        NC
        USD
        -7674.140000000000
        -0.0014624247
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY MAR 22
                EURO$ 90 DAY MAR 22
                
                  
                  
                
              
            
            2022-03-14
            -13223113.360000000000
            USD
            -7674.140000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY MAR 23
        000000000
        
          
          
        
        -69.000000000000
        NC
        USD
        -12184.710000000000
        -0.0023219828
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY MAR 23
                EURO$ 90 DAY MAR 23
                
                  
                  
                
              
            
            2023-03-13
            -17148977.790000000000
            USD
            -12184.710000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: MGGT GB EQUITY
        000000000
        
          
        
        -184545.900000000000
        OU
        Notional Amount
        
        33369.450000000000
        0.0063590589
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -184545.900000000000
            GBP
            33251.960000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MGGT GB 08/02/2022
        000000000
        
          
        
        -43836.580000000000
        OU
        Notional Amount
        
        8031.710000000000
        0.0015305651
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -43836.580000000000
            GBP
            8031.710000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MRW GB 08/05/2022
        000000000
        
          
        
        -41732.510000000000
        OU
        Notional Amount
        
        3635.850000000000
        0.0006928668
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-08-05
            0.000000000000
            USD
            0.000000000000
            USD
            -41732.510000000000
            GBP
            3619.570000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MGGT GB 08/02/2022
        000000000
        
          
        
        -45815.230000000000
        OU
        Notional Amount
        
        8804.000000000000
        0.0016777368
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -45815.230000000000
            GBP
            8780.170000000000
          
        
        
          N
          N
          N
        
      
      
        BALLYS CORP
        N/A
        BALLYS CORP TLB 3.25
        000000000
        
          
        
        115000.000000000000
        PA
        USD
        114733.200000000000
        0.0218641653
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-06
          Variable
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STANDARD INDUSTRIES INC
        N/A
        STANDARD INDUSTRIES INC TLB 2.5
        000000000
        
          
        
        30000.000000000000
        PA
        USD
        29903.700000000000
        0.0056986072
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-06
          Variable
          3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY JUN 22
        000000000
        
          
          
        
        -52.000000000000
        NC
        USD
        -11401.150000000000
        -0.0021726634
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY JUN 22
                EURO$ 90 DAY JUN 22
                
                  
                  
                
              
            
            2022-06-13
            -12964548.850000000000
            USD
            -11401.150000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY JUN 23
        000000000
        
          
          
        
        -70.000000000000
        NC
        USD
        -17378.790000000000
        -0.0033117941
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY JUN 23
                EURO$ 90 DAY JUN 23
                
                  
                  
                
              
            
            2023-06-19
            -17370621.210000000000
            USD
            -17378.790000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY SEP 22
        000000000
        
          
          
        
        -41.000000000000
        NC
        USD
        -9097.330000000000
        -0.0017336353
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY SEP 22
                EURO$ 90 DAY SEP 22
                
                  
                  
                
              
            
            2022-09-19
            -10212715.170000000000
            USD
            -9097.330000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO$ 90 DAY DEC 21
        000000000
        
          
          
        
        237.000000000000
        NC
        USD
        10651.460000000000
        0.0020297985
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO$ 90 DAY DEC 21
                EURO$ 90 DAY DEC 21
                
                  
                  
                
              
            
            2021-12-13
            59135661.040000000000
            USD
            10651.460000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY DEC 21
        000000000
        
          
          
        
        -47.000000000000
        NC
        USD
        -2827.250000000000
        -0.0005387757
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY DEC 21
                EURO$ 90 DAY DEC 21
                
                  
                  
                
              
            
            2021-12-13
            -11726610.250000000000
            USD
            -2827.250000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO$ 90 DAY DEC 22
        000000000
        
          
          
        
        -59.000000000000
        NC
        USD
        -10551.430000000000
        -0.0020107363
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                EURO$ 90 DAY DEC 22
                EURO$ 90 DAY DEC 22
                
                  
                  
                
              
            
            2022-12-19
            -14677498.570000000000
            USD
            -10551.430000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        AMSTERDAM INDEX SEP 21
        000000000
        
          
          
          
        
        1.000000000000
        NC
        
        4118.300000000000
        0.0007848050
        N/A
        DE
        CORP
        NL
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                AMSTERDAM INDEX SEP 21
                AMSTERDAM INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            153981.480000000000
            EUR
            4118.300000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        AMSTERDAM INDEX SEP 21
        000000000
        
          
          
          
        
        14.000000000000
        NC
        
        66347.250000000000
        0.0126434828
        N/A
        DE
        CORP
        NL
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                AMSTERDAM INDEX SEP 21
                AMSTERDAM INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            2148328.040000000000
            EUR
            66347.250000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR MAR 22
        000000000
        
          
          
          
        
        -12.000000000000
        NC
        
        273.700000000000
        0.0000521577
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR MAR 22
                3MO EURO EURIBOR MAR 22
                
                  
                  
                
              
            
            2022-03-14
            -3015981.500000000000
            EUR
            273.700000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR MAR 23
        000000000
        
          
          
          
        
        -15.000000000000
        NC
        
        786.990000000000
        0.0001499730
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR MAR 23
                3MO EURO EURIBOR MAR 23
                
                  
                  
                
              
            
            2023-03-13
            -3767730.000000000000
            EUR
            786.990000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MRW GB EQUITY08/06/2022
        000000000
        
          
        
        -100218.700000000000
        OU
        Notional Amount
        
        5505.890000000000
        0.0010492315
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-08-06
            0.000000000000
            USD
            0.000000000000
            USD
            -100218.700000000000
            GBP
            5468.490000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:ULE GB 08/16/2022
        000000000
        
          
        
        -53463.320000000000
        OU
        Notional Amount
        
        -2077.760000000000
        -0.0003959489
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                ULTRA ELECTRONICS HOLDINGS
                Ultra Electronics Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Ultra Electronics Holdings PLC
            
              
                
              
            
            2022-08-16
            0.000000000000
            USD
            0.000000000000
            USD
            -53463.320000000000
            GBP
            -1731.050000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MGGT GB 08/02/2022
        000000000
        
          
        
        -66248.720000000000
        OU
        Notional Amount
        
        -170.790000000000
        -0.0000325466
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -66248.720000000000
            GBP
            -188.790000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:ULE GB 08/16/2022
        000000000
        
          
        
        -185558.430000000000
        OU
        Notional Amount
        
        -11604.290000000000
        -0.0022113749
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                ULTRA ELECTRONICS HOLDINGS
                Ultra Electronics Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Ultra Electronics Holdings PLC
            
              
                
              
            
            2022-08-16
            0.000000000000
            USD
            0.000000000000
            USD
            -185558.430000000000
            GBP
            -10416.190000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MGGT GB 08/02/2022
        000000000
        
          
        
        -1801.110000000000
        OU
        Notional Amount
        
        11.960000000000
        0.0000022792
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -1801.110000000000
            GBP
            11.590000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:ULE GB 08/16/2022
        000000000
        
          
        
        -1185.350000000000
        OU
        Notional Amount
        
        -42.430000000000
        -0.0000080857
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                ULTRA ELECTRONICS HOLDINGS
                Ultra Electronics Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Ultra Electronics Holdings PLC
            
              
                
              
            
            2022-08-16
            0.000000000000
            USD
            0.000000000000
            USD
            -1185.350000000000
            GBP
            -34.620000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MRW GB 08/19/2022
        000000000
        
          
        
        -23827.890000000000
        OU
        Notional Amount
        
        1033.580000000000
        0.0001969645
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-08-19
            0.000000000000
            USD
            0.000000000000
            USD
            -23827.890000000000
            GBP
            1029.940000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MRW GB EQUITY08/20/2022
        000000000
        
          
        
        -124563.930000000000
        OU
        Notional Amount
        
        -1605.870000000000
        -0.0003060231
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-08-20
            0.000000000000
            USD
            0.000000000000
            USD
            -124563.930000000000
            GBP
            -1622.780000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR JUN 22
        000000000
        
          
          
          
        
        -7.000000000000
        NC
        
        158.180000000000
        0.0000301436
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR JUN 22
                3MO EURO EURIBOR JUN 22
                
                  
                  
                
              
            
            2022-06-13
            -1759146.500000000000
            EUR
            158.180000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR JUN 23
        000000000
        
          
          
          
        
        -6.000000000000
        NC
        
        247.380000000000
        0.0000471420
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR JUN 23
                3MO EURO EURIBOR JUN 23
                
                  
                  
                
              
            
            2023-06-19
            -1506734.500000000000
            EUR
            247.380000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:ULE GB 08/16/2022
        000000000
        
          
        
        -5099.700000000000
        OU
        Notional Amount
        
        -221.420000000000
        -0.0000421950
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                ULTRA ELECTRONICS HOLDINGS
                Ultra Electronics Holdings PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Ultra Electronics Holdings PLC
            
              
                
              
            
            2022-08-16
            0.000000000000
            USD
            0.000000000000
            USD
            -5099.700000000000
            GBP
            -187.890000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MRW GB EQUITY08/24/2022
        000000000
        
          
        
        -37078.970000000000
        OU
        Notional Amount
        
        -331.760000000000
        -0.0000632219
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-08-24
            0.000000000000
            USD
            0.000000000000
            USD
            -37078.970000000000
            GBP
            -335.540000000000
          
        
        
          N
          N
          N
        
      
      
        SWISS INSURED BRAZIL POWER FINANCE SARL
        N/A
        SWISS INSURED BRAZIL
        870880AA9
        
          
          
        
        1887500.000000000000
        PA
        
        367310.280000000000
        0.0699965894
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-07-16
          Fixed
          9.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SYNOVUS FINANCIAL CORP.
        549300EIUS8UN5JTLE54
        Synovus Financial Corp
        87161C501
        
          
          
          
        
        4390.000000000000
        NS
        USD
        189209.000000000000
        0.0360566676
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -181106.030000000000
        OU
        Notional Amount
        
        187.120000000000
        0.0000356586
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -181106.030000000000
            EUR
            188.160000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI GYS GB EQUITY04/13/2022
        000000000
        
          
        
        -11778.940000000000
        OU
        Notional Amount
        
        39.950000000000
        0.0000076131
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -11778.940000000000
            GBP
            38.180000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI DIGS GB 07/16/2022
        000000000
        
          
        
        -7438.190000000000
        OU
        Notional Amount
        
        43.610000000000
        0.0000083106
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GCP Student Living PLC
                GCP Student Living PLC
                
                  
                  
                  
                  
                
              
            
            Y
            GCP Student Living PLC
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            -7438.190000000000
            GBP
            42.280000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI SNN GB EQUITY08/26/2022
        000000000
        
          
        
        -476713.150000000000
        OU
        Notional Amount
        
        -4276.670000000000
        -0.0008149849
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Sanne Group PLC
                Sanne Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Sanne Group PLC
            
              
                
              
            
            2022-08-26
            0.000000000000
            USD
            0.000000000000
            USD
            -476713.150000000000
            GBP
            -4310.810000000000
          
        
        
          N
          N
          N
        
      
      
        TCI-FLATIRON CLO LTD TFLAT_16-1A
        N/A
        TFLAT_16-1A
        87230AAN6
        
          
          
        
        145000.000000000000
        PA
        USD
        145134.130000000000
        0.0276575273
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-01-17
          Variable
          1.733900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRITON INTERNAL FINANCE TIF_20-1
        N/A
        TIF_20-1A
        872480AA6
        
          
          
        
        203500.000000000000
        PA
        USD
        205362.370000000000
        0.0391349392
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-08-20
          Fixed
          2.090000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        375000.000000000000
        PA
        
        93986.550000000000
        0.0179105740
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2028-06-15
          Fixed
          3.733000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        US DOLLARS
        000000000
        
          
        
        -823250.140000000000
        OU
        Notional Amount
        N/A
        -8338.530000000000
        -0.0015890344
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            823250.140000000013970
            CAD
            644166.660000000032596
            USD
            2021-09-15
            -8338.530000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR SEP 22
        000000000
        
          
          
          
        
        -14.000000000000
        NC
        
        655.400000000000
        0.0001248965
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR SEP 22
                3MO EURO EURIBOR SEP 22
                
                  
                  
                
              
            
            2022-09-19
            -3517880.500000000000
            EUR
            655.400000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        3MO EURO EURIBOR DEC 21
        000000000
        
          
          
          
        
        81.000000000000
        NC
        
        420.580000000000
        0.0000801479
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                3MO EURO EURIBOR DEC 21
                3MO EURO EURIBOR DEC 21
                
                  
                  
                
              
            
            2021-12-13
            20358988.200000000000
            EUR
            420.580000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        NORWAY KRONA
        000000000
        
          
        
        3368942.500000000000
        OU
        Notional Amount
        N/A
        5124.220000000000
        0.0009764985
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            323750.000000000000000
            EUR
            3368942.500000000000000
            NOK
            2021-09-15
            5124.220000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        US DOLLARS
        000000000
        
          
        
        -777625.000000000000
        OU
        Notional Amount
        N/A
        -12244.490000000000
        -0.0023333748
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            777625.000000000000000
            GBP
            1056913.679999999934807
            USD
            2021-09-15
            -12244.490000000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAV7
        
          
          
        
        153000.000000000000
        PA
        USD
        163352.330000000000
        0.0311292838
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264AAX3
        
          
          
        
        175000.000000000000
        PA
        USD
        204791.250000000000
        0.0390261036
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2040-04-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        CANADIAN DOLLAR
        000000000
        
          
        
        2443978.540000000000
        OU
        Notional Amount
        N/A
        -6411.130000000000
        -0.0012217388
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            1943500.000000000000000
            USD
            2443978.540000000037253
            CAD
            2021-09-15
            -6411.130000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        BRITISH POUND
        000000000
        
          
        
        457625.000000000000
        OU
        Notional Amount
        N/A
        -4997.950000000000
        -0.0009524358
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            634187.479999999981374
            USD
            457625.000000000000000
            GBP
            2021-09-15
            -4997.950000000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABF1
        
          
          
        
        168000.000000000000
        PA
        USD
        188170.290000000000
        0.0358587255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABS3
        
          
          
        
        90000.000000000000
        PA
        USD
        91465.110000000000
        0.0174300750
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR DEC 21
        000000000
        
          
          
          
        
        -2.000000000000
        NC
        
        -1.100000000000
        -0.0000002096
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR DEC 21
                3MO EURO EURIBOR DEC 21
                
                  
                  
                
              
            
            2021-12-13
            -502699.000000000000
            EUR
            -1.100000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO EURIBOR DEC 22
        000000000
        
          
          
          
        
        -12.000000000000
        NC
        
        479.540000000000
        0.0000913837
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                3MO EURO EURIBOR DEC 22
                3MO EURO EURIBOR DEC 22
                
                  
                  
                
              
            
            2022-12-19
            -3014656.500000000000
            EUR
            479.540000000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABT1
        
          
          
        
        125000.000000000000
        PA
        USD
        128464.830000000000
        0.0244809374
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABU8
        
          
          
        
        304000.000000000000
        PA
        USD
        312546.900000000000
        0.0595605901
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO SWISS FRANC MAR 22
        000000000
        
          
          
          
        
        3.000000000000
        NC
        
        -109.300000000000
        -0.0000208288
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                3MO EURO SWISS FRANC MAR 22
                3MO EURO SWISS FRANC MAR 22
                
                  
                  
                
              
            
            2022-03-14
            755651.680000000000
            CHF
            -109.300000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        S&P500 EMINI SEP 21
        000000000
        
          
          
        
        1.000000000000
        NC
        USD
        3058.500000000000
        0.0005828439
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                S&P500 EMINI SEP 21
                S&P500 EMINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            222966.500000000000
            USD
            3058.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        S&P500 EMINI SEP 21
        000000000
        
          
          
        
        31.000000000000
        NC
        USD
        307096.850000000000
        0.0585219997
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                S&P500 EMINI SEP 21
                S&P500 EMINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            6699678.150000000000
            USD
            307096.850000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        3MO EURO SWISS FRANC DEC 21
        000000000
        
          
          
          
        
        2.000000000000
        NC
        
        -55.730000000000
        -0.0000106202
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                3MO EURO SWISS FRANC DEC 21
                3MO EURO SWISS FRANC DEC 21
                
                  
                  
                
              
            
            2021-12-13
            503901.120000000000
            CHF
            -55.730000000000
          
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABV6
        
          
          
        
        105000.000000000000
        PA
        USD
        110608.100000000000
        0.0210780645
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABW4
        
          
          
        
        75000.000000000000
        PA
        USD
        79893.240000000000
        0.0152248783
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ABX2
        
          
          
        
        230000.000000000000
        PA
        USD
        228850.500000000000
        0.0436109615
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        T-MOBILE USA INC
        549300V2JRLO5DIFGE82
        T-MOBILE USA INC
        87264ACE3
        
          
          
        
        100000.000000000000
        PA
        USD
        106283.460000000000
        0.0202539382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SINGAPORE DOLLAR
        000000000
        
          
        
        422116.750000000000
        OU
        Notional Amount
        N/A
        4487.330000000000
        0.0008551293
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            309475.429999999993015
            USD
            422116.750000000000000
            SGD
            2021-09-15
            4487.330000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SINGAPORE DOLLAR
        000000000
        
          
        
        902235.160000000000
        OU
        Notional Amount
        N/A
        -1381.910000000000
        -0.0002633441
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            672448.000000000000000
            USD
            902235.159999999916181
            SGD
            2021-09-15
            -1381.910000000000
          
        
        
          N
          N
          N
        
      
      
        TACO BELL FUNDING BELL_16-1A
        N/A
        BELL_16-1A
        87342RAC8
        
          
          
        
        368637.500000000000
        PA
        USD
        396377.470000000000
        0.0755357868
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-05-25
          Fixed
          4.970000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TAL ADVANTAGE LLC TAL_20-1A
        N/A
        TAL_20-1A
        87407RAA4
        
          
          
        
        415725.000000000000
        PA
        USD
        419849.740000000000
        0.0800087867
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-09-20
          Fixed
          2.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENCENT HOLDINGS LTD
        N/A
        TENCENT HOLDINGS LTD
        88032WBB1
        
          
          
        
        200000.000000000000
        PA
        USD
        211833.460000000000
        0.0403681044
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2041-04-22
          Fixed
          3.680000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TENET HLTHCR CORP
        0W9AIBT6U6ADJ2I8HK17
        TENET HEALTHCARE CORPORATION
        88033GCS7
        
          
          
        
        54000.000000000000
        PA
        USD
        54751.590000000000
        0.0104337525
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED KINGDOM (GOVERNMENT OF)
        ECTRVYYCEF89VWYS6K36
        UK CONV GILT
        000000000
        
          
          
        
        290000.000000000000
        PA
        
        400151.660000000000
        0.0762550164
        Long
        DBT
        NUSS
        GB
        
        N
        
        2
        
          2022-07-22
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREECE REPUBLIC OF (GOVERNMENT)
        N/A
        GREECE REPUBLIC OF (GOVERNMENT)
        000000000
        
          
          
        
        150000.000000000000
        PA
        
        278929.870000000000
        0.0531543511
        Long
        DBT
        NUSS
        GR
        
        N
        
        2
        
          2042-01-30
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXAS EASTERN TRNSMSN LP
        N/A
        TEXAS EASTERN TRANSMISSION LP
        882384AC4
        
          
          
        
        250000.000000000000
        PA
        USD
        254626.370000000000
        0.0485229476
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXTAINER MARINE CONTAINERS LIMITED TMCL_20-2
        N/A
        TMCL_20-2A
        88315LAG3
        
          
          
        
        283399.680000000000
        PA
        USD
        287791.070000000000
        0.0548429882
        Long
        ABS-MBS
        CORP
        BM
        
        N
        
        2
        
          2045-09-20
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A
        N/A
        TMCL_20-3A
        88315LAJ7
        
          
          
        
        329970.000000000000
        PA
        USD
        335348.770000000000
        0.0639058350
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-09-20
          Fixed
          2.110000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3
        N/A
        TMST_04-3
        885220FS7
        
          
          
        
        520610.300000000000
        PA
        USD
        529473.640000000000
        0.1008992968
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2034-09-25
          Variable
          0.824400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TIME WARNER CABLE LLC
        N/A
        TIME WARNER CABLE INC
        88732JBB3
        
          
          
        
        125000.000000000000
        PA
        USD
        156545.090000000000
        0.0298320602
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2041-09-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOTAL PLAY TELECOMUNICACIONES SA DE CV
        N/A
        TOTAL PLAY TELECOMUNICACIONES SA
        89157FAA8
        
          
          
        
        210000.000000000000
        PA
        USD
        224175.000000000000
        0.0427199735
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2025-11-12
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        405000.000000000000
        PA
        
        103195.070000000000
        0.0196653983
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2026-11-30
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        340000000.000000000000
        PA
        
        25789.340000000000
        0.0049145530
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2032-08-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST TPMT_17-5
        N/A
        TPMT_17-5
        89169EAA7
        
          
          
        
        193134.000000000000
        PA
        USD
        193260.640000000000
        0.0368287696
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2057-02-25
          Variable
          0.684400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOWD POINT MORTGAGE TRUST TPMT_18-3
        N/A
        TPMT_18-3
        89175MAA1
        
          
          
        
        78648.200000000000
        PA
        USD
        81957.980000000000
        0.0156183461
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2058-05-25
          Variable
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        S&P MID 400 EMINI SEP 21
        000000000
        
          
          
        
        7.000000000000
        NC
        USD
        16707.290000000000
        0.0031838295
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                S&P MID 400 EMINI SEP 21
                S&P MID 400 EMINI SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1909692.710000000000
            USD
            16707.290000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US 5YR NOTE DEC 21
        000000000
        
          
          
        
        170.000000000000
        NC
        USD
        32195.620000000000
        0.0061353676
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Long
            
              
                US 5YR NOTE DEC 21
                US 5YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            20999991.880000000000
            USD
            32195.620000000000
          
        
        
          N
          N
          N
        
      
      
        INTL BANK FOR RECONSTRUCT
        N/A
        INTL BANK RECON & DEVELOPMENT
        000000000
        
          
          
        
        385000.000000000000
        PA
        
        274195.680000000000
        0.0522521788
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-25
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNG BANK NV
        N/A
        BANK NEDERLANDSE GEMEENTEN NV
        000000000
        
          
          
        
        85000.000000000000
        PA
        
        102523.980000000000
        0.0195375118
        Long
        DBT
        NUSS
        NL
        
        N
        
        2
        
          2024-06-07
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 5YR NOTE DEC 21
        000000000
        
          
          
        
        52.000000000000
        NC
        USD
        6499.140000000000
        0.0012385105
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US 5YR NOTE DEC 21
                US 5YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            6426875.860000000000
            USD
            6499.140000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 5YR NOTE DEC 21
        000000000
        
          
          
        
        -250.000000000000
        NC
        USD
        -64760.160000000000
        -0.0123410386
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US 5YR NOTE DEC 21
                US 5YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            -30864927.340000000000
            USD
            -64760.160000000000
          
        
        
          N
          N
          N
        
      
      
        TOWNSQUARE MEDIA INC
        N/A
        TOWNSQUARE MEDIA INC
        892231AB7
        
          
          
        
        115000.000000000000
        PA
        USD
        121898.440000000000
        0.0232296114
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSCANADA PIPELINES LTD
        5BV01I6231JPDAPMGH09
        TRANSCANADA PIPELINES LTD
        89352HBA6
        
          
          
        
        320000.000000000000
        PA
        USD
        366813.600000000000
        0.0699019394
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2030-04-15
          Fixed
          4.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LONG GILT DEC 21
        000000000
        
          
          
          
        
        46.000000000000
        NC
        
        -59273.040000000000
        -0.0112953840
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LONG GILT DEC 21
                LONG GILT DEC 21
                
                  
                  
                
              
            
            2021-12-29
            5942124.280000000000
            GBP
            -59273.040000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        LONG GILT DEC 21
        000000000
        
          
          
          
        
        -4.000000000000
        NC
        
        3298.620000000000
        0.0006286025
        N/A
        DIR
        CORP
        GB
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                LONG GILT DEC 21
                LONG GILT DEC 21
                
                  
                  
                
              
            
            2021-12-29
            -515364.370000000000
            GBP
            3298.620000000000
          
        
        
          N
          N
          N
        
      
      
        TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC
        N/A
        TRANSCONTINENTAL GAS PIPE LINE CO
        893574AP8
        
          
          
        
        30000.000000000000
        PA
        USD
        32454.150000000000
        0.0061846344
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-15
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSLATE BIO INC
        N/A
        Translate Bio Inc
        89374L104
        
          
          
          
        
        10103.000000000000
        NS
        USD
        377852.200000000000
        0.0720055134
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        N/A
        BP CAPITAL MARKETS PLC
        000000000
        
          
          
        
        200000.000000000000
        PA
        
        280283.530000000000
        0.0534123117
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-04-28
          Fixed
          1.000000000000
          N
          N
          N
          N
          N
          
            
              BP PLC
              BP PLC
              EUR
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        THERMO FISHER
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        121224.120000000000
        0.0231011094
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-09-12
          Fixed
          0.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSMONTAIGNE PARTNERS LP/TLP FINANCE CORP
        N/A
        TRANSMONTAIGE PARTNERS LP / FIN CO
        89376VAA8
        
          
          
        
        64000.000000000000
        PA
        USD
        65948.900000000000
        0.0125675711
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN PROTEUS LTD
        N/A
        TRANSOCEAN PROTEUS LTD
        893829AA9
        
          
          
        
        55000.000000000000
        PA
        USD
        54486.930000000000
        0.0103833175
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-12-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        2201000000.000000000000
        PA
        
        169234.720000000000
        0.0322502632
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2024-03-15
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        N/A
        EUROPEAN INVESTMENT BANK
        000000000
        
          
          
        
        115000.000000000000
        PA
        
        158849.520000000000
        0.0302712046
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-06-29
          Variable
          0.4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN PONTUS LTD
        N/A
        TRANSOCEAN PONTUS LTD
        89382PAA3
        
          
          
        
        34840.000000000000
        PA
        USD
        34553.330000000000
        0.0065846653
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-08-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRANSOCEAN POSEIDON LTD
        N/A
        TRANSOCEAN POSEIDON LTD
        89383JAA6
        
          
          
        
        175000.000000000000
        PA
        USD
        169001.690000000000
        0.0322058558
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-02-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PARAGUAY REPUBLIC OF (GOVERNMENT)
        N/A
        PARAGUAY (REPUBLIC OF)
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        226695.110000000000
        0.0432002190
        Long
        DBT
        NUSS
        PY
        
        N
        
        2
        
          2027-03-27
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        APPLE INC
        HWUPKR0MPOU8FGXBT394
        APPLE INC
        000000000
        
          
          
        
        300000.000000000000
        PA
        
        368569.840000000000
        0.0702366178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-24
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS Markit Ltd
        549300HLPTRASHS0E726
        IHS Markit Ltd
        G47567105
        
          
          
          
        
        69986.000000000000
        NS
        USD
        8440311.600000000000
        1.6084304126
        Long
        EC
        CORP
        BM
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WILLIS TOWERS WATSON PLC
        549300WHC56FF48KL350
        Willis Towers Watson PLC
        G96629103
        
          
          
          
        
        35654.000000000000
        NS
        USD
        7869550.880000000000
        1.4996632315
        Long
        EC
        CORP
        IE
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TRICON AMERICAN HOMES TAH_17-SFR
        N/A
        TAH_17-SFR1
        89613DAD5
        
          
          
        
        300000.000000000000
        PA
        USD
        299915.730000000000
        0.0571535275
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-09-17
          Fixed
          3.414000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICON AMERICAN HOMES TAH_17-SFR2
        N/A
        TAH_17-SFR2
        89613FAE8
        
          
          
        
        375000.000000000000
        PA
        USD
        385808.930000000000
        0.0735217899
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-01-17
          Fixed
          4.216000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRILLIUM THERAPEUTICS INC
        N/A
        Trillium Therapeutics Inc
        89620X506
        
          
          
          
        
        22547.000000000000
        NS
        USD
        388484.810000000000
        0.0740317198
        Long
        EC
        CORP
        CA
        
        N
        
        1
        
          N
          N
          N
        
      
      
        TRIPADVISOR INC
        N/A
        TRIPADVISOR INC
        896945AA0
        
          
          
        
        160000.000000000000
        PA
        USD
        169228.980000000000
        0.0322491693
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ DEC 21
        000000000
        
          
          
        
        -32.000000000000
        NC
        USD
        -174370.930000000000
        -0.0332290465
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                GOLD 100 OZ DEC 21
                GOLD 100 OZ DEC 21
                
                  
                  
                
              
            
            2021-12-29
            -5643549.070000000000
            USD
            -174370.930000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -550500.000000000000
        OU
        Notional Amount
        N/A
        795.380000000000
        0.0001515718
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            550500.000000000000000
            AUD
            403547.050000000046566
            USD
            2021-09-15
            795.380000000000
          
        
        
          N
          N
          N
        
      
      
        TURKEY (REPUBLIC OF)
        5493000PCHOG3B6S3Q85
        TURKEY (REPUBLIC OF)
        900123CA6
        
          
          
        
        240000.000000000000
        PA
        USD
        241011.080000000000
        0.0459283459
        Long
        DBT
        NUSS
        TR
        
        N
        
        2
        
          2023-03-23
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        2020 Cash Mandatory Exchangeable Trust
        N/A
        SOFTBANK/TMUS
        901375105
        
          
          
        
        95.000000000000
        NS
        USD
        113127.910000000000
        0.0215582528
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        TWILIO INC
        N/A
        TWILIO INC
        90138FAC6
        
          
          
        
        105000.000000000000
        PA
        USD
        108650.990000000000
        0.0207051072
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TWILIO INC
        N/A
        TWILIO INC
        90138FAD4
        
          
          
        
        140000.000000000000
        PA
        USD
        146300.000000000000
        0.0278797017
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        1012000000.000000000000
        PA
        
        83733.940000000000
        0.0159567824
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2029-03-15
          Fixed
          9.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NTPC
        N/A
        NTPC LTD
        000000000
        
          
          
        
        20000000.000000000000
        PA
        
        276559.430000000000
        0.0527026275
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2022-05-03
          Fixed
          7.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -32900.000000000000
        OU
        Notional Amount
        N/A
        -167.090000000000
        -0.0000318416
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            32900.000000000000000
            AUD
            23902.250000000000000
            USD
            2021-09-15
            -167.090000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -3162689.170000000000
        OU
        Notional Amount
        N/A
        74317.070000000000
        0.0141622539
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            3162689.169999999925494
            CAD
            2581053.490000000223517
            USD
            2021-09-15
            74317.070000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -411154.200000000000
        OU
        Notional Amount
        N/A
        -3796.050000000000
        -0.0007233954
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            411154.200000000011642
            CAD
            322083.340000000025611
            USD
            2021-09-15
            -3796.050000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -8669946.740000000000
        OU
        Notional Amount
        N/A
        289496.090000000000
        0.0551679058
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            8669946.740000000223517
            EUR
            10529353.440000001341105
            USD
            2021-09-15
            289496.090000000000
          
        
        
          N
          N
          N
        
      
      
        LIBERTY STREET TRUST LBTY_16-225
        N/A
        LBTY_16-225L
        902055AN2
        
          
          
        
        5000000.000000000000
        PA
        USD
        175943.000000000000
        0.0335286285
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-02-10
          Variable
          1.029700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        N/A
        UBS GROUP AG
        902613AD0
        
          
          
        
        200000.000000000000
        PA
        USD
        205355.970000000000
        0.0391337196
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2049-12-31
          Variable
          4.375000000000
          N
          N
          N
          N
          Y
          
            
              UBS GROUP AG
              UBS 4.38 Perp Bond
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UBS GROUP AG
        N/A
        UBS GROUP AG
        902613AG3
        
          
          
        
        200000.000000000000
        PA
        USD
        202589.640000000000
        0.0386065531
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2049-12-31
          Variable
          3.875000000000
          N
          N
          N
          N
          Y
          
            
              N/A
              N/A
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        UBS COMMERCIAL MORTGAGE TRUST UB
        N/A
        UBSCM_12-C1
        90269GAG6
        
          
          
        
        1867935.670000000000
        PA
        USD
        6109.830000000000
        0.0011643215
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-05-10
          Variable
          2.199900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -676976.020000000000
        OU
        Notional Amount
        N/A
        -1688.670000000000
        -0.0003218019
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            676976.020000000018626
            EUR
            797870.770000000018626
            USD
            2021-09-15
            -1688.670000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -70679515.000000000000
        OU
        Notional Amount
        N/A
        1469.850000000000
        0.0002801024
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            70679515.000000000000000
            JPY
            644000.000000000000000
            USD
            2021-09-15
            1469.850000000000
          
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973304
        
          
          
          
        
        4848.000000000000
        NS
        USD
        278226.720000000000
        0.0530203551
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US Bancorp
        902973866
        
          
          
        
        265.000000000000
        NS
        USD
        254545.750000000000
        0.0485075842
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        US AIRWAYS 2010-1 CLASS A PASS THROUGH TRUST
        N/A
        US AIRWAYS 2010-1A PTT
        90345KAA8
        
          
          
        
        177204.010000000000
        PA
        USD
        181442.410000000000
        0.0345766252
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-22
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        N/A
        UBER TECHNOLOGIES INC
        90353TAC4
        
          
          
        
        230000.000000000000
        PA
        USD
        245332.490000000000
        0.0467518567
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-01
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        N/A
        UBER TECHNOLOGIES INC
        90353TAF7
        
          
          
        
        35000.000000000000
        PA
        USD
        37327.580000000000
        0.0071133410
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBER TECHNOLOGIES INC
        N/A
        UBER TECHNOLOGIES INC
        90353TAH3
        
          
          
        
        225000.000000000000
        PA
        USD
        209860.460000000000
        0.0399921190
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          0.000000000000
          N
          N
          N
          N
          N
          
            
              Uber Technologies Inc
              Uber Technologies Inc
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        000000000
        
          
          
        
        300000.000000000000
        PA
        
        223856.490000000000
        0.0426592765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-27
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        US BANCORP
        N1GZ7BBF3NP8GI976H15
        US BANCORP
        000000000
        
          
          
        
        500000.000000000000
        PA
        
        607379.000000000000
        0.1157453542
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-07
          Fixed
          0.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE (REPUBLIC OF)
        549300ZSV6VOGFH1ER70
        SINGAPORE (REPUBLIC OF)
        000000000
        
          
          
        
        550000.000000000000
        PA
        
        412443.760000000000
        0.0785974640
        Long
        DBT
        NUSS
        SG
        
        N
        
        2
        
          2022-04-01
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA (REPUBLIC OF)
        529900FWX0GRR7WG5W79
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        200000.000000000000
        PA
        
        249688.940000000000
        0.0475820448
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2024-07-18
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        1751000000.000000000000
        PA
        
        130129.890000000000
        0.0247982400
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2038-05-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        1034000000.000000000000
        PA
        
        82522.710000000000
        0.0157259640
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2029-05-15
          Fixed
          8.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        000000000
        
          
          
        
        125000.000000000000
        PA
        
        156531.170000000000
        0.0298294075
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-23
          Fixed
          1.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALBERTA (PROVINCE OF)
        N/A
        ALBERTA (PROVINCE OF)
        000000000
        
          
          
        
        120000.000000000000
        PA
        
        101023.160000000000
        0.0192515076
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2023-12-01
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
        N/A
        UNITED AIR 2020-1 A PTT
        90931GAA7
        
          
          
        
        329253.615000000000
        PA
        USD
        366143.710000000000
        0.0697742816
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        UNITED MEXICAN STATES
        91087BAK6
        
          
          
        
        225000.000000000000
        PA
        USD
        260744.240000000000
        0.0496888012
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2032-04-27
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -322000.000000000000
        OU
        Notional Amount
        N/A
        1598.410000000000
        0.0003046015
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            322000.000000000000000
            NZD
            228495.709999999991851
            USD
            2021-09-15
            1598.410000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        US DOLLARS
        000000000
        
          
        
        -214054.570000000000
        OU
        Notional Amount
        N/A
        -1881.540000000000
        -0.0003585562
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            214054.570000000006985
            NZD
            148952.010000000009313
            USD
            2021-09-15
            -1881.540000000000
          
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICO (UNITED MEXICAN STATES)
        91087BAM2
        
          
          
        
        250000.000000000000
        PA
        USD
        247689.910000000000
        0.0472010991
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2031-05-24
          Fixed
          2.659000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS (NORTH AMERICA) INC
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NA INC
        911363AM1
        
          
          
        
        235000.000000000000
        PA
        USD
        243348.410000000000
        0.0463737599
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OMAN SULTANATE OF (GOVERNMENT)
        N/A
        OMAN GOVT INTL BOND
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        211803.400000000000
        0.0403623760
        Long
        DBT
        NUSS
        OM
        
        N
        
        2
        
          2028-01-17
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        000000000
        
          
          
        
        190000.000000000000
        PA
        
        225820.790000000000
        0.0430336039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-21
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS (NORTH AMERICA) INC
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NA INC
        911365BG8
        
          
          
        
        200000.000000000000
        PA
        USD
        211923.930000000000
        0.0403853448
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED RENTALS (NORTH AMERICA) INC
        NGIZXNT70J2LYT3FBI09
        UNITED RENTALS NA INC
        911365BN3
        
          
          
        
        140000.000000000000
        PA
        USD
        146375.000000000000
        0.0278939941
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        AUSTRALIA DOLLAR
        000000000
        
          
        
        6200.000000000000
        OU
        Notional Amount
        N/A
        107.870000000000
        0.0000205563
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            4428.119999999999891
            USD
            6200.000000000000000
            AUD
            2021-09-15
            107.870000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        AUSTRALIA DOLLAR
        000000000
        
          
        
        13900.000000000000
        OU
        Notional Amount
        N/A
        -82.540000000000
        -0.0000157293
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            10251.930000000000291
            USD
            13900.000000000000000
            AUD
            2021-09-15
            -82.540000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        9127964L0
        
          
          
        
        3111000.000000000000
        PA
        USD
        3110967.050000000000
        0.5928423325
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-09-09
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        9127964W6
        
          
          
        
        640000.000000000000
        PA
        USD
        639945.930000000000
        0.1219514806
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-11-04
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        CANADIAN DOLLAR
        000000000
        
          
        
        2356258.600000000000
        OU
        Notional Amount
        N/A
        -31412.960000000000
        -0.0059862198
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            1898975.310000000055879
            USD
            2356258.600000000093132
            CAD
            2021-09-15
            -31412.960000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        EURO COUNTRIES
        000000000
        
          
        
        1823382.430000000000
        OU
        Notional Amount
        N/A
        8892.290000000000
        0.0016945618
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            2144391.570000000298023
            USD
            1823382.429999999934807
            EUR
            2021-09-15
            8892.290000000000
          
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA B
        N/A
        COLOMBIA (REPUBLIC OF)
        000000000
        
          
          
        
        840000000.000000000000
        PA
        
        227505.020000000000
        0.0433545597
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2025-11-26
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDEA EIENDOMSKREDITT AS
        N/A
        NORDEA EIENDOMSKREDITT AS
        000000000
        
          
          
        
        2000000.000000000000
        PA
        
        231196.360000000000
        0.0440580010
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2023-06-21
          Variable
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLERGAN FUNDING SCS
        N/A
        ALLERGAN FUNDING SCS
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        129039.000000000000
        0.0245903542
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-11-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND (GOVERNMENT)
        549300KXBEJAOJ9OVF93
        IRELAND (REPUBLIC OF)
        000000000
        
          
          
        
        200000.000000000000
        PA
        
        260808.900000000000
        0.0497011232
        Long
        DBT
        NUSS
        IE
        
        N
        
        2
        
          2029-05-15
          Fixed
          1.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        EURO COUNTRIES
        000000000
        
          
        
        2998700.000000000000
        OU
        Notional Amount
        N/A
        -35122.130000000000
        -0.0066930588
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            3576811.720000000204891
            USD
            2998700.000000000000000
            EUR
            2021-09-15
            -35122.130000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        BRITISH POUND
        000000000
        
          
        
        326875.000000000000
        OU
        Notional Amount
        N/A
        2130.240000000000
        0.0004059498
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            447290.849999999976717
            USD
            326875.000000000000000
            GBP
            2021-09-15
            2130.240000000000
          
        
        
          N
          N
          N
        
      
      
        BMW FIN N.V.
        N/A
        BMW FINANCE NV
        000000000
        
          
          
        
        75000.000000000000
        PA
        
        92069.260000000000
        0.0175452051
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2024-11-14
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        N/A
        NOTA DO TESOURO NACIONAL
        000000000
        
          
          
        
        2195000
        PA
        
        436172.310000000000
        0.0831193020
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2025-01-01
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796C31
        
          
          
        
        1024000.000000000000
        PA
        USD
        1023834.600000000000
        0.1951073356
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-01-27
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796D30
        
          
          
        
        3618000.000000000000
        PA
        USD
        3617126.280000000000
        0.6892987120
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-02-24
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796D63
        
          
          
        
        1035000.000000000000
        PA
        USD
        1034997.390000000000
        0.1972345759
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-09-02
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796F46
        
          
          
        
        559000.000000000000
        PA
        USD
        558989.840000000000
        0.1065240600
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-09-16
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRIA (REPUBLIC OF)
        529900QWWUI4XRVR7I03
        AUSTRIA (REPUBLIC OF)
        000000000
        
          
          
        
        145000.000000000000
        PA
        
        181993.350000000000
        0.0346816152
        Long
        DBT
        NUSS
        AT
        
        N
        
        2
        
          2029-02-20
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        7027000000.000000000000
        PA
        
        520803.000000000000
        0.0992469738
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2025-06-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796H69
        
          
          
        
        190000.000000000000
        PA
        USD
        189983.220000000000
        0.0362042071
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-11-18
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796H77
        
          
          
        
        351000.000000000000
        PA
        USD
        350966.390000000000
        0.0668820113
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-11-26
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796K81
        
          
          
        
        1185000.000000000000
        PA
        USD
        1184814.750000000000
        0.2257845643
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-01-20
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796K99
        
          
          
        
        4098000.000000000000
        PA
        USD
        4097276.090000000000
        0.7807985990
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-02-03
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        SINGAPORE DOLLAR
        000000000
        
          
        
        683394.890000000000
        OU
        Notional Amount
        N/A
        5246.290000000000
        0.0009997608
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            503050.390000000013970
            USD
            683394.890000000013970
            SGD
            2021-09-15
            5246.290000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        DAX INDEX SEP 21
        000000000
        
          
          
          
        
        3.000000000000
        NC
        
        -950.700000000000
        -0.0001811704
        N/A
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                DAX INDEX SEP 21
                DAX INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1185880.160000000000
            EUR
            -950.700000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796L72
        
          
          
        
        3715000.000000000000
        PA
        USD
        3714335.830000000000
        0.7078234780
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-02-10
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796L80
        
          
          
        
        1188000.000000000000
        PA
        USD
        1187754.740000000000
        0.2263448244
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-02-17
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        H-SHARES INDEX SEP 21
        000000000
        
          
          
        
        1.000000000000
        NC
        
        1246.410000000000
        0.0002375225
        N/A
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                H-SHARES INDEX SEP 21
                H-SHARES INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-29
            447556.140000000000
            HKD
            1246.410000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        H-SHARES INDEX SEP 21
        000000000
        
          
          
        
        -24.000000000000
        NC
        
        -24748.830000000000
        -0.0047162679
        N/A
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                H-SHARES INDEX SEP 21
                H-SHARES INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-29
            -10781554.640000000000
            HKD
            -24748.830000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796L98
        
          
          
        
        1371000.000000000000
        PA
        USD
        1370644.100000000000
        0.2611971879
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-03-03
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796P60
        
          
          
        
        1260000.000000000000
        PA
        USD
        1259838.580000000000
        0.2400815021
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-12-14
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN (KINGDOM OF)
        N/A
        SPAIN (KINGDOM OF)
        000000000
        
          
          
        
        180000.000000000000
        PA
        
        217300.990000000000
        0.0414100258
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2024-07-30
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICO (UNITED MEXICAN STATES)
        000000000
        
          
          
        
        4890000.000000000000
        PA
        
        248020.870000000000
        0.0472641686
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2023-03-09
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QNB FINANCE LTD
        N/A
        QNB FINANCE LTD
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        212761.870000000000
        0.0405450271
        Long
        DBT
        NUSS
        KY
        
        N
        
        2
        
          2024-03-28
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW SOUTH WALES TREASURY CORPORATION
        N/A
        NEW SOUTH WALES TREASURY CORPORATI
        000000000
        
          
          
        
        525000.000000000000
        PA
        
        390945.290000000000
        0.0745006019
        Long
        DBT
        MUN
        AU
        
        N
        
        2
        
          2024-02-08
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796P78
        
          
          
        
        5990000.000000000000
        PA
        USD
        5989231.480000000000
        1.1413396231
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-12-21
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BOND
        912810PW2
        
          
          
        
        870000.000000000000
        PA
        USD
        1222214.060000000000
        0.2329115746
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2038-02-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        N/A
        CHUBB INA HOLDINGS INC
        000000000
        
          
          
        
        180000.000000000000
        PA
        
        215072.340000000000
        0.0409853225
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-12-15
          Fixed
          0.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        4827000000.000000000000
        PA
        
        360773.610000000000
        0.0687509270
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2030-09-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BOND
        912810QY7
        
          
          
        
        305000.000000000000
        PA
        USD
        352894.530000000000
        0.0672494478
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2042-11-15
          Fixed
          2.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BOND
        912810SF6
        
          
          
        
        1110000.000000000000
        PA
        USD
        1370329.690000000000
        0.2611372723
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2049-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COPPER DEC 21
        000000000
        
          
          
        
        25.000000000000
        NC
        USD
        -482.550000000000
        -0.0000919573
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COPPER DEC 21
                COPPER DEC 21
                
                  
                  
                
              
            
            2021-12-29
            2734857.550000000000
            USD
            -482.550000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        HANG SENG INDEX SEP 21
        000000000
        
          
          
        
        2.000000000000
        NC
        
        2289.950000000000
        0.0004363850
        N/A
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                HANG SENG INDEX SEP 21
                HANG SENG INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-29
            2557611.090000000000
            HKD
            2289.950000000000
          
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT OF)
        000000000
        
          
          
        
        400000.000000000000
        PA
        
        96362.360000000000
        0.0183633209
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2034-07-05
          Fixed
          3.828000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENGIE SA
        LAXUQCHT4FH58LRZDY46
        ENGIE SA
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        120476.150000000000
        0.0229585722
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2027-06-21
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILIPPINES (REPUBLIC OF)
        N/A
        PHILIPPINES (REPUBLIC OF)
        000000000
        
          
          
        
        305000.000000000000
        PA
        
        369224.910000000000
        0.0703614514
        Long
        DBT
        NUSS
        PH
        
        N
        
        2
        
          2027-05-17
          Fixed
          0.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIA (REPUBLIC OF)
        335800IV7VCDQGIOI391
        INDIA (REPUBLIC OF)
        000000000
        
          
          
        
        3500000.000000000000
        PA
        
        50835.780000000000
        0.0096875351
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2026-04-08
          Fixed
          7.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        1095000000.000000000000
        PA
        
        82582.790000000000
        0.0157374132
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2035-06-15
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL (REPUBLIC OF)
        N/A
        PORTUGAL (REPUBLIC OF)
        000000000
        
          
          
        
        470000.000000000000
        PA
        
        575375.590000000000
        0.1096466151
        Long
        DBT
        NUSS
        PT
        
        N
        
        2
        
          2030-10-18
          Fixed
          0.475000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        E.ON SE
        Q9MAIUP40P25UFBFG033
        E.ON SE
        000000000
        
          
          
        
        65000.000000000000
        PA
        
        78263.560000000000
        0.0149143179
        Long
        DBT
        CORP
        DE
        
        N
        
        2
        
          2027-09-29
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THERMO FISHER
        HCHV7422L5HDJZCRFL38
        THERMO FISHER SCIENTIFIC INC
        000000000
        
          
          
        
        105000.000000000000
        PA
        
        126451.040000000000
        0.0240971789
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        HANG SENG INDEX SEP 21
        000000000
        
          
          
        
        -3.000000000000
        NC
        
        -9362.400000000000
        -0.0017841485
        N/A
        DE
        CORP
        HK
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                HANG SENG INDEX SEP 21
                HANG SENG INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-29
            -3790264.660000000000
            HKD
            -9362.400000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) OCT 21
        000000000
        
          
          
        
        44.000000000000
        NC
        USD
        105730.280000000000
        0.0201485213
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) OCT 21
                NY HARBOR ULSD (HEAT OIL) OCT 21
                
                  
                  
                
              
            
            2021-09-30
            3830879.320000000000
            USD
            105730.280000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BOND
        912810SL3
        
          
          
        
        1480000.000000000000
        PA
        USD
        1504743.750000000000
        0.2867519264
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2050-02-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        9128286B1
        
          
          
        
        95000.000000000000
        PA
        USD
        105242.190000000000
        0.0200555083
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2029-02-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -828861.320000000000
        OU
        Notional Amount
        N/A
        8047.410000000000
        0.0015335570
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            828861.319999999948777
            CAD
            665000.000000000000000
            USD
            2021-09-15
            8047.410000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -1233018.960000000000
        OU
        Notional Amount
        N/A
        -9786.530000000000
        -0.0018649729
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            1233018.959999999962747
            CAD
            967500.000000000000000
            USD
            2021-09-15
            -9786.530000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        CANADIAN DOLLAR
        000000000
        
          
        
        964758.420000000000
        OU
        Notional Amount
        N/A
        315.980000000000
        0.0000602148
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            647163.119999999995343
            EUR
            964758.420000000041910
            CAD
            2021-09-15
            315.980000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -239645.550000000000
        OU
        Notional Amount
        N/A
        3879.310000000000
        0.0007392618
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            239645.549999999988358
            GBP
            333368.460000000020955
            USD
            2021-09-15
            3879.310000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        9128286G0
        
          
          
        
        205000.000000000000
        PA
        USD
        215586.330000000000
        0.0410832711
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2024-02-29
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        9128286S4
        
          
          
        
        60000.000000000000
        PA
        USD
        64542.190000000000
        0.0122995010
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2026-04-30
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        US DOLLARS
        000000000
        
          
        
        -445102.360000000000
        OU
        Notional Amount
        N/A
        686.040000000000
        0.0001307354
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            445102.359999999986030
            SGD
            331745.070000000006985
            USD
            2021-09-15
            686.040000000000
          
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        CANADIAN DOLLAR
        000000000
        
          
        
        801531.770000000000
        OU
        Notional Amount
        N/A
        -12208.710000000000
        -0.0023265563
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            647500.000000000000000
            USD
            801531.770000000018626
            CAD
            2021-09-15
            -12208.710000000000
          
        
        
          N
          N
          N
        
      
      
        NK KAZMUNAYGAZ AO
        N/A
        KAZMUNAYGAS NATIONAL CO JSC
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        209090.620000000000
        0.0398454143
        Long
        DBT
        NUSS
        KZ
        
        N
        
        2
        
          2033-04-14
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORPORACION NACIONAL DEL COBRE DE CHILE
        N/A
        CORPORACION NACIONAL DEL COBRE
        000000000
        
          
          
        
        300000.000000000000
        PA
        USD
        317264.920000000000
        0.0604596809
        Long
        DBT
        NUSS
        CL
        
        N
        
        2
        
          2030-01-14
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY NOTE
        912828U24
        
          
          
        
        260000.000000000000
        PA
        USD
        275823.440000000000
        0.0525623733
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2026-11-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        US TII .125 01/15/2030 (TIPS)
        912828Z37
        
          
          
        
        337926.400000000000
        PA
        USD
        376891.200000000000
        0.0718223802
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        N/A
        CELLNEX TELECOM SA
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        117733.760000000000
        0.0224359679
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2031-11-20
          Fixed
          0.750000000000
          N
          N
          N
          N
          N
          
            
              Cellnex Telecom SA
              CELLNEX TELECOM SA
              EUR
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        JOHNSON CONTROLS INTERNATIONAL P
        549300XQ6S1GYKGBL205
        JOHNSON CONTROLS INTERNATIONAL PLC
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        119351.100000000000
        0.0227441768
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC
        CYYGQCGNHMHPSMRL3R97
        NEW ZEALAND DOLLAR
        000000000
        
          
        
        214051.430000000000
        OU
        Notional Amount
        N/A
        2489.650000000000
        0.0004744409
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              HSBC
              CYYGQCGNHMHPSMRL3R97
            
            148341.690000000002328
            USD
            214051.429999999993015
            NZD
            2021-09-15
            2489.650000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        IBEX 35 INDEX SEP 21
        000000000
        
          
          
          
        
        9.000000000000
        NC
        
        -3977.740000000000
        -0.0007580192
        N/A
        DE
        CORP
        ES
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                IBEX 35 INDEX SEP 21
                IBEX 35 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            797783.000000000000
            EUR
            -3977.740000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        EURO-BTP (ITALY GOVT) SEP 21
        000000000
        
          
          
          
        
        3.000000000000
        NC
        
        -786.450000000000
        -0.0001498701
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Long
            
              
                EURO-BTP (ITALY GOVT) SEP 21
                EURO-BTP (ITALY GOVT) SEP 21
                
                  
                  
                
              
            
            2021-09-08
            460552.450000000000
            EUR
            -786.450000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO-BTP (ITALY GOVT) SEP 21
        000000000
        
          
          
          
        
        51.000000000000
        NC
        
        -42355.070000000000
        -0.0080714061
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO-BTP (ITALY GOVT) SEP 21
                EURO-BTP (ITALY GOVT) SEP 21
                
                  
                  
                
              
            
            2021-09-08
            7853971.120000000000
            EUR
            -42355.070000000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC/THE
        000000000
        
          
          
        
        38000.000000000000
        PA
        
        50202.620000000000
        0.0095668767
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-27
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC (PROVINCE OF)
        N/A
        QUEBEC (PROVINCE OF)
        000000000
        
          
          
        
        180000.000000000000
        PA
        
        217160.510000000000
        0.0413832552
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2025-04-07
          Fixed
          0.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -2946000.000000000000
        OU
        Notional Amount
        N/A
        16039.910000000000
        0.0030566501
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2946000.000000000000000
            AUD
            2171364.929999999701977
            USD
            2021-09-15
            16039.910000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -120000.000000000000
        OU
        Notional Amount
        N/A
        983.790000000000
        0.0001874762
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            120000.000000000000000
            BRL
            24148.909999999999854
            USD
            2021-09-15
            983.790000000000
          
        
        
          N
          N
          N
        
      
      
        UNIVERSITY CALIF REGTS MEDICAL CENTER POOLED REV
        N/A
        Regents of the University of California Medical Center Pooled Revenue
        913366KC3
        
          
          
        
        315000.000000000000
        PA
        USD
        336787.830000000000
        0.0641800699
        Long
        DBT
        MUN
        US
        
        N
        
        2
        
          2060-05-15
          Fixed
          3.256000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNIVISION COMMUNICATIONS INC
        N/A
        UNIVISION COMMUNICATIONS TLB 3.25
        914908BC1
        
          
          
        
        175000.000000000000
        PA
        USD
        174426.000000000000
        0.0332395410
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -16526000.000000000000
        OU
        Notional Amount
        N/A
        -90987.750000000000
        -0.0173391068
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            16526000.000000000000000
            BRL
            3099234.989999999757856
            USD
            2021-09-15
            -90987.750000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1513000.000000000000
        OU
        Notional Amount
        N/A
        -11993.900000000000
        -0.0022856210
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1513000.000000000000000
            BRL
            275720.640000000013970
            USD
            2021-12-15
            -11993.900000000000
          
        
        
          N
          N
          N
        
      
      
        DPL INC
        N/A
        DPL INC
        233293AR0
        
          
          
        
        270000.000000000000
        PA
        USD
        289389.280000000000
        0.0551475515
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DSP Group Inc
        N/A
        DSP Group Inc
        23332B106
        
          
          
          
        
        17620.000000000000
        NS
        USD
        385878.000000000000
        0.0735349523
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        URUGUAY (ORIENTAL REPUBLIC OF)
        N/A
        URUGUAY (THE REPUBLIC OF)
        917288BK7
        
          
          
        
        125000.000000000000
        PA
        USD
        147402.710000000000
        0.0280898399
        Long
        DBT
        NUSS
        UY
        
        N
        
        2
        
          2031-01-23
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        USA COMPRESSION PARTNERS LP/USA COMPRESSION FINANCE CORP
        N/A
        USA COMPRESSION PARTNERS LP
        91740PAF5
        
          
          
        
        19000.000000000000
        PA
        USD
        19900.760000000000
        0.0037923941
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-01
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        BRITISH POUND
        000000000
        
          
        
        647500.000000000000
        OU
        Notional Amount
        N/A
        12466.230000000000
        0.0023756307
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1107477.510000000009313
            CAD
            647500.000000000000000
            GBP
            2021-09-15
            12466.230000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1615000.000000000000
        OU
        Notional Amount
        N/A
        55557.150000000000
        0.0105872643
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1615000.000000000000000
            CAD
            1335600.520000000018626
            USD
            2021-09-15
            55557.150000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -509500.000000000000
        OU
        Notional Amount
        N/A
        12020.270000000000
        0.0022906462
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            509500.000000000000000
            CHF
            568589.810000000055879
            USD
            2021-09-15
            12020.270000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1389500.000000000000
        OU
        Notional Amount
        N/A
        -1954.190000000000
        -0.0003724008
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1389500.000000000000000
            CHF
            1515913.079999999841675
            USD
            2021-09-15
            -1954.190000000000
          
        
        
          N
          N
          N
        
      
      
        VMC FINANCE LLC VMC_21-FL4
        N/A
        VMC_21-FL4
        91835RAE0
        
          
          
        
        299000.000000000000
        PA
        USD
        299171.540000000000
        0.0570117107
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-06-16
          Variable
          1.888500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VTR FINANCE NV
        N/A
        VTR FINANCE BV
        918374AA7
        
          
          
        
        200000.000000000000
        PA
        USD
        212485.930000000000
        0.0404924425
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-07-15
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -201761000.000000000000
        OU
        Notional Amount
        N/A
        17533.280000000000
        0.0033412346
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            201761000.000000000000000
            CLP
            278120.119999999995343
            USD
            2021-09-15
            17533.280000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -526458996.000000000000
        OU
        Notional Amount
        N/A
        -11047.450000000000
        -0.0021052605
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            526458996.000000000000000
            CLP
            668906.989999999990687
            USD
            2021-09-15
            -11047.450000000000
          
        
        
          N
          N
          N
        
      
      
        DTE ENERGY COMPANY
        549300IX8SD6XXD71I78
        DTE ENERGY UNITS
        233331842
        
          
          
        
        8100.000000000000
        NS
        USD
        417798.000000000000
        0.0796177963
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DAIMLER FINANCE NORTH AMERICA LLC
        N/A
        DAIMLER FINANCE NORTH AMERICA LLC
        233851DV3
        
          
          
        
        385000.000000000000
        PA
        USD
        386484.210000000000
        0.0736504749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Variable
          1.024800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VALLEY NTL BANCORP
        549300ET52S1UBIB9762
        Valley National Bancorp
        919794305
        
          
          
        
        6350.000000000000
        NS
        USD
        166052.500000000000
        0.0316438425
        Long
        EP
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        N/A
        VENTAS REALTY LP
        92277GAL1
        
          
          
        
        50000.000000000000
        PA
        USD
        55824.480000000000
        0.0106382081
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DANAHER CORPORATION
        S4BKK9OTCEWQ3YHPFM11
        Danaher Corp
        235851300
        
          
          
        
        105.000000000000
        NS
        USD
        228040.680000000000
        0.0434566379
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC
        N/A
        DELL INTERNATIONAL LLC TLB2 1.75
        24702NBF6
        
          
          
        
        617560.840000000000
        PA
        USD
        617276.760000000000
        0.1176315237
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-09-19
          Variable
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PORTUGAL (REPUBLIC OF)
        N/A
        PORTUGAL (REPUBLIC OF)
        000000000
        
          
          
        
        90000.000000000000
        PA
        
        112750.570000000000
        0.0214863449
        Long
        DBT
        NUSS
        PT
        
        N
        
        2
        
          2027-10-15
          Fixed
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I PLC
        N/A
        VMED O2 UK FINANCING I PLC
        000000000
        
          
          
        
        160000.000000000000
        PA
        
        191973.530000000000
        0.0365834911
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-01-31
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTAS REALTY LP
        N/A
        VENTAS REALTY LP
        92277GAW7
        
          
          
        
        160000.000000000000
        PA
        USD
        160782.960000000000
        0.0306396511
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VENTURE GLOBAL CALCASIEU PASS LLC
        N/A
        VENTURE GLOBAL CALCASIEU PASS LLC
        92328MAA1
        
          
          
        
        225000.000000000000
        PA
        USD
        232422.320000000000
        0.0442916264
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL INTERNATIONAL LLC/EMC CORP
        N/A
        DELL INTL LLC / EMC CORP
        24703TAK2
        
          
          
        
        115000.000000000000
        PA
        USD
        189710.270000000000
        0.0361521923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-07-15
          Fixed
          8.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        Delta Air Lines Inc
        247361702
        
          
          
          
        
        5568.000000000000
        NS
        USD
        225169.920000000000
        0.0429095707
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        AIRBUS SE
        MINO79WLOO247M1IL051
        AIRBUS SE
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        129797.320000000000
        0.0247348637
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2030-06-09
          Fixed
          1.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA (COMMONWEALTH OF)
        N/A
        AUSTRALIA (COMMONWEALTH OF)
        000000000
        
          
          
        
        170000.000000000000
        PA
        
        123612.180000000000
        0.0235561907
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2026-09-21
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -739425960.000000000000
        OU
        Notional Amount
        N/A
        -4858.690000000000
        -0.0009258977
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            739425960.000000000000000
            COP
            191184.570000000006985
            USD
            2021-09-15
            -4858.690000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1878500.000000000000
        OU
        Notional Amount
        N/A
        13354.970000000000
        0.0025449937
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1878500.000000000000000
            EUR
            2232004.360000000335276
            USD
            2021-09-15
            13354.970000000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZU5
        
          
          
        
        105000.000000000000
        PA
        USD
        106887.710000000000
        0.0203690873
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-10-28
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIRLINES 2020-1 CLASS A PASS THROUGH TRUST
        N/A
        DELTA AIR LINES 2020-A
        247361ZW1
        
          
          
        
        109156.940000000000
        PA
        USD
        109237.180000000000
        0.0208168147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-10
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Veoneer Inc
        54930082R4LTC7PERT23
        Veoneer Inc
        92336X109
        
          
          
          
        
        16167.000000000000
        NS
        USD
        578778.600000000000
        0.1102951107
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC
        92343VGH1
        
          
          
        
        75000.000000000000
        PA
        USD
        77010.610000000000
        0.0146755491
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-22
          Fixed
          2.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES 1 LLC VICI FC INC
        N/A
        VICI PROPERTIES LP / VICI NOTE CO
        92564RAB1
        
          
          
        
        85000.000000000000
        PA
        USD
        92366.970000000000
        0.0176019383
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VICI PROPERTIES LP/VICI NOTE CO INC
        N/A
        VICI PROPERTIES LP / VICI NOTE CO
        92564RAE5
        
          
          
        
        190000.000000000000
        PA
        USD
        202849.340000000000
        0.0386560429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -998820.000000000000
        OU
        Notional Amount
        N/A
        -2386.860000000000
        -0.0004548527
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            998820.000000000000000
            EUR
            1177294.459999999962747
            USD
            2021-09-15
            -2386.860000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -111500.000000000000
        OU
        Notional Amount
        N/A
        1847.790000000000
        0.0003521246
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            111500.000000000000000
            GBP
            155149.359999999986030
            USD
            2021-09-15
            1847.790000000000
          
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZX9
        
          
          
        
        120000.000000000000
        PA
        USD
        140412.870000000000
        0.0267578190
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELTA AIR LINES INC
        Q2CCMS6R0AS67HJMBN42
        DELTA AIR LINES INC
        247361ZZ4
        
          
          
        
        170000.000000000000
        PA
        USD
        200042.300000000000
        0.0381211186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA FINANCE PLC
        N/A
        VIRGIN MEDIA FINANCE PLC
        92769VAJ8
        
          
          
        
        200000.000000000000
        PA
        USD
        207050.870000000000
        0.0394567087
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FINANCE PLC
        N/A
        VIRGIN MEDIA SECURED FINANCE PLC
        92769XAP0
        
          
          
        
        440000.000000000000
        PA
        USD
        471367.790000000000
        0.0898263388
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-05-15
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DERMIRA INC
        N/A
        DERMIRA INC
        24983LAB0
        
          
          
        
        1326000.000000000000
        PA
        USD
        1339260.000000000000
        0.2552164679
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-15
          Fixed
          3.000000000000
          N
          N
          N
          N
          N
          
            
              Dermira Inc
              Dermira Inc
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
        N/A
        DIAMOND SPORTS GRP/DIAMOND FIN
        25277LAA4
        
          
          
        
        293000.000000000000
        PA
        USD
        194465.780000000000
        0.0370584274
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -205000.000000000000
        OU
        Notional Amount
        N/A
        -2278.780000000000
        -0.0004342564
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            205000.000000000000000
            GBP
            279576.130000000004657
            USD
            2021-09-15
            -2278.780000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -170551500.000000000000
        OU
        Notional Amount
        N/A
        21226.570000000000
        0.0040450474
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            170551500.000000000000000
            HUF
            598016.220000000088476
            USD
            2021-09-15
            21226.570000000000
          
        
        
          N
          N
          N
        
      
      
        AUSTRALIA (COMMONWEALTH OF)
        N/A
        AUSTRALIA (COMMONWEALTH OF)
        000000000
        
          
          
        
        495000.000000000000
        PA
        
        362009.050000000000
        0.0689863589
        Long
        DBT
        NUSS
        AU
        
        N
        
        2
        
          2024-11-21
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC GOVERNMENT BOND
        N/A
        GREECE (REPUBLIC OF)
        000000000
        
          
          
        
        151000.000000000000
        PA
        
        197703.780000000000
        0.0376754778
        Long
        DBT
        NUSS
        GR
        
        N
        
        2
        
          2027-04-22
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIAMOND SPORTS GROUP LLC/DIAMOND SPORTS FINANCE CO
        N/A
        DIAMOND SPORTS GRP/DIAMOND FIN
        25277LAC0
        
          
          
        
        175000.000000000000
        PA
        USD
        75255.750000000000
        0.0143411337
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DIRECTV HOLDINGS LLC/DIRECTV FIN
        N/A
        DIRECTV HOLDINGS LLC/DIRECTV FIN
        25461LAA0
        
          
          
        
        150000.000000000000
        PA
        USD
        156782.920000000000
        0.0298773823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VIRGIN MEDIA SECURED FINANCE PLC
        N/A
        VIRGIN MEDIA SECURED FINANCE PLC
        92769XAR6
        
          
          
        
        200000.000000000000
        PA
        USD
        202902.100000000000
        0.0386660972
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2030-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        92857WBM1
        
          
          
        
        230000.000000000000
        PA
        USD
        306218.070000000000
        0.0583545348
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2048-05-30
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -906167004.000000000000
        OU
        Notional Amount
        N/A
        -64133.300000000000
        -0.0122215808
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            906167004.000000000000000
            HUF
            3000441.060000000521541
            USD
            2021-09-15
            -64133.300000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -8540400000.000000000000
        OU
        Notional Amount
        N/A
        -8240.450000000000
        -0.0015703437
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            8540400000.000000000000000
            IDR
            590723.429999999934807
            USD
            2021-09-15
            -8240.450000000000
          
        
        
          N
          N
          N
        
      
      
        VODAFONE GROUP PLC
        213800TB53ELEUKM7Q61
        VODAFONE GROUP PLC
        92857WBS8
        
          
          
        
        20000.000000000000
        PA
        USD
        25648.680000000000
        0.0048877481
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-06-19
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VMED O2 UK FINANCING I PLC
        N/A
        VMED O2 UK FINANCING I PLC
        92858RAA8
        
          
          
        
        585000.000000000000
        PA
        USD
        587777.760000000000
        0.1120100382
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2031-01-31
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SPAIN (KINGDOM OF)
        N/A
        SPAIN (KINGDOM OF)
        000000000
        
          
          
        
        175000.000000000000
        PA
        
        218900.650000000000
        0.0417148655
        Long
        DBT
        NUSS
        ES
        
        N
        
        2
        
          2027-07-30
          Fixed
          0.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HELLENIC REPUBLIC GOVERNMENT BOND
        N/A
        GREECE (REPUBLIC OF)
        000000000
        
          
          
        
        215000.000000000000
        PA
        
        273055.210000000000
        0.0520348448
        Long
        DBT
        NUSS
        GR
        
        N
        
        2
        
          2030-06-18
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY COMPANY (THE)
        254687FZ4
        
          
          
        
        135000.000000000000
        PA
        USD
        156068.460000000000
        0.0297412311
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-01-13
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISH NETWORK CORP
        529900U350CWHH15G169
        DISH NETWORK CORP
        25470MAB5
        
          
          
        
        80000.000000000000
        PA
        USD
        83448.310000000000
        0.0159023512
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-15
          Fixed
          3.375000000000
          N
          N
          N
          N
          N
          
            
              DISH NETWORK CORP
              DISH Network Corp
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        WFRBS_12-C9
        N/A
        WFRBS_12-C9
        92930RAF9
        
          
          
        
        1480495.390000000000
        PA
        USD
        19500.490000000000
        0.0037161165
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-11-15
          Variable
          2.019100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WMG Acquisition
        N/A
        WMG ACQUISITION CORP
        92933BAR5
        
          
          
        
        410000.000000000000
        PA
        USD
        405171.630000000000
        0.0772116484
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINICAN REPUBLIC (GOVERNMENT)
        N/A
        DOMINICAN (REPUBLIC OF)
        25714PED6
        
          
          
        
        350000.000000000000
        PA
        USD
        364114.270000000000
        0.0693875408
        Long
        DBT
        NUSS
        DO
        
        N
        
        2
        
          2030-01-30
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DOMINION ENERGY INC
        ILUL7B6Z54MRYCF6H308
        Dominion Energy Inc
        25746U133
        
          
          
        
        4400.000000000000
        NS
        USD
        440428.010000000000
        0.0839302907
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ITALY (REPUBLIC OF)
        815600DE60799F5A9309
        ITALY (REPUBLIC OF)
        000000000
        
          
          
        
        345000.000000000000
        PA
        
        438345.720000000000
        0.0835334785
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2025-07-01
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JAPAN (GOVERNMENT OF)
        353800WZS8AXZXFUC241
        JAPAN (GOVT OF) #144
        000000000
        
          
          
        
        94650000.000000000000
        PA
        
        867887.150000000000
        0.1653891649
        Long
        DBT
        NUSS
        JP
        
        N
        
        2
        
          2025-06-20
          Fixed
          0.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1601000.000000000000
        OU
        Notional Amount
        N/A
        -7342.490000000000
        -0.0013992237
        N/A
        DFE
        CORP
        IL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1601000.000000000000000
            ILS
            491792.380000000004657
            USD
            2021-09-17
            -7342.490000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -148825999.000000000000
        OU
        Notional Amount
        N/A
        -38760.090000000000
        -0.0073863277
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            148825999.000000000000000
            INR
            1997142.940000000176951
            USD
            2021-09-15
            -38760.090000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -21016603.000000000000
        OU
        Notional Amount
        N/A
        -5292.220000000000
        -0.0010085134
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            21016603.000000000000000
            INR
            279556.840000000025611
            USD
            2021-12-15
            -5292.220000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -93897000.000000000000
        OU
        Notional Amount
        N/A
        6801.310000000000
        0.0012960936
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            93897000.000000000000000
            JPY
            860395.929999999934807
            USD
            2021-09-15
            6801.310000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -14203500.000000000000
        OU
        Notional Amount
        N/A
        -1795.250000000000
        -0.0003421123
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            14203500.000000000000000
            JPY
            127325.289999999993597
            USD
            2021-09-15
            -1795.250000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -3859395000.000000000000
        OU
        Notional Amount
        N/A
        62040.350000000000
        0.0118227372
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            3859395000.000000000000000
            KRW
            3390934.489999999757856
            USD
            2021-09-15
            62040.350000000000
          
        
        
          N
          N
          N
        
      
      
        DP WORLD CRESCENT LTD
        N/A
        DP WORLD CRESCENT LTD
        26139PAB9
        
          
          
        
        200000.000000000000
        PA
        USD
        229498.310000000000
        0.0437344116
        Long
        DBT
        NUSS
        KY
        
        N
        
        2
        
          2028-09-26
          Fixed
          4.848000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DROP_21-FILE
        N/A
        DROP_21-FILE
        26210YAG1
        
          
          
        
        400000.000000000000
        PA
        USD
        401222.400000000000
        0.0764590623
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Variable
          1.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DRSLF_13-30A
        N/A
        DRSLF_13-30A
        26249BAQ4
        
          
          
        
        247375.630000000000
        PA
        USD
        247453.550000000000
        0.0471560571
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2028-11-15
          Variable
          0.944800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROGRESS LLC
        26442RAD3
        
          
          
        
        300000.000000000000
        PA
        USD
        363049.430000000000
        0.0691846193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2044-12-01
          Fixed
          4.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WF-RBS COMMERCIAL MORTGAGE TRUST
        N/A
        WFRBS_12-C8
        92936YAK7
        
          
          
        
        1521816.140000000000
        PA
        USD
        11130.870000000000
        0.0021211574
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-08-15
          Variable
          1.936900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WFRBS_14-C24
        N/A
        WFRBS_14-C24
        92939KAH1
        
          
          
        
        2436841.670000000000
        PA
        USD
        56144.590000000000
        0.0106992100
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-15
          Variable
          0.997700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA (REPUBLIC OF)
        529900FWX0GRR7WG5W79
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        116599.060000000000
        0.0222197335
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2033-03-12
          Fixed
          1.100000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORPORATION
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        118506.760000000000
        0.0225832749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-15
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL DEC 21
        000000000
        
          
          
        
        27.000000000000
        NC
        USD
        -25256.350000000000
        -0.0048129836
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL DEC 21
                SOYBEAN OIL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            977006.350000000000
            USD
            -25256.350000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL DEC 21
        000000000
        
          
          
        
        -5.000000000000
        NC
        USD
        2226.900000000000
        0.0004243698
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                SOYBEAN OIL DEC 21
                SOYBEAN OIL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            -178476.900000000000
            USD
            2226.900000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GBP/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        3.000000000000
        NC
        USD
        -1411.860000000000
        -0.0002690515
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GBP/USD FUTURE (CME) SEP 21
                GBP/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            259374.360000000000
            USD
            -1411.860000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GBP/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -16.000000000000
        NC
        USD
        -8869.670000000000
        -0.0016902512
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                GBP/USD FUTURE (CME) SEP 21
                GBP/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -1366930.330000000000
            USD
            -8869.670000000000
          
        
        
          N
          N
          N
        
      
      
        WMHE_07-HE1
        N/A
        WMHE_07-HE1
        933631AE3
        
          
          
        
        1275384.310000000000
        PA
        USD
        801272.310000000000
        0.1526946887
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-01-25
          Variable
          0.314400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASHINGTON MUTUAL MORTGAGE PASS-
        N/A
        WMALT_06-AR2
        93934FMN9
        
          
          
        
        274396.754000000000
        PA
        USD
        257360.800000000000
        0.0490440350
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2046-04-25
          Variable
          1.033300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECMC GROUP STUDENT LOAN TRUST EC
        N/A
        ECMC_16-1A
        26827XAA1
        
          
          
        
        687268.520000000000
        PA
        USD
        707837.990000000000
        0.1348893506
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2066-07-26
          Variable
          1.434400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAF6
        
          
          
        
        69000.000000000000
        PA
        USD
        74561.210000000000
        0.0142087785
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-10-01
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAM1
        
          
          
        
        40000.000000000000
        PA
        USD
        41016.730000000000
        0.0078163650
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQT CORP
        4NT01YGM4X7ZX86ISY52
        EQT CORP
        26884LAN9
        
          
          
        
        365000.000000000000
        PA
        USD
        385923.990000000000
        0.0735437164
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-05-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -728746516.000000000000
        OU
        Notional Amount
        N/A
        -8021.690000000000
        -0.0015286557
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            728746516.000000000000000
            KRW
            620553.520000000018626
            USD
            2021-09-15
            -8021.690000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1010886500.000000000000
        OU
        Notional Amount
        N/A
        -9250.790000000000
        -0.0017628795
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1010886500.000000000000000
            KRW
            862118.209999999962747
            USD
            2021-12-15
            -9250.790000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -13043500.000000000000
        OU
        Notional Amount
        N/A
        4508.890000000000
        0.0008592379
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            13043500.000000000000000
            MXN
            652766.699999999953434
            USD
            2021-09-15
            4508.890000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -121140000.000000000000
        OU
        Notional Amount
        N/A
        -99651.490000000000
        -0.0189901149
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            121140000.000000000000000
            MXN
            5920967.979999999515712
            USD
            2021-09-15
            -99651.490000000000
          
        
        
          N
          N
          N
        
      
      
        Welbilt Inc
        549300UR3W71YLZWI068
        Welbilt Inc
        949090104
        
          
          
          
        
        160885.000000000000
        NS
        USD
        3764709.000000000000
        0.7174228556
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        Wells Fargo & Co
        949746556
        
          
          
        
        11985.000000000000
        NS
        USD
        321317.850000000000
        0.0612320287
        Long
        
        CORP
        US
        
        N
        
        1
        
          2049-12-31
          Variable
          5.85
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BANK FOR RECONSTRUCT
        N/A
        INTL BANK RECON & DEVELOPMENT
        000000000
        
          
          
        
        230000.000000000000
        PA
        
        162670.390000000000
        0.0309993298
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-06
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICAN BONOS
        000000000
        
          
          
        
        9500000.000000000000
        PA
        
        490813.050000000000
        0.0935319303
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2027-06-03
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EQM MIDSTREAM PARTNERS LP
        N/A
        EQM MIDSTREAM PARTNERS LP
        26885BAL4
        
          
          
        
        135000.000000000000
        PA
        USD
        137348.980000000000
        0.0261739480
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EATON VANCE CDO EATON_13-1A
        N/A
        EATON_13-1A
        27830BBN3
        
          
          
        
        625000.000000000000
        PA
        USD
        625603.750000000000
        0.1192183589
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2034-01-15
          Variable
          1.376100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO ALTERNATIVE LOAN TRU
        N/A
        WFALT_05-2
        949920AA0
        
          
          
        
        16762.150000000000
        PA
        USD
        16904.130000000000
        0.0032213404
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          0.759400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        95000U2K8
        
          
          
        
        290000.000000000000
        PA
        USD
        300931.470000000000
        0.0573470923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-02-11
          Variable
          2.164000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -3604500.000000000000
        OU
        Notional Amount
        N/A
        -2219.030000000000
        -0.0004228701
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            3604500.000000000000000
            MXN
            174753.119999999995343
            USD
            2021-12-15
            -2219.030000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -2799000.000000000000
        OU
        Notional Amount
        N/A
        14052.130000000000
        0.0026778482
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2799000.000000000000000
            NOK
            335994.339999999967404
            USD
            2021-09-15
            14052.130000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -16926500.000000000000
        OU
        Notional Amount
        N/A
        -34967.920000000000
        -0.0066636718
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            16926500.000000000000000
            NOK
            1911925.539999999804422
            USD
            2021-09-15
            -34967.920000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -7317500.000000000000
        OU
        Notional Amount
        N/A
        -24805.280000000000
        -0.0047270253
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            7317500.000000000000000
            NOK
            816409.180000000051223
            USD
            2021-12-15
            -24805.280000000000
          
        
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        95000U2S1
        
          
          
        
        160000.000000000000
        PA
        USD
        166759.470000000000
        0.0317785665
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-02
          Variable
          2.393000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTERN GAS PARTNERS LP
        N/A
        WESTERN MIDSTREAM OPERATING LP
        958667AC1
        
          
          
        
        225000.000000000000
        PA
        USD
        252050.950000000000
        0.0480321619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-01
          Variable
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COMPANIES INC
        969457BX7
        
          
          
        
        30000.000000000000
        PA
        USD
        32937.160000000000
        0.0062766794
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRAVEL + LEISURE CO
        T4VNTWMFQ7JQB65L7T35
        WYNDHAM DESTINATIONS INC
        98310WAS7
        
          
          
        
        255000.000000000000
        PA
        USD
        290528.010000000000
        0.0553645540
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-31
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SHORT EURO-BTP (ITALY GOVT) SEP 21
        000000000
        
          
          
          
        
        92.000000000000
        NC
        
        11308.470000000000
        0.0021550018
        N/A
        DIR
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SHORT EURO-BTP (ITALY GOVT) SEP 21
                SHORT EURO-BTP (ITALY GOVT) SEP 21
                
                  
                  
                
              
            
            2021-09-08
            10426042.820000000000
            EUR
            11308.470000000000
          
        
        
          N
          N
          N
        
      
      
        PORTUGAL OBRIGACOES DO TESOURO OT
        N/A
        PORTUGAL (REPUBLIC OF)
        000000000
        
          
          
        
        125000.000000000000
        PA
        
        168675.330000000000
        0.0321436629
        Long
        DBT
        NUSS
        PT
        
        N
        
        2
        
          2025-10-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WYNDHAM HOTELS & RESORTS INC
        N/A
        WYNDHAM HOTELS & RESORTS INC
        98311AAB1
        
          
          
        
        135000.000000000000
        PA
        USD
        139755.670000000000
        0.0266325795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        XILINX INC
        6EY4K7ZMF9UX1CU6KC79
        Xilinx Inc
        983919101
        
          
          
          
        
        45572.000000000000
        NS
        USD
        7090547.480000000000
        1.3512122241
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1492000.000000000000
        OU
        Notional Amount
        N/A
        28840.930000000000
        0.0054960801
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1492000.000000000000000
            NZD
            1080178.729999999981374
            USD
            2021-09-15
            28840.930000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1238000.000000000000
        OU
        Notional Amount
        N/A
        -9622.320000000000
        -0.0018336802
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1238000.000000000000000
            NZD
            862734.389999999897555
            USD
            2021-09-15
            -9622.320000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -13015500.000000000000
        OU
        Notional Amount
        N/A
        6814.030000000000
        0.0012985176
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            13015500.000000000000000
            PHP
            268489.119999999937136
            USD
            2021-09-15
            6814.030000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -36761000.000000000000
        OU
        Notional Amount
        N/A
        -13082.240000000000
        -0.0024930208
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            36761000.000000000000000
            PHP
            725993.330000000074506
            USD
            2021-09-15
            -13082.240000000000
          
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC
        988498AL5
        
          
          
        
        455000.000000000000
        PA
        USD
        501823.360000000000
        0.0956301132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC
        988498AN1
        
          
          
        
        390000.000000000000
        PA
        USD
        400971.110000000000
        0.0764111751
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN INVESTMENT BANK
        N/A
        EUROPEAN INVESTMENT BANK
        000000000
        
          
          
        
        2060000.000000000000
        PA
        
        238466.520000000000
        0.0454434411
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2022-05-12
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SINGAPORE (REPUBLIC OF)
        549300ZSV6VOGFH1ER70
        SINGAPORE (REPUBLIC OF)
        000000000
        
          
          
        
        165000.000000000000
        PA
        
        130693.900000000000
        0.0249057207
        Long
        DBT
        NUSS
        SG
        
        N
        
        2
        
          2025-06-01
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        YUM! BRANDS INC.
        549300JE8XHZZ7OHN517
        YUM! BRANDS INC
        988498AP6
        
          
          
        
        570000.000000000000
        PA
        USD
        619319.360000000000
        0.1180207723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-01-31
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        AUD/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -237.000000000000
        NC
        USD
        -253602.550000000000
        -0.0483278430
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                AUD/USD FUTURE (CME) SEP 21
                AUD/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-13
            -17097167.450000000000
            USD
            -253602.550000000000
          
        
        
          N
          N
          N
        
      
      
        SONY GROUP CORP
        N/A
        SONY CORPORATION
        000000000
        
          
          
        
        7000000.000000000000
        PA
        
        145421.080000000000
        0.0277122100
        Long
        DBT
        CORP
        JP
        
        N
        
        2
        
          2022-09-30
          Fixed
          0.000000000000
          N
          N
          N
          N
          N
          
            
              Sony Group Corp
              Sony Group Corp
              JPY
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICO (UNITED MEXICAN STATES)
        000000000
        
          
          
        
        5420000.000000000000
        PA
        
        261942.670000000000
        0.0499171804
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2026-03-05
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -28983000.000000000000
        OU
        Notional Amount
        N/A
        -4595.900000000000
        -0.0008758190
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            28983000.000000000000000
            PHP
            574737.339999999967404
            USD
            2021-12-15
            -4595.900000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -5703500.000000000000
        OU
        Notional Amount
        N/A
        15987.990000000000
        0.0030467559
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            5703500.000000000000000
            PLN
            1505139.660000000149012
            USD
            2021-09-15
            15987.990000000000
          
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AJ8
        
          
          
        
        55000.000000000000
        PA
        USD
        58971.710000000000
        0.0112379609
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2045-05-28
          Fixed
          5.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AL3
        
          
          
        
        50000.000000000000
        PA
        USD
        55165.050000000000
        0.0105125437
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2026-06-26
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabia
        N/A
        SAUDI ARABIA (KINGDOM OF)
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        217515.840000000000
        0.0414509687
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2026-10-26
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        975000.000000000000
        PA
        
        246091.220000000000
        0.0468964443
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2024-09-30
          Fixed
          4.059000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ECOPETROL SA
        254900IDGKCJICKBPA66
        ECOPETROL SA
        279158AN9
        
          
          
        
        110000.000000000000
        PA
        USD
        132677.480000000000
        0.0252837222
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2030-04-29
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ELAB_13-1
        N/A
        ELAB_13-1
        28140DAD5
        
          
          
        
        378259.120000000000
        PA
        USD
        380841.950000000000
        0.0725752560
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-04-26
          Variable
          0.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        650000.000000000000
        PA
        
        164654.710000000000
        0.0313774723
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2027-11-16
          Fixed
          3.899000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        2700000000.000000000000
        PA
        
        223838.320000000000
        0.0426558140
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2031-05-15
          Fixed
          8.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        FTSE/JSE TOP 40 SEP 21
        000000000
        
          
          
          
        
        6.000000000000
        NC
        
        -6237.980000000000
        -0.0011887425
        N/A
        DE
        CORP
        ZA
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                FTSE/JSE TOP 40 SEP 21
                FTSE/JSE TOP 40 SEP 21
                
                  
                  
                
              
            
            2021-09-16
            3718621.880000000000
            ZAR
            -6237.980000000000
          
        
        
          N
          N
          N
        
      
      
        ANZ Securities
        54930002PP1OBF1UXP39
        EURO COUNTRIES
        000000000
        
          
        
        321666.660000000000
        OU
        Notional Amount
        N/A
        2021.510000000000
        0.0003852296
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              ANZ Securities
              54930002PP1OBF1UXP39
            
            476775.929999999993015
            CAD
            321666.659999999974389
            EUR
            2021-09-15
            2021.510000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -15140500.000000000000
        OU
        Notional Amount
        N/A
        -52890.000000000000
        -0.0100789981
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            15140500.000000000000000
            PLN
            3900209.100000001024455
            USD
            2021-09-15
            -52890.000000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1167000.000000000000
        OU
        Notional Amount
        N/A
        -6199.830000000000
        -0.0011814724
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1167000.000000000000000
            PLN
            298496.460000000020955
            USD
            2021-12-15
            -6199.830000000000
          
        
        
          N
          N
          N
        
      
      
        ELANCO ANIMAL HEALTH INC
        N/A
        ELANCO ANIMAL HEALTH INC
        28414HAE3
        
          
          
        
        345000.000000000000
        PA
        USD
        370668.690000000000
        0.0706365857
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-28
          Fixed
          4.272000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI (EMIRATE OF)
        213800FER4348CINTA77
        ABU DHABI (EMIRATE OF)
        29135LAH3
        
          
          
        
        200000.000000000000
        PA
        USD
        220321.840000000000
        0.0419856949
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2030-04-16
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ALLERGAN FUNDING SCS
        N/A
        ALLERGAN FUNDING SCS
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        119807.720000000000
        0.0228311927
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-06-01
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA (REPUBLIC OF)
        529900FWX0GRR7WG5W79
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        225000.000000000000
        PA
        
        277999.560000000000
        0.0529770663
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2023-06-14
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -12501500.000000000000
        OU
        Notional Amount
        N/A
        15913.700000000000
        0.0030325988
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            12501500.000000000000000
            SEK
            1464761.770000000251457
            USD
            2021-09-15
            15913.700000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -23306500.000000000000
        OU
        Notional Amount
        N/A
        -50874.270000000000
        -0.0096948699
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            23306500.000000000000000
            SEK
            2650207.830000000074506
            USD
            2021-09-15
            -50874.270000000000
          
        
        
          N
          N
          N
        
      
      
        ANZ Securities
        54930002PP1OBF1UXP39
        CANADIAN DOLLAR
        000000000
        
          
        
        326875.000000000000
        OU
        Notional Amount
        N/A
        -8263.570000000000
        -0.0015747496
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              ANZ Securities
              54930002PP1OBF1UXP39
            
            29408290.000000000000000
            JPY
            326875.000000000000000
            CAD
            2021-09-15
            -8263.570000000000
          
        
        
          N
          N
          N
        
      
      
        ANZ Securities
        54930002PP1OBF1UXP39
        US DOLLARS
        000000000
        
          
        
        -229344.180000000000
        OU
        Notional Amount
        N/A
        -2219.140000000000
        -0.0004228911
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              ANZ Securities
              54930002PP1OBF1UXP39
            
            229344.179999999993015
            NZD
            159388.239999999990687
            USD
            2021-09-15
            -2219.140000000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        3564000000.000000000000
        PA
        
        285636.930000000000
        0.0544324839
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2026-09-15
          Fixed
          8.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NOTA DO TESOURO NACIONAL
        N/A
        NOTA DO TESOURO NACIONAL
        000000000
        
          
          
        
        2130000
        PA
        
        425527.030000000000
        0.0810906811
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2023-01-01
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        773000000.000000000000
        PA
        
        55719.530000000000
        0.0106182083
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2028-05-15
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TITULOS DE TESORERIA B
        N/A
        COLOMBIA (REPUBLIC OF)
        000000000
        
          
          
        
        723000000.000000000000
        PA
        
        217839.640000000000
        0.0415126738
        Long
        DBT
        UST
        US
        
        N
        
        2
        
          2024-07-24
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -7768500.000000000000
        OU
        Notional Amount
        N/A
        -12677.340000000000
        -0.0024158610
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            7768500.000000000000000
            SEK
            888279.030000000027940
            USD
            2021-12-15
            -12677.340000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1054482.210000000000
        OU
        Notional Amount
        N/A
        5197.370000000000
        0.0009904383
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1054482.209999999962747
            SGD
            789502.049999999930151
            USD
            2021-09-15
            5197.370000000000
          
        
        
          N
          N
          N
        
      
      
        COLOMBIAN TES
        N/A
        COLOMBIA (REPUBLIC OF)
        000000000
        
          
          
        
        860000000.000000000000
        PA
        
        241947.790000000000
        0.0461068503
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2026-08-26
          Fixed
          7.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
        N/A
        MEXICO (UNITED MEXICAN STATES)
        000000000
        
          
          
        
        5670000.000000000000
        PA
        
        297615.670000000000
        0.0567152159
        Long
        DBT
        NUSS
        MX
        
        N
        
        2
        
          2031-05-29
          Fixed
          7.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        000000000
        
          
          
        
        186000.000000000000
        PA
        
        225221.380000000000
        0.0429193772
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-15
          Fixed
          1.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORDIC INVESTMENT BANK
        N/A
        NORDIC INVESTMENT BANK
        000000000
        
          
          
        
        980000.000000000000
        PA
        
        114961.060000000000
        0.0219075875
        Long
        DBT
        CORP
        FI
        
        N
        
        2
        
          2024-04-10
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC (PROVINCE OF)
        N/A
        QUEBEC (PROVINCE OF)
        000000000
        
          
          
        
        105000.000000000000
        PA
        
        147926.420000000000
        0.0281896409
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2023-12-15
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA HOUSING TRUST NO.1
        N/A
        CANADA HOUSING TRUST NO.1
        000000000
        
          
          
        
        465000.000000000000
        PA
        
        383160.880000000000
        0.0730171635
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2025-12-15
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI (EMIRATE OF)
        213800FER4348CINTA77
        ABU DHABI (EMIRATE OF)
        29135LAJ9
        
          
          
        
        200000.000000000000
        PA
        USD
        234180.580000000000
        0.0446266897
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2050-04-16
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABU DHABI (EMIRATE OF)
        213800FER4348CINTA77
        ABU DHABI (EMIRATE OF)
        29135LAM2
        
          
          
        
        205000.000000000000
        PA
        USD
        201627.890000000000
        0.0384232770
        Long
        DBT
        NUSS
        AE
        
        N
        
        2
        
          2031-03-02
          Fixed
          1.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IRELAND GOVERNMENT BOND
        N/A
        IRELAND (REPUBLIC OF)
        000000000
        
          
          
        
        105000.000000000000
        PA
        
        136805.590000000000
        0.0260703967
        Long
        DBT
        NUSS
        IE
        
        N
        
        2
        
          2024-03-18
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASIAN DEVELOPMENT BANK
        N/A
        ASIAN DEVELOPMENT BANK
        000000000
        
          
          
        
        165000.000000000000
        PA
        
        123807.880000000000
        0.0235934843
        Long
        DBT
        CORP
        PH
        
        N
        
        2
        
          2022-03-09
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCANA CORP
        CZ72ZHBVKZXQRV3XFE26
        ENCANA CORPORATION
        292505AD6
        
          
          
        
        200000.000000000000
        PA
        USD
        267423.780000000000
        0.0509616897
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2034-08-15
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENCANA CORP
        CZ72ZHBVKZXQRV3XFE26
        ENCANA CORPORATION
        292505AG9
        
          
          
        
        35000.000000000000
        PA
        USD
        48393.260000000000
        0.0092220755
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2038-02-01
          Fixed
          6.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NAZ8
        
          
          
        
        250000.000000000000
        PA
        USD
        268494.070000000000
        0.0511656498
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDEAVOR ENERGY RESOURCES LP/ EE
        N/A
        ENDEAVOR ENERGY RESOURCES LP/EER
        29260FAD2
        
          
          
        
        35000.000000000000
        PA
        USD
        36206.280000000000
        0.0068996602
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-01-30
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        509000000.000000000000
        PA
        
        36109.920000000000
        0.0068812973
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2033-05-15
          Fixed
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC (PROVINCE OF)
        N/A
        QUEBEC (PROVINCE OF)
        000000000
        
          
          
        
        325000.000000000000
        PA
        
        270372.510000000000
        0.0515236153
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2023-09-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -3508000.000000000000
        OU
        Notional Amount
        N/A
        -28420.150000000000
        -0.0054158941
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            3508000.000000000000000
            SGD
            2580766.399999999906868
            USD
            2021-09-15
            -28420.150000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -1666500.000000000000
        OU
        Notional Amount
        N/A
        -17229.730000000000
        -0.0032833885
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1666500.000000000000000
            SGD
            1222077.699999999953434
            USD
            2021-12-15
            -17229.730000000000
          
        
        
          N
          N
          N
        
      
      
        QUEENSLAND TREASURY CORPORATION
        N/A
        QUEENSLAND TREASURY CORP
        000000000
        
          
          
        
        275000.000000000000
        PA
        
        216483.150000000000
        0.0412541739
        Long
        DBT
        MUN
        AU
        
        N
        
        2
        
          2023-07-21
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EUROPEAN FINANCIAL STABILITY FACILITY
        N/A
        EUROPEAN FINANCIAL STABILITY FACS
        000000000
        
          
          
        
        66000.000000000000
        PA
        
        81303.880000000000
        0.0154936973
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2023-05-23
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CORN DEC 21
        000000000
        
          
          
        
        27.000000000000
        NC
        USD
        -68999.200000000000
        -0.0131488524
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CORN DEC 21
                CORN DEC 21
                
                  
                  
                
              
            
            2021-12-14
            790236.700000000000
            USD
            -68999.200000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CORN DEC 21
        000000000
        
          
          
        
        -18.000000000000
        NC
        USD
        15827.010000000000
        0.0030160787
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                CORN DEC 21
                CORN DEC 21
                
                  
                  
                
              
            
            2021-12-14
            -496652.010000000000
            USD
            15827.010000000000
          
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        N/A
        ONTARIO (PROVINCE OF)
        000000000
        
          
          
        
        215000.000000000000
        PA
        
        198101.300000000000
        0.0377512313
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2045-06-02
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        1223000.000000000000
        PA
        
        297887.390000000000
        0.0567669963
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2033-04-15
          Fixed
          3.844000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -23678500.000000000000
        OU
        Notional Amount
        N/A
        8424.930000000000
        0.0016054992
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            23678500.000000000000000
            TWD
            864687.629999999888241
            USD
            2021-09-15
            8424.930000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -79694000.000000000000
        OU
        Notional Amount
        N/A
        -30637.560000000000
        -0.0058384555
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            79694000.000000000000000
            TWD
            2851259.510000000242144
            USD
            2021-09-15
            -30637.560000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -3938567.790000000000
        OU
        Notional Amount
        N/A
        34801.490000000000
        0.0066319560
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            3938567.790000000037253
            AUD
            2916299.700000000186265
            USD
            2021-09-15
            34801.490000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -120000.000000000000
        OU
        Notional Amount
        N/A
        983.820000000000
        0.0001874819
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            120000.000000000000000
            BRL
            24148.940000000002328
            USD
            2021-09-15
            983.820000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -16526000.000000000000
        OU
        Notional Amount
        N/A
        -90983.880000000000
        -0.0173383693
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            16526000.000000000000000
            BRL
            3099238.859999999869615
            USD
            2021-09-15
            -90983.880000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1513000.000000000000
        OU
        Notional Amount
        N/A
        -11993.560000000000
        -0.0022855562
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1513000.000000000000000
            BRL
            275720.979999999981374
            USD
            2021-12-15
            -11993.560000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        US DOLLARS
        000000000
        
          
        
        -14543000.000000000000
        OU
        Notional Amount
        N/A
        -8039.730000000000
        -0.0015320935
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            14543000.000000000000000
            TWD
            522185.100000000034925
            USD
            2021-12-15
            -8039.730000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        AUSTRALIA DOLLAR
        000000000
        
          
        
        2946000.000000000000
        OU
        Notional Amount
        N/A
        -18844.130000000000
        -0.0035910371
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2174169.149999999906868
            USD
            2946000.000000000000000
            AUD
            2021-09-15
            -18844.130000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1615000.000000000000
        OU
        Notional Amount
        N/A
        55558.810000000000
        0.0105875806
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1615000.000000000000000
            CAD
            1335602.180000000167638
            USD
            2021-09-15
            55558.810000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -509500.000000000000
        OU
        Notional Amount
        N/A
        12021.000000000000
        0.0022907853
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            509500.000000000000000
            CHF
            568590.539999999920838
            USD
            2021-09-15
            12021.000000000000
          
        
        
          N
          N
          N
        
      
      
        ENDO DAC/ENDO FINANCE LLC/ENDO FINCO INC
        N/A
        ENDO DAC / ENDO FINANCE LLC / ENDO
        29273DAC4
        
          
          
        
        125000.000000000000
        PA
        USD
        78098.130000000000
        0.0148827927
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-06-30
          Fixed
          6.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER PARTNERS LP
        29273RBF5
        
          
          
        
        370000.000000000000
        PA
        USD
        429731.700000000000
        0.0818919453
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2045-03-15
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1389500.000000000000
        OU
        Notional Amount
        N/A
        -1952.300000000000
        -0.0003720406
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1389500.000000000000000
            CHF
            1515914.969999999972060
            USD
            2021-09-15
            -1952.300000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -201761000.000000000000
        OU
        Notional Amount
        N/A
        17533.640000000000
        0.0033413032
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            201761000.000000000000000
            CLP
            278120.479999999981374
            USD
            2021-09-15
            17533.640000000000
          
        
        
          N
          N
          N
        
      
      
        INDONESIA TREASURY BOND
        N/A
        INDONESIA (REPUBLIC OF)
        000000000
        
          
          
        
        2047000000.000000000000
        PA
        
        154688.080000000000
        0.0294781785
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2027-05-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NORWAY GOVERNMENT BOND
        N/A
        NORWAY (KINGDOM OF)
        000000000
        
          
          
        
        7320000.000000000000
        PA
        
        861917.210000000000
        0.1642515015
        Long
        DBT
        NUSS
        NO
        
        N
        
        2
        
          2023-05-24
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SWEDEN GOVERNMENT INTERNATIONAL BOND
        N/A
        SWEDEN (KINGDOM OF)
        000000000
        
          
          
        
        380000.000000000000
        PA
        
        453974.630000000000
        0.0865118062
        Long
        DBT
        NUSS
        SE
        
        N
        
        2
        
          2023-04-24
          Fixed
          0.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MALAYSIA (GOVERNMENT OF)
        254900GSIL471JOBYY43
        MALAYSIA (GOVERNMENT)
        000000000
        
          
          
        
        545000.000000000000
        PA
        
        137141.840000000000
        0.0261344743
        Long
        DBT
        NUSS
        MY
        
        N
        
        2
        
          2025-03-14
          Fixed
          3.882000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273VAJ9
        
          
          
        
        336000.000000000000
        PA
        USD
        323473.960000000000
        0.0616429084
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-31
          Variable
          6.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER PARTNERS LP
        29278NAF0
        
          
          
        
        92000.000000000000
        PA
        USD
        106582.170000000000
        0.0203108619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          4.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        BRAZIL REAL
        000000000
        
          
        
        11986000.000000000000
        OU
        Notional Amount
        N/A
        66046.830000000000
        0.0125862332
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2247762.279999999795109
            USD
            11986000.000000000000000
            BRL
            2021-09-15
            66046.830000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        BRAZIL REAL
        000000000
        
          
        
        4660000.000000000000
        OU
        Notional Amount
        N/A
        -13438.650000000000
        -0.0025609402
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            913017.369999999878928
            USD
            4660000.000000000000000
            BRL
            2021-09-15
            -13438.650000000000
          
        
        
          N
          N
          N
        
      
      
        NK KAZMUNAYGAZ AO
        N/A
        KAZMUNAYGAS NATIONAL CO
        000000000
        
          
          
        
        215000.000000000000
        PA
        USD
        257334.670000000000
        0.0490390556
        Long
        DBT
        NUSS
        KZ
        
        N
        
        2
        
          2030-04-24
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORPORATION
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        127651.890000000000
        0.0243260192
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-05-22
          Fixed
          1.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER OPERATING LP
        29278NAN3
        
          
          
        
        90000.000000000000
        PA
        USD
        106104.290000000000
        0.0202197946
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-06-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENDO LUXEMBOURG FINANCE COMPANY I SARL
        N/A
        ENDO LUXEMBOURG FINANCE CO I SARL
        29280BAA3
        
          
          
        
        150000.000000000000
        PA
        USD
        148493.340000000000
        0.0282976761
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2029-04-01
          Fixed
          6.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXXON MOBIL CORP
        J3WHBG0MTS7O8ZVMDC91
        EXXON MOBIL CORP
        30231GBG6
        
          
          
        
        175000.000000000000
        PA
        USD
        219541.580000000000
        0.0418370045
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2050-03-19
          Fixed
          4.327000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FMG RESOURCES (AUGUST 2006) PTY LTD
        N/A
        FMG RESOURCES (AUGUST 2006) PTY
        30251GBC0
        
          
          
        
        1065000.000000000000
        PA
        USD
        1144951.520000000000
        0.2181880164
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2031-04-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        000000000
        
          
          
        
        47000.000000000000
        PA
        
        61678.910000000000
        0.0117538593
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-11-01
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SE
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SERV
        000000000
        
          
          
        
        205000.000000000000
        PA
        
        258793.300000000000
        0.0493170198
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-21
          Fixed
          1.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FS LUXEMBOURG SARL
        N/A
        FS LUXEMBOURG SARL
        30315XAB0
        
          
          
        
        200000.000000000000
        PA
        USD
        225410.250000000000
        0.0429553693
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-12-15
          Fixed
          10.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FARMERS EXCHANGE CAPITAL III
        N/A
        FARMERS EXCHANGE CAPITAL III
        30958QAA9
        
          
          
        
        500000.000000000000
        PA
        USD
        631978.030000000000
        0.1204330754
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2054-10-15
          Variable
          5.454000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON EURO FINANCE SARL
        N/A
        BECTON DICKINSON AND COMPANY
        000000000
        
          
          
        
        255000.000000000000
        PA
        
        315669.080000000000
        0.0601555692
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-06-04
          Fixed
          1.208000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERK HATH FIN
        N/A
        BERKSHIRE HATHAWAY FINANCE CORP
        000000000
        
          
          
        
        125000.000000000000
        PA
        
        188743.020000000000
        0.0359678680
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-06-19
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        BRAZIL REAL
        000000000
        
          
        
        9522000.000000000000
        OU
        Notional Amount
        N/A
        72177.890000000000
        0.0137546004
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1738541.159999999916181
            USD
            9522000.000000000000000
            BRL
            2021-12-15
            72177.890000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CANADIAN DOLLAR
        000000000
        
          
        
        3692227.350000000000
        OU
        Notional Amount
        N/A
        -95811.500000000000
        -0.0182583461
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            3022258.029999999795109
            USD
            3692227.350000000093132
            CAD
            2021-09-15
            -95811.500000000000
          
        
        
          N
          N
          N
        
      
      
        FISERV INC
        GI7UBEJLXYLGR2C7GV83
        FISERV INC
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        124326.490000000000
        0.0236923134
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-01
          Fixed
          1.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DH EUROPE FINANCE II SARL
        N/A
        DH EUROPE FINANCE II SARL
        000000000
        
          
          
        
        335000.000000000000
        PA
        
        402427.760000000000
        0.0766887621
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-03-18
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWISS FRANC
        000000000
        
          
        
        206500.000000000000
        OU
        Notional Amount
        N/A
        395.710000000000
        0.0000754086
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            225181.549999999988358
            USD
            206500.000000000000000
            CHF
            2021-09-15
            395.710000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWISS FRANC
        000000000
        
          
        
        1692500.000000000000
        OU
        Notional Amount
        N/A
        -22542.610000000000
        -0.0042958390
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1871402.149999999906868
            USD
            1692500.000000000000000
            CHF
            2021-09-15
            -22542.610000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -526458996.000000000000
        OU
        Notional Amount
        N/A
        -11177.680000000000
        -0.0021300778
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            526458996.000000000000000
            CLP
            668776.760000000009313
            USD
            2021-09-15
            -11177.680000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -739425960.000000000000
        OU
        Notional Amount
        N/A
        -4758.330000000000
        -0.0009067725
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            739425960.000000000000000
            COP
            191284.930000000022119
            USD
            2021-09-15
            -4758.330000000000
          
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SE
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SERV
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        122916.480000000000
        0.0234236144
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-03
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRUPO GICSA SAB DE CV
        529900XCOHY55E07FM34
        BANCO ACTINVER SA
        000000000
        
          
          
        
        3000000.000000000000
        PA
        
        108465.150000000000
        0.0206696926
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2032-12-18
          Fixed
          9.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTL BANK FOR RECONSTRUCT
        N/A
        INTL BANK RECON & DEVELOPMENT
        000000000
        
          
          
        
        295000.000000000000
        PA
        
        241962.870000000000
        0.0461097241
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-01-16
          Fixed
          1.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERKSHIRE HATHAWAY INC
        5493000C01ZX7D35SD85
        BERKSHIRE HATHAWAY INC
        000000000
        
          
          
        
        215000.000000000000
        PA
        
        255311.810000000000
        0.0486535687
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-12
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -2323148.370000000000
        OU
        Notional Amount
        N/A
        16155.480000000000
        0.0030786737
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2323148.370000000111759
            EUR
            2759967.940000000409782
            USD
            2021-09-15
            16155.480000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -900500.000000000000
        OU
        Notional Amount
        N/A
        -1443.050000000000
        -0.0002749952
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            900500.000000000000000
            EUR
            1062114.979999999981374
            USD
            2021-09-15
            -1443.050000000000
          
        
        
          N
          N
          N
        
      
      
        QATAR GOVT INTERNATIONAL BOND
        N/A
        QATAR GOVT INTERNATIONAL BOND
        000000000
        
          
          
        
        450000.000000000000
        PA
        USD
        513130.150000000000
        0.0977847949
        Long
        DBT
        NUSS
        QA
        
        N
        
        2
        
          2030-04-16
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CELLNEX TELECOM SA
        N/A
        CELLNEX TELECOM SA
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        120919.100000000000
        0.0230429831
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2029-06-26
          Fixed
          1.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWISS FRANC
        000000000
        
          
        
        1345500.000000000000
        OU
        Notional Amount
        N/A
        878.500000000000
        0.0001674116
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1472352.630000000121072
            USD
            1345500.000000000000000
            CHF
            2021-12-15
            878.500000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        SWISS FRANC
        000000000
        
          
        
        244000.000000000000
        OU
        Notional Amount
        N/A
        -356.480000000000
        -0.0000679327
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            267519.910000000032596
            USD
            244000.000000000000000
            CHF
            2021-12-15
            -356.480000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -111500.000000000000
        OU
        Notional Amount
        N/A
        1847.980000000000
        0.0003521608
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            111500.000000000000000
            GBP
            155149.549999999988358
            USD
            2021-09-15
            1847.980000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -205000.000000000000
        OU
        Notional Amount
        N/A
        -2278.430000000000
        -0.0004341897
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            205000.000000000000000
            GBP
            279576.479999999981374
            USD
            2021-09-15
            -2278.430000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CHILEAN PESO
        000000000
        
          
        
        226321500.000000000000
        OU
        Notional Amount
        N/A
        3619.710000000000
        0.0006897911
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            288688.530000000027940
            USD
            226321500.000000000000000
            CLP
            2021-09-15
            3619.710000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CHILEAN PESO
        000000000
        
          
        
        501898496.000000000000
        OU
        Notional Amount
        N/A
        -42273.750000000000
        -0.0080559094
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            690506.779999999795109
            USD
            501898496.000000000000000
            CLP
            2021-09-15
            -42273.750000000000
          
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_12-56
        N/A
        FNMA_12-56
        3136A6VQ4
        
          
          
        
        131040.080000000000
        PA
        USD
        132360.890000000000
        0.0252233912
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-06-25
          Variable
          0.534400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_13-5
        N/A
        FNMA_13-5
        3136ABG64
        
          
          
        
        319723.430000000000
        PA
        USD
        322357.920000000000
        0.0614302299
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2042-10-25
          Variable
          1.184400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL FINANCE CORP
        N/A
        INTERNATIONAL FINANCE CORP
        000000000
        
          
          
        
        270000.000000000000
        PA
        
        180603.850000000000
        0.0344168247
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-10
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        000000000
        
          
          
        
        100000.000000000000
        PA
        
        140008.880000000000
        0.0266808326
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-14
          Fixed
          2.748000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CHILEAN PESO
        000000000
        
          
        
        613906496.000000000000
        OU
        Notional Amount
        N/A
        11967.540000000000
        0.0022805977
        N/A
        DFE
        CORP
        CL
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            777584.979999999981374
            USD
            613906496.000000000000000
            CLP
            2021-12-15
            11967.540000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        COLOMBIAN PESO
        000000000
        
          
        
        646236000.000000000000
        OU
        Notional Amount
        N/A
        4987.400000000000
        0.0009504253
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            166348.489999999990687
            USD
            646236000.000000000000000
            COP
            2021-09-15
            4987.400000000000
          
        
        
          N
          N
          N
        
      
      
        ORGANON & CO
        549300AMCKY57OK2CO56
        ORGANON & CO TLB 3.0
        000000000
        
          
        
        203000.000000000000
        PA
        USD
        203592.760000000000
        0.0387977130
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-02
          Variable
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM TLB 1.75
        000000000
        
          
        
        346000.000000000000
        PA
        USD
        345394.500000000000
        0.0658202024
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-13
          Variable
          1.83463
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: GYS GB EQUITY
        000000000
        
          
        
        -233450.400000000000
        OU
        Notional Amount
        
        174.060000000000
        0.0000331698
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -233450.400000000000
            GBP
            -44.130000000000
          
        
        
          N
          N
          N
        
      
      
        UNITED AIRLINES INC
        K1OQBWM7XEOO08LDNP29
        UNITED AIRLINES INC TLB 3.75
        000000000
        
          
        
        454562.500000000000
        PA
        USD
        455026.150000000000
        0.0867121894
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-04-21
          Variable
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: GYS GB EQUITY
        000000000
        
          
        
        -315397.760000000000
        OU
        Notional Amount
        
        235.150000000000
        0.0000448114
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -315397.760000000000
            GBP
            -59.630000000000
          
        
        
          N
          N
          N
        
      
      
        SCIH SALT HOLDINGS INC
        N/A
        SCIH SALT HOLDINGS KISSNER TLB 4.0
        000000000
        
          
        
        196730.370000000000
        PA
        USD
        196940.870000000000
        0.0375300937
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-03-16
          Variable
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE ACES FNMA_16-M4
        N/A
        FNMA_16-M4
        3136ARP44
        
          
          
        
        669981.600000000000
        PA
        USD
        30005.130000000000
        0.0057179362
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-01-25
          Variable
          2.705000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_16-M11
        N/A
        FNMA_16-M11B
        3136AT5H3
        
          
          
        
        878355.470000000000
        PA
        USD
        32238.810000000000
        0.0061435981
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2039-07-25
          Variable
          2.969000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIE MAE FNMA_19-33
        N/A
        FNMA_19-33
        3136B45N4
        
          
          
        
        239339.880000000000
        PA
        USD
        241625.650000000000
        0.0460454616
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-07-25
          Variable
          0.484400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FANNIEMAE-ACES FNMA_19-M29
        N/A
        FNMA_19-M29
        3136B7HP9
        
          
          
        
        4300000.000000000000
        PA
        USD
        174404.130000000000
        0.0332353733
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2029-03-25
          Variable
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        COLOMBIAN PESO
        000000000
        
          
        
        93189960.000000000000
        OU
        Notional Amount
        N/A
        -798.920000000000
        -0.0001522464
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            25506.289999999997235
            USD
            93189960.000000000000000
            COP
            2021-09-15
            -798.920000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        COLOMBIAN PESO
        000000000
        
          
        
        738666960.000000000000
        OU
        Notional Amount
        N/A
        5025.130000000000
        0.0009576153
        N/A
        DFE
        CORP
        CO
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            189759.119999999995343
            USD
            738666960.000000000000000
            COP
            2021-12-15
            5025.130000000000
          
        
        
          N
          N
          N
        
      
      
        JAZZ FINANCING LUX SARL
        N/A
        JAZZ PHARMACEUTICALS TLB 3.5
        000000000
        
          
          
        
        295000.000000000000
        PA
        USD
        295000.000000000000
        0.0562167600
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-05-05
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI JLG GB EQUITY05/19/2022
        000000000
        
          
        
        -462204.630000000000
        OU
        Notional Amount
        
        -258.630000000000
        -0.0000492859
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                John Laing Group PLC
                John Laing Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            John Laing Group PLC
            
              
                
              
            
            2022-05-19
            0.000000000000
            USD
            0.000000000000
            USD
            -462204.630000000000
            GBP
            -550.290000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -170551500.000000000000
        OU
        Notional Amount
        N/A
        21227.340000000000
        0.0040451942
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            170551500.000000000000000
            HUF
            598016.989999999990687
            USD
            2021-09-15
            21227.340000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -906167004.000000000000
        OU
        Notional Amount
        N/A
        -64129.550000000000
        -0.0122208662
        N/A
        DFE
        CORP
        HU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            906167004.000000000000000
            HUF
            3000444.809999999590218
            USD
            2021-09-15
            -64129.550000000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_K021
        N/A
        FHLMC_K021
        3137AUPG8
        
          
          
        
        1550000.000000000000
        PA
        USD
        18147.870000000000
        0.0034583541
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-07-25
          Variable
          2.032200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K022
        N/A
        FHLMC_K022
        3137AVXQ5
        
          
          
        
        1550000.000000000000
        PA
        USD
        18507.780000000000
        0.0035269404
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-08-25
          Variable
          1.874200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -8540400000.000000000000
        OU
        Notional Amount
        N/A
        -8234.270000000000
        -0.0015691660
        N/A
        DFE
        CORP
        ID
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            8540400000.000000000000000
            IDR
            590729.609999999986030
            USD
            2021-09-15
            -8234.270000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1601000.000000000000
        OU
        Notional Amount
        N/A
        -7341.900000000000
        -0.0013991113
        N/A
        DFE
        CORP
        IL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1601000.000000000000000
            ILS
            491792.969999999972060
            USD
            2021-09-17
            -7341.900000000000
          
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS BORROWER
        N/A
        HILTON GRAND VACATIONS TLB 3.0
        000000000
        
          
        
        95000.000000000000
        PA
        USD
        94786.250000000000
        0.0180629690
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-02
          Variable
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI SPI GB EQUITY05/26/2022
        000000000
        
          
        
        -348839.700000000000
        OU
        Notional Amount
        
        28575.430000000000
        0.0054454851
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                SPIRE HEALTHCARE GROUP PLC
                Spire Healthcare Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Spire Healthcare Group PLC
            
              
                
              
            
            2022-05-26
            0.000000000000
            USD
            0.000000000000
            USD
            -348839.700000000000
            GBP
            28188.300000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K025
        N/A
        FHLMC_K025
        3137AYCG4
        
          
          
        
        2400000.000000000000
        PA
        USD
        46528.320000000000
        0.0088666827
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2040-11-25
          Variable
          1.811900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC_K035
        N/A
        FHLMC_K035
        3137B5KY8
        
          
          
        
        3000000.000000000000
        PA
        USD
        89684.100000000000
        0.0170906764
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2041-12-25
          Variable
          1.849300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION TLB 3.0
        000000000
        
          
        
        64836.270000000000
        PA
        USD
        64398.630000000000
        0.0122721435
        Long
        LON
        CORP
        PA
        
        N
        
        2
        
          2025-06-30
          Variable
          3.75
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -6532.238600000000
        OU
        Notional Amount
        
        -15.880000000000
        -0.0000030262
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -6532.238600000000
            EUR
            -15.930000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -148826001.000000000000
        OU
        Notional Amount
        N/A
        -38757.610000000000
        -0.0073858551
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            148826001.000000000000000
            INR
            1997145.449999999720603
            USD
            2021-09-15
            -38757.610000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -21016603.000000000000
        OU
        Notional Amount
        N/A
        -5291.860000000000
        -0.0010084448
        N/A
        DFE
        CORP
        IN
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            21016603.000000000000000
            INR
            279557.200000000011642
            USD
            2021-12-15
            -5291.860000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -93897000.000000000000
        OU
        Notional Amount
        N/A
        6802.380000000000
        0.0012962975
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            93897000.000000000000000
            JPY
            860397.000000000000000
            USD
            2021-09-15
            6802.380000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -14203500.000000000000
        OU
        Notional Amount
        N/A
        -1795.090000000000
        -0.0003420818
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            14203500.000000000000000
            JPY
            127325.449999999997090
            USD
            2021-09-15
            -1795.090000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -3859395000.000000000000
        OU
        Notional Amount
        N/A
        62044.570000000000
        0.0118235414
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            3859395000.000000000000000
            KRW
            3390938.709999998565763
            USD
            2021-09-15
            62044.570000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -728746516.000000000000
        OU
        Notional Amount
        N/A
        -7384.920000000000
        -0.0014073094
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            728746516.000000000000000
            KRW
            621190.290000000037253
            USD
            2021-09-15
            -7384.920000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1010886500.000000000000
        OU
        Notional Amount
        N/A
        -9249.710000000000
        -0.0017626737
        N/A
        DFE
        CORP
        KW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1010886500.000000000000000
            KRW
            862119.289999999920838
            USD
            2021-12-15
            -9249.710000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -13043500.000000000000
        OU
        Notional Amount
        N/A
        4509.700000000000
        0.0008593923
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            13043500.000000000000000
            MXN
            652767.509999999892898
            USD
            2021-09-15
            4509.700000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO COUNTRIES
        000000000
        
          
        
        1969591.220000000000
        OU
        Notional Amount
        N/A
        8953.580000000000
        0.0017062416
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            2317281.370000000111759
            USD
            1969591.219999999972060
            EUR
            2021-09-15
            8953.580000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        EURO COUNTRIES
        000000000
        
          
        
        1255000.000000000000
        OU
        Notional Amount
        N/A
        -8300.260000000000
        -0.0015817414
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            1490549.379999999888241
            USD
            1255000.000000000000000
            EUR
            2021-09-15
            -8300.260000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI EQN GB 05/27/2022
        000000000
        
          
        
        -362358.650000000000
        OU
        Notional Amount
        
        -556.640000000000
        -0.0001060763
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                EQUINITI GROUP PLC
                Equiniti Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equiniti Group PLC
            
              
                
              
            
            2022-05-27
            0.000000000000
            USD
            0.000000000000
            USD
            -362358.650000000000
            GBP
            -874.150000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY
        000000000
        
          
        
        -47270.720000000000
        OU
        Notional Amount
        
        -73.250000000000
        -0.0000139589
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -47270.720000000000
            EUR
            -73.640000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        BRITISH POUND
        000000000
        
          
        
        316500.000000000000
        OU
        Notional Amount
        N/A
        -3296.560000000000
        -0.0006282099
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            438453.030000000027940
            USD
            316500.000000000000000
            GBP
            2021-09-15
            -3296.560000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -121140000.000000000000
        OU
        Notional Amount
        N/A
        -99644.090000000000
        -0.0189887047
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            121140000.000000000000000
            MXN
            5920975.379999999888241
            USD
            2021-09-15
            -99644.090000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -3604500.000000000000
        OU
        Notional Amount
        N/A
        -2218.810000000000
        -0.0004228282
        N/A
        DFE
        CORP
        MX
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            3604500.000000000000000
            MXN
            174753.339999999996508
            USD
            2021-12-15
            -2218.810000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY
        000000000
        
          
        
        -47270.720000000000
        OU
        Notional Amount
        
        -73.250000000000
        -0.0000139589
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -47270.720000000000
            EUR
            -73.640000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DLG DE EQUITY
        000000000
        
          
        
        -44231.080000000000
        OU
        Notional Amount
        
        2209.680000000000
        0.0004210883
        N/A
        DE
        CORP
        US
        
        N
        
        3
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Dialog Semiconductor PLC
                Dialog Semiconductor PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Dialog Semiconductor PLC
            
              
                
              
            
            2022-05-28
            0.000000000000
            USD
            0.000000000000
            USD
            -44231.080000000000
            EUR
            2208.830000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -2799000.000000000000
        OU
        Notional Amount
        N/A
        14052.540000000000
        0.0026779263
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2799000.000000000000000
            NOK
            335994.750000000000000
            USD
            2021-09-15
            14052.540000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -16926500.000000000000
        OU
        Notional Amount
        N/A
        -34965.550000000000
        -0.0066632201
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            16926500.000000000000000
            NOK
            1911927.910000000381842
            USD
            2021-09-15
            -34965.550000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -7317500.000000000000
        OU
        Notional Amount
        N/A
        -24804.260000000000
        -0.0047268310
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            7317500.000000000000000
            NOK
            816410.200000000069849
            USD
            2021-12-15
            -24804.260000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1492000.000000000000
        OU
        Notional Amount
        N/A
        28842.280000000000
        0.0054963374
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1492000.000000000000000
            NZD
            1080180.080000000074506
            USD
            2021-09-15
            28842.280000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY 05/25/2022
        000000000
        
          
        
        -47376.000000000000
        OU
        Notional Amount
        
        -73.420000000000
        -0.0000139913
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -47376.000000000000
            EUR
            -120.240000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -39585.280000000000
        OU
        Notional Amount
        
        -61.340000000000
        -0.0000116893
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -39585.280000000000
            EUR
            -61.660000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PAS
        N/A
        FHLMC_K039
        3137BDCY0
        
          
          
        
        1520000.000000000000
        PA
        USD
        97119.640000000000
        0.0185076322
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-08-25
          Variable
          2.176900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREMF 2014 K717 MORTGAGE TRUST
        N/A
        FHLMC_K717
        3137BFDS7
        
          
          
        
        3500000.000000000000
        PA
        USD
        35.000000000000
        0.0000066698
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2042-11-25
          Variable
          1.654100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY
        000000000
        
          
        
        -158604.320000000000
        OU
        Notional Amount
        
        -245.800000000000
        -0.0000468409
        N/A
        DE
        CORP
        US
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -158604.320000000000
            EUR
            -247.080000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI: JLG GB EQUITY
        000000000
        
          
        
        -67668.750000000000
        OU
        Notional Amount
        
        -37.860000000000
        -0.0000072148
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                John Laing Group PLC
                John Laing Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            John Laing Group PLC
            
              
                
              
            
            2022-05-19
            0.000000000000
            USD
            0.000000000000
            USD
            -67668.750000000000
            GBP
            -80.560000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PAS
        N/A
        FHLMC_K043
        3137BGK40
        
          
          
        
        3951044.000000000000
        PA
        USD
        195454.990000000000
        0.0372469365
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-02-25
          Variable
          1.690300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_K051
        N/A
        FHLMC_K051
        3137BM7E0
        
          
          
        
        2100000.000000000000
        PA
        USD
        126233.310000000000
        0.0240556871
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2043-10-25
          Variable
          1.669200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PAS
        N/A
        FHLMC_KIR1
        3137BP7A1
        
          
          
        
        4713950.620000000000
        PA
        USD
        192219.350000000000
        0.0366303358
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2026-03-25
          Variable
          1.194100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PAS
        N/A
        FHLMC_K057
        3137BRQL2
        
          
          
        
        3805262.240000000000
        PA
        USD
        185421.680000000000
        0.0353349359
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2026-07-25
          Variable
          1.308800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_KS06
        N/A
        FHLMC_KS06
        3137BS5P4
        
          
          
        
        2703754.930000000000
        PA
        USD
        100851.680000000000
        0.0192188295
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2026-08-25
          Variable
          1.187300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PA
        N/A
        FHLMC_K060
        3137BTAF8
        
          
          
        
        1350000.000000000000
        PA
        USD
        119899.580000000000
        0.0228486980
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-12-25
          Variable
          1.959100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI SPI GB EQUITY05/26/2022
        000000000
        
          
        
        -28509.240000000000
        OU
        Notional Amount
        
        2335.350000000000
        0.0004450366
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                SPIRE HEALTHCARE GROUP PLC
                Spire Healthcare Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Spire Healthcare Group PLC
            
              
                
              
            
            2022-05-26
            0.000000000000
            USD
            0.000000000000
            USD
            -28509.240000000000
            GBP
            2303.710000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI JLG GB EQUITY05/19/2022
        000000000
        
          
        
        -75857.170000000000
        OU
        Notional Amount
        
        -42.440000000000
        -0.0000080876
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                John Laing Group PLC
                John Laing Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            John Laing Group PLC
            
              
                
              
            
            2022-05-19
            0.000000000000
            USD
            0.000000000000
            USD
            -75857.170000000000
            GBP
            -90.310000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY
        000000000
        
          
        
        -8106.560000000000
        OU
        Notional Amount
        
        -12.560000000000
        -0.0000023935
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -8106.560000000000
            EUR
            -12.300000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: SPI GB EQUITY
        000000000
        
          
        
        -43212.300000000000
        OU
        Notional Amount
        
        3539.770000000000
        0.0006745573
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                SPIRE HEALTHCARE GROUP PLC
                Spire Healthcare Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Spire Healthcare Group PLC
            
              
                
              
            
            2022-05-26
            0.000000000000
            USD
            0.000000000000
            USD
            -43212.300000000000
            GBP
            3491.820000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1238000.000000000000
        OU
        Notional Amount
        N/A
        -9621.240000000000
        -0.0018334744
        N/A
        DFE
        CORP
        NZ
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1238000.000000000000000
            NZD
            862735.470000000088476
            USD
            2021-09-15
            -9621.240000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -13015500.000000000000
        OU
        Notional Amount
        N/A
        6814.380000000000
        0.0012985843
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            13015500.000000000000000
            PHP
            268489.470000000030268
            USD
            2021-09-15
            6814.380000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_KF88
        N/A
        FHLMC_KF88
        3137F62A4
        
          
          
        
        892720.440000000000
        PA
        USD
        894985.720000000000
        0.1705532117
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-09-25
          Variable
          0.420500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004
        N/A
        FHLMC_Q004
        3137FARN0
        
          
          
        
        2008574.510000000000
        PA
        USD
        87471.810000000000
        0.0166690907
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2044-05-25
          Variable
          2.046300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: GYS GB EQUITY 04/13/2022
        000000000
        
          
        
        -3706.440000000000
        OU
        Notional Amount
        
        2.760000000000
        0.0000005260
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -3706.440000000000
            GBP
            -0.700000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: GYS GB EQUITY 04/13/2022
        000000000
        
          
        
        -56610.800000000000
        OU
        Notional Amount
        
        42.210000000000
        0.0000080438
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -56610.800000000000
            GBP
            -10.690000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728
        N/A
        FHLMC_K728
        3137FBTD8
        
          
          
        
        1975000.000000000000
        PA
        USD
        111867.750000000000
        0.0213181100
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2045-11-25
          Variable
          2.014500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_K732
        N/A
        FHLMC_K732
        3137FG7J8
        
          
          
        
        1350000.000000000000
        PA
        USD
        99804.560000000000
        0.0190192847
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2046-05-25
          Variable
          2.247600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIGO MERGER SUB INC
        N/A
        INDIGO MERGER SUB INC TLB 2.5
        000000000
        
          
        
        59950.000000000000
        PA
        USD
        59887.650000000000
        0.0114125073
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-03
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ICON LUXEMBOURG SARL
        N/A
        ICON LUXEMBOURG SARL TLB 2.5
        000000000
        
          
        
        240620.000000000000
        PA
        USD
        240369.760000000000
        0.0458061326
        Long
        LON
        CORP
        LU
        
        N
        
        2
        
          2028-07-03
          Variable
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -36761000.000000000000
        OU
        Notional Amount
        N/A
        -13081.330000000000
        -0.0024928474
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            36761000.000000000000000
            PHP
            725994.239999999990687
            USD
            2021-09-15
            -13081.330000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -28983000.000000000000
        OU
        Notional Amount
        N/A
        -4669.240000000000
        -0.0008897951
        N/A
        DFE
        CORP
        PH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            28983000.000000000000000
            PHP
            574664.000000000000000
            USD
            2021-12-15
            -4669.240000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI JLG GB EQUITY05/19/2022
        000000000
        
          
        
        -108233.910000000000
        OU
        Notional Amount
        
        -60.560000000000
        -0.0000115406
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                John Laing Group PLC
                John Laing Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            John Laing Group PLC
            
              
                
              
            
            2022-05-19
            0.000000000000
            USD
            0.000000000000
            USD
            -108233.910000000000
            GBP
            -128.860000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: GYS GB EQUITY 04/13/2022
        000000000
        
          
        
        -9588.800000000000
        OU
        Notional Amount
        
        7.150000000000
        0.0000013625
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -9588.800000000000
            GBP
            -1.810000000000
          
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_K078
        N/A
        FHLMC_K078
        3137FGR64
        
          
          
        
        2135000.000000000000
        PA
        USD
        285221.060000000000
        0.0543532335
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2028-10-25
          Variable
          2.285300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KF51
        N/A
        FHLMC_KF51
        3137FHX40
        
          
          
        
        162422.270000000000
        PA
        USD
        162904.100000000000
        0.0310438668
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2025-08-25
          Variable
          0.488900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -5703500.000000000000
        OU
        Notional Amount
        N/A
        15989.880000000000
        0.0030471161
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            5703500.000000000000000
            PLN
            1505141.550000000046566
            USD
            2021-09-15
            15989.880000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -15140500.000000000000
        OU
        Notional Amount
        N/A
        -52885.100000000000
        -0.0100780643
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            15140500.000000000000000
            PLN
            3900214.000000000465661
            USD
            2021-09-15
            -52885.100000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI GYS GB EQUITY04/13/2022
        000000000
        
          
        
        -2434.080000000000
        OU
        Notional Amount
        
        1.820000000000
        0.0000003468
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -2434.080000000000
            GBP
            -0.450000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY 05/25/2022
        000000000
        
          
        
        -66431.680000000000
        OU
        Notional Amount
        
        -102.950000000000
        -0.0000196187
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -66431.680000000000
            EUR
            -100.990000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI GYS GB EQUITY04/13/2022
        000000000
        
          
        
        -903.560000000000
        OU
        Notional Amount
        
        0.670000000000
        0.0000001277
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -903.560000000000
            GBP
            -0.170000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DWNI DE EQUITY 05/25/2022
        000000000
        
          
        
        -75380.480000000000
        OU
        Notional Amount
        
        -116.820000000000
        -0.0000222618
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -75380.480000000000
            EUR
            -114.450000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1167000.000000000000
        OU
        Notional Amount
        N/A
        -6199.450000000000
        -0.0011814000
        N/A
        DFE
        CORP
        PL
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1167000.000000000000000
            PLN
            298496.839999999967404
            USD
            2021-12-15
            -6199.450000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -12501500.000000000000
        OU
        Notional Amount
        N/A
        15915.530000000000
        0.0030329476
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            12501500.000000000000000
            SEK
            1464763.600000000093132
            USD
            2021-09-15
            15915.530000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI GYS GB EQUITY04/13/2022
        000000000
        
          
        
        -5329.160000000000
        OU
        Notional Amount
        
        3.970000000000
        0.0000007565
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -5329.160000000000
            GBP
            -1.010000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI GYS GB EQUITY04/13/2022
        000000000
        
          
        
        -4554.680000000000
        OU
        Notional Amount
        
        3.400000000000
        0.0000006479
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GAMESYS GROUP PLC
                Gamesys Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Gamesys Group PLC
            
              
                
              
            
            2022-04-13
            0.000000000000
            USD
            0.000000000000
            USD
            -4554.680000000000
            GBP
            -0.860000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -12475.680000000000
        OU
        Notional Amount
        
        -19.330000000000
        -0.0000036836
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -12475.680000000000
            EUR
            -18.920000000000
          
        
        
          N
          N
          N
        
      
      
        HERMAN MILLER INC
        N/A
        HERMAN MILLER TLB 2.0
        000000000
        
          
        
        185000.000000000000
        PA
        USD
        184306.250000000000
        0.0351223737
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-19
          Variable
          2.0625
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -319419.520000000000
        OU
        Notional Amount
        
        -495.010000000000
        -0.0000943317
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -319419.520000000000
            EUR
            -483.570000000000
          
        
        
          N
          N
          N
        
      
      
        APX GROUP INC
        549300OMQVKPRU98OE64
        APX GROUP INC TLB 3.50
        000000000
        
          
        
        80000.000000000000
        PA
        USD
        79700.000000000000
        0.0151880535
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-10
          Variable
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05
        N/A
        FHLMC_KL05
        3137FNAP5
        
          
          
        
        2400000.000000000000
        PA
        USD
        162939.360000000000
        0.0310505861
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-12-25
          Variable
          1.368100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_KS11
        N/A
        FHLMC_KS11
        3137FNB25
        
          
          
        
        600000.000000000000
        PA
        USD
        60135.180000000000
        0.0114596779
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2029-06-25
          Variable
          1.758900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVANTOR INC
        5493003VM0XB4U8YD238
        AVANTOR INC TLB4 2.0
        000000000
        
          
        
        135000.000000000000
        PA
        USD
        134605.800000000000
        0.0256511931
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2024-11-21
          Variable
          2.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PADAGIS LLC
        N/A
        PERRIGO RX TLB 4.75
        000000000
        
          
        
        161000.000000000000
        PA
        USD
        160798.750000000000
        0.0306426601
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-06
          Variable
          5.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_4919
        N/A
        FHLMC_4919
        3137FP5D3
        
          
          
        
        231992.770000000000
        PA
        USD
        233915.320000000000
        0.0445761404
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-09-25
          Variable
          0.534400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07
        N/A
        FHLMC_KC07
        3137FQK93
        
          
          
        
        3997059.000000000000
        PA
        USD
        98178.560000000000
        0.0187094256
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2026-09-25
          Variable
          0.845900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI SPI GB EQUITY05/26/2022
        000000000
        
          
        
        -18361.620000000000
        OU
        Notional Amount
        
        1504.100000000000
        0.0002866292
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                SPIRE HEALTHCARE GROUP PLC
                Spire Healthcare Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Spire Healthcare Group PLC
            
              
                
              
            
            2022-05-26
            0.000000000000
            USD
            0.000000000000
            USD
            -18361.620000000000
            GBP
            1483.720000000000
          
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        N/A
        SABRE GLBL INC TLB 3.5
        000000000
        
          
        
        34010.000000000000
        PA
        USD
        33746.420000000000
        0.0064308963
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-17
          Variable
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SABRE GLBL INC
        N/A
        SABRE GLBL INC TLB 3.5
        000000000
        
          
        
        54220.000000000000
        PA
        USD
        53799.800000000000
        0.0102523744
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-12-17
          Variable
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI SPI GB EQUITY05/26/2022
        000000000
        
          
        
        -5563.320000000000
        OU
        Notional Amount
        
        455.720000000000
        0.0000868444
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                SPIRE HEALTHCARE GROUP PLC
                Spire Healthcare Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Spire Healthcare Group PLC
            
              
                
              
            
            2022-05-26
            0.000000000000
            USD
            0.000000000000
            USD
            -5563.320000000000
            GBP
            449.550000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI MRW GB EQUITY07/07/2022
        000000000
        
          
        
        -373050.460000000000
        OU
        Notional Amount
        
        41607.210000000000
        0.0079288900
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Wm Morrison Supermarkets PLC
                Wm Morrison Supermarkets PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Wm Morrison Supermarkets PLC
            
              
                
              
            
            2022-07-07
            0.000000000000
            USD
            0.000000000000
            USD
            -373050.460000000000
            GBP
            41410.920000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP:WI DWNI DE 05/25/2022
        000000000
        
          
        
        -133389.760000000000
        OU
        Notional Amount
        
        -206.710000000000
        -0.0000393918
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                Deutsche Wohnen SE
                Deutsche Wohnen SE
                
                  
                  
                  
                  
                
              
            
            Y
            Deutsche Wohnen SE
            
              
                
              
            
            2022-05-25
            0.000000000000
            USD
            0.000000000000
            USD
            -133389.760000000000
            EUR
            -202.360000000000
          
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        ASURION LLC 2ND LN TLB4 5.25
        000000000
        
          
        
        145000.000000000000
        PA
        USD
        144185.100000000000
        0.0274766751
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2029-01-20
          Variable
          5.334630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI DIGS GB 07/16/2022
        000000000
        
          
        
        -230848.020000000000
        OU
        Notional Amount
        
        2250.930000000000
        0.0004289491
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GCP Student Living PLC
                GCP Student Living PLC
                
                  
                  
                  
                  
                
              
            
            Y
            GCP Student Living PLC
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            -230848.020000000000
            GBP
            1994.660000000000
          
        
        
          N
          N
          N
        
      
      
        FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002
        N/A
        FHLMC_19-P002
        3137FQKX0
        
          
          
        
        705000.000000000000
        PA
        USD
        76085.290000000000
        0.0144992152
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2033-07-25
          Variable
          1.137500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KF75
        N/A
        FHLMC_KF75
        3137FREN7
        
          
          
        
        333442.060000000000
        PA
        USD
        337589.880000000000
        0.0643329128
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2029-12-25
          Variable
          0.600500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JELD-WEN INC
        N/A
        JELD-WEN INC TLB 2.25
        000000000
        
          
        
        75000.000000000000
        PA
        USD
        74887.500000000000
        0.0142709580
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-28
          Variable
          2.33463
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WHATABRANDS LLC
        N/A
        WHATABRANDS LLC TLB 3.25
        000000000
        
          
        
        176000.000000000000
        PA
        USD
        175394.560000000000
        0.0334241149
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-08-03
          Variable
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI EQN GB 05/27/2022
        000000000
        
          
        
        -73696.090000000000
        OU
        Notional Amount
        
        -113.210000000000
        -0.0000215739
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                EQUINITI GROUP PLC
                Equiniti Group PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Equiniti Group PLC
            
              
                
              
            
            2022-05-27
            0.000000000000
            USD
            0.000000000000
            USD
            -73696.090000000000
            GBP
            -177.800000000000
          
        
        
          N
          N
          N
        
      
      
        AP CORE HOLDINGS II  LLC
        N/A
        VERIZON MEDIA TLB1 5.5
        000000000
        
          
        
        160000.000000000000
        PA
        USD
        158467.200000000000
        0.0301983476
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-09-01
          Variable
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AP CORE HOLDINGS II  LLC
        N/A
        VERIZON MEDIA TLB2 5.5
        000000000
        
          
        
        110000.000000000000
        PA
        USD
        108900.000000000000
        0.0207525599
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-09-01
          Variable
          6.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: DIGS GB EQUITY 07/16/2022
        000000000
        
          
        
        -19870.430000000000
        OU
        Notional Amount
        
        193.740000000000
        0.0000369201
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                GCP Student Living PLC
                GCP Student Living PLC
                
                  
                  
                  
                  
                
              
            
            Y
            GCP Student Living PLC
            
              
                
              
            
            2022-07-16
            0.000000000000
            USD
            0.000000000000
            USD
            -19870.430000000000
            GBP
            171.690000000000
          
        
        
          N
          N
          N
        
      
      
        WORLDWIDE EXPRESS INC
        N/A
        WORLDWIDE EXPRESS INC TL 4.25
        000000000
        
          
        
        70000.000000000000
        PA
        USD
        69934.200000000000
        0.0133270310
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-07-26
          Variable
          5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA TLB 3.5
        000000000
        
          
        
        245000.000000000000
        PA
        USD
        244605.550000000000
        0.0466133271
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2028-08-11
          Variable
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        TRSWAP: WI:MGGT GB 08/02/2022
        000000000
        
          
        
        -7645.900000000000
        OU
        Notional Amount
        
        1632.360000000000
        0.0003110712
        N/A
        DE
        CORP
        GB
        
        N
        
        2
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            
              
                MEGGITT PLC
                Meggitt PLC
                
                  
                  
                  
                  
                
              
            
            Y
            Meggitt PLC
            
              
                
              
            
            2022-08-02
            0.000000000000
            USD
            0.000000000000
            USD
            -7645.900000000000
            GBP
            1628.550000000000
          
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC FHLMC_KF85
        N/A
        FHLMC_KF85
        3137FWHP8
        
          
          
        
        485638.400000000000
        PA
        USD
        486487.980000000000
        0.0927077221
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2030-08-25
          Variable
          0.390500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KF86
        N/A
        FHLMC_KF86
        3137FXLS5
        
          
          
        
        394762.790000000000
        PA
        USD
        395421.330000000000
        0.0753535797
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2027-08-25
          Variable
          0.380500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -23306500.000000000000
        OU
        Notional Amount
        N/A
        -50870.950000000000
        -0.0096942372
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            23306500.000000000000000
            SEK
            2650211.149999999906868
            USD
            2021-09-15
            -50870.950000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -7768500.000000000000
        OU
        Notional Amount
        N/A
        -12676.230000000000
        -0.0024156494
        N/A
        DFE
        CORP
        SE
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            7768500.000000000000000
            SEK
            888280.140000000130385
            USD
            2021-12-15
            -12676.230000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -609000.000000000000
        OU
        Notional Amount
        N/A
        4794.420000000000
        0.0009136500
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            609000.000000000000000
            SGD
            457757.540000000037253
            USD
            2021-09-15
            4794.420000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -3978128.530000000000
        OU
        Notional Amount
        N/A
        -30922.330000000000
        -0.0058927227
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            3978128.530000000260770
            SGD
            2927937.259999999776483
            USD
            2021-09-15
            -30922.330000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -1666500.000000000000
        OU
        Notional Amount
        N/A
        -17228.210000000000
        -0.0032830988
        N/A
        DFE
        CORP
        SG
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1666500.000000000000000
            SGD
            1222079.219999999972060
            USD
            2021-12-15
            -17228.210000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -23678500.000000000000
        OU
        Notional Amount
        N/A
        8426.000000000000
        0.0016057031
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            23678500.000000000000000
            TWD
            864688.699999999953434
            USD
            2021-09-15
            8426.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -79694000.000000000000
        OU
        Notional Amount
        N/A
        -30634.000000000000
        -0.0058377770
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            79694000.000000000000000
            TWD
            2851263.069999999832362
            USD
            2021-09-15
            -30634.000000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US DOLLARS
        000000000
        
          
        
        -14543000.000000000000
        OU
        Notional Amount
        N/A
        -8022.520000000000
        -0.0015288138
        N/A
        DFE
        CORP
        TW
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            14543000.000000000000000
            TWD
            522202.309999999939464
            USD
            2021-12-15
            -8022.520000000000
          
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK ST
        N/A
        STACR_17-DNA2
        3137G0NW5
        
          
          
        
        30832.900000000000
        PA
        USD
        30832.890000000000
        0.0058756786
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2029-10-25
          Variable
          1.284400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        STRUCTURED AGENCY CREDIT RISK STACR_17-DNA3
        N/A
        STACR_17-DNA3
        3137G0QP7
        
          
          
        
        46346.600000000000
        PA
        USD
        46350.260000000000
        0.0088327507
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2030-03-25
          Variable
          0.834400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3
        N/A
        FHLMC_KLU3
        3137H0H76
        
          
          
        
        1599375.590000000000
        PA
        USD
        222523.210000000000
        0.0424051996
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2031-01-25
          Variable
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FERRO CORP
        1YTO5R7OHOPE81ZNYD08
        Ferro Corp
        315405100
        
          
          
          
        
        122259.000000000000
        NS
        USD
        2542987.200000000000
        0.4846050887
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        51JOB INC
        52990088ZF32Q8YHCJ53
        51job Inc
        316827104
        
          
          
          
        
        17133.000000000000
        NS
        USD
        1315814.400000000000
        0.2507485504
        Long
        EC
        CORP
        KY
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FIRST FRANKLIN MTG LOAN ASSET BACKED CERTIFICATES FFML_04-FF11
        N/A
        FFML_04-FF11
        32027NMZ1
        
          
          
        
        229811.220000000000
        PA
        USD
        231069.990000000000
        0.0440339192
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          0.984400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON MORTGAGE PASS THROUGH TRUST FHASI_05-AR4
        N/A
        FHASI_05-AR4
        32051GTX3
        
          
          
        
        227142.410000000000
        PA
        USD
        228772.680000000000
        0.0435961317
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          2.869600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST NLC TRUST FNLC_05-4
        N/A
        FNLC_05-4
        32113JCG8
        
          
          
        
        456963.370000000000
        PA
        USD
        453852.270000000000
        0.0864884886
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-02-25
          Variable
          0.864400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        AUSTRALIA DOLLAR
        000000000
        
          
        
        2946000.000000000000
        OU
        Notional Amount
        N/A
        -18841.420000000000
        -0.0035905206
        N/A
        DFE
        CORP
        AU
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2174166.439999999944121
            USD
            2946000.000000000000000
            AUD
            2021-09-15
            -18841.420000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        BRAZIL REAL
        000000000
        
          
        
        11986000.000000000000
        OU
        Notional Amount
        N/A
        66049.650000000000
        0.0125867706
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            2247759.459999999962747
            USD
            11986000.000000000000000
            BRL
            2021-09-15
            66049.650000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        BRAZIL REAL
        000000000
        
          
        
        4660000.000000000000
        OU
        Notional Amount
        N/A
        -13437.460000000000
        -0.0025607134
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            913016.180000000051223
            USD
            4660000.000000000000000
            BRL
            2021-09-15
            -13437.460000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        BRAZIL REAL
        000000000
        
          
        
        9522000.000000000000
        OU
        Notional Amount
        N/A
        72180.060000000000
        0.0137550139
        N/A
        DFE
        CORP
        BR
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1738538.990000000223517
            USD
            9522000.000000000000000
            BRL
            2021-12-15
            72180.060000000000
          
        
        
          N
          N
          N
        
      
      
        FIRST HORIZON BANK (MEMPHIS)
        N/A
        FIRST HORIZON BANK
        337158AJ8
        
          
          
        
        255000.000000000000
        PA
        USD
        316077.270000000000
        0.0602333561
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY TRANSMISSION LLC
        N/A
        FIRSTENERGY TRANSMISSION LLC
        33767BAD1
        
          
          
        
        229000.000000000000
        PA
        USD
        242314.280000000000
        0.0461766906
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-15
          Fixed
          2.866000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTCASH INC
        N/A
        FIRSTCASH INC
        33767DAB1
        
          
          
        
        70000.000000000000
        PA
        USD
        72895.210000000000
        0.0138912967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTKEY HOMES FKH_20-SFR2
        N/A
        FKH_20-SFR2
        33767JAA0
        
          
          
        
        99779.290000000000
        PA
        USD
        100077.890000000000
        0.0190713720
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-19
          Fixed
          1.266000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORPORATION
        337932AC1
        
          
          
        
        340000.000000000000
        PA
        USD
        475782.900000000000
        0.0906677055
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-11-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRSTENERGY CORP
        549300SVYJS666PQJH88
        FIRSTENERGY CORPORATION
        337932AH0
        
          
          
        
        190000.000000000000
        PA
        USD
        213311.400000000000
        0.0406497484
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        CANADIAN DOLLAR
        000000000
        
          
        
        2408195.340000000000
        OU
        Notional Amount
        N/A
        -76422.710000000000
        -0.0145635158
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1985149.940000000176951
            USD
            2408195.339999999850988
            CAD
            2021-09-15
            -76422.710000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWISS FRANC
        000000000
        
          
        
        206500.000000000000
        OU
        Notional Amount
        N/A
        395.990000000000
        0.0000754619
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            225181.269999999989523
            USD
            206500.000000000000000
            CHF
            2021-09-15
            395.990000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWISS FRANC
        000000000
        
          
        
        1692500.000000000000
        OU
        Notional Amount
        N/A
        -22540.280000000000
        -0.0042953950
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1871399.820000000065193
            USD
            1692500.000000000000000
            CHF
            2021-09-15
            -22540.280000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        SWISS FRANC
        000000000
        
          
        
        1345500.000000000000
        OU
        Notional Amount
        N/A
        880.340000000000
        0.0001677622
        N/A
        DFE
        CORP
        CH
        N
        
        2
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            1472350.790000000037253
            USD
            1345500.000000000000000
            CHF
            2021-12-15
            880.340000000000
          
        
        
          N
          N
          N
        
      
      
        1011778 BC UNLIMITED LIABILITY CO
        N/A
        BURGER KING TLB4 1.75
        000000000
        
          
          
        
        363305.190000000000
        PA
        USD
        356794.760000000000
        0.0679926963
        Long
        LON
        CORP
        CA
        
        N
        
        2
        
          2026-11-19
          Variable
          1.834630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COCOA DEC 21
        000000000
        
          
          
        
        8.000000000000
        NC
        USD
        -7770.860000000000
        -0.0014808562
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COCOA DEC 21
                COCOA DEC 21
                
                  
                  
                
              
            
            2021-12-15
            210970.860000000000
            USD
            -7770.860000000000
          
        
        
          N
          N
          N
        
      
      
        Five9 Inc
        254900MXP6EWY0SFFR59
        Five9 Inc
        338307101
        
          
          
          
        
        22014.000000000000
        NS
        USD
        3483275.220000000000
        0.6637913462
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370CA6
        
          
          
        
        35000.000000000000
        PA
        USD
        46059.430000000000
        0.0087773286
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-07-16
          Fixed
          7.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR COMPANY
        20S05OYHG0MQM4VUIC57
        FORD MOTOR COMPANY
        345370CV0
        
          
          
        
        175000.000000000000
        PA
        USD
        193633.760000000000
        0.0368998733
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-21
          Fixed
          8.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397A78
        
          
          
        
        200000.000000000000
        PA
        USD
        206475.750000000000
        0.0393471108
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-17
          Fixed
          3.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397B51
        
          
          
        
        200000.000000000000
        PA
        USD
        199558.390000000000
        0.0380289021
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-16
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397B69
        
          
          
        
        275000.000000000000
        PA
        USD
        283088.250000000000
        0.0539467939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-17
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397YJ6
        
          
          
        
        400000.000000000000
        PA
        USD
        399481.130000000000
        0.0761272367
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-28
          Variable
          1.416000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397YL1
        
          
          
        
        200000.000000000000
        PA
        USD
        202015.570000000000
        0.0384971553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-28
          Fixed
          3.339000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397YP2
        
          
          
        
        255000.000000000000
        PA
        USD
        254702.500000000000
        0.0485374553
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-03
          Variable
          1.197800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397ZG1
        
          
          
        
        200000.000000000000
        PA
        USD
        200080.010000000000
        0.0381283048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-12
          Variable
          0.999000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397ZH9
        
          
          
        
        75000.000000000000
        PA
        USD
        75231.470000000000
        0.0143365068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-10-12
          Fixed
          3.813000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397ZU0
        
          
          
        
        200000.000000000000
        PA
        USD
        204256.430000000000
        0.0389241855
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CAD/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        40.000000000000
        NC
        USD
        -127713.660000000000
        -0.0243377904
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CAD/USD FUTURE (CME) SEP 21
                CAD/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-14
            3300513.660000000000
            USD
            -127713.660000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CAD/USD FUTURE (CME) SEP 21
        000000000
        
          
          
        
        -74.000000000000
        NC
        USD
        -84558.450000000000
        -0.0161139054
        N/A
        DFE
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                CAD/USD FUTURE (CME) SEP 21
                CAD/USD FUTURE (CME) SEP 21
                
                  
                  
                
              
            
            2021-09-14
            -5785121.550000000000
            USD
            -84558.450000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        CAC40 10 EURO SEP 21
        000000000
        
          
          
          
        
        3.000000000000
        NC
        
        -4122.740000000000
        -0.0007856511
        N/A
        DE
        CORP
        FR
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                CAC40 10 EURO SEP 21
                CAC40 10 EURO SEP 21
                
                  
                  
                
              
            
            2021-09-17
            203882.910000000000
            EUR
            -4122.740000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CAC40 10 EURO SEP 21
        000000000
        
          
          
          
        
        28.000000000000
        NC
        
        -42235.990000000000
        -0.0080487136
        N/A
        DE
        CORP
        FR
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CAC40 10 EURO SEP 21
                CAC40 10 EURO SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1906098.040000000000
            EUR
            -42235.990000000000
          
        
        
          N
          N
          N
        
      
      
        FORD MOTOR CREDIT COMPANY LLC
        N/A
        FORD MOTOR CREDIT COMPANY LLC
        345397ZW6
        
          
          
        
        200000.000000000000
        PA
        USD
        218064.890000000000
        0.0415555986
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-08-01
          Fixed
          4.542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FORTERRA INC
        549300M8CB93DI1JD480
        Forterra Inc
        34960W106
        
          
          
          
        
        54103.000000000000
        NS
        USD
        1246533.120000000000
        0.2375459433
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DBC8
        
          
          
        
        450000.000000000000
        PA
        USD
        575656.490000000000
        0.1097001449
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2043-03-15
          Fixed
          5.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREEPORT-MCMORAN INC
        549300IRDTHJQ1PVET45
        FREEPORT-MCMORAN INC
        35671DCH6
        
          
          
        
        160000.000000000000
        PA
        USD
        176289.010000000000
        0.0335945660
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE OCT 21
        000000000
        
          
          
        
        48.000000000000
        NC
        USD
        25837.420000000000
        0.0049237154
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE OCT 21
                WTI CRUDE OCT 21
                
                  
                  
                
              
            
            2021-09-21
            3262162.580000000000
            USD
            25837.420000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CAN 10YR BOND DEC 21
        000000000
        
          
          
        
        63.000000000000
        NC
        
        -28177.370000000000
        -0.0053696286
        N/A
        DIR
        CORP
        CA
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CAN 10YR BOND DEC 21
                CAN 10YR BOND DEC 21
                
                  
                  
                
              
            
            2021-12-20
            9241577.030000000000
            CAD
            -28177.370000000000
          
        
        
          N
          N
          N
        
      
      
        FRONTIER COMMUNICATIONS HOLDINGS LLC
        N/A
        FRONTIER COMMUNICATIONS CORP
        35906ABF4
        
          
          
        
        200000.000000000000
        PA
        USD
        209198.400000000000
        0.0398659534
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-05-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE CAPITAL INTERNATIONAL FUNDING COMPANY UNLIMITED CO
        N/A
        GE CAPITAL INTERNATIONAL FUNDING
        36164QNA2
        
          
          
        
        750000.000000000000
        PA
        USD
        910937.900000000000
        0.1735931435
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2035-11-15
          Fixed
          4.418000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        CAN 10YR BOND DEC 21
        000000000
        
          
          
        
        -14.000000000000
        NC
        
        6568.410000000000
        0.0012517109
        N/A
        DIR
        CORP
        CA
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Short
            
              
                CAN 10YR BOND DEC 21
                CAN 10YR BOND DEC 21
                
                  
                  
                
              
            
            2021-12-20
            -2054090.900000000000
            CAD
            6568.410000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        BRENT CRUDE (ICE) NOV 21
        000000000
        
          
          
          
        
        14.000000000000
        NC
        USD
        37831.260000000000
        0.0072093250
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Long
            
              
                BRENT CRUDE (ICE) NOV 21
                BRENT CRUDE (ICE) NOV 21
                
                  
                  
                
              
            
            2021-09-30
            964988.740000000000
            USD
            37831.260000000000
          
        
        
          N
          N
          N
        
      
      
        GCI LLC
        N/A
        GCI LLC
        36166TAB6
        
          
          
        
        80000.000000000000
        PA
        USD
        83844.180000000000
        0.0159777903
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-10-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GFL ENVIRONMENTAL INC (PRE-MERGER)
        N/A
        GFL ENVIRONMENTAL INC
        36168QAN4
        
          
          
        
        245000.000000000000
        PA
        USD
        251881.000000000000
        0.0479997754
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / GLP FINANCING II INC
        N/A
        GLP CAPITAL LP / GLP FIN II INC
        361841AH2
        
          
          
        
        245000.000000000000
        PA
        USD
        280891.590000000000
        0.0535281868
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-15
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / GLP FINANCING II INC
        N/A
        GLP CAPITAL LP / GLP FIN II INC
        361841AJ8
        
          
          
        
        130000.000000000000
        PA
        USD
        145879.210000000000
        0.0277995137
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) NOV 21
        000000000
        
          
          
          
        
        38.000000000000
        NC
        USD
        52722.600000000000
        0.0100470975
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) NOV 21
                BRENT CRUDE (ICE) NOV 21
                
                  
                  
                
              
            
            2021-09-30
            2669217.400000000000
            USD
            52722.600000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Canadian National Railway Co
        000000000
        
          
        
        121.000000000000
        NC
        USD
        90145.000000000000
        0.0171785079
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                CANADIAN NTL RAIL CO
                Canadian National Railway Co
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            110.000000000000
            USD
            2021-09-17
            XXXX
            53572.190000000000
          
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / GLP FINANCING II INC
        N/A
        GLP CAPITAL LP / GLP FIN II INC
        361841AK5
        
          
          
        
        80000.000000000000
        PA
        USD
        95361.560000000000
        0.0181726032
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLP CAPITAL LP / GLP FINANCING II INC
        N/A
        GLP CAPITAL LP / GLP FINANCING II
        361841AL3
        
          
          
        
        130000.000000000000
        PA
        USD
        152394.340000000000
        0.0290410713
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-01-15
          Fixed
          5.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Canadian Pacific Railway Ltd
        000000000
        
          
        
        188.000000000000
        NC
        USD
        11750.000000000000
        0.0022391421
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                CANADIAN PACIFIC RAILWAY LTD
                Canadian Pacific Railway Ltd
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            74.000000000000
            USD
            2021-09-17
            XXXX
            -31412.630000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Penn National Gaming Inc
        000000000
        
          
        
        28.000000000000
        NC
        USD
        11340.000000000000
        0.0021610104
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                PENN NTL GAMING INC
                Penn National Gaming Inc
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            80.000000000000
            USD
            2021-09-17
            XXXX
            5216.740000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Canadian Pacific Railway Ltd
        000000000
        
          
        
        119.000000000000
        NC
        USD
        4165.000000000000
        0.0007937044
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                CANADIAN PACIFIC RAILWAY LTD
                Canadian Pacific Railway Ltd
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            75.000000000000
            USD
            2021-09-17
            XXXX
            -17547.900000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Aon PLC
        000000000
        
          
        
        385.000000000000
        NC
        USD
        344575.000000000000
        0.0656640342
        N/A
        DE
        CORP
        IE
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                Aon PLC
                AON PLC-CLASS A
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            280.000000000000
            USD
            2021-09-17
            XXXX
            137099.350000000000
          
        
        
          N
          N
          N
        
      
      
        GMACM_06-AR1
        N/A
        GMACM_06-AR1
        36185MDN9
        
          
          
        
        492433.210000000000
        PA
        USD
        430681.250000000000
        0.0820728965
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-04-19
          Variable
          3.049800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSMS_12-GC6
        N/A
        GSMS_12-GC6
        36192BAC1
        
          
          
        
        10641592.400000000000
        PA
        USD
        8930.420000000000
        0.0017018281
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-01-10
          Variable
          0.318800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST GSMS_12-ALOH
        N/A
        GSMS_12-ALOH
        36192HAA2
        
          
          
        
        285000.000000000000
        PA
        USD
        287086.030000000000
        0.0547086320
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2034-04-10
          Fixed
          3.551000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST GSAMP_07-FM2
        N/A
        GSAMP_07-FM2
        3622MHAA4
        
          
          
        
        896542.730000000000
        PA
        USD
        651185.520000000000
        0.1240933563
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-01-25
          Variable
          0.224400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIRST FRANKLIN MORTGAGE LOAN ASSET BACKED CERTIFICATES FFML_06-F
        N/A
        FFML_06-FF4
        362334FT6
        
          
          
        
        328395.940000000000
        PA
        USD
        326454.660000000000
        0.0622109264
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-03-25
          Variable
          0.560000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST GSAMP_05-WMC3
        N/A
        GSAMP_05-WMC3
        362341L56
        
          
          
        
        810000.000000000000
        PA
        USD
        801373.340000000000
        0.1527139415
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-12-25
          Variable
          0.744400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Intersect ENT Inc
        000000000
        
          
        
        274.000000000000
        NC
        USD
        2055.000000000000
        0.0003916117
        N/A
        DE
        CORP
        US
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                INTERSECT ENT INC
                Intersect ENT Inc
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            30.000000000000
            USD
            2021-09-17
            XXXX
            -19229.910000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Canadian National Railway Co
        000000000
        
          
        
        183.000000000000
        NC
        USD
        240645.000000000000
        0.0458585838
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                CANADIAN NTL RAIL CO
                Canadian National Railway Co
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            105.000000000000
            USD
            2021-09-17
            XXXX
            152690.700000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COTTON NO.2 DEC 21
        000000000
        
          
          
        
        46.000000000000
        NC
        USD
        51819.430000000000
        0.0098749846
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COTTON NO.2 DEC 21
                COTTON NO.2 DEC 21
                
                  
                  
                
              
            
            2021-12-08
            2076370.570000000000
            USD
            51819.430000000000
          
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        JAPANESE YEN
        000000000
        
          
        
        59123469.000000000000
        OU
        Notional Amount
        N/A
        19317.000000000000
        0.0036811497
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            653750.000000000000000
            CAD
            59123469.000000000000000
            JPY
            2021-09-15
            19317.000000000000
          
        
        
          N
          N
          N
        
      
      
        GSAMP TRUST GSAMP_06-HE7
        N/A
        GSAMP_06-HE7
        36245EAE8
        
          
          
        
        332129.710000000000
        PA
        USD
        330450.690000000000
        0.0629724310
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2046-10-25
          Variable
          0.314400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GS MORTGAGE SECURITIES TRUST GSMS_20-UPTN
        N/A
        GSMS_20-UPTN
        36258PAC1
        
          
          
        
        1750000.000000000000
        PA
        USD
        20402.380000000000
        0.0038879854
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-02-10
          Variable
          0.445900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GALAXY PIPELINE ASSETS BIDCO LTD
        N/A
        GALAXY PIPELINE ASSETS BIDCO LTD
        36321PAD2
        
          
          
        
        200000.000000000000
        PA
        USD
        199262.530000000000
        0.0379725215
        Long
        DBT
        CORP
        JE
        
        N
        
        2
        
          2034-03-31
          Fixed
          2.160000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GARTNER INC
        PP55B5R38BFB8O8HH686
        GARTNER INC
        366651AE7
        
          
          
        
        240000.000000000000
        PA
        USD
        251056.860000000000
        0.0478427229
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1
        N/A
        GEWMC_05-1
        367910AE6
        
          
          
        
        598482.620000000000
        PA
        USD
        594823.680000000000
        0.1133527460
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          0.744400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CAP CORP
        P0H32NFVTA51I1N8SJ31
        GENERAL ELECTRIC CAPITAL CORP
        36962GXZ2
        
          
          
        
        50000.000000000000
        PA
        USD
        69418.520000000000
        0.0132287603
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-03-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        US DOLLARS
        000000000
        
          
        
        -405438.000000000000
        OU
        Notional Amount
        N/A
        1151.250000000000
        0.0002193883
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            405438.000000000000000
            CAD
            322500.000000000000000
            USD
            2021-09-15
            1151.250000000000
          
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        NORWAY KRONA
        000000000
        
          
        
        6665517.810000000000
        OU
        Notional Amount
        N/A
        1924.720000000000
        0.0003667848
        N/A
        DFE
        CORP
        NO
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            647500.000000000000000
            EUR
            6665517.809999999590218
            NOK
            2021-09-15
            1924.720000000000
          
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS CO
        54930070NSV60J38I987
        General Motors Co
        37045V100
        
          
          
          
        
        5535.000000000000
        NS
        USD
        271270.350000000000
        0.0516947124
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINANCIAL CO INC
        37045XAQ9
        
          
          
        
        45000.000000000000
        PA
        USD
        45114.880000000000
        0.0085973301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-09-25
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINANCIAL CO INC
        37045XAW6
        
          
          
        
        25000.000000000000
        PA
        USD
        25332.380000000000
        0.0048274723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-10
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINANCIAL CO INC
        37045XBY1
        
          
          
        
        80000.000000000000
        PA
        USD
        81582.990000000000
        0.0155468860
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-30
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL MOTORS FINANCIAL CO INC
        5493008B6JBRUJ90QL97
        GENERAL MOTORS FINANCIAL CO INC
        37045XCP9
        
          
          
        
        55000.000000000000
        PA
        USD
        55376.880000000000
        0.0105529111
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2021-11-06
          Fixed
          4.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38141GYA6
        
          
          
        
        375000.000000000000
        PA
        USD
        375822.350000000000
        0.0716186944
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-09
          Variable
          1.431000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        US DOLLARS
        000000000
        
          
        
        -267893.190000000000
        OU
        Notional Amount
        N/A
        -2341.630000000000
        -0.0004462334
        N/A
        DFE
        CORP
        XX
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            267893.190000000002328
            EUR
            314060.320000000006985
            USD
            2021-09-15
            -2341.630000000000
          
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        US DOLLARS
        000000000
        
          
        
        -697270.550000000000
        OU
        Notional Amount
        N/A
        11513.100000000000
        0.0021939972
        N/A
        DFE
        CORP
        GB
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            697270.550000000046566
            GBP
            970191.780000000027940
            USD
            2021-09-15
            11513.100000000000
          
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC/THE
        38141GYG3
        
          
          
        
        225000.000000000000
        PA
        USD
        225965.050000000000
        0.0430610949
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-09-10
          Variable
          1.542000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-54A
        N/A
        GOCAP_21-54A
        381743AA1
        
          
          
        
        450000.000000000000
        PA
        USD
        450041.850000000000
        0.0857623549
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2033-08-05
          Variable
          1.650700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        CANADIAN DOLLAR
        000000000
        
          
        
        825269.620000000000
        OU
        Notional Amount
        N/A
        9939.150000000000
        0.0018940570
        N/A
        DFE
        CORP
        CA
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            644166.670000000041910
            USD
            825269.619999999995343
            CAD
            2021-09-15
            9939.150000000000
          
        
        
          N
          N
          N
        
      
      
        CIBC
        2IGI19DL77OX0HC3ZE78
        JAPANESE YEN
        000000000
        
          
        
        35472959.000000000000
        OU
        Notional Amount
        N/A
        475.980000000000
        0.0000907053
        N/A
        DFE
        CORP
        JP
        N
        
        2
        
          
            
              CIBC
              2IGI19DL77OX0HC3ZE78
            
            322000.000000000000000
            USD
            35472959.000000000000000
            JPY
            2021-09-15
            475.980000000000
          
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_11-53
        N/A
        GNMA_11-53
        38376GN97
        
          
          
        
        1103087.550000000000
        PA
        USD
        32.430000000000
        0.0000061800
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-05-16
          Variable
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4
        N/A
        GNMA_12-4
        38378BBQ1
        
          
          
        
        4026151.290000000000
        PA
        USD
        3332.850000000000
        0.0006351255
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2052-05-16
          Variable
          0.036000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASS
        N/A
        GNMA_14-103
        38378XDR9
        
          
          
        
        1328198.960000000000
        PA
        USD
        20919.530000000000
        0.0039865363
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2055-05-16
          Variable
          0.259300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136
        N/A
        GNMA_17-136
        38380HJF0
        
          
          
        
        962063.660000000000
        PA
        USD
        146930.880000000000
        0.0279999255
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-09-20
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63
        N/A
        GNMA_18-63
        38380WUG2
        
          
          
        
        1178570.250000000000
        PA
        USD
        151462.780000000000
        0.0288635483
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2047-09-20
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_19-86
        N/A
        GNMA_19-86
        38381WH50
        
          
          
        
        261939.370000000000
        PA
        USD
        264771.040000000000
        0.0504561695
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-07-20
          Variable
          0.488400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_20-133
        N/A
        GNMA_20-133
        38382JB47
        
          
          
        
        178007.950000000000
        PA
        USD
        174590.910000000000
        0.0332709671
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2049-02-20
          Variable
          0.486700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERNATIONAL LLC
        N/A
        GRAPHIC PACKAGING INTERNATIONAL
        38869AAA5
        
          
          
        
        75000.000000000000
        PA
        USD
        81207.260000000000
        0.0154752849
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GRAPHIC PACKAGING INTERNATIONAL LLC
        N/A
        GRAPHIC PACKAGING INTERNATIONAL
        38869PAL8
        
          
          
        
        150000.000000000000
        PA
        USD
        156018.500000000000
        0.0297317104
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREEN TREE FINANCIAL CORPORATI G
        N/A
        GT_96-9
        393505QZ8
        
          
          
        
        326823.390000000000
        PA
        USD
        345504.480000000000
        0.0658411608
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-08-15
          Variable
          7.630000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO DUTCH BV
        N/A
        GREENKO DUTCH BV
        39530LAD2
        
          
          
        
        200000.000000000000
        PA
        USD
        204221.980000000000
        0.0389176205
        Long
        DBT
        NUSS
        NL
        
        N
        
        2
        
          2026-03-29
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GREENKO SOLAR MAURITIUS LTD
        N/A
        GREENKO SOLAR MAURITIUS LTD
        39530VAA6
        
          
          
        
        200000.000000000000
        PA
        USD
        205001.520000000000
        0.0390661737
        Long
        DBT
        NUSS
        MU
        
        N
        
        2
        
          2025-01-29
          Fixed
          5.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCRX INVESTMENTS HOLDCO LP
        N/A
        HCRX INVESTMENTS HOLDCO LP
        40390FAA8
        
          
          
        
        150000.000000000000
        PA
        USD
        152068.750000000000
        0.0289790252
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-08-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BN8
        
          
          
        
        84000.000000000000
        PA
        USD
        92435.870000000000
        0.0176150682
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BR9
        
          
          
        
        430000.000000000000
        PA
        USD
        484219.370000000000
        0.0922754038
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BX6
        
          
          
        
        403000.000000000000
        PA
        USD
        456250.450000000000
        0.0869454985
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119BZ1
        
          
          
        
        290000.000000000000
        PA
        USD
        378314.920000000000
        0.0720936918
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        404119CA5
        
          
          
        
        839000.000000000000
        PA
        USD
        899980.850000000000
        0.1715051101
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CL1
        
          
          
        
        365000.000000000000
        PA
        USD
        368452.810000000000
        0.0702143159
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2028-09-22
          Variable
          2.013000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CM9
        
          
          
        
        150000.000000000000
        PA
        USD
        150495.540000000000
        0.0286792260
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2027-05-24
          Variable
          1.589000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CS6
        
          
          
        
        225000.000000000000
        PA
        USD
        225178.430000000000
        0.0429111924
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2025-05-24
          Variable
          0.976000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CV9
        
          
          
        
        215000.000000000000
        PA
        USD
        216859.430000000000
        0.0413258798
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2029-08-17
          Variable
          2.206000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HIGHBRIDGE LOAN MANAGEMENT LTD H
        N/A
        HLM_10A-16
        40436TAS5
        
          
          
        
        450000.000000000000
        PA
        USD
        450293.400000000000
        0.0858102915
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2034-04-20
          Variable
          1.274300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HACKENSACK MERIDIAN HEALTH
        N/A
        HACKENSACK MERIDIAN HEALTH
        404530AA5
        
          
          
        
        300000.000000000000
        PA
        USD
        412078.220000000000
        0.0785278048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2057-07-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6
        N/A
        HVMLT_07-6
        41165BAA8
        
          
          
        
        633515.120000000000
        PA
        USD
        598754.970000000000
        0.1141019134
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-08-19
          Variable
          0.286500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HJ HEINZ FINANCE CO
        N/A
        H.J. HEINZ FINANCE COMPANY
        42307TAH1
        
          
          
        
        35000.000000000000
        PA
        USD
        53152.600000000000
        0.0101290405
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-08-01
          Fixed
          7.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORPORATION (THE)
        N/A
        HERTZ CORP TLB EXIT 3.5
        42804VAX9
        
          
          
        
        156500.000000000000
        PA
        USD
        155773.840000000000
        0.0296850867
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-30
          Variable
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HERTZ CORPORATION (THE)
        N/A
        HERTZ CORP TLC EXIT 3.5
        42804VAY7
        
          
          
        
        29080.000000000000
        PA
        USD
        28945.070000000000
        0.0055159256
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-30
          Variable
          4
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HESS CORPORATION
        UASVRYNXNK17ULIGK870
        HESS CORPORATION
        42809HAG2
        
          
          
        
        200000.000000000000
        PA
        USD
        222334.450000000000
        0.0423692285
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-01
          Fixed
          4.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING COMPANY INC
        N/A
        HILTON DOMESTIC OPERATING COMPANY
        432833AF8
        
          
          
        
        61000.000000000000
        PA
        USD
        65823.860000000000
        0.0125437429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-01-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON DOMESTIC OPERATING COMPANY INC
        N/A
        HILTON DOMESTIC OPERATING CO
        432833AN1
        
          
          
        
        105000.000000000000
        PA
        USD
        104681.650000000000
        0.0199486888
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON GRAND VACATIONS BORROWER ESCROW LLC / HILTON GRAND VACATI
        N/A
        HILTON GRAND VACATIONS BORROWER LL
        43284MAA6
        
          
          
        
        130000.000000000000
        PA
        USD
        131958.180000000000
        0.0251466486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HILTON WORLDWIDE FINANCE LLC
        549300406TN7EY0NPH20
        HILTON WORLDWIDE FIN LLC TLB2 1.75
        43289DAH6
        
          
          
        
        180000.000000000000
        PA
        USD
        177957.000000000000
        0.0339124270
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2026-06-22
          Variable
          1.834380000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Recticel SA
        549300R8K43AXHYP5M15
        Recticel SA
        000000000
        
          
          
          
        
        44300.000000000000
        NS
        
        778466.730000000000
        0.1483487368
        Long
        EC
        CORP
        BE
        
        N
        
        2
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA TRUST HPA_18-1
        N/A
        HPA_18-1
        43730WAG1
        
          
          
        
        120000.000000000000
        PA
        USD
        119932.630000000000
        0.0228549962
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-07-17
          Variable
          1.545500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOME PARTNERS OF AMERICA TRUST HPA_19-1
        N/A
        HPA_19-1
        43731QAC2
        
          
          
        
        89924.030000000000
        PA
        USD
        91267.500000000000
        0.0173924174
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-09-17
          Fixed
          3.157000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        N/A
        HOST HOTELS & RESORTS LP
        44107TAY2
        
          
          
        
        65000.000000000000
        PA
        USD
        67751.400000000000
        0.0129110651
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HOST HOTELS & RESORTS LP
        N/A
        HOST HOTELS & RESORTS LP
        44107TAZ9
        
          
          
        
        65000.000000000000
        PA
        USD
        68459.280000000000
        0.0130459624
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-09-15
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSI ASSET SECURITIZATION HASC_06
        N/A
        HASC_06-HE2
        44328BAB4
        
          
          
        
        1314820.320000000000
        PA
        USD
        674002.010000000000
        0.1284413873
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-12-25
          Variable
          0.344400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDSON PACIFIC PROPERTIES LP
        N/A
        HUDSON PACIFIC PROPERTIES LP
        44409MAA4
        
          
          
        
        160000.000000000000
        PA
        USD
        176954.880000000000
        0.0337214577
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-01
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HUDSON YARDS HY_19-55HY
        N/A
        HY_19-55HY
        44421MAN0
        
          
          
        
        85000.000000000000
        PA
        USD
        82653.910000000000
        0.0157509662
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-12-10
          Variable
          3.040900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYATT HOTELS CORP
        T27JQIMTYSH41TCD5186
        HYATT HOTELS CORP
        448579AJ1
        
          
          
        
        166000.000000000000
        PA
        USD
        198970.450000000000
        0.0379168611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-04-23
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS MARKIT LTD
        N/A
        IHS MARKIT LTD
        44962LAA5
        
          
          
        
        165000.000000000000
        PA
        USD
        171576.000000000000
        0.0326964299
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2022-11-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IHS MARKIT LTD
        N/A
        IHS MARKIT LTD
        44962LAF4
        
          
          
        
        245000.000000000000
        PA
        USD
        289895.830000000000
        0.0552440824
        Long
        DBT
        CORP
        BM
        
        N
        
        2
        
          2028-08-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMM_04-8
        N/A
        IMM_04-8
        45254NKR7
        
          
          
        
        425265.500000000000
        PA
        USD
        431110.690000000000
        0.0821547329
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-10-25
          Variable
          0.784400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        IMPAC SECURED ASSETS CORP IMSA_06-5
        N/A
        IMSA_06-5
        45257EAC8
        
          
          
        
        736386.720000000000
        PA
        USD
        694427.550000000000
        0.1323337862
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-02-25
          Variable
          0.354400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDIAN RAILWAY FINANCE CORP LTD
        N/A
        INDIAN RAILWAY FINANCE CORP LTD
        45434L2A1
        
          
          
        
        200000.000000000000
        PA
        USD
        204745.910000000000
        0.0390174633
        Long
        DBT
        NUSS
        IN
        
        N
        
        2
        
          2030-02-13
          Fixed
          3.249000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA (REPUBLIC OF)
        529900FWX0GRR7WG5W79
        INDONESIA (REPUBLIC OF)
        455780CS3
        
          
          
        
        200000.000000000000
        PA
        USD
        226268.970000000000
        0.0431190115
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2030-10-15
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDONESIA (REPUBLIC OF)
        529900FWX0GRR7WG5W79
        INDONESIA (REPUBLIC OF)
        455780CW4
        
          
          
        
        200000.000000000000
        PA
        USD
        198633.520000000000
        0.0378526540
        Long
        DBT
        NUSS
        ID
        
        N
        
        2
        
          2051-03-12
          Fixed
          3.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INABS_05-D
        N/A
        INABS_05-D
        456606JN3
        
          
          
        
        272203.100000000000
        PA
        USD
        271676.140000000000
        0.0517720419
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-03-25
          Variable
          0.784400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2
        N/A
        INDX_06-AR2
        45661EAA2
        
          
          
        
        388123.130000000000
        PA
        USD
        371189.080000000000
        0.0707357540
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2046-04-25
          Variable
          0.304400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2
        N/A
        INDX_06-AR2
        45661EAB0
        
          
          
        
        780773.510000000000
        PA
        USD
        744822.950000000000
        0.1419374001
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2046-04-25
          Variable
          0.294400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Inovalon Holdings Inc
        5493007H9QSF4NHIHL56
        Inovalon Holdings Inc
        45781D101
        
          
          
          
        
        28496.000000000000
        NS
        USD
        1164061.600000000000
        0.2218297343
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        INTEL CORP
        KNX4USFCNGPY45LOCE31
        INTEL CORP
        458140BW9
        
          
          
        
        213000.000000000000
        PA
        USD
        219383.100000000000
        0.0418068037
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2051-08-12
          Fixed
          3.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        N/A
        INTELSAT JACKSON HOLDINGS SA
        45824TAY1
        
          
          
        
        248000.000000000000
        PA
        USD
        134125.270000000000
        0.0255596207
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2025-07-15
          Fixed
          0.000000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        INTELSAT JACKSON HOLDINGS SA
        N/A
        INTELSAT JACKSON HOLDINGS SA
        45824TBA2
        
          
          
        
        362000.000000000000
        PA
        USD
        195382.680000000000
        0.0372331567
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2024-10-15
          Variable
          0.000000000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA
        46115HAU1
        
          
          
        
        200000.000000000000
        PA
        USD
        229136.830000000000
        0.0436655260
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2049-12-31
          Variable
          7.700000000000
          N
          N
          N
          N
          Y
          
            
              INTESA SANPAOLO SPA
              Intesa Sanpaolo SpA 7.7
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        INTESA SANPAOLO SPA
        2W8N8UU78PMDQKZENC08
        INTESA SANPAOLO SPA
        46115HBQ9
        
          
          
        
        200000.000000000000
        PA
        USD
        205924.960000000000
        0.0392421494
        Long
        DBT
        CORP
        IT
        
        N
        
        2
        
          2032-06-01
          Fixed
          4.198000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTOWN HOTEL PORTFOLIO TRUST IHPT_18-STAY
        N/A
        IHPT_18-STAY
        46117MAJ3
        
          
          
        
        400000.000000000000
        PA
        USD
        401153.160000000000
        0.0764458676
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-01-15
          Variable
          1.395500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVERSIONES LATIN AMERICA POWER LTDA
        N/A
        INVERSIONES LATIN AMERICA POWER
        46137NAC2
        
          
          
        
        200000.000000000000
        PA
        USD
        199642.230000000000
        0.0380448791
        Long
        DBT
        CORP
        CL
        
        N
        
        2
        
          2033-06-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INVITATION HOMES TRUST IHSFR_18-SFR3
        N/A
        IHSFR_18-SFR3
        46187VAE9
        
          
          
        
        699935.100000000000
        PA
        USD
        701118.970000000000
        0.1336089386
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-07-17
          Variable
          1.395500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ISRAEL ELECTRIC CORP LTD
        N/A
        ISRAEL ELECTRIC CORP LTD
        46507MAE2
        
          
          
        
        200000.000000000000
        PA
        USD
        221333.040000000000
        0.0421783946
        Long
        DBT
        NUSS
        IL
        
        N
        
        2
        
          2023-06-21
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITALY (REPUBLIC OF)
        815600DE60799F5A9309
        REPUBLIC OF ITALY GOVERNMENT INTER
        465410CA4
        
          
          
        
        200000.000000000000
        PA
        USD
        198627.940000000000
        0.0378515906
        Long
        DBT
        NUSS
        IT
        
        N
        
        2
        
          2026-02-17
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ITC HOLDINGS
        549300HTO5U9D3SLE207
        ITC HOLDINGS CORP
        465685AP0
        
          
          
        
        150000.000000000000
        PA
        USD
        164706.800000000000
        0.0313873988
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS USA LUX SA/JBS FOOD CO/JBS USA FINANCE INC
        N/A
        JBS USA LUX SA/JBS FOOD CO/JBS FIN
        46590XAC0
        
          
          
        
        300000.000000000000
        PA
        USD
        316511.920000000000
        0.0603161853
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-12-01
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS FINANCE LUXEMBOURG SARL
        N/A
        JBS FINANCE LUXEMBOURG SARL
        46592QAA7
        
          
          
        
        200000.000000000000
        PA
        USD
        206896.330000000000
        0.0394272588
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2032-01-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        321 HENDERSON RECEIVABLES LLC HENDR_10-3A
        N/A
        HENDR_10-3A
        46616MAA8
        
          
          
        
        399885.040000000000
        PA
        USD
        418218.010000000000
        0.0796978356
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-12-15
          Fixed
          3.820000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1
        N/A
        JPMAC_06-FRE1
        46626LFN5
        
          
          
        
        463805.820000000000
        PA
        USD
        462215.380000000000
        0.0880822071
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-05-25
          Variable
          0.669400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPALT_07-S1
        N/A
        JPALT_07-S1
        466275AB0
        
          
          
        
        234765.520000000000
        PA
        USD
        230740.840000000000
        0.0439711947
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-04-25
          Variable
          0.764400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1
        N/A
        JPALT_06-A1
        46627MCS4
        
          
          
        
        694959.940000000000
        PA
        USD
        679101.090000000000
        0.1294130949
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-03-25
          Variable
          0.544400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1
        N/A
        JPMAC_07-HE1
        46630KAU0
        
          
          
        
        1103000.000000000000
        PA
        USD
        1064142.630000000000
        0.2027886470
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-03-25
          Variable
          0.364400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JACK IN THE BOX JACK_19-1A
        N/A
        JACK_19-1A
        466365AB9
        
          
          
        
        124062.500000000000
        PA
        USD
        131619.250000000000
        0.0250820603
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-08-25
          Fixed
          4.476000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_12-LC
        N/A
        JPMCC_12-LC9
        46639EAG6
        
          
          
        
        2267972.140000000000
        PA
        USD
        29191.750000000000
        0.0055629343
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-12-15
          Variable
          1.544100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB_14-C21
        N/A
        JPMBB_14-C21
        46642EBA3
        
          
          
        
        939201.980000000000
        PA
        USD
        22730.850000000000
        0.0043317110
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Variable
          1.121900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB_14-C23
        N/A
        JPMBB_14-C23
        46643ABG7
        
          
          
        
        2662054.810000000000
        PA
        USD
        42936.280000000000
        0.0081821646
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-09-15
          Variable
          0.756700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMBB_14-C26
        N/A
        JPMBB_14-C26
        46643TBC5
        
          
          
        
        2810337.170000000000
        PA
        USD
        72687.400000000000
        0.0138516953
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-01-15
          Variable
          1.101200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PBA3
        
          
          
        
        325000.000000000000
        PA
        USD
        361682.150000000000
        0.0689240632
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-01-29
          Variable
          3.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PBH8
        
          
          
        
        125000.000000000000
        PA
        USD
        128906.580000000000
        0.0245651196
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-13
          Variable
          2.005000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PCB0
        
          
          
        
        225000.000000000000
        PA
        USD
        227069.460000000000
        0.0432715571
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-04-22
          Variable
          1.578000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PCK0
        
          
          
        
        70000.000000000000
        PA
        USD
        70218.590000000000
        0.0133812258
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-06-23
          Variable
          0.969000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PCM6
        
          
          
        
        155000.000000000000
        PA
        USD
        154694.640000000000
        0.0294794287
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-08-09
          Variable
          0.768000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JBS INVESTMENTS II GMBH
        N/A
        JBS INVESTMENTS II GMBH
        46650CAA7
        
          
          
        
        260000.000000000000
        PA
        USD
        273594.920000000000
        0.0521376948
        Long
        DBT
        CORP
        AT
        
        N
        
        2
        
          2026-01-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        EURO STOXX 50 SEP 21
        000000000
        
          
          
          
        
        40.000000000000
        NC
        
        15143.250000000000
        0.0028857778
        N/A
        DE
        CORP
        DE
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                EURO STOXX 50 SEP 21
                EURO STOXX 50 SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1659876.070000000000
            EUR
            15143.250000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT DEC 21
        000000000
        
          
          
        
        28.000000000000
        NC
        USD
        -34728.500000000000
        -0.0066180466
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT DEC 21
                WHEAT DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1045878.500000000000
            USD
            -34728.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US ULTRA T-BOND DEC 21
        000000000
        
          
          
        
        14.000000000000
        NC
        USD
        -9905.110000000000
        -0.0018875701
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                US ULTRA T-BOND DEC 21
                US ULTRA T-BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            2771842.610000000000
            USD
            -9905.110000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US ULTRA T-BOND DEC 21
        000000000
        
          
          
        
        -11.000000000000
        NC
        USD
        23310.850000000000
        0.0044422388
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Short
            
              
                US ULTRA T-BOND DEC 21
                US ULTRA T-BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -2193404.600000000000
            USD
            23310.850000000000
          
        
        
          N
          N
          N
        
      
      
        Citi
        MBNUM2BPBDO7JBLYG310
        US ULTRA T-BOND DEC 21
        000000000
        
          
          
        
        -33.000000000000
        NC
        USD
        -44489.410000000000
        -0.0084781372
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Citi
              MBNUM2BPBDO7JBLYG310
            
            Short
            
              
                US ULTRA T-BOND DEC 21
                US ULTRA T-BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -6465791.840000000000
            USD
            -44489.410000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US ULTRA T-BOND DEC 21
        000000000
        
          
          
        
        -7.000000000000
        NC
        USD
        -10675.710000000000
        -0.0020344198
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US ULTRA T-BOND DEC 21
                US ULTRA T-BOND DEC 21
                
                  
                  
                
              
            
            2021-12-21
            -1370293.040000000000
            USD
            -10675.710000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GASOLINE RBOB OCT 21
        000000000
        
          
          
        
        28.000000000000
        NC
        USD
        25582.240000000000
        0.0048750869
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GASOLINE RBOB OCT 21
                GASOLINE RBOB OCT 21
                
                  
                  
                
              
            
            2021-09-30
            2493292.160000000000
            USD
            25582.240000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        INR/USD FUTURE (SGX) SEP 21
        000000000
        
          
          
          
        
        31.000000000000
        NC
        USD
        16945.600000000000
        0.0032292431
        N/A
        DFE
        CORP
        SG
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                INR/USD FUTURE (SGX) SEP 21
                INR/USD FUTURE (SGX) SEP 21
                
                  
                  
                
              
            
            2021-09-28
            830346.400000000000
            USD
            16945.600000000000
          
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB
        N/A
        JPMCC_19-OSB
        46651EAA2
        
          
          
        
        375000.000000000000
        PA
        USD
        417311.480000000000
        0.0795250825
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-06-05
          Fixed
          3.397300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JERSEY CTL PWR & LT CO
        N/A
        JERSEY CENTRAL POWER & LIGHT CO
        476556DB8
        
          
          
        
        330000.000000000000
        PA
        USD
        357972.890000000000
        0.0682172070
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-01
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JETBLUE 2020-1 CLASS A PASS THROUGH TRUST
        N/A
        JETBLUE 2020-1 CLASS A PT
        477164AA5
        
          
          
        
        386912.600000000000
        PA
        USD
        424182.030000000000
        0.0808343708
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-11-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        J2 GLOBAL INC
        N/A
        J2 GLOBAL INC
        48123VAF9
        
          
          
        
        70000.000000000000
        PA
        USD
        74136.140000000000
        0.0141277749
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        AUST 10YR BOND SEP 21
        000000000
        
          
          
        
        10.000000000000
        NC
        
        4748.810000000000
        0.0009049583
        N/A
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                AUST 10YR BOND SEP 21
                AUST 10YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-15
            1451582.610000000000
            AUD
            4748.810000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        AUST 10YR BOND SEP 21
        000000000
        
          
          
        
        196.000000000000
        NC
        
        72345.160000000000
        0.0137864763
        N/A
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                AUST 10YR BOND SEP 21
                AUST 10YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-15
            28479545.690000000000
            AUD
            72345.160000000000
          
        
        
          N
          N
          N
        
      
      
        KANSAS CITY SOUTHERN
        5493008C12PZMWP3WY03
        Kansas City Southern
        485170302
        
          
          
          
        
        28769.000000000000
        NS
        USD
        8074595.230000000000
        1.5387375672
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        KENBOURNE INVEST SA
        N/A
        KENBOURNE INVEST SA
        48855KAC4
        
          
          
        
        200000.000000000000
        PA
        USD
        201525.100000000000
        0.0384036888
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2028-01-22
          Fixed
          4.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC
        49456BAR2
        
          
          
        
        180000.000000000000
        PA
        USD
        175601.670000000000
        0.0334635829
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-15
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT FOODS GROUP INC
        549300T3NCFUYQVHX194
        KRAFT FOODS GROUP INC
        50076QAR7
        
          
          
        
        265000.000000000000
        PA
        USD
        395251.990000000000
        0.0753213094
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-01-26
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAB2
        
          
          
        
        330000.000000000000
        PA
        USD
        381220.600000000000
        0.0726474135
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-06-01
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAD8
        
          
          
        
        135000.000000000000
        PA
        USD
        143009.520000000000
        0.0272526504
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-06-01
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        SPI 200 SEP 21
        000000000
        
          
          
        
        17.000000000000
        NC
        
        2626.470000000000
        0.0005005140
        N/A
        DE
        CORP
        AU
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Long
            
              
                SPI 200 SEP 21
                SPI 200 SEP 21
                
                  
                  
                
              
            
            2021-09-16
            3174451.860000000000
            AUD
            2626.470000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SPI 200 SEP 21
        000000000
        
          
          
        
        25.000000000000
        NC
        
        60953.840000000000
        0.0116156861
        N/A
        DE
        CORP
        AU
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SPI 200 SEP 21
                SPI 200 SEP 21
                
                  
                  
                
              
            
            2021-09-16
            4591265.210000000000
            AUD
            60953.840000000000
          
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAL0
        
          
          
        
        55000.000000000000
        PA
        USD
        68352.190000000000
        0.0130255548
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-07-15
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KRAFT HEINZ FOODS CO
        5493003STKEZ2S0RNU91
        KRAFT HEINZ FOODS CO
        50077LAX4
        
          
          
        
        235000.000000000000
        PA
        USD
        280653.920000000000
        0.0534828952
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2039-10-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        FTSE CHINA A50 SEP 21
        000000000
        
          
          
          
        
        -21.000000000000
        NC
        USD
        3091.430000000000
        0.0005891192
        N/A
        DE
        CORP
        SG
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                FTSE CHINA A50 SEP 21
                FTSE CHINA A50 SEP 21
                
                  
                  
                
              
            
            2021-09-29
            -312925.430000000000
            USD
            3091.430000000000
          
        
        
          N
          N
          N
        
      
      
        JPMorgan
        ZBUT11V806EZRVTWT807
        AUST 3YR BOND SEP 21
        000000000
        
          
          
        
        48.000000000000
        NC
        
        361.730000000000
        0.0000689332
        N/A
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              JPMorgan
              ZBUT11V806EZRVTWT807
            
            Long
            
              
                AUST 3YR BOND SEP 21
                AUST 3YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-15
            5622235.780000000000
            AUD
            361.730000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        AUST 3YR BOND SEP 21
        000000000
        
          
          
        
        322.000000000000
        NC
        
        56756.580000000000
        0.0108158340
        N/A
        DIR
        CORP
        AU
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                AUST 3YR BOND SEP 21
                AUST 3YR BOND SEP 21
                
                  
                  
                
              
            
            2021-09-15
            37641487.910000000000
            AUD
            56756.580000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        FTSE 100 INDEX SEP 21
        000000000
        
          
          
          
        
        19.000000000000
        NC
        
        1866.400000000000
        0.0003556711
        N/A
        DE
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                FTSE 100 INDEX SEP 21
                FTSE 100 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            1347395.360000000000
            GBP
            1866.400000000000
          
        
        
          N
          N
          N
        
      
      
        Barclays
        AC28XWWI3WIBK2824319
        FTSE 100 INDEX SEP 21
        000000000
        
          
          
          
        
        -7.000000000000
        NC
        
        839.280000000000
        0.0001599376
        N/A
        DE
        CORP
        GB
        
        N
        
        1
        
          
            
              Barclays
              AC28XWWI3WIBK2824319
            
            Short
            
              
                FTSE 100 INDEX SEP 21
                FTSE 100 INDEX SEP 21
                
                  
                  
                
              
            
            2021-09-17
            -497366.850000000000
            GBP
            839.280000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Trillium Therapeutics Inc
        000000000
        
          
        
        151.000000000000
        NC
        USD
        1887.500000000000
        0.0003596920
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                TRILLIUM THERAPEUTICS INC
                Trillium Therapeutics Inc
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            20.000000000000
            USD
            2021-12-17
            XXXX
            -2819.620000000000
          
        
        
          N
          N
          N
        
      
      
        Goldman Sachs
        FOR8UP27PHTHYVLBNG30
        Canadian Pacific Railway Ltd
        000000000
        
          
        
        105.000000000000
        NC
        USD
        9187.500000000000
        0.0017508186
        N/A
        DE
        CORP
        CA
        
        N
        
        1
        
          
            
              Goldman Sachs
              FOR8UP27PHTHYVLBNG30
            
            Call
            Purchased
            
              
                CANADIAN PACIFIC RAILWAY LTD
                Canadian Pacific Railway Ltd
                
                  
                  
                  
                  
                
              
            
            100.000000000000000
            72.000000000000
            USD
            2021-09-17
            XXXX
            -24194.960000000000
          
        
        
          N
          N
          N
        
      
      
        AES CORP
        2NUNNB7D43COUIRE5295
        AES CORPORATION (THE)
        00130HCC7
        
          
          
        
        35000.000000000000
        PA
        USD
        39091.790000000000
        0.0074495382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AIMCO CLO LTD AIMCO_20-11
        N/A
        AIMCO_20-11A
        00140NAA8
        
          
          
        
        400000.000000000000
        PA
        USD
        400313.600000000000
        0.0762858766
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-10-15
          Variable
          1.506100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANGI GROUP LLC
        N/A
        ANGI GROUP LLC
        001846AA2
        
          
          
        
        135000.000000000000
        PA
        USD
        132994.770000000000
        0.0253441867
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RCP5
        
          
          
        
        35000.000000000000
        PA
        USD
        41468.070000000000
        0.0079023747
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-05-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RCQ3
        
          
          
        
        40000.000000000000
        PA
        USD
        48963.280000000000
        0.0093307016
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-05-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RDR0
        
          
          
        
        45000.000000000000
        PA
        USD
        57096.170000000000
        0.0108805481
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2037-03-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RMF6
        
          
          
        
        340000.000000000000
        PA
        USD
        341680.110000000000
        0.0651123686
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-12-01
          Fixed
          2.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RMG4
        
          
          
        
        727000.000000000000
        PA
        USD
        773811.170000000000
        0.1474615486
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2057-12-01
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
        N/A
        AMERICAN AIRLINES/AADVANTAGE
        00253XAA9
        
          
          
        
        215000.000000000000
        PA
        USD
        226161.370000000000
        0.0430985067
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-04-20
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES INC/AADVANTAGE LOYALTY IP LTD
        N/A
        AMERICAN AIRLINES/AADVANTAGE
        00253XAB7
        
          
          
        
        175000.000000000000
        PA
        USD
        188273.180000000000
        0.0358783328
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-04-20
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAR0
        
          
          
        
        200000.000000000000
        PA
        USD
        243139.150000000000
        0.0463338822
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-05-14
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YAW9
        
          
          
        
        148000.000000000000
        PA
        USD
        181624.970000000000
        0.0346114148
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-05-14
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YCY3
        
          
          
        
        110000.000000000000
        PA
        USD
        133904.260000000000
        0.0255175039
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2035-03-15
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ACRISURE LLC
        N/A
        ACRISURE LLC/ACRISURE FINANCE INC
        00489LAF0
        
          
          
        
        150000.000000000000
        PA
        USD
        148910.390000000000
        0.0283771514
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-02-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARMT_05-9
        N/A
        ARMT_05-9
        007036SH0
        
          
          
        
        246914.300000000000
        PA
        USD
        249314.950000000000
        0.0475107753
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-11-25
          Variable
          0.724400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ADTALEM GLOBAL EDUCATION INC
        N/A
        ADTALEM GLOBAL EDUCATION INC
        00737WAA7
        
          
          
        
        100000.000000000000
        PA
        USD
        102365.600000000000
        0.0195073301
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-03-01
          Fixed
          5.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Aegion Corp
        549300AG3DVJURRIT691
        Aegion Corp
        00770F104
        
          
          
          
        
        43761.000000000000
        NS
        USD
        1330334.400000000000
        0.2535155584
        Long
        EC
        CORP
        US
        
        N
        
        3
        
          N
          N
          N
        
      
      
        AECOM
        0EEB8GF0W0NPCIHZX097
        AECOM
        00774CAB3
        
          
          
        
        380000.000000000000
        PA
        USD
        424679.390000000000
        0.0809291504
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP IRELAND CAPITAL / GLOBAL
        00774MAB1
        
          
          
        
        30000.000000000000
        PA
        USD
        31914.910000000000
        0.0060818740
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-07-21
          Fixed
          3.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP IRELAND CAPITAL DAC/GLOBAL
        00774MAE5
        
          
          
        
        75000.000000000000
        PA
        USD
        80383.410000000000
        0.0153182877
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2028-01-23
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AERCAP IRELAND CAPITAL DAC / AERCAP GLOBAL AVIATION TRUST
        N/A
        AERCAP IRELAND CAP DAC/AERCAP GLOB
        00774MAH8
        
          
          
        
        250000.000000000000
        PA
        USD
        252044.890000000000
        0.0480310071
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2021-12-16
          Fixed
          4.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AEROJET ROCKETDYNE HOLDINGS INC
        549300VULNLWHE8QWI76
        Aerojet Rocketdyne Holdings Inc
        007800105
        
          
          
          
        
        73071.000000000000
        NS
        USD
        3033907.920000000000
        0.5781575372
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        Afterpay Ltd
        529900P6ROPAX0QTB720
        Afterpay Ltd
        00832J102
        
          
          
          
        
        7036.000000000000
        NS
        USD
        684778.700000000000
        0.1304950503
        Long
        EC
        CORP
        AU
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AIR CANADA
        4B4HI3CGXMBDC0G6BM51
        AIR CANADA
        008911BF5
        
          
          
        
        110000.000000000000
        PA
        USD
        163885.600000000000
        0.0312309066
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2025-07-01
          Fixed
          4.000000000000
          N
          N
          N
          N
          N
          
            
              AIR CANADA
              Air Canada
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AIR LEASE CORPORATION
        5493004NW4M4P8TMMK63
        AIR LEASE CORPORATION
        00912XBA1
        
          
          
        
        160000.000000000000
        PA
        USD
        169949.570000000000
        0.0323864888
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-03-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AKER BP ASA
        549300NFTY73920OYK69
        AKER BP ASA
        00973RAF0
        
          
          
        
        210000.000000000000
        PA
        USD
        227223.520000000000
        0.0433009156
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2030-01-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Algonquin Power & Utilities Corp
        549300K5VIUTJXQL7X75
        Algonquin Power & Utilities Corp
        015857873
        
          
          
        
        5650.000000000000
        NS
        USD
        281597.680000000000
        0.0536627430
        Long
        EP
        CORP
        CA
        
        N
        
        2
        
          N
          N
          N
        
      
      
        ALLEGRO CLO XII ALLEG_20-1A
        N/A
        ALLEG_20-1A
        01750TAG1
        
          
          
        
        250000.000000000000
        PA
        USD
        249998.500000000000
        0.0476410362
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-01-21
          Variable
          1.834300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F0206A2
        
          
        
        7000000.000000000000
        PA
        USD
        7084927.220000000000
        1.3501411976
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2051-10-14
          Fixed
          2.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UMBS
        N/A
        UMBS  30YR TBA(REG A)
        01F0226A8
        
          
        
        8450000.000000000000
        PA
        USD
        8761128.660000000000
        1.6695670081
        Long
        ABS-MBS
        USGA
        US
        
        N
        
        2
        
          2050-10-14
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3
        N/A
        CWALT_07-OH3
        02151DAD6
        
          
          
        
        546080.180000000000
        PA
        USD
        518504.390000000000
        0.0988089385
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-09-25
          Variable
          0.304400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS
        N/A
        AMERICAN AIRLINES 16-2 AA PTT
        023765AA8
        
          
          
        
        196750.000000000000
        PA
        USD
        198794.990000000000
        0.0378834246
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-06-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES
        N/A
        AMERICAN AIRLINES INC
        02376RAC6
        
          
          
        
        180000.000000000000
        PA
        USD
        181203.800000000000
        0.0345311544
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-06-01
          Fixed
          5.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN AIRLINES GROUP INC
        N/A
        AMERICAN AIRLINES GROUP INC
        02376RAF9
        
          
          
        
        290000.000000000000
        PA
        USD
        433927.000000000000
        0.0826914238
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          6.500000000000
          N
          N
          N
          N
          N
          
            
              AMERICAN AIRLINES GROUP INC
              AMERICAN AIRLINES GROUP INC
              USD
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        AMERICAN CAMPUS COMMUNITIES OPERATING PARTNERSHIP LP
        RDKVCX5HITZ2GPIR7153
        AMERICAN CAMPUS COMMUNITIES
        024836AA6
        
          
          
        
        500000.000000000000
        PA
        USD
        521785.290000000000
        0.0994341642
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-15
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN ELECTRIC POWER COMPANY INC.
        1B4S6S7G0TW5EE83BO58
        AMERICAN ELEC PWR UNITS INC
        02557T307
        
          
          
        
        7700.000000000000
        NS
        USD
        408813.880000000000
        0.0779057349
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        AHM_05-1
        N/A
        AHM_05-1
        02660TDH3
        
          
          
        
        204909.270000000000
        PA
        USD
        210082.700000000000
        0.0400344703
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2045-06-25
          Variable
          2.154800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Americold Realty Trust
        549300R7N1V5YV8MWH02
        Americold Realty Trust
        03064D108
        
          
          
          
        
        7777.000000000000
        NS
        USD
        285726.980000000000
        0.0544496443
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ANALOG DEVICES INC
        GYVOE5EZ4GDAVTU4CQ61
        Analog Devices Inc
        032654105
        
          
          
          
        
        47553.000000000000
        NS
        USD
        7748761.350000000000
        1.4766449399
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH COMPANIES LLC / ANHEUSER-BUSCH INBEV WORLDWIDE IN
        N/A
        ANHEUSER-BUSCH COS LLC / INBEV
        03522AAJ9
        
          
          
        
        200000.000000000000
        PA
        USD
        255607.200000000000
        0.0487098597
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2046-02-01
          Fixed
          4.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANHEUSER-BUSCH INBEV WORLDWIDE INC
        N/A
        ANHEUSER-BUSCH INBEV WORLDWIDE INC
        035240AN0
        
          
          
        
        75000.000000000000
        PA
        USD
        92584.370000000000
        0.0176433672
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-15
          Fixed
          4.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        N/A
        ARAMARK SERVICES INC
        038522AR9
        
          
          
        
        35000.000000000000
        PA
        USD
        37012.550000000000
        0.0070533073
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-05-01
          Fixed
          6.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARAMARK SERVICES INC
        N/A
        ARAMARK SERVICES INC TL 1.75
        03852JAL5
        
          
          
        
        225000.000000000000
        PA
        USD
        220500.000000000000
        0.0420196461
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2025-03-11
          Variable
          1.834630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL SA
        03938LAS3
        
          
          
        
        100000.000000000000
        PA
        USD
        142068.000000000000
        0.0270732294
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2041-03-01
          Variable
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCELORMITTAL
        2EULGUTUI56JI9SAL165
        ARCELORMITTAL
        03938LBA1
        
          
          
        
        20000.000000000000
        PA
        USD
        22594.650000000000
        0.0043057560
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-03-11
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARCHROCK PARTNERS LP / ARCHROCK
        N/A
        ARCHROCK PARTNERS LP/ARCHROCK FIN
        03959KAC4
        
          
          
        
        75000.000000000000
        PA
        USD
        76409.500000000000
        0.0145609984
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          6.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING USA LLC/ ARDAGH METAL PACKAGING FINANCE P
        N/A
        ARDAGH METAL PACKAGING FIN/FIN PLC
        03969YAA6
        
          
          
        
        220000.000000000000
        PA
        USD
        222072.690000000000
        0.0423193462
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-09-01
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARDAGH METAL PACKAGING USA LLC/ ARDAGH METAL PACKAGING FINANCE P
        N/A
        ARDAGH METAL PACKAGING FIN/FIN PLC
        03969YAB4
        
          
          
        
        235000.000000000000
        PA
        USD
        239440.610000000000
        0.0456290689
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-09-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AREIT_20-CRE4
        N/A
        AREIT_20-CRE4
        04002RAE0
        
          
          
        
        365000.000000000000
        PA
        USD
        371439.700000000000
        0.0707835135
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-04-15
          Variable
          4.242800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ARROYO MORTGAGE TRUST ARRW_19-1
        N/A
        ARRW_19-1
        042859AA6
        
          
          
        
        111796.520000000000
        PA
        USD
        113251.330000000000
        0.0215817723
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2049-01-25
          Variable
          3.805000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSET BACKED SECURITIES CORP HOME EQ LN ABSHE_04-HE6
        N/A
        ABSHE_04-HE6
        04541GLJ9
        
          
          
        
        198398.740000000000
        PA
        USD
        198594.100000000000
        0.0378451419
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-09-25
          Variable
          1.029400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1
        N/A
        ABFC_07-WMC1
        04545EAA1
        
          
          
        
        751444.410000000000
        PA
        USD
        667021.280000000000
        0.1271111025
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-06-25
          Variable
          1.334400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASURION LLC
        549300KNQVXGIOXWK278
        ASURION LLC TLB9 3.25
        04649VAY6
        
          
          
        
        110000.000000000000
        PA
        USD
        107776.900000000000
        0.0205385360
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2027-07-31
          Variable
          3.334630000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ATENTO LUXCO 1 SA
        N/A
        ATENTO LUXCO 1 SA
        04684LAC2
        
          
          
        
        106000.000000000000
        PA
        USD
        116941.730000000000
        0.0222850345
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-02-10
          Fixed
          8.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        N/A
        AVOLON HOLDINGS FUNDING LTD
        05401AAD3
        
          
          
        
        20000.000000000000
        PA
        USD
        21943.410000000000
        0.0041816523
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-05-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        N/A
        AVOLON HOLDINGS FUNDING LTD
        05401AAF8
        
          
          
        
        45000.000000000000
        PA
        USD
        48028.940000000000
        0.0091526488
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2024-07-01
          Fixed
          3.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        N/A
        AVOLON HOLDINGS FUNDING LTD
        05401AAH4
        
          
          
        
        195000.000000000000
        PA
        USD
        201045.400000000000
        0.0383122746
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2025-02-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVOLON HOLDINGS FUNDING LTD
        N/A
        AVOLON HOLDINGS FUNDING LTD
        05401AAR2
        
          
          
        
        179000.000000000000
        PA
        USD
        177733.520000000000
        0.0338698395
        Long
        DBT
        CORP
        KY
        
        N
        
        2
        
          2027-11-18
          Fixed
          2.528000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK
        N/A
        BAMLL_18-PARK
        05491YAA8
        
          
          
        
        95000.000000000000
        PA
        USD
        109358.180000000000
        0.0208398731
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-08-10
          Variable
          4.227100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BDS LTD BDS_20-FL6
        N/A
        BDS_20-FL6
        05492XAG6
        
          
          
        
        302000.000000000000
        PA
        USD
        306768.670000000000
        0.0584594600
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-09-15
          Variable
          2.911800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD TRUST BFLD_20-EYP
        N/A
        BFLD_20-EYP
        05493AAA8
        
          
          
        
        480000.000000000000
        PA
        USD
        482649.410000000000
        0.0919762239
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-10-15
          Variable
          1.251000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE SECURITIES LLC BBCMS_20-BID
        N/A
        BBCMS_20-BID
        05493BAA6
        
          
          
        
        340000.000000000000
        PA
        USD
        342350.620000000000
        0.0652401446
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-10-15
          Variable
          2.236000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAT CAPITAL CORP
        2138005GYEXN7XRHFA84
        BAT CAPITAL CORP
        05526DBF1
        
          
          
        
        100000.000000000000
        PA
        USD
        107216.590000000000
        0.0204317604
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-08-15
          Fixed
          4.540000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS COMMERCIAL MORTGAGE SEC
        N/A
        BBCMS_15-SRCH
        05547HAC5
        
          
          
        
        150000.000000000000
        PA
        USD
        170837.970000000000
        0.0325557870
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2035-08-10
          Fixed
          4.197000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BFLD TRUST BFLD_21-FPM
        N/A
        BFLD_21-FPM
        05554BAA2
        
          
          
        
        288000.000000000000
        PA
        USD
        288548.240000000000
        0.0549872785
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-06-15
          Variable
          1.696000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SA
        05565ALQ4
        
          
          
        
        200000.000000000000
        PA
        USD
        203414.670000000000
        0.0387637752
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2049-12-31
          Variable
          4.500000000000
          N
          N
          N
          N
          Y
          
            
              N/A
              N/A
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BNP PARIBAS SA
        R0MUWSFPU8MPRO8K5P83
        BNP PARIBAS SA
        05565ASK0
        
          
          
        
        218000.000000000000
        PA
        USD
        227109.870000000000
        0.0432792578
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2049-12-31
          Variable
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX COMMERCIAL MORTGAGE TRUST BX_19-XL
        N/A
        BX_19-XL
        056054AA7
        
          
          
        
        397683.080000000000
        PA
        USD
        398180.540000000000
        0.0758793894
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2036-10-15
          Variable
          1.016000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BX TRUST BX_19-OC11
        N/A
        BX_19-OC11
        05606FAA1
        
          
          
        
        225000.000000000000
        PA
        USD
        244537.670000000000
        0.0466003916
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2041-12-09
          Fixed
          3.202000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        BALL CORPORATION
        058498AT3
        
          
          
        
        255000.000000000000
        PA
        USD
        288353.190000000000
        0.0549501088
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-07-01
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        BALL CORPORATION
        058498AV8
        
          
          
        
        345000.000000000000
        PA
        USD
        386637.300000000000
        0.0736796485
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALL CORP
        0BGI85ALH27ZJP15DY16
        BALL CORPORATION
        058498AW6
        
          
          
        
        200000.000000000000
        PA
        USD
        200129.210000000000
        0.0381376806
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          2.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA FUNDING CORPORATION BAFC_05-B
        N/A
        BAFC_05-B
        05946XSG9
        
          
          
        
        401715.540000000000
        PA
        USD
        402322.970000000000
        0.0766687927
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-04-20
          Variable
          0.763400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORPORATION BAFC_06-G
        N/A
        BAFC_06-G
        05950MAB6
        
          
          
        
        39148.980000000000
        PA
        USD
        39148.870000000000
        0.0074604157
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-07-20
          Variable
          0.528400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAFC_14-R6
        N/A
        BAFC_14-R6
        05969KBB8
        
          
          
        
        899329.520000000000
        PA
        USD
        883786.680000000000
        0.1684190634
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-07-26
          Variable
          0.349300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANC OF AMERICA FUNDING CORPORAT
        N/A
        BAFC_16-R1
        05970XAA0
        
          
          
        
        42105.240000000000
        PA
        USD
        42072.320000000000
        0.0080175238
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2040-03-25
          Variable
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANCO SANTANDER SA
        5493006QMFDDMYWIAM13
        BANCO SANTANDER SA
        05971KAH2
        
          
          
        
        200000.000000000000
        PA
        USD
        204755.480000000000
        0.0390192871
        Long
        DBT
        CORP
        ES
        
        N
        
        2
        
          2049-12-31
          Variable
          4.750000000000
          N
          N
          N
          N
          Y
          
            
              N/A
              N/A
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GGF0
        
          
          
        
        110000.000000000000
        PA
        USD
        122453.290000000000
        0.0233353465
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-01-20
          Variable
          3.824000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GGT0
        
          
          
        
        345000.000000000000
        PA
        USD
        367372.230000000000
        0.0700083949
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-10-01
          Variable
          3.093000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GHC6
        
          
          
        
        659000.000000000000
        PA
        USD
        680331.730000000000
        0.1296476122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-12-20
          Variable
          3.004000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GJZ3
        
          
          
        
        50000.000000000000
        PA
        USD
        50759.320000000000
        0.0096729644
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-14
          Variable
          2.087000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BARCLAYS PLC
        213800LBQA1Y9L22JB70
        BARCLAYS PLC
        06738EBT1
        
          
          
        
        200000.000000000000
        PA
        USD
        202319.590000000000
        0.0385550910
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2049-12-31
          Variable
          4.375000000000
          N
          N
          N
          N
          Y
          
            
              Barclays PLC
              Barclays PLC
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COMPANIES INC
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AL1
        
          
          
        
        175000.000000000000
        PA
        USD
        163264.770000000000
        0.0311125979
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2031-02-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAUSCH HEALTH COMPANIES INC
        B3BS7ACMDUWISF18KY76
        BAUSCH HEALTH COS INC
        071734AN7
        
          
          
        
        150000.000000000000
        PA
        USD
        153882.080000000000
        0.0293245829
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-06-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        N/A
        BAYER US FINANCE II LLC
        07274NAJ2
        
          
          
        
        115000.000000000000
        PA
        USD
        127946.410000000000
        0.0243821445
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-12-15
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        N/A
        BAYER US FINANCE II LLC
        07274NAL7
        
          
          
        
        380000.000000000000
        PA
        USD
        436662.010000000000
        0.0832126218
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          4.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYER US FINANCE II LLC
        N/A
        BAYER US FINANCE II LLC
        07274NAN3
        
          
          
        
        370000.000000000000
        PA
        USD
        443845.030000000000
        0.0845814561
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2038-06-25
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BAYLOR SCOTT & WHITE HOLDINGS
        N/A
        BAYLOR SCOTT & WHITE HOLDINGS
        072863AE3
        
          
          
        
        500000.000000000000
        PA
        USD
        530304.750000000000
        0.1010576775
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-11-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BALTA_04-6
        N/A
        BALTA_04-6
        07386HJX0
        
          
          
        
        676324.970000000000
        PA
        USD
        689240.880000000000
        0.1313453869
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-07-25
          Variable
          0.909400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS MORTGAGE FUNDING TR
        N/A
        BSMF_06-AR3
        07400HAA1
        
          
          
        
        379758.950000000000
        PA
        USD
        362237.560000000000
        0.0690299050
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-10-25
          Variable
          0.264400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAR STEARNS MORTGAGE FUNDING TR
        N/A
        BSMF_06-AR4
        07401JAA6
        
          
          
        
        554131.260000000000
        PA
        USD
        534854.140000000000
        0.1019246333
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-12-25
          Variable
          0.294400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BSMF_07-AR3
        N/A
        BSMF_07-AR3
        07401VAP6
        
          
          
        
        390593.710000000000
        PA
        USD
        371977.350000000000
        0.0708859709
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-04-25
          Variable
          0.234400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND COMPANY
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON AND COMPANY
        075887406
        
          
          
        
        2200.000000000000
        NS
        USD
        120296.000000000000
        0.0229242419
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BERRY GLOBAL ESCROW CORP
        N/A
        BERRY GLOBAL ESCROW CORP
        085770AA3
        
          
          
        
        51000.000000000000
        PA
        USD
        53838.830000000000
        0.0102598122
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BERRY GLOBAL ESCROW CORP
        N/A
        BERRY GLOBAL ESCROW CORP
        085770AB1
        
          
          
        
        215000.000000000000
        PA
        USD
        226288.300000000000
        0.0431226951
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-07-15
          Fixed
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO LTD BLUEM_13-1A
        N/A
        BLUEM_13-1A
        09626UAU2
        
          
          
        
        227092.830000000000
        PA
        USD
        227114.180000000000
        0.0432800792
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2029-01-20
          Variable
          1.364300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO LTD BLUEM_17-1A
        N/A
        BLUEM_17-1A
        09629CAQ8
        
          
          
        
        375000.000000000000
        PA
        USD
        373501.880000000000
        0.0711764934
        Long
        ABS-MBS
        CORP
        KY
        
        N
        
        2
        
          2029-07-20
          Variable
          1.634300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BLUEMOUNTAIN CLO LTD BLUEM_20-30A
        N/A
        BLUEM_20-30A
        09630QAA9
        
          
          
        
        450000.000000000000
        PA
        USD
        450364.500000000000
        0.0858238407
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-01-15
          Variable
          1.516100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        Boeing Co/The
        097023105
        
          
          
          
        
        2000.000000000000
        NS
        USD
        439000.000000000000
        0.0836581615
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CU7
        
          
          
        
        200000.000000000000
        PA
        USD
        230664.940000000000
        0.0439567308
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          5.040000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023CY9
        
          
          
        
        550000.000000000000
        PA
        USD
        652234.450000000000
        0.1242932459
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-05-01
          Fixed
          5.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOEING CO
        RVHJWBXLJ1RFUBSY1F30
        BOEING CO
        097023DE2
        
          
          
        
        300000.000000000000
        PA
        USD
        300728.390000000000
        0.0573083923
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-04
          Fixed
          1.433000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BOYD GAMING CORP
        254900787YGRYS2A1Z35
        BOYD GAMING CORPORATION
        103304BV2
        
          
          
        
        180000.000000000000
        PA
        USD
        185948.140000000000
        0.0354352609
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-06-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRASKEM NETHERLANDS FINANCE BV
        N/A
        BRASKEM NETHERLANDS BV
        10554TAB1
        
          
          
        
        200000.000000000000
        PA
        USD
        216842.480000000000
        0.0413226497
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2028-01-10
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
        254900ZFY40OYEADAP90
        BRAZIL (FEDERATIVE REPUBLIC OF)
        105756CC2
        
          
          
        
        400000.000000000000
        PA
        USD
        401789.640000000000
        0.0765671585
        Long
        DBT
        NUSS
        BR
        
        N
        
        2
        
          2030-06-12
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Broadcom Inc
        549300WV6GIDOZJTV909
        Broadcom Inc
        11135F200
        
          
          
        
        285.000000000000
        NS
        USD
        450154.650000000000
        0.0857838506
        Long
        EP
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        BROWN GROUP HOLDING LLC
        N/A
        SIGNATURE AVIATION TLB 2.75
        11565HAB2
        
          
          
        
        117110.230000000000
        PA
        USD
        116475.490000000000
        0.0221961853
        Long
        LON
        CORP
        US
        
        N
        
        2
        
          2028-06-07
          Variable
          3.25
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BURLINGTON STORES INC
        N/A
        BURLINGTON STORES INC
        122017AB2
        
          
          
        
        350000.000000000000
        PA
        USD
        526041.760000000000
        0.1002452996
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.250000000000
          N
          N
          N
          N
          N
          
            
              Burlington Stores Inc
              Burlington Stores Inc
              MXN
              
                
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CAI International Inc
        549300XR4I3ZRKKVBZ43
        CAI International Inc
        12477X106
        
          
          
          
        
        44759.000000000000
        NS
        USD
        2505161.230000000000
        0.4773967718
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CAP CORP
        1248EPBT9
        
          
          
        
        300000.000000000000
        PA
        USD
        313441.370000000000
        0.0597310450
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-05-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CCO HOLDINGS CAP
        1248EPCB7
        
          
          
        
        123000.000000000000
        PA
        USD
        134318.340000000000
        0.0255964132
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-06-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CAP CORP
        1248EPCD3
        
          
          
        
        210000.000000000000
        PA
        USD
        221990.970000000000
        0.0423037732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-03-01
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CAP CORP
        1248EPCE1
        
          
          
        
        265000.000000000000
        PA
        USD
        277134.420000000000
        0.0528122006
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-08-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CAP CORP
        1248EPCK7
        
          
          
        
        35000.000000000000
        PA
        USD
        35924.400000000000
        0.0068459436
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-02-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CCO HOLDINGS LLC/CCO HOLDINGS CAPITAL CORP
        N/A
        CCO HOLDINGS LLC/CAP CORP
        1248EPCL5
        
          
          
        
        115000.000000000000
        PA
        USD
        119178.900000000000
        0.0227113614
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2033-06-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CDW LLC / CDW FINANCE CORP
        N/A
        CDW LLC / CDW FINANCE CORP
        12513GBD0
        
          
          
        
        35000.000000000000
        PA
        USD
        36685.550000000000
        0.0069909924
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-04-01
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        N/A
        CIGNA CORP
        125523AG5
        
          
          
        
        850000.000000000000
        PA
        USD
        950054.900000000000
        0.1810474858
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-11-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIT GROUP INC
        N8O96ZZJQRFYQUJY7K79
        CIT Group Inc
        125581801
        
          
          
          
        
        3950.000000000000
        NS
        USD
        218909.000000000000
        0.0417164567
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CIM TRUST CIM_21-R3
        N/A
        CIM_21-R3
        12566LAB0
        
          
          
        
        663651.480000000000
        PA
        USD
        671548.930000000000
        0.1279739154
        Long
        ABS-CBDO
        USGA
        US
        
        N
        
        2
        
          2057-06-25
          Variable
          1.951000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_14-UBS2
        N/A
        COMM_14-UBS2
        12591UAG8
        
          
          
        
        4311902.920000000000
        PA
        USD
        98170.390000000000
        0.0187078687
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-03-10
          Variable
          1.287500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_20-SBX
        N/A
        COMM_20-SBX
        12598EAC6
        
          
          
        
        11501000.000000000000
        PA
        USD
        270870.400000000000
        0.0516184958
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2038-01-10
          Variable
          0.661900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_12-LC4
        N/A
        COMM_12-LC4
        126192AH6
        
          
          
        
        2297990.670000000000
        PA
        USD
        1541.260000000000
        0.0002937107
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2044-12-10
          Variable
          2.287600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_12-CR3
        N/A
        COMM_12-CR3
        12624PAF2
        
          
          
        
        1646238.570000000000
        PA
        USD
        20061.390000000000
        0.0038230046
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Variable
          1.994800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_12-CR4
        N/A
        COMM_12-CR4
        12624QAS2
        
          
          
        
        3328458.970000000000
        PA
        USD
        47560.020000000000
        0.0090632889
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2045-10-15
          Variable
          1.840100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSC HOLDINGS LLC
        N/A
        CSC HOLDINGS LLC
        126307AS6
        
          
          
        
        275000.000000000000
        PA
        USD
        291425.120000000000
        0.0555355120
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-02-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSAIL_15-C3
        N/A
        CSAIL_15-C3
        12635FAV6
        
          
          
        
        9341353.240000000000
        PA
        USD
        212300.940000000000
        0.0404571898
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2048-08-15
          Variable
          0.844500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC_11-5R
        N/A
        CSMC_11-5R
        12645LCD9
        
          
          
        
        110565.300000000000
        PA
        USD
        110372.950000000000
        0.0210332530
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-11-27
          Variable
          3.067200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE MORTGAGE TRUST CSM
        N/A
        CSMC_15-2R
        12649QAA2
        
          
          
        
        112953.370000000000
        PA
        USD
        113722.270000000000
        0.0216715172
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2037-08-27
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CS MORTGAGE TRUST CSMC_15-4R
        N/A
        CSMC_15-4R
        12650BBL6
        
          
          
        
        83400.810000000000
        PA
        USD
        83775.690000000000
        0.0159647385
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-10-27
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1
        N/A
        CSMC_19-NQM1
        12655VAA2
        
          
          
        
        55333.580000000000
        PA
        USD
        56123.850000000000
        0.0106952577
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2059-10-25
          Variable
          2.656000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSMC TRUST CSMC_21-980M
        N/A
        CSMC_21-980M
        12659RAC3
        
          
          
        
        6982000.000000000000
        PA
        USD
        319510.280000000000
        0.0608875686
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        3
        
          2026-07-15
          Variable
          1.109000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4
        N/A
        CSMC_21-RPL4
        12662GAC2
        
          
          
        
        702742.190000000000
        PA
        USD
        706892.160000000000
        0.1347091082
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2060-12-27
          Variable
          1.795600000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CVS HEALTH CORP
        549300EJG376EN5NQE29
        CVS HEALTH CORP
        126650CZ1
        
          
          
        
        315000.000000000000
        PA
        USD
        416674.300000000000
        0.0794036581
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-03-25
          Fixed
          5.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_05-14
        N/A
        CWL_05-14
        126670LQ9
        
          
          
        
        459596.420000000000
        PA
        USD
        459635.580000000000
        0.0875905868
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-04-25
          Variable
          0.789400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET_BACKED CERTIFI
        N/A
        CWL_05-17
        126670RD2
        
          
          
        
        660079.500000000000
        PA
        USD
        656877.520000000000
        0.1251780539
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-05-25
          Variable
          0.544400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CWL_04-10
        N/A
        CWL_04-10
        126673JW3
        
          
          
        
        920100.590000000000
        PA
        USD
        920671.140000000000
        0.1754479611
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-12-25
          Variable
          1.659400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CWL_04-AB2
        N/A
        CWL_04-AB2
        126673QG0
        
          
          
        
        112833.800000000000
        PA
        USD
        112859.610000000000
        0.0215071241
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-05-25
          Variable
          0.939400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CWALT_05-43
        N/A
        CWALT_05-43
        12667G5U3
        
          
          
        
        245158.320000000000
        PA
        USD
        242270.620000000000
        0.0461683705
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          2.856300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13
        N/A
        CWL_07-13
        126698AC3
        
          
          
        
        184331.050000000000
        PA
        USD
        183675.260000000000
        0.0350021289
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-10-25
          Variable
          0.984400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13
        N/A
        CWL_07-13
        126698AD1
        
          
          
        
        366427.606000000000
        PA
        USD
        364228.380000000000
        0.0694092862
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2047-10-25
          Variable
          0.884400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        C&W SENIOR FINANCING DAC
        N/A
        C&W SENIOR FINANCING DAC
        12674TAA4
        
          
          
        
        200000.000000000000
        PA
        USD
        212350.290000000000
        0.0404665942
        Long
        DBT
        CORP
        IE
        
        N
        
        2
        
          2027-09-15
          Fixed
          6.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CABLE ONE INC
        N/A
        CABLE ONE INC
        12685JAC9
        
          
          
        
        325000.000000000000
        PA
        USD
        328331.670000000000
        0.0625686193
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-11-15
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CALI MORTGAGE TRUST CALI_19-101C
        N/A
        CALI_19-101C
        129890AA7
        
          
          
        
        395000.000000000000
        PA
        USD
        452272.670000000000
        0.0861874717
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-03-10
          Fixed
          3.957000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMELOT FINANCE SA
        N/A
        CAMELOT FINANCE SA
        13323AAB6
        
          
          
        
        80000.000000000000
        PA
        USD
        83443.690000000000
        0.0159014708
        Long
        DBT
        CORP
        LU
        
        N
        
        2
        
          2026-11-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADA HOUSING TRUST NO.1
        N/A
        CANADA HOUSING TRUST NO 1
        13509PHT3
        
          
          
        
        405000.000000000000
        PA
        
        323312.950000000000
        0.0616122255
        Long
        DBT
        NUSS
        CA
        
        N
        
        2
        
          2026-06-15
          Fixed
          1.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARNIVAL CORP
        F1OF2ZSX47CR0BCWA982
        CARNIVAL CORPORATION
        143658BN1
        
          
          
        
        255000.000000000000
        PA
        USD
        260597.440000000000
        0.0496608263
        Long
        DBT
        CORP
        PA
        
        N
        
        2
        
          2027-03-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEDAR FUNDING LTD CEDF_20-12A
        N/A
        CEDF_20-12A
        15033TAB1
        
          
          
        
        725000.000000000000
        PA
        USD
        725141.380000000000
        0.1381867761
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2032-10-25
          Variable
          1.395300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CEMEX SAB DE CV
        549300RIG2CXWN6IV731
        CEMEX SAB DE CV
        151290BZ5
        
          
          
        
        200000.000000000000
        PA
        USD
        205788.360000000000
        0.0392161181
        Long
        DBT
        CORP
        MX
        
        N
        
        2
        
          2031-07-11
          Fixed
          3.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORPORATION
        15135BAT8
        
          
          
        
        55000.000000000000
        PA
        USD
        60364.780000000000
        0.0115034317
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-12-15
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORPORATION
        15135BAV3
        
          
          
        
        485000.000000000000
        PA
        USD
        507481.880000000000
        0.0967084307
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-02-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORPORATION
        15135BAW1
        
          
          
        
        390000.000000000000
        PA
        USD
        403618.110000000000
        0.0769156015
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-15
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORPORATION
        15135BAX9
        
          
          
        
        195000.000000000000
        PA
        USD
        194735.860000000000
        0.0371098953
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTENE CORP
        549300Z7JJ4TQSQGT333
        CENTENE CORPORATION
        15135BAY7
        
          
          
        
        447000.000000000000
        PA
        USD
        453992.090000000000
        0.0865151335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC (ALBERTA)
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY INC
        15135UAF6
        
          
          
        
        428000.000000000000
        PA
        USD
        578625.540000000000
        0.1102659428
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2039-11-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC (ALBERTA)
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY INC
        15135UAP4
        
          
          
        
        85000.000000000000
        PA
        USD
        101461.310000000000
        0.0193350038
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2037-06-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC (ALBERTA)
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY INC
        15135UAR0
        
          
          
        
        175000.000000000000
        PA
        USD
        216198.050000000000
        0.0411998437
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2047-06-15
          Fixed
          5.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC (ALBERTA)
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY INC
        15135UAT6
        
          
          
        
        115000.000000000000
        PA
        
        96422.790000000000
        0.0183748368
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2028-02-07
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTEX HOME EQUITY CXHE_05-A
        N/A
        CXHE_05-A
        152314MH0
        
          
          
        
        513650.480000000000
        PA
        USD
        514420.850000000000
        0.0980307575
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-01-25
          Variable
          0.804400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTEX HOME EQUITY CXHE_05-D
        N/A
        CXHE_05-D
        152314PQ7
        
          
          
        
        710000.000000000000
        PA
        USD
        712340.730000000000
        0.1357474165
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2035-10-25
          Variable
          0.999400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BEAGLE PARENT CORP
        549300GS1BPJEDOZHM07
        Change Healthcare Inc
        15912K100
        
          
          
          
        
        229392.000000000000
        NS
        USD
        5007627.360000000000
        0.9542799511
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
        N/A
        CHARTER COMM OPT/OPT CAP
        161175BL7
        
          
          
        
        65000.000000000000
        PA
        USD
        79945.890000000000
        0.0152349116
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2047-05-01
          Fixed
          5.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
        N/A
        CHARTER COMM OPT/OPT CAP
        161175BN3
        
          
          
        
        170000.000000000000
        PA
        USD
        219688.380000000000
        0.0418649795
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2048-04-01
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
        N/A
        CHARTER COMM OPT/OPT CAP
        161175BS2
        
          
          
        
        355000.000000000000
        PA
        USD
        427920.780000000000
        0.0815468468
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-07-01
          Fixed
          5.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
        N/A
        CHARTER COMM OPT/OPT CAP
        161175BU7
        
          
          
        
        50000.000000000000
        PA
        USD
        51236.650000000000
        0.0097639270
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-04-01
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING
        N/A
        CHARTER COMM OPT LLC/CAP
        161175BX1
        
          
          
        
        20000.000000000000
        PA
        USD
        19505.260000000000
        0.0037170255
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2032-02-01
          Fixed
          2.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP
        16411QAG6
        
          
          
        
        85000.000000000000
        PA
        USD
        91597.450000000000
        0.0174552945
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-10-01
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHENIERE ENERGY PARTNERS LP
        5493005UEC8AZ34LDV29
        CHENIERE ENERGY PARTNERS LP
        16411QAH4
        
          
          
        
        260000.000000000000
        PA
        USD
        273982.480000000000
        0.0522115503
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          4.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Saudi Arabia
        N/A
        SAUDI ARABIA (KINGDOM OF)
        000000000
        
          
          
        
        200000.000000000000
        PA
        USD
        221818.740000000000
        0.0422709521
        Long
        DBT
        NUSS
        SA
        
        N
        
        2
        
          2028-03-04
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIMAREX ENERGY CO.
        11KYOFXPU1C4CQL1CL44
        Cimarex Energy Co
        171798101
        
          
          
          
        
        25247.000000000000
        NS
        USD
        1621362.340000000000
        0.3089753816
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CINCINNATI BELL INC
        549300JYVZOCUJOHL272
        CINCINNATI BELL INC
        171871AP1
        
          
          
        
        1211000.000000000000
        PA
        USD
        1235841.820000000000
        0.2355085526
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          7.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CINEMARK USA INC
        N/A
        CINEMARK USA INC
        172441BF3
        
          
          
        
        160000.000000000000
        PA
        USD
        152004.100000000000
        0.0289667051
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-07-15
          Fixed
          5.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-HE1
        N/A
        CMLTI_06-HE1
        17307G4Y1
        
          
          
        
        174071.530000000000
        PA
        USD
        173979.360000000000
        0.0331544269
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-01-25
          Variable
          0.624400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2
        N/A
        CMLTI_06-AR2
        17307G6K9
        
          
          
        
        300545.800000000000
        PA
        USD
        264110.570000000000
        0.0503303069
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2036-03-25
          Variable
          2.799900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_20-WSS
        N/A
        CGCMT_20-WSS
        17328TAG0
        
          
          
        
        390654.930000000000
        PA
        USD
        395946.470000000000
        0.0754536532
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2039-02-15
          Variable
          2.095500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEARWATER PAPER CORP
        549300HCVV19GXN4P292
        CLEARWATER PAPER CORP
        18538RAJ2
        
          
          
        
        150000.000000000000
        PA
        USD
        153940.400000000000
        0.0293356967
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2028-08-15
          Fixed
          4.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC
        185899AG6
        
          
          
        
        80000.000000000000
        PA
        USD
        85788.010000000000
        0.0163482169
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-03-15
          Fixed
          6.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC
        185899AK7
        
          
          
        
        320000.000000000000
        PA
        USD
        338015.250000000000
        0.0644139735
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-03-01
          Fixed
          4.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CLEVELAND-CLIFFS INC
        549300TM2WLI2BJMDD86
        CLEVELAND-CLIFFS INC
        185899AL5
        
          
          
        
        170000.000000000000
        PA
        USD
        182750.280000000000
        0.0348258598
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-03-01
          Fixed
          4.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COHERENT INC
        549300RYOCKUMWACR010
        Coherent Inc
        192479103
        
          
          
          
        
        22001.000000000000
        NS
        USD
        5558992.670000000000
        1.0593510403
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COLOMBIA (REPUBLIC OF)
        N/A
        COLOMBIA (REPUBLIC OF)
        195325CX1
        
          
          
        
        400000.000000000000
        PA
        USD
        435077.000000000000
        0.0829105739
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2026-01-28
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIA (REPUBLIC OF)
        N/A
        COLOMBIA (REPUBLIC OF)
        195325DR3
        
          
          
        
        200000.000000000000
        PA
        USD
        196113.140000000000
        0.0373723570
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2030-01-30
          Fixed
          3.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLOMBIA GOVERNMENT INTERNATIONA
        N/A
        COLOMBIA (REPUBLIC OF)
        195325DZ5
        
          
          
        
        215000.000000000000
        PA
        USD
        210086.930000000000
        0.0400352764
        Long
        DBT
        NUSS
        CO
        
        N
        
        2
        
          2032-04-22
          Fixed
          3.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA SHORT TERM CASH FUND
        N/A
        COLUMBIA SHORT TERM CASH FUND
        19766H239
        
          
        
        140774599.351000000000
        NS
        USD
        140760521.890000000000
        26.8240694225
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        197677AJ6
        
          
          
        
        115000.000000000000
        PA
        USD
        144315.190000000000
        0.0275014658
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2027-12-01
          Fixed
          7.050000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HCA-THE HEALTHCARE CO
        L3CJ6J7LJ2DX62FTXD46
        HCA INC
        19767QAQ8
        
          
          
        
        125000.000000000000
        PA
        USD
        151246.950000000000
        0.0288224186
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          7.580000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMERICA INCORPORATED
        I9Q57JVPWHHZ3ZGBW498
        COMERICA INCORPORATED
        200340AU1
        
          
          
        
        95000.000000000000
        PA
        USD
        106430.750000000000
        0.0202820065
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2049-12-31
          Variable
          5.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_13-LC6
        N/A
        COMM_13-LC6
        20048EAA9
        
          
          
        
        11750000.000000000000
        PA
        USD
        57082.680000000000
        0.0108779774
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-10
          Variable
          0.508100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_13-LC6
        N/A
        COMM_13-LC6
        20048EAZ4
        
          
          
        
        1281850.020000000000
        PA
        USD
        14549.130000000000
        0.0027725592
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2046-01-10
          Variable
          1.429500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMM MORTGAGE TRUST COMM_20-CBM
        N/A
        COMM_20-CBM
        20049AAC2
        
          
          
        
        3134665.710000000000
        PA
        USD
        61079.590000000000
        0.0116396497
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2037-02-10
          Fixed
          0.493000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONSPIRIT HEALTH
        N/A
        COMMONSPIRIT HEALTH
        20268JAF0
        
          
          
        
        70000.000000000000
        PA
        USD
        73295.640000000000
        0.0139676048
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-10-01
          Fixed
          2.782000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4
        N/A
        CNF_01-4
        20846QHZ4
        
          
          
        
        574144.840000000000
        PA
        USD
        574446.210000000000
        0.1094695076
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2033-09-01
          Variable
          1.836000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL AIRLINES 2007-1 A PA
        N/A
        CONTINENTAL AIRLINES 2007-1
        21079NAA9
        
          
          
        
        61010.420000000000
        PA
        USD
        61910.310000000000
        0.0117979561
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-19
          Fixed
          5.983000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONTINENTAL RESOURCES INC
        N/A
        CONTINENTAL RESOURCES INC
        212015AT8
        
          
          
        
        475000.000000000000
        PA
        USD
        578982.190000000000
        0.1103339079
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          5.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_19-1
        N/A
        CAFL_19-1
        21872FAB3
        
          
          
        
        966237.800000000000
        PA
        USD
        58471.780000000000
        0.0111426916
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-03-15
          Variable
          2.334200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_19-3
        N/A
        CAFL_19-3
        21872NAC4
        
          
          
        
        254797.250000000000
        PA
        USD
        17437.990000000000
        0.0033230756
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2052-10-15
          Variable
          2.203100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_20-1
        N/A
        CAFL_20-1
        21872UAC8
        
          
          
        
        265000.000000000000
        PA
        USD
        273185.590000000000
        0.0520596907
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Fixed
          2.296000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_20-1
        N/A
        CAFL_20-1
        21872UAE4
        
          
          
        
        931937.610000000000
        PA
        USD
        103062.510000000000
        0.0196401369
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2050-03-15
          Variable
          2.838200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_20-3
        N/A
        CAFL_20-3
        21873CAC7
        
          
          
        
        898916.730000000000
        PA
        USD
        136369.440000000000
        0.0259872816
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-08-15
          Variable
          3.808900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLONY AMERICAN FINANCE LTD CAFL_20-3
        N/A
        CAFL_20-3
        21873CAE3
        
          
          
        
        850000.000000000000
        PA
        USD
        141497.550000000000
        0.0269645214
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2053-08-15
          Variable
          2.752700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CORNERSTONE ONDEMAND INC
        549300Z402F16H5EGH48
        Cornerstone OnDemand Inc
        21925Y103
        
          
          
          
        
        26623.000000000000
        NS
        USD
        1525497.900000000000
        0.2907069470
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COSTAR GRP INC
        N/A
        COSTAR GROUP INC
        22160NAA7
        
          
          
        
        115000.000000000000
        PA
        USD
        118068.700000000000
        0.0224997958
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2030-07-15
          Fixed
          2.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COVANTA HOLDING CORP
        40XIFLS8XDQGGHGPGC04
        Covanta Holding Corp
        22282E102
        
          
          
          
        
        81252.000000000000
        NS
        USD
        1629102.600000000000
        0.3104504065
        Long
        EC
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        Credit Agricole SA
        225313105
        
          
          
          
        
        30620.000000000000
        NS
        USD
        219239.200000000000
        0.0417793813
        Long
        EC
        CORP
        FR
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CREDIT AGRICOLE SA
        969500TJ5KRTCJQWXH05
        CREDIT AGRICOLE SA
        225313AD7
        
          
          
        
        200000.000000000000
        PA
        USD
        224866.540000000000
        0.0428517570
        Long
        DBT
        CORP
        FR
        
        N
        
        2
        
          2049-12-31
          Variable
          7.875000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        Credit Suisse Group AG
        225401108
        
          
          
          
        
        14363.000000000000
        NS
        USD
        151816.910000000000
        0.0289310332
        Long
        EC
        CORP
        CH
        
        N
        
        1
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG
        225401AQ1
        
          
          
        
        315000.000000000000
        PA
        USD
        323269.170000000000
        0.0616038826
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2026-06-05
          Variable
          2.193000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG
        225401AS7
        
          
          
        
        200000.000000000000
        PA
        USD
        198405.810000000000
        0.0378092604
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2049-12-31
          Variable
          4.500000000000
          N
          N
          N
          N
          Y
          
            
              N/A
              N/A
              USD
              
                
                
                
              
            
          
          
            
          
          XXXX
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP AG
        549300506SI9CRFV9Z86
        CREDIT SUISSE GROUP AG
        225401AT5
        
          
          
        
        135000.000000000000
        PA
        USD
        132959.490000000000
        0.0253374635
        Long
        DBT
        CORP
        CH
        
        N
        
        2
        
          2027-02-02
          Variable
          1.305000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CSFB_98-C1
        N/A
        CSFB_98-C1
        22540AFU7
        
          
          
        
        116194.930000000000
        PA
        USD
        530.890000000000
        0.0001011692
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2040-05-17
          Variable
          2.432000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
        N/A
        CREDIT SUISSE GROUP FUNDING GG LTD
        225433AC5
        
          
          
        
        135000.000000000000
        PA
        USD
        146481.200000000000
        0.0279142321
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2025-03-26
          Fixed
          3.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT SUISSE GROUP FUNDING GUERNSEY LTD
        N/A
        CREDIT SUISSE GROUP FUNDING GG LTD
        225433AR2
        
          
          
        
        130000.000000000000
        PA
        USD
        147333.390000000000
        0.0280766299
        Long
        DBT
        CORP
        GG
        
        N
        
        2
        
          2026-04-17
          Fixed
          4.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMERICAS LLC
        N/A
        CROWN AMERICAS LLC/CROWN AMERICAS
        228189AB2
        
          
          
        
        184000.000000000000
        PA
        USD
        192362.530000000000
        0.0366576210
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          4.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN AMERICAS LLC/CROWN AMERICA
        N/A
        CROWN AMERICAS LLC/CROWN AMERICAS
        22819KAB6
        
          
          
        
        25000.000000000000
        PA
        USD
        26902.830000000000
        0.0051267456
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-09-30
          Fixed
          4.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN CASTLE INTERNATIONAL CORP
        54930012H97VSM0I2R19
        CROWN CASTLE INTERNATIONAL CORP
        22822VAT8
        
          
          
        
        65000.000000000000
        PA
        USD
        64553.540000000000
        0.0123016640
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2031-01-15
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CROWN HOLDINGS INC
        NYLWZIOY8PUNIT4JOE22
        CROWN CORK & SEAL COMPANY INC
        228255AH8
        
          
          
        
        175000.000000000000
        PA
        USD
        216262.260000000000
        0.0412120799
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2026-12-15
          Fixed
          7.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYRUSONE LP / CYRUSONE FINANCE C
        N/A
        CYRUSONE LP/CYRUSONE FINANCE CORP
        23283PAQ7
        
          
          
        
        155000.000000000000
        PA
        USD
        162650.410000000000
        0.0309955223
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CYRUSONE LP / CYRUSONE FINANCE C
        N/A
        CYRUSONE LP/CYRUSONE FIN
        23283PAR5
        
          
          
        
        565000.000000000000
        PA
        USD
        594272.560000000000
        0.1132477217
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2029-11-15
          Fixed
          3.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB MASTER FINANCE LLC DNKN_17-1A
        N/A
        DNKN_17-1A
        233046AE1
        
          
          
        
        193000.000000000000
        PA
        USD
        194311.920000000000
        0.0370291070
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2047-11-20
          Fixed
          3.629000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB MASTER FINANCE LLC DNKN_19-1A
        N/A
        DNKN_19-1A
        233046AJ0
        
          
          
        
        186200.000000000000
        PA
        USD
        187971.020000000000
        0.0358207516
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-20
          Fixed
          3.787000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DB MASTER FINANCE LLC DNKN_19-1A
        N/A
        DNKN_19-1A
        233046AK7
        
          
          
        
        98000.000000000000
        PA
        USD
        102847.670000000000
        0.0195991959
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2049-05-20
          Fixed
          4.021000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2021-09-28
      Columbia Funds Series Trust I
      Martha Skinner
      Martha Skinner
      Assistant Treasurer
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