Form NPORT-P Columbia Funds Series For: Aug 31

October 27, 2021 8:48 AM EDT

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    NPORT-P
    false
    
      
      
        
          0001352280
          XXXXXXXX
        
      
      
      
      
        S000033328
        C000126957
        C000117664
        C000117665
        C000117666
        C000117667
        C000138343
        C000149225
      
      
      
    
  
  
    
      Columbia Funds Series Trust II
      811-21852
      0001352280
      549300ETFU8G7TK7WT48
      290 Congress Street
      Boston
      
      02110
      800-345-6611
      Columbia Commodity Strategy Fund
      S000033328
      WYLFPRJKMBQ25JFLQU04
      2022-05-31
      2021-08-31
      N
    
    
      432474796.820000000000
      2577513.610000000000
      429897283.210000000000
      0.000000000000
      75108445.120000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      0.000000000000
      40235745.520000000000
      
        
          USD
          
          
        
      
      
      
      N
      
        
          
          
          
          
          
          
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
      
    
    
      
        MRA ISSUANCE TRUST MRAIT_21-14
        N/A
        MRAIT_21-14
        55350P104
        
          
          
        
        1900000.000000000000
        PA
        USD
        1899965.230000000000
        0.4419579523
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-02-15
          Variable
          1.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MARLETTE FUNDING TRUST MFT_21-2
        N/A
        MFT_21-2A
        57108TAA5
        
          
          
        
        2000000.000000000000
        PA
        USD
        1999828.400000000000
        0.4651874943
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-09-15
          Fixed
          0.510000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        METROPOLITAN LIFE GLOBAL FUNDING I
        N/A
        METROPOLITAN LIFE GLOBAL FUNDING I
        59217GGW3
        
          
          
        
        1250000.000000000000
        PA
        USD
        1252540.250000000000
        0.2913580287
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-07
          Variable
          0.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MICROCHIP TECH INC
        5493007PTFULNYZJ1R12
        MICROCHIP TECHNOLOGY INCORPORATED
        595017AP9
        
          
          
        
        900000.000000000000
        PA
        USD
        954386.900000000000
        0.2220034732
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-01
          Fixed
          4.333000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MISS PWR CO
        N/A
        MISSISSIPPI POWER CO
        605417CC6
        
          
          
        
        900000.000000000000
        PA
        USD
        901111.590000000000
        0.2096109060
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-28
          Variable
          0.35
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_20-A
        N/A
        MMAF_20-A
        60700MAB4
        
          
          
        
        1002918.280000000000
        PA
        USD
        1006641.110000000000
        0.2341585186
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-04-09
          Fixed
          0.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MORGAN STANLEY
        IGJSJL3JD5P30I6NJZ34
        MORGAN STANLEY
        61772BAA1
        
          
          
        
        2000000.000000000000
        PA
        USD
        2007101.060000000000
        0.4668792147
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-05
          Variable
          0.731000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NATIONAL AUSTRALIA BANK LTD
        F8SB4JFBSYQFRQEH3Z21
        NATIONAL AUSTRALIA BANK LTD
        63254WAA8
        
          
          
        
        1075000.000000000000
        PA
        USD
        1079703.930000000000
        0.2511539319
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-12-13
          Variable
          0.529000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEW YORK LIFE GLOBAL FUNDING
        N/A
        NEW YORK LIFE GLOBAL FUNDING
        64952WDZ3
        
          
          
        
        636000.000000000000
        PA
        USD
        636349.770000000000
        0.1480236779
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-02
          Variable
          0.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_19-2A
        N/A
        NFMOT_19-2A
        65341KBK1
        
          
          
        
        3100000.000000000000
        PA
        USD
        3160481.930000000000
        0.7351714127
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          2.070000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        NISSAN MASTER OWNER TRUST RECEIVABLES NMOTR_19-B
        N/A
        NMOTR_19-B
        65474VAS0
        
          
          
        
        3250000.000000000000
        PA
        USD
        3252779.080000000000
        0.7566409947
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Variable
          0.525500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ONTARIO (PROVINCE OF)
        N/A
        ONTARIO (PROVINCE OF)
        68323ABK9
        
          
          
        
        1050000.000000000000
        PA
        USD
        1069917.100000000000
        0.2488773811
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2022-06-29
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ORACLE CORPORATION
        1Z4GXXU7ZHVWFCD8TV52
        ORACLE CORPORATION
        68389XAP0
        
          
          
        
        1125000.000000000000
        PA
        USD
        1152359.150000000000
        0.2680545319
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-15
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        OSCAR US FUNDING TRUST OSCAR_21-2A
        N/A
        OSCAR_21-2A
        68785BAB9
        
          
          
        
        4500000.000000000000
        PA
        USD
        4496126.450000000000
        1.0458606336
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-08-12
          Fixed
          0.390000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PPL ELECTRIC UTILITIES CORPORATION
        N/A
        PPL ELECTRIC UTILITIES CORPORATION
        69351UAY9
        
          
          
        
        1034000.000000000000
        PA
        USD
        1034193.680000000000
        0.2405676240
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-24
          Variable
          0.38
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PNC BANK NATIONAL ASSOCIATION
        N/A
        PNC BANK NA
        69353RFF0
        
          
          
        
        1274000.000000000000
        PA
        USD
        1279270.840000000000
        0.2975759303
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-07-27
          Variable
          0.628900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PAGAYA AI DEBT SELECTION TRUST PAID_21-1
        N/A
        PAID_21-1
        69547JAA1
        
          
          
        
        3036980.450000000000
        PA
        USD
        3045135.960000000000
        0.7083403592
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-11-15
          Fixed
          1.180000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PEPSICO INC
        FJSUNZKFNQ5YPJ5OT455
        PEPSICO INC
        713448DU9
        
          
          
        
        204000.000000000000
        PA
        USD
        204458.280000000000
        0.0475597981
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-02
          Variable
          0.490800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PHILLIPS 66
        5493005JBO5YSIGK1814
        PHILLIPS 66
        718546AX2
        
          
          
        
        750000.000000000000
        PA
        USD
        750288.440000000000
        0.1745273742
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Variable
          0.744800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PIONEER NAT RES CO
        FY8JBF7CCL2VE4F1B628
        PIONEER NATURAL RESOURCES COMPANY
        723787AU1
        
          
          
        
        800000.000000000000
        PA
        USD
        799582.920000000000
        0.1859939458
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          0.550000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
        N/A
        PLAINS ALL AMERICAN PIPELINE LP
        72650RBB7
        
          
          
        
        252000.000000000000
        PA
        USD
        257981.360000000000
        0.0600100001
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-31
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRICOA GLOBAL FUNDING I
        N/A
        PRICOA GLOBAL FUNDING I
        74153WCN7
        
          
          
        
        1175000.000000000000
        PA
        USD
        1202485.610000000000
        0.2797146335
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-21
          Fixed
          2.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PRINCIPAL LIFE GLOBAL FUNDING II
        635400WSLKBQWSOIIT41
        PRINCIPAL LIFE GLOBAL FUNDING II
        74256LEJ4
        
          
          
        
        1050000.000000000000
        PA
        USD
        1049501.850000000000
        0.2441285142
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-08
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
        PUSS41EMO3E6XXNV3U28
        PUBLIC SERVICE ENTERPRISE GROUP
        744573AL0
        
          
          
        
        1115000.000000000000
        PA
        USD
        1144022.680000000000
        0.2661153547
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-15
          Fixed
          2.650000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUALCOMM INC
        N/A
        QUALCOMM INC
        747525AS2
        
          
          
        
        1050000.000000000000
        PA
        USD
        1059219.440000000000
        0.2463889588
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-30
          Variable
          0.858500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        QUEBEC (PROVINCE OF)
        N/A
        QUEBEC (PROVINCE OF)
        748149AM3
        
          
          
        
        1050000.000000000000
        PA
        USD
        1059729.860000000000
        0.2465076895
        Long
        DBT
        MUN
        CA
        
        N
        
        2
        
          2022-01-31
          Fixed
          2.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RELX CAPITAL INC
        N/A
        RELX CAPITAL INC
        74949LAB8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1044228.320000000000
        0.2429018188
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-16
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        RAYTHEON TECHNOLOGIES CORPORATION
        I07WOS4YJ0N7YRFE7309
        RAYTHEON TECHNOLOGIES CORPORATION
        75513ECG4
        
          
          
        
        1175000.000000000000
        PA
        USD
        1248011.430000000000
        0.2903045631
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-15
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROCHE HOLDINGS INC
        N/A
        ROCHE HOLDINGS INC
        771196BM3
        
          
          
        
        1300000.000000000000
        PA
        USD
        1306532.140000000000
        0.3039172823
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-01-28
          Fixed
          1.750000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ROYAL BANK OF CANADA
        ES7IP3U3RHIGC71XBU11
        ROYAL BANK OF CANADA
        78015K7E8
        
          
          
        
        1360000.000000000000
        PA
        USD
        1365134.970000000000
        0.3175491038
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-01-17
          Variable
          0.493900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
        N/A
        SRT_21-B
        80286DAB4
        
          
          
        
        1500000.000000000000
        PA
        USD
        1500132.450000000000
        0.3489513678
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-01-22
          Fixed
          0.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SHELL INTERNATIONAL FINANCE BV
        N/A
        SHELL INTERNATIONAL FINANCE BV
        822582CA8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1005744.420000000000
        0.2339499362
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-11-13
          Variable
          0.521300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
        N/A
        SIEMENS FINANCIERINGSMAATSCHAPPIJ
        82620KAV5
        
          
          
        
        1175000.000000000000
        PA
        USD
        1177328.730000000000
        0.2738627984
        Long
        DBT
        CORP
        NL
        
        N
        
        2
        
          2023-03-11
          Fixed
          0.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SKANDINAVISKA ENSKILDA BANKEN AB
        F3JS33DEI6XQ4ZBPTN86
        SKANDINAVISKA ENSKILDA BANKEN AB
        83051GAL2
        
          
          
        
        1350000.000000000000
        PA
        USD
        1359893.690000000000
        0.3163299102
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2022-12-12
          Variable
          0.764000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SOUTHERN NATURAL GAS COMPANY LLC
        N/A
        SOUTHERN NATURAL GAS COMPANY
        84346LAC4
        
          
          
        
        800000.000000000000
        PA
        USD
        799742.540000000000
        0.1860310756
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-28
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        SVENSKA HANDELSBANKEN AB
        NHBDILHZTYCNBV5UYZ31
        SVENSKA HANDELSBANKEN AB
        86959LAF0
        
          
          
        
        1050000.000000000000
        PA
        USD
        1055626.180000000000
        0.2455531173
        Long
        DBT
        CORP
        SE
        
        N
        
        2
        
          2023-06-30
          Fixed
          0.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        THEOREM FUNDING TRUST THRM_21-1
        N/A
        THRM_21-1A
        88339VAA6
        
          
          
        
        1100000.000000000000
        PA
        USD
        1099060.270000000000
        0.2556564819
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-12-15
          Fixed
          1.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TORONTO-DOMINION BANK/THE
        PT3QB789TSUIDF371261
        TORONTO-DOMINION BANK
        89114QCL0
        
          
          
        
        1344000.000000000000
        PA
        USD
        1351761.320000000000
        0.3144382095
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-09-28
          Variable
          0.5
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TOYOTA MOTOR CREDIT CORP
        N/A
        TOYOTA MOTOR CREDIT CORP
        89236TJG1
        
          
          
        
        1510000.000000000000
        PA
        USD
        1503291.980000000000
        0.3496863178
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-14
          Fixed
          0.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRICOLOR AUTO SECURITIZATION TAST_21-1
        N/A
        TAST_21-1A
        89615BAA3
        
          
          
        
        574268.830000000000
        PA
        USD
        574301.510000000000
        0.1335904023
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TYSON FOODS INC
        WD6L6041MNRW1JE49D58
        TYSON FOODS INC
        902494BG7
        
          
          
        
        779000.000000000000
        PA
        USD
        831377.900000000000
        0.1933898939
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-09-28
          Fixed
          3.900000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UBS AG (LONDON BRANCH)
        N/A
        UBS AG LONDON
        902674YB0
        
          
          
        
        1325000.000000000000
        PA
        USD
        1319984.280000000000
        0.3070464345
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-02-09
          Fixed
          0.450000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNION PACIFIC CORPORATION
        549300LMMRSZZCZ8CL11
        UNION PACIFIC CORPORATION
        907818DM7
        
          
          
        
        825000.000000000000
        PA
        USD
        848798.660000000000
        0.1974422015
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED PARCEL SERVICE INC
        D01LMJZU09ULLNCY6Z23
        UNITED PARCEL SERVICE INC
        911312BB1
        
          
          
        
        300000.000000000000
        PA
        USD
        300652.420000000000
        0.0699358735
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-16
          Variable
          0.504800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        9127965G0
        
          
          
        
        1370000.000000000000
        PA
        USD
        1369859.750000000000
        0.3186481524
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2021-12-02
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UNITED STATES TREASURY
        N/A
        TREASURY BILL
        912796H44
        
          
          
        
        3900000.000000000000
        PA
        USD
        3898631.020000000000
        0.9068750077
        Long
        DBT
        UST
        US
        
        N
        
        1
        
          2022-05-19
          Fixed
          0.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART SECURITIZATION TRUST UPST_21-3
        N/A
        UPST_21-3
        91679LAA0
        
          
          
        
        2625000.000000000000
        PA
        USD
        2622920.210000000000
        0.6101271891
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2031-07-20
          Fixed
          0.830000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART SECURITIZATION TRUST UPST_20-3
        N/A
        UPST_20-3
        91680EAA3
        
          
          
        
        642961.540000000000
        PA
        USD
        646516.800000000000
        0.1503886685
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2030-11-20
          Fixed
          1.702000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        UPSTART PASS-THROUGH TRUST UPSPT_21-ST6
        N/A
        UPSPT_21-ST6
        91680VAA5
        
          
          
        
        441976.690000000000
        PA
        USD
        442057.750000000000
        0.1028286912
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-08-20
          Fixed
          1.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VCAT VCAT_21-NPL4
        N/A
        VCAT_21-NPL4
        91823DAA3
        
          
          
        
        2200000.000000000000
        PA
        USD
        2200000.000000000000
        0.5117501519
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        3
        
          2051-08-25
          Variable
          1.867700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        VERIZON COMMUNICATIONS INC
        2S72QS2UO2OESLG6Y829
        VERIZON COMMUNICATIONS INC
        92343VGD0
        
          
          
        
        1400000.000000000000
        PA
        USD
        1407912.630000000000
        0.3274997738
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-22
          Variable
          0.55
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WASTE MANAGEMENT INC
        549300YX8JIID70NFS41
        WASTE MANAGEMENT INC
        94107MWF9
        
          
        
        1825000.000000000000
        PA
        USD
        1824838.380000000000
        0.4244824174
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        WELLS FARGO & COMPANY
        PBLD0EJDB5FWOLXP3B76
        WELLS FARGO & COMPANY
        949746SJ1
        
          
          
        
        2000000.000000000000
        PA
        USD
        2025681.420000000000
        0.4712012611
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-31
          Variable
          1.358500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A
        N/A
        WLAKE_21-2A
        96042RAD0
        
          
          
        
        950000.000000000000
        PA
        USD
        947772.060000000000
        0.2204647708
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2026-07-15
          Fixed
          0.620000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WESTPAC BANKING CORP
        EN5TNI6CI43VEPAMHL14
        WESTPAC BANKING CORP
        961214EA7
        
          
          
        
        1325000.000000000000
        PA
        USD
        1338867.520000000000
        0.3114389349
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2023-05-15
          Variable
          0.844800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WILLIAMS COMPANIES INC
        D71FAKCBLFS2O0RBPG08
        WILLIAMS COMPANIES INC
        96950FAJ3
        
          
          
        
        800000.000000000000
        PA
        USD
        816985.710000000000
        0.1900420733
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-15
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
        N/A
        WOLS_21-A
        98163JAB1
        
          
          
        
        4700000.000000000000
        PA
        USD
        4700868.090000000000
        1.0934863451
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Fixed
          0.210000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL JAN 22
        000000000
        
          
          
        
        89.000000000000
        NC
        USD
        -210953.030000000000
        -0.0490705660
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL JAN 22
                SOYBEAN OIL JAN 22
                
                  
                  
                
              
            
            2022-01-14
            3346601.030000000000
            USD
            -210953.030000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL MAR 22
        000000000
        
          
          
        
        180.000000000000
        NC
        USD
        -212546.230000000000
        -0.0494411661
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL MAR 22
                SOYBEAN OIL MAR 22
                
                  
                  
                
              
            
            2022-03-14
            6534866.230000000000
            USD
            -212546.230000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL MAY 22
        000000000
        
          
          
        
        90.000000000000
        NC
        USD
        -82626.560000000000
        -0.0192200703
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL MAY 22
                SOYBEAN OIL MAY 22
                
                  
                  
                
              
            
            2022-05-13
            3228666.560000000000
            USD
            -82626.560000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL DEC 21
        000000000
        
          
          
        
        21.000000000000
        NC
        USD
        151199.880000000000
        0.0351711643
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL DEC 21
                SOYBEAN OIL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            589050.120000000000
            USD
            151199.880000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN OIL DEC 21
        000000000
        
          
          
        
        148.000000000000
        NC
        USD
        -220409.920000000000
        -0.0512703682
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN OIL DEC 21
                SOYBEAN OIL DEC 21
                
                  
                  
                
              
            
            2021-12-14
            5437409.920000000000
            USD
            -220409.920000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CORN MAR 22
        000000000
        
          
          
        
        449.000000000000
        NC
        USD
        -463391.230000000000
        -0.1077911511
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CORN MAR 22
                CORN MAR 22
                
                  
                  
                
              
            
            2022-03-14
            12648128.730000000000
            USD
            -463391.230000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CORN MAY 22
        000000000
        
          
          
        
        223.000000000000
        NC
        USD
        -284852.420000000000
        -0.0662605769
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CORN MAY 22
                CORN MAY 22
                
                  
                  
                
              
            
            2022-05-13
            6392264.920000000000
            USD
            -284852.420000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        CORN DEC 21
        000000000
        
          
          
        
        188.000000000000
        NC
        USD
        -204459.970000000000
        -0.0475601912
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                CORN DEC 21
                CORN DEC 21
                
                  
                  
                
              
            
            2021-12-14
            5226409.970000000000
            USD
            -204459.970000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) JAN 22
        000000000
        
          
          
          
        
        93.000000000000
        NC
        USD
        325547.310000000000
        0.0757267661
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) JAN 22
                BRENT CRUDE (ICE) JAN 22
                
                  
                  
                
              
            
            2021-11-30
            6227232.690000000000
            USD
            325547.310000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) MAR 22
        000000000
        
          
          
          
        
        94.000000000000
        NC
        USD
        -27302.430000000000
        -0.0063509194
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) MAR 22
                BRENT CRUDE (ICE) MAR 22
                
                  
                  
                
              
            
            2022-01-31
            6565942.430000000000
            USD
            -27302.430000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) MAY 22
        000000000
        
          
          
          
        
        64.000000000000
        NC
        USD
        43596.780000000000
        0.0101412085
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) MAY 22
                BRENT CRUDE (ICE) MAY 22
                
                  
                  
                
              
            
            2022-03-31
            4359603.220000000000
            USD
            43596.780000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) MAY 22
        000000000
        
          
          
          
        
        126.000000000000
        NC
        USD
        -83642.210000000000
        -0.0194563244
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) MAY 22
                BRENT CRUDE (ICE) MAY 22
                
                  
                  
                
              
            
            2022-03-31
            8752442.210000000000
            USD
            -83642.210000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        BRENT CRUDE (ICE) NOV 21
        000000000
        
          
          
          
        
        124.000000000000
        NC
        USD
        375901.590000000000
        0.0874398617
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                BRENT CRUDE (ICE) NOV 21
                BRENT CRUDE (ICE) NOV 21
                
                  
                  
                
              
            
            2021-09-30
            8506218.410000000000
            USD
            375901.590000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COTTON NO.2 MAR 22
        000000000
        
          
          
        
        77.000000000000
        NC
        USD
        231561.780000000000
        0.0538644437
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COTTON NO.2 MAR 22
                COTTON NO.2 MAR 22
                
                  
                  
                
              
            
            2022-03-09
            3301583.220000000000
            USD
            231561.780000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COTTON NO.2 MAY 22
        000000000
        
          
          
        
        39.000000000000
        NC
        USD
        12505.510000000000
        0.0029089530
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COTTON NO.2 MAY 22
                COTTON NO.2 MAY 22
                
                  
                  
                
              
            
            2022-05-06
            1769989.490000000000
            USD
            12505.510000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COTTON NO.2 DEC 21
        000000000
        
          
          
        
        139.000000000000
        NC
        USD
        209054.670000000000
        0.0486289814
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COTTON NO.2 DEC 21
                COTTON NO.2 DEC 21
                
                  
                  
                
              
            
            2021-12-08
            6221780.330000000000
            USD
            209054.670000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE JAN 22
        000000000
        
          
          
          
        
        47.000000000000
        NC
        USD
        217890.720000000000
        0.0506843678
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE JAN 22
                WTI CRUDE JAN 22
                
                  
                  
                
              
            
            2021-12-17
            2959309.280000000000
            USD
            217890.720000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE JAN 22
        000000000
        
          
          
          
        
        70.000000000000
        NC
        USD
        -86083.320000000000
        -0.0200241600
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE JAN 22
                WTI CRUDE JAN 22
                
                  
                  
                
              
            
            2021-12-17
            4818083.320000000000
            USD
            -86083.320000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE MAR 22
        000000000
        
          
          
          
        
        2.000000000000
        NC
        USD
        1465.540000000000
        0.0003409047
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE MAR 22
                WTI CRUDE MAR 22
                
                  
                  
                
              
            
            2022-02-18
            132174.460000000000
            USD
            1465.540000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE MAR 22
        000000000
        
          
          
          
        
        235.000000000000
        NC
        USD
        -260620.970000000000
        -0.0606240095
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE MAR 22
                WTI CRUDE MAR 22
                
                  
                  
                
              
            
            2022-02-18
            15963320.970000000000
            USD
            -260620.970000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE MAY 22
        000000000
        
          
          
          
        
        120.000000000000
        NC
        USD
        104823.670000000000
        0.0243834223
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE MAY 22
                WTI CRUDE MAY 22
                
                  
                  
                
              
            
            2022-04-19
            7816376.330000000000
            USD
            104823.670000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WTI CRUDE NOV 21
        000000000
        
          
          
          
        
        166.000000000000
        NC
        USD
        655428.170000000000
        0.1524615753
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WTI CRUDE NOV 21
                WTI CRUDE NOV 21
                
                  
                  
                
              
            
            2021-10-19
            10675731.830000000000
            USD
            655428.170000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ FEB 22
        000000000
        
          
          
        
        59.000000000000
        NC
        USD
        128746.100000000000
        0.0299481074
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ FEB 22
                GOLD 100 OZ FEB 22
                
                  
                  
                
              
            
            2022-02-24
            10609843.900000000000
            USD
            128746.100000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ FEB 22
        000000000
        
          
          
        
        16.000000000000
        NC
        USD
        -17527.120000000000
        -0.0040770483
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ FEB 22
                GOLD 100 OZ FEB 22
                
                  
                  
                
              
            
            2022-02-24
            2929687.120000000000
            USD
            -17527.120000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ APR 22
        000000000
        
          
          
        
        128.000000000000
        NC
        USD
        585412.880000000000
        0.1361750592
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ APR 22
                GOLD 100 OZ APR 22
                
                  
                  
                
              
            
            2022-04-27
            22737467.120000000000
            USD
            585412.880000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ APR 22
        000000000
        
          
          
        
        22.000000000000
        NC
        USD
        -24058.540000000000
        -0.0055963461
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ APR 22
                GOLD 100 OZ APR 22
                
                  
                  
                
              
            
            2022-04-27
            4032678.540000000000
            USD
            -24058.540000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ DEC 21
        000000000
        
          
          
        
        41.000000000000
        NC
        USD
        164260.460000000000
        0.0382092343
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ DEC 21
                GOLD 100 OZ DEC 21
                
                  
                  
                
              
            
            2021-12-29
            7289949.540000000000
            USD
            164260.460000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GOLD 100 OZ DEC 21
        000000000
        
          
          
        
        11.000000000000
        NC
        USD
        -73453.520000000000
        -0.0170862955
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GOLD 100 OZ DEC 21
                GOLD 100 OZ DEC 21
                
                  
                  
                
              
            
            2021-12-29
            2073363.520000000000
            USD
            -73453.520000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COPPER MAR 22
        000000000
        
          
          
        
        116.000000000000
        NC
        USD
        123147.240000000000
        0.0286457358
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COPPER MAR 22
                COPPER MAR 22
                
                  
                  
                
              
            
            2022-03-29
            12513602.760000000000
            USD
            123147.240000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COPPER MAY 22
        000000000
        
          
          
        
        58.000000000000
        NC
        USD
        33721.100000000000
        0.0078439900
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COPPER MAY 22
                COPPER MAY 22
                
                  
                  
                
              
            
            2022-05-26
            6268703.900000000000
            USD
            33721.100000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COPPER DEC 21
        000000000
        
          
          
        
        5.000000000000
        NC
        USD
        2707.400000000000
        0.0006297783
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COPPER DEC 21
                COPPER DEC 21
                
                  
                  
                
              
            
            2021-12-29
            544167.600000000000
            USD
            2707.400000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) JAN 22
        000000000
        
          
          
        
        10.000000000000
        NC
        USD
        35005.000000000000
        0.0081426428
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) JAN 22
                NY HARBOR ULSD (HEAT OIL) JAN 22
                
                  
                  
                
              
            
            2021-12-31
            852875.000000000000
            USD
            35005.000000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) JAN 22
        000000000
        
          
          
        
        14.000000000000
        NC
        USD
        -7293.580000000000
        -0.0016965867
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) JAN 22
                NY HARBOR ULSD (HEAT OIL) JAN 22
                
                  
                  
                
              
            
            2021-12-31
            1250325.580000000000
            USD
            -7293.580000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) MAR 22
        000000000
        
          
          
        
        48.000000000000
        NC
        USD
        -45842.240000000000
        -0.0106635333
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) MAR 22
                NY HARBOR ULSD (HEAT OIL) MAR 22
                
                  
                  
                
              
            
            2022-02-28
            4264322.240000000000
            USD
            -45842.240000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) MAY 22
        000000000
        
          
          
        
        20.000000000000
        NC
        USD
        19277.830000000000
        0.0044842875
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) MAY 22
                NY HARBOR ULSD (HEAT OIL) MAY 22
                
                  
                  
                
              
            
            2022-04-29
            1711542.170000000000
            USD
            19277.830000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) MAY 22
        000000000
        
          
          
        
        4.000000000000
        NC
        USD
        -447.820000000000
        -0.0001041691
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) MAY 22
                NY HARBOR ULSD (HEAT OIL) MAY 22
                
                  
                  
                
              
            
            2022-04-29
            346611.820000000000
            USD
            -447.820000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) NOV 21
        000000000
        
          
          
        
        3.000000000000
        NC
        USD
        27670.890000000000
        0.0064366283
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) NOV 21
                NY HARBOR ULSD (HEAT OIL) NOV 21
                
                  
                  
                
              
            
            2021-10-29
            239978.310000000000
            USD
            27670.890000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NY HARBOR ULSD (HEAT OIL) NOV 21
        000000000
        
          
          
        
        7.000000000000
        NC
        USD
        -1641.290000000000
        -0.0003817865
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NY HARBOR ULSD (HEAT OIL) NOV 21
                NY HARBOR ULSD (HEAT OIL) NOV 21
                
                  
                  
                
              
            
            2021-10-29
            626156.090000000000
            USD
            -1641.290000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COFFEE MAR 22
        000000000
        
          
          
        
        121.000000000000
        NC
        USD
        1302170.420000000000
        0.3029026865
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COFFEE MAR 22
                COFFEE MAR 22
                
                  
                  
                
              
            
            2022-03-21
            7704767.080000000000
            USD
            1302170.420000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COFFEE MAY 22
        000000000
        
          
          
        
        60.000000000000
        NC
        USD
        243543.190000000000
        0.0566514839
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COFFEE MAY 22
                COFFEE MAY 22
                
                  
                  
                
              
            
            2022-05-18
            4244081.810000000000
            USD
            243543.190000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        COFFEE DEC 21
        000000000
        
          
          
        
        12.000000000000
        NC
        USD
        106240.610000000000
        0.0247130220
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                COFFEE DEC 21
                COFFEE DEC 21
                
                  
                  
                
              
            
            2021-12-20
            775309.390000000000
            USD
            106240.610000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT KCBT FUTURE MAR 22
        000000000
        
          
          
        
        104.000000000000
        NC
        USD
        241817.580000000000
        0.0562500833
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT KCBT FUTURE MAR 22
                WHEAT KCBT FUTURE MAR 22
                
                  
                  
                
              
            
            2022-03-14
            3509982.420000000000
            USD
            241817.580000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT KCBT FUTURE MAY 22
        000000000
        
          
          
        
        52.000000000000
        NC
        USD
        -43877.020000000000
        -0.0102063962
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT KCBT FUTURE MAY 22
                WHEAT KCBT FUTURE MAY 22
                
                  
                  
                
              
            
            2022-05-13
            1928877.020000000000
            USD
            -43877.020000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT KCBT FUTURE DEC 21
        000000000
        
          
          
        
        14.000000000000
        NC
        USD
        -9822.040000000000
        -0.0022847411
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT KCBT FUTURE DEC 21
                WHEAT KCBT FUTURE DEC 21
                
                  
                  
                
              
            
            2021-12-14
            508222.040000000000
            USD
            -9822.040000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME PRI ALUM JAN 22
        000000000
        
          
          
          
        
        61.000000000000
        NC
        USD
        340413.270000000000
        0.0791847921
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME PRI ALUM JAN 22
                LME PRI ALUM JAN 22
                
                  
                  
                
              
            
            2022-01-18
            3798055.480000000000
            USD
            340413.270000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME PRI ALUM MAR 22
        000000000
        
          
          
          
        
        123.000000000000
        NC
        USD
        656012.860000000000
        0.1525975822
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME PRI ALUM MAR 22
                LME PRI ALUM MAR 22
                
                  
                  
                
              
            
            2022-03-15
            7670318.390000000000
            USD
            656012.860000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME PRI ALUM MAY 22
        000000000
        
          
          
          
        
        62.000000000000
        NC
        USD
        211800.090000000000
        0.0492676037
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME PRI ALUM MAY 22
                LME PRI ALUM MAY 22
                
                  
                  
                
              
            
            2022-05-17
            3974749.910000000000
            USD
            211800.090000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME PRI ALUM NOV 21
        000000000
        
          
          
          
        
        13.000000000000
        NC
        USD
        65123.910000000000
        0.0151487140
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME PRI ALUM NOV 21
                LME PRI ALUM NOV 21
                
                  
                  
                
              
            
            2021-11-16
            818226.090000000000
            USD
            65123.910000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE FEB 22
        000000000
        
          
          
        
        58.000000000000
        NC
        USD
        69106.820000000000
        0.0160751935
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE FEB 22
                LIVE CATTLE FEB 22
                
                  
                  
                
              
            
            2022-02-28
            3126693.180000000000
            USD
            69106.820000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE FEB 22
        000000000
        
          
          
        
        1.000000000000
        NC
        USD
        -248.800000000000
        -0.0000578743
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE FEB 22
                LIVE CATTLE FEB 22
                
                  
                  
                
              
            
            2022-02-28
            55348.800000000000
            USD
            -248.800000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE APR 22
        000000000
        
          
          
        
        116.000000000000
        NC
        USD
        60641.590000000000
        0.0141060650
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE APR 22
                LIVE CATTLE APR 22
                
                  
                  
                
              
            
            2022-04-29
            6479438.410000000000
            USD
            60641.590000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE OCT 21
        000000000
        
          
          
        
        55.000000000000
        NC
        USD
        25010.280000000000
        0.0058177339
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE OCT 21
                LIVE CATTLE OCT 21
                
                  
                  
                
              
            
            2021-10-29
            2766789.720000000000
            USD
            25010.280000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE OCT 21
        000000000
        
          
          
        
        4.000000000000
        NC
        USD
        -256.200000000000
        -0.0000595956
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE OCT 21
                LIVE CATTLE OCT 21
                
                  
                  
                
              
            
            2021-10-29
            203296.200000000000
            USD
            -256.200000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LIVE CATTLE DEC 21
        000000000
        
          
          
        
        60.000000000000
        NC
        USD
        104140.560000000000
        0.0242245215
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LIVE CATTLE DEC 21
                LIVE CATTLE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            3099259.440000000000
            USD
            104140.560000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS FEB 22
        000000000
        
          
          
        
        50.000000000000
        NC
        USD
        -72879.210000000000
        -0.0169527031
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS FEB 22
                LEAN HOGS FEB 22
                
                  
                  
                
              
            
            2022-02-14
            1740879.210000000000
            USD
            -72879.210000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS APR 22
        000000000
        
          
          
        
        97.000000000000
        NC
        USD
        -35838.070000000000
        -0.0083364263
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS APR 22
                LEAN HOGS APR 22
                
                  
                  
                
              
            
            2022-04-14
            3345478.070000000000
            USD
            -35838.070000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS OCT 21
        000000000
        
          
          
        
        162.000000000000
        NC
        USD
        146116.660000000000
        0.0339887377
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS OCT 21
                LEAN HOGS OCT 21
                
                  
                  
                
              
            
            2021-10-14
            5608123.340000000000
            USD
            146116.660000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS OCT 21
        000000000
        
          
          
        
        40.000000000000
        NC
        USD
        -12610.500000000000
        -0.0029333751
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS OCT 21
                LEAN HOGS OCT 21
                
                  
                  
                
              
            
            2021-10-14
            1433410.500000000000
            USD
            -12610.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS DEC 21
        000000000
        
          
          
        
        29.000000000000
        NC
        USD
        3553.730000000000
        0.0008266463
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS DEC 21
                LEAN HOGS DEC 21
                
                  
                  
                
              
            
            2021-12-14
            947066.270000000000
            USD
            3553.730000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LEAN HOGS DEC 21
        000000000
        
          
          
        
        22.000000000000
        NC
        USD
        -20681.680000000000
        -0.0048108422
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LEAN HOGS DEC 21
                LEAN HOGS DEC 21
                
                  
                  
                
              
            
            2021-12-14
            741841.680000000000
            USD
            -20681.680000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME LEAD NOV 21
        000000000
        
          
          
          
        
        94.000000000000
        NC
        USD
        -64281.920000000000
        -0.0149528556
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME LEAD NOV 21
                LME LEAD NOV 21
                
                  
                  
                
              
            
            2021-11-16
            5381156.920000000000
            USD
            -64281.920000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME NICKEL JAN 22
        000000000
        
          
          
          
        
        18.000000000000
        NC
        USD
        177446.760000000000
        0.0412765484
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME NICKEL JAN 22
                LME NICKEL JAN 22
                
                  
                  
                
              
            
            2022-01-18
            1932927.240000000000
            USD
            177446.760000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME NICKEL MAR 22
        000000000
        
          
          
          
        
        37.000000000000
        NC
        USD
        218800.590000000000
        0.0508960160
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME NICKEL MAR 22
                LME NICKEL MAR 22
                
                  
                  
                
              
            
            2022-03-15
            4118191.410000000000
            USD
            218800.590000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME NICKEL MAY 22
        000000000
        
          
          
          
        
        18.000000000000
        NC
        USD
        41356.260000000000
        0.0096200329
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME NICKEL MAY 22
                LME NICKEL MAY 22
                
                  
                  
                
              
            
            2022-05-17
            2067343.740000000000
            USD
            41356.260000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME NICKEL NOV 21
        000000000
        
          
          
          
        
        1.000000000000
        NC
        USD
        7970.070000000000
        0.0018539475
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME NICKEL NOV 21
                LME NICKEL NOV 21
                
                  
                  
                
              
            
            2021-11-16
            109353.930000000000
            USD
            7970.070000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME ZINC JAN 22
        000000000
        
          
          
          
        
        34.000000000000
        NC
        USD
        24766.380000000000
        0.0057609994
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME ZINC JAN 22
                LME ZINC JAN 22
                
                  
                  
                
              
            
            2022-01-18
            2529696.120000000000
            USD
            24766.380000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME ZINC MAR 22
        000000000
        
          
          
          
        
        68.000000000000
        NC
        USD
        58113.510000000000
        0.0135179989
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME ZINC MAR 22
                LME ZINC MAR 22
                
                  
                  
                
              
            
            2022-03-15
            5048686.490000000000
            USD
            58113.510000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME ZINC MAY 22
        000000000
        
          
          
          
        
        34.000000000000
        NC
        USD
        8097.630000000000
        0.0018836197
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME ZINC MAY 22
                LME ZINC MAY 22
                
                  
                  
                
              
            
            2022-05-17
            2545514.870000000000
            USD
            8097.630000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        LME ZINC NOV 21
        000000000
        
          
          
          
        
        3.000000000000
        NC
        USD
        4230.210000000000
        0.0009840048
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                LME ZINC NOV 21
                LME ZINC NOV 21
                
                  
                  
                
              
            
            2021-11-16
            221126.040000000000
            USD
            4230.210000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NATURAL GAS JAN 22
        000000000
        
          
          
        
        296.000000000000
        NC
        USD
        2294476.090000000000
        0.5337265853
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NATURAL GAS JAN 22
                NATURAL GAS JAN 22
                
                  
                  
                
              
            
            2021-12-29
            11212003.910000000000
            USD
            2294476.090000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NATURAL GAS MAR 22
        000000000
        
          
          
        
        556.000000000000
        NC
        USD
        2981279.700000000000
        0.6934865179
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NATURAL GAS MAR 22
                NATURAL GAS MAR 22
                
                  
                  
                
              
            
            2022-02-24
            19992640.300000000000
            USD
            2981279.700000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NATURAL GAS MAY 22
        000000000
        
          
          
        
        69.000000000000
        NC
        USD
        59161.290000000000
        0.0137617269
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NATURAL GAS MAY 22
                NATURAL GAS MAY 22
                
                  
                  
                
              
            
            2022-04-27
            2268208.710000000000
            USD
            59161.290000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        NATURAL GAS NOV 21
        000000000
        
          
          
        
        387.000000000000
        NC
        USD
        3250716.920000000000
        0.7561613081
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                NATURAL GAS NOV 21
                NATURAL GAS NOV 21
                
                  
                  
                
              
            
            2021-10-27
            13874033.080000000000
            USD
            3250716.920000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GAS OIL JAN 22
        000000000
        
          
          
          
        
        44.000000000000
        NC
        USD
        71027.230000000000
        0.0165219072
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GAS OIL JAN 22
                GAS OIL JAN 22
                
                  
                  
                
              
            
            2022-01-12
            2537072.770000000000
            USD
            71027.230000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GAS OIL MAR 22
        000000000
        
          
          
          
        
        89.000000000000
        NC
        USD
        -25901.580000000000
        -0.0060250625
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GAS OIL MAR 22
                GAS OIL MAR 22
                
                  
                  
                
              
            
            2022-03-10
            5270226.580000000000
            USD
            -25901.580000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GAS OIL MAY 22
        000000000
        
          
          
          
        
        45.000000000000
        NC
        USD
        81979.480000000000
        0.0190695506
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GAS OIL MAY 22
                GAS OIL MAY 22
                
                  
                  
                
              
            
            2022-05-12
            2549395.520000000000
            USD
            81979.480000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GAS OIL NOV 21
        000000000
        
          
          
          
        
        21.000000000000
        NC
        USD
        54068.910000000000
        0.0125771695
        N/A
        DCO
        CORP
        GB
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GAS OIL NOV 21
                GAS OIL NOV 21
                
                  
                  
                
              
            
            2021-11-11
            1203831.090000000000
            USD
            54068.910000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN JAN 22
        000000000
        
          
          
        
        64.000000000000
        NC
        USD
        -227858.710000000000
        -0.0530030588
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN JAN 22
                SOYBEAN JAN 22
                
                  
                  
                
              
            
            2022-01-14
            4388658.710000000000
            USD
            -227858.710000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MAR 22
        000000000
        
          
          
        
        128.000000000000
        NC
        USD
        -213793.130000000000
        -0.0497312122
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MAR 22
                SOYBEAN MAR 22
                
                  
                  
                
              
            
            2022-03-14
            8567393.130000000000
            USD
            -213793.130000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MAY 22
        000000000
        
          
          
        
        64.000000000000
        NC
        USD
        -91408.450000000000
        -0.0212628583
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MAY 22
                SOYBEAN MAY 22
                
                  
                  
                
              
            
            2022-05-13
            4285808.450000000000
            USD
            -91408.450000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN NOV 21
        000000000
        
          
          
        
        59.000000000000
        NC
        USD
        -236260.090000000000
        -0.0549573350
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN NOV 21
                SOYBEAN NOV 21
                
                  
                  
                
              
            
            2021-11-12
            4049135.090000000000
            USD
            -236260.090000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SUGAR #11 MAR 22
        000000000
        
          
          
        
        375.000000000000
        NC
        USD
        1125489.570000000000
        0.2618042993
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SUGAR #11 MAR 22
                SUGAR #11 MAR 22
                
                  
                  
                
              
            
            2022-02-28
            7505510.430000000000
            USD
            1125489.570000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SUGAR #11 MAY 22
        000000000
        
          
          
        
        131.000000000000
        NC
        USD
        43969.860000000000
        0.0102279921
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SUGAR #11 MAY 22
                SUGAR #11 MAY 22
                
                  
                  
                
              
            
            2022-04-29
            2864020.540000000000
            USD
            43969.860000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SUGAR #11 OCT 21
        000000000
        
          
          
        
        334.000000000000
        NC
        USD
        705809.280000000000
        0.1641809119
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SUGAR #11 OCT 21
                SUGAR #11 OCT 21
                
                  
                  
                
              
            
            2021-09-30
            6715937.920000000000
            USD
            705809.280000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SILVER MAR 22
        000000000
        
          
          
        
        62.000000000000
        NC
        USD
        -629590.910000000000
        -0.1464514745
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SILVER MAR 22
                SILVER MAR 22
                
                  
                  
                
              
            
            2022-03-29
            8087880.910000000000
            USD
            -629590.910000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SILVER MAY 22
        000000000
        
          
          
        
        31.000000000000
        NC
        USD
        57836.330000000000
        0.0134535230
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SILVER MAY 22
                SILVER MAY 22
                
                  
                  
                
              
            
            2022-05-26
            3677508.670000000000
            USD
            57836.330000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SILVER DEC 21
        000000000
        
          
          
        
        22.000000000000
        NC
        USD
        60612.560000000000
        0.0140993122
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SILVER DEC 21
                SILVER DEC 21
                
                  
                  
                
              
            
            2021-12-29
            2580047.440000000000
            USD
            60612.560000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MEAL (CBT) JAN 22
        000000000
        
          
          
        
        64.000000000000
        NC
        USD
        -95045.260000000000
        -0.0221088301
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MEAL (CBT) JAN 22
                SOYBEAN MEAL (CBT) JAN 22
                
                  
                  
                
              
            
            2022-01-14
            2315845.260000000000
            USD
            -95045.260000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MEAL (CBT) MAR 22
        000000000
        
          
          
        
        127.000000000000
        NC
        USD
        -147574.510000000000
        -0.0343278536
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MEAL (CBT) MAR 22
                SOYBEAN MEAL (CBT) MAR 22
                
                  
                  
                
              
            
            2022-03-14
            4583684.510000000000
            USD
            -147574.510000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MEAL (CBT) MAY 22
        000000000
        
          
          
        
        63.000000000000
        NC
        USD
        -40423.200000000000
        -0.0094029903
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MEAL (CBT) MAY 22
                SOYBEAN MEAL (CBT) MAY 22
                
                  
                  
                
              
            
            2022-05-13
            2256133.200000000000
            USD
            -40423.200000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        SOYBEAN MEAL (CBT) DEC 21
        000000000
        
          
          
        
        34.000000000000
        NC
        USD
        -134648.120000000000
        -0.0313209981
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                SOYBEAN MEAL (CBT) DEC 21
                SOYBEAN MEAL (CBT) DEC 21
                
                  
                  
                
              
            
            2021-12-14
            1309688.120000000000
            USD
            -134648.120000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        US 2YR NOTE DEC 21
        000000000
        
          
          
        
        -95.000000000000
        NC
        USD
        -13470.280000000000
        -0.0031333717
        N/A
        DIR
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Short
            
              
                US 2YR NOTE DEC 21
                US 2YR NOTE DEC 21
                
                  
                  
                
              
            
            2021-12-31
            -20917701.690000000000
            USD
            -13470.280000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT MAR 22
        000000000
        
          
          
        
        175.000000000000
        NC
        USD
        324972.920000000000
        0.0755931551
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT MAR 22
                WHEAT MAR 22
                
                  
                  
                
              
            
            2022-03-14
            6123777.080000000000
            USD
            324972.920000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT MAY 22
        000000000
        
          
          
        
        13.000000000000
        NC
        USD
        2548.390000000000
        0.0005927904
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT MAY 22
                WHEAT MAY 22
                
                  
                  
                
              
            
            2022-05-13
            481051.610000000000
            USD
            2548.390000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT MAY 22
        000000000
        
          
          
        
        74.000000000000
        NC
        USD
        -81306.840000000000
        -0.0189130853
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT MAY 22
                WHEAT MAY 22
                
                  
                  
                
              
            
            2022-05-13
            2834106.840000000000
            USD
            -81306.840000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT DEC 21
        000000000
        
          
          
        
        9.000000000000
        NC
        USD
        58.450000000000
        0.0000135963
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT DEC 21
                WHEAT DEC 21
                
                  
                  
                
              
            
            2021-12-14
            324954.050000000000
            USD
            58.450000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        WHEAT DEC 21
        000000000
        
          
          
        
        26.000000000000
        NC
        USD
        -24789.710000000000
        -0.0057664263
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                WHEAT DEC 21
                WHEAT DEC 21
                
                  
                  
                
              
            
            2021-12-14
            963714.710000000000
            USD
            -24789.710000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GASOLINE RBOB JAN 22
        000000000
        
          
          
        
        26.000000000000
        NC
        USD
        50889.500000000000
        0.0118375952
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GASOLINE RBOB JAN 22
                GASOLINE RBOB JAN 22
                
                  
                  
                
              
            
            2021-12-31
            2138679.700000000000
            USD
            50889.500000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GASOLINE RBOB MAR 22
        000000000
        
          
          
        
        52.000000000000
        NC
        USD
        -45973.830000000000
        -0.0106941429
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GASOLINE RBOB MAR 22
                GASOLINE RBOB MAR 22
                
                  
                  
                
              
            
            2022-02-28
            4435813.830000000000
            USD
            -45973.830000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GASOLINE RBOB MAY 22
        000000000
        
          
          
        
        25.000000000000
        NC
        USD
        9109.720000000000
        0.0021190457
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GASOLINE RBOB MAY 22
                GASOLINE RBOB MAY 22
                
                  
                  
                
              
            
            2022-04-29
            2220985.280000000000
            USD
            9109.720000000000
          
        
        
          N
          N
          N
        
      
      
        Morgan Stanley
        9R7GPTSO7KV3UQJZQ078
        GASOLINE RBOB NOV 21
        000000000
        
          
          
        
        81.000000000000
        NC
        USD
        269629.590000000000
        0.0627195380
        N/A
        DCO
        CORP
        US
        
        N
        
        1
        
          
            
              Morgan Stanley
              9R7GPTSO7KV3UQJZQ078
            
            Long
            
              
                GASOLINE RBOB NOV 21
                GASOLINE RBOB NOV 21
                
                  
                  
                
              
            
            2021-10-29
            6760263.210000000000
            USD
            269629.590000000000
          
        
        
          N
          N
          N
        
      
      
        ACC TRUST ACC_21-1
        N/A
        ACC_21-1
        00091KAA3
        
          
          
        
        280863.010000000000
        PA
        USD
        280834.840000000000
        0.0653260327
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-11-20
          Fixed
          0.740000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AT&T INC
        549300Z40J86GGSTL398
        AT&T INC
        00206RMH2
        
          
          
        
        1400000.000000000000
        PA
        USD
        1402610.470000000000
        0.3262664187
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-03-25
          Variable
          0.69
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ABBVIE INC
        FR5LCKFTG8054YNNRU85
        ABBVIE INC
        00287YBP3
        
          
          
        
        1350000.000000000000
        PA
        USD
        1358558.570000000000
        0.3160193430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-21
          Variable
          0.780800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHUBB INA HOLDINGS INC
        N/A
        ACE INA HOLDINGS INC
        00440EAP2
        
          
          
        
        366000.000000000000
        PA
        USD
        379374.970000000000
        0.0882478175
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-13
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
        N/A
        ACAR_21-3
        025286AA3
        
          
          
        
        4500000.000000000000
        PA
        USD
        4502889.900000000000
        1.0474339048
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-06-13
          Fixed
          0.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
        N/A
        ACAR_21-2
        025291AA3
        
          
          
        
        922332.110000000000
        PA
        USD
        922867.800000000000
        0.2146716986
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-10-15
          Fixed
          0.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
        N/A
        ACAR_20-3
        025297AB8
        
          
          
        
        1125000.000000000000
        PA
        USD
        1129936.500000000000
        0.2628387162
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-08-13
          Fixed
          1.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN EXPRESS COMPANY
        R4PP93JZOLY261QX3811
        AMERICAN EXPRESS COMPANY
        025816BX6
        
          
          
        
        1475000.000000000000
        PA
        USD
        1491441.320000000000
        0.3469296919
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-03
          Variable
          0.867800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN INTERNATIONAL GROUP INC
        ODVCVCQG2BP6VHV36M30
        AMERICAN INTERNATIONAL GROUP INC
        026874CY1
        
          
          
        
        950000.000000000000
        PA
        USD
        1029055.390000000000
        0.2393723874
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-15
          Fixed
          4.125000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICAN TOWER CORP
        5493006ORUSIL88JOE18
        AMERICAN TOWER CORP
        03027XAB6
        
          
          
        
        1000000.000000000000
        PA
        USD
        1043208.610000000000
        0.2426646203
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-31
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
        N/A
        AMCAR_21-2
        03066RAB1
        
          
          
        
        800000.000000000000
        PA
        USD
        800347.040000000000
        0.1861716906
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-11-18
          Fixed
          0.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AMGEN INC
        62QBXGPJ34PQ72Z12S66
        AMGEN INC
        031162CH1
        
          
          
        
        1100000.000000000000
        PA
        USD
        1136700.590000000000
        0.2644121362
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-19
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ANTHEM INC
        8MYN82XMYQH89CTMTH67
        ANTHEM INC
        036752AF0
        
          
          
        
        1000000.000000000000
        PA
        USD
        1030461.440000000000
        0.2396994539
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-12-01
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ASTRAZENECA PLC
        PY6ZZQWO2IZFZC3IOL08
        ASTRAZENECA PLC
        046353AY4
        
          
          
        
        1250000.000000000000
        PA
        USD
        1248894.650000000000
        0.2905100122
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2023-05-26
          Fixed
          0.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
        JHE42UYNWWTJB8YTTU19
        AUSTRALIA & NZ BANKING GROUP
        05252ACZ2
        
          
          
        
        1100000.000000000000
        PA
        USD
        1106709.320000000000
        0.2574357558
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-11-09
          Variable
          0.705400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        AVIS BUDGET RENTAL CAR FUNDING A
        N/A
        AESOP_17-1A
        05377RCQ5
        
          
          
        
        3100000.000000000000
        PA
        USD
        3171757.870000000000
        0.7377943509
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-09-20
          Fixed
          3.070000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        TRUIST FINANCIAL CORP
        549300DRQQI75D2JP341
        BB&T CORP
        05531FAY9
        
          
          
        
        1325000.000000000000
        PA
        USD
        1328712.070000000000
        0.3090766380
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-04-01
          Variable
          0.794900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BP CAPITAL MARKETS PLC
        N/A
        BP CAPITAL MARKETS PLC
        05565QCB2
        
          
          
        
        1000000.000000000000
        PA
        USD
        1026088.950000000000
        0.2386823528
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-11-06
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF AMERICA CORP
        9DJT3UXIJIZJI4WXO774
        BANK OF AMERICA CORP
        06051GJX8
        
          
          
        
        2075000.000000000000
        PA
        USD
        2076099.750000000000
        0.4829292557
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-05-28
          Variable
          0.529200000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF MONTREAL
        NQQ6HPCNCCU6TUTQYE16
        BANK OF MONTREAL
        06367WYH0
        
          
          
        
        1325000.000000000000
        PA
        USD
        1335034.380000000000
        0.3105472940
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-03-10
          Variable
          0.73
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NEW YORK MELLON CORP/THE
        WFLLPEPC7FZXENRZV188
        BANK OF NEW YORK MELLON CORP
        06406FAF0
        
          
          
        
        1350000.000000000000
        PA
        USD
        1364873.040000000000
        0.3174881753
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-10-30
          Variable
          1.178500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BANK OF NOVA SCOTIA
        L3I9ZG2KFGXZ61BMYR72
        BANK OF NOVA SCOTIA
        0641596F8
        
          
          
        
        1350000.000000000000
        PA
        USD
        1350532.750000000000
        0.3141524273
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2024-07-31
          Variable
          0.43
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BECTON DICKINSON AND COMPANY
        ICE2EP6D98PQUILVRZ91
        BECTON DICKINSON AND COMPANY
        075887BV0
        
          
          
        
        1225000.000000000000
        PA
        USD
        1307920.560000000000
        0.3042402479
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-06-06
          Fixed
          3.363000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BELLEMEAD RE LTD BMIR_20-3A
        N/A
        BMIR_20-3A
        07877KAC4
        
          
          
        
        2125000.000000000000
        PA
        USD
        2156395.600000000000
        0.5016071709
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2030-10-25
          Variable
          2.934400000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BRISTOL-MYERS SQUIBB CO
        HLYYNH7UQUORYSJQCN42
        BRISTOL-MYERS SQUIBB CO
        110122DT2
        
          
          
        
        1250000.000000000000
        PA
        USD
        1250375.430000000000
        0.2908544619
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-13
          Fixed
          0.537000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        BROADCOM CORPORATION/BROADCOM CA
        N/A
        BROADCOM CORP/BROADCOM CAYMAN FIN
        11134LAF6
        
          
          
        
        1175000.000000000000
        PA
        USD
        1248888.030000000000
        0.2905084723
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-01-15
          Fixed
          3.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        N/A
        CIGNA CORP
        125523AC4
        
          
          
        
        1040000.000000000000
        PA
        USD
        1053987.780000000000
        0.2451720030
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-07-15
          Variable
          1.016100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CIGNA CORP
        N/A
        CIGNA CORP
        12553NW92
        
          
        
        1500000.000000000000
        PA
        USD
        1499898.440000000000
        0.3488969339
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        CSX CORP
        549300JVQR4N1MMP3Q88
        CSX CORPORATION
        126408HB2
        
          
          
        
        501000.000000000000
        PA
        USD
        538752.690000000000
        0.1253212595
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-08-01
          Fixed
          3.400000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CAMPBELL SOUP COMPANY
        5493007JDSMX8Z5Z1902
        CAMPBELL SOUP COMPANY
        134429AY5
        
          
          
        
        1000000.000000000000
        PA
        USD
        1020210.590000000000
        0.2373149657
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-08-02
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CANADIAN IMPERIAL BANK OF COMMER
        2IGI19DL77OX0HC3ZE78
        CANADIAN IMPERIAL BANK OF COMMERCE
        13607RAE0
        
          
          
        
        1040000.000000000000
        PA
        USD
        1051891.300000000000
        0.2446843330
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-09-13
          Variable
          0.779000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P2
        N/A
        CRVNA_21-P2
        14687TAB3
        
          
          
        
        2093000.000000000000
        PA
        USD
        2093575.990000000000
        0.4869944686
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-07-10
          Fixed
          0.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CATERPILLAR FINANCIAL SERVICES CORPORATION
        EDBQKYOPJUCJKLOJDE72
        CATERPILLAR FINANCIAL SERVICES
        14913R2J5
        
          
          
        
        1250000.000000000000
        PA
        USD
        1249883.810000000000
        0.2907401044
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENOVUS ENERGY INC (ALBERTA)
        549300EIRQ0Z2B9C1W06
        CENOVUS ENERGY INC
        15135UAJ8
        
          
          
        
        775000.000000000000
        PA
        USD
        815480.840000000000
        0.1896920199
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-09-15
          Fixed
          3.800000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CENTERPOINT ENERGY INC
        21TPXMRRHFKOBHDC8J74
        CENTERPOINT ENERGY INC
        15189TAR8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1019592.220000000000
        0.2371711243
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Fixed
          2.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
        N/A
        CHARTER COMM OPT/OPT CAP
        161175BP8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1026364.760000000000
        0.2387465099
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-02-01
          Variable
          1.775800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHEVRON CORP
        N/A
        CHEVRON CORP
        166764BM1
        
          
          
        
        1000000.000000000000
        PA
        USD
        1002241.300000000000
        0.2331350625
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-03-03
          Variable
          0.608500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CITIGROUP INC
        6SHGI4ZSSLCXXQSBB395
        CITIGROUP INC
        172967LR0
        
          
          
        
        2000000.000000000000
        PA
        USD
        2012000.260000000000
        0.4680188358
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-27
          Variable
          0.818900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COLUMBIA SHORT TERM CASH FUND
        N/A
        COLUMBIA SHORT TERM CASH FUND
        19766H239
        
          
        
        144797498.833000000000
        NS
        USD
        144783019.080000000000
        33.6785145509
        Long
        STIV
        CORP
        US
        
        N
        
        1
        
          N
          N
          N
        
      
      
        COMCAST CORPORATION
        51M0QTTNCGUN7KFCFZ59
        COMCAST CORPORATION
        20030NCX7
        
          
          
        
        1006000.000000000000
        PA
        USD
        1017302.400000000000
        0.2366384808
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2024-04-15
          Variable
          0.756100000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COMMONWEALTH BANK OF AUSTRALIA
        MSFSBD3QN1GSN7Q6C537
        COMMONWEALTH BANK OF AUSTRALIA
        2027A0JL4
        
          
          
        
        1050000.000000000000
        PA
        USD
        1053626.780000000000
        0.2450880294
        Long
        DBT
        CORP
        AU
        
        N
        
        2
        
          2022-03-10
          Variable
          0.828000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONAGRA BRANDS INC
        54930035UDEIH090K650
        CONAGRA BRANDS INC
        205887BR2
        
          
          
        
        1000000.000000000000
        PA
        USD
        1031268.720000000000
        0.2398872382
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-25
          Fixed
          3.200000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CONSUMERS ENERGY COMPANY
        N/A
        CONSUMERS ENERGY COMPANY
        210518CV6
        
          
          
        
        900000.000000000000
        PA
        USD
        945470.570000000000
        0.2199294127
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Fixed
          3.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
        N/A
        COOPERATIEVE RABOBANK UA/NY
        21688AAM4
        
          
          
        
        1300000.000000000000
        PA
        USD
        1307169.150000000000
        0.3040654596
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-10
          Variable
          0.599000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2
        N/A
        CAALT_20-2A
        22535MAA7
        
          
          
        
        2275000.000000000000
        PA
        USD
        2299087.250000000000
        0.5347992043
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-07-16
          Fixed
          1.370000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DLL SECURITIZATION TRUST DLL_19-MT3
        N/A
        DLL_19-MT3
        23291RAC4
        
          
          
        
        1691714.220000000000
        PA
        USD
        1701732.380000000000
        0.3958462746
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2023-02-21
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DNB BANK ASA
        549300GKFG0RYRRQ1414
        DNB BANK ASA
        23329PAE0
        
          
          
        
        1065000.000000000000
        PA
        USD
        1090805.960000000000
        0.2537364163
        Long
        DBT
        CORP
        NO
        
        N
        
        2
        
          2022-12-02
          Fixed
          2.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DTE ENERGY COMPANY
        549300IX8SD6XXD71I78
        DTE ENERGY COMPANY
        233331BE6
        
          
          
        
        1125000.000000000000
        PA
        USD
        1149077.970000000000
        0.2672912844
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-11-01
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_17-3A
        N/A
        DTAOT_17-3A
        23342EAE8
        
          
          
        
        721864.390000000000
        PA
        USD
        726668.900000000000
        0.1690331454
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-08-15
          Fixed
          5.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE CAPITAL CORP
        N/A
        JOHN DEERE CAPITAL CORP
        24422EUG2
        
          
          
        
        1200000.000000000000
        PA
        USD
        1209682.030000000000
        0.2813886194
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-07
          Variable
          0.680700000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DELL EQUIPMENT FINANCE TRUST DEFT_20-1
        N/A
        DEFT_20-1
        24703NAB5
        
          
          
        
        2288923.140000000000
        PA
        USD
        2302924.480000000000
        0.5356917966
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2022-06-22
          Fixed
          2.260000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVER BANK
        X05BVSK68TQ7YTOSNR22
        DISCOVER BANK
        25466AAK7
        
          
          
        
        1000000.000000000000
        PA
        USD
        1039287.870000000000
        0.2417526024
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-06
          Fixed
          3.350000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        WALT DISNEY CO
        N/A
        WALT DISNEY COMPANY (THE)
        254687FH4
        
          
          
        
        1100000.000000000000
        PA
        USD
        1103589.500000000000
        0.2567100429
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-09-01
          Variable
          0.509900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DISCOVERY COMMUNICATIONS LLC
        N/A
        DISCOVERY COMMUNICATIONS LLC
        25470DAQ2
        
          
          
        
        1000000.000000000000
        PA
        USD
        1035594.890000000000
        0.2408935647
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-20
          Fixed
          2.950000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUPONT DE NEMOURS INC
        5493004JF0SDFLM8GD76
        DUPONT DE NEMOURS INC
        26078JAH3
        
          
          
        
        1225000.000000000000
        PA
        USD
        1248374.720000000000
        0.2903890694
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-15
          Variable
          1.234800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY CORP
        I1BZKREC126H0VB1BL91
        DUKE ENERGY CORP
        26244HWM1
        
          
        
        1825000.000000000000
        PA
        USD
        1824904.350000000000
        0.4244977629
        Long
        STIV
        CORP
        US
        
        N
        
        2
        
          N
          N
          N
        
      
      
        DT AUTO OWNER TRUST DTAOT_19-3A
        N/A
        DTAOT_19-3A
        26253KAD6
        
          
          
        
        1610000.000000000000
        PA
        USD
        1671805.160000000000
        0.3888847930
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-04-15
          Fixed
          2.960000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        DUKE ENERGY PROGRESS LLC
        0NIFZ782LS46WOC9QK20
        DUKE ENERGY PROGRESS LLC
        26442UAJ3
        
          
          
        
        1100000.000000000000
        PA
        USD
        1099223.690000000000
        0.2556944956
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-18
          Variable
          0.304500000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ERAC USA FINANCE LLC
        N/A
        ERAC USA FINANCE LLC
        26884TAT9
        
          
          
        
        900000.000000000000
        PA
        USD
        937813.370000000000
        0.2181482430
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-11-01
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENBRIDGE INC
        98TPTUM4IVMFCZBCUR27
        ENBRIDGE INC
        29250NBD6
        
          
          
        
        750000.000000000000
        PA
        USD
        751296.230000000000
        0.1747617999
        Long
        DBT
        CORP
        CA
        
        N
        
        2
        
          2023-02-17
          Variable
          0.45
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENERGY TRANSFER LP
        MTLVN9N7JE8MIBIJ1H73
        ENERGY TRANSFER LP
        29273RAS8
        
          
          
        
        750000.000000000000
        PA
        USD
        775377.250000000000
        0.1803633752
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-01
          Fixed
          3.600000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        ENTERPRISE PRODUCTS OPERATING LLC
        5493004LGN656HWLDA30
        ENTERPRISE PRODUCTS OPERATING LLC
        29379VBS1
        
          
          
        
        800000.000000000000
        PA
        USD
        810781.890000000000
        0.1885989797
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-02-01
          Fixed
          3.500000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EVERSOURCE ENERGY
        SJ7XXD41SQU3ZNWUJ746
        EVERSOURCE ENERGY
        30040WAM0
        
          
          
        
        952000.000000000000
        PA
        USD
        952558.860000000000
        0.2215782461
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-08-15
          Variable
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
        N/A
        EART_20-2A
        30167YAC5
        
          
          
        
        710000.000000000000
        PA
        USD
        713588.910000000000
        0.1659905605
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-07-15
          Fixed
          2.080000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
        N/A
        EART_20-2A
        30167YAE1
        
          
          
        
        320000.000000000000
        PA
        USD
        327963.200000000000
        0.0762887352
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-05-15
          Fixed
          3.280000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FHF TRUST FHF_21-1
        N/A
        FHF_21-1A
        30260WAA9
        
          
          
        
        1000279.210000000000
        PA
        USD
        1000242.300000000000
        0.2326700677
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2027-03-15
          Fixed
          1.270000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FFCB
        3133EJP94
        
          
          
        
        845000.000000000000
        PA
        USD
        845014.660000000000
        0.1965619912
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2021-11-02
          Variable
          0.125800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FEDERAL FARM CREDIT BANKS FUNDING CORP
        N/A
        FFCB
        3133ELB52
        
          
          
        
        5775000.000000000000
        PA
        USD
        5775719.800000000000
        1.3435115842
        Long
        DBT
        USGA
        US
        
        N
        
        2
        
          2021-11-26
          Variable
          0.108900000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FIDELITY NATIONAL INFORMATION SE
        6WQI0GK1PRFVBA061U48
        FIDELITY NATIONAL INFORMATION SERV
        31620MBP0
        
          
          
        
        1250000.000000000000
        PA
        USD
        1249784.190000000000
        0.2907169314
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-03-01
          Fixed
          0.375000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLAGSHIP CREDIT AUTO TRUST FCAT_21-1
        N/A
        FCAT_21-1
        33843WAA9
        
          
          
        
        2542669.050000000000
        PA
        USD
        2542974.680000000000
        0.5915307631
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-06-16
          Fixed
          0.310000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FLORIDA POWER & LIGHT CO
        N/A
        FLORIDA POWER & LIGHT CO
        341081GD3
        
          
          
        
        1125000.000000000000
        PA
        USD
        1125080.890000000000
        0.2617092347
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-10
          Variable
          0.3
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
        N/A
        STACR_21-DNA5
        35564KGX1
        
          
          
        
        3016673.900000000000
        PA
        USD
        3017351.440000000000
        0.7018772990
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2034-01-25
          Variable
          0.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES TRUST GCAR_19-4A
        N/A
        GCAR_19-4A
        36258HAC9
        
          
          
        
        3200000.000000000000
        PA
        USD
        3256249.280000000000
        0.7574482108
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-09-16
          Fixed
          2.780000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GLS AUTO RECEIVABLES TRUST GCAR_21-2A
        N/A
        GCAR_21-2A
        36261XAC9
        
          
          
        
        900000.000000000000
        PA
        USD
        898908.210000000000
        0.2090983696
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2025-09-15
          Fixed
          0.770000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GENERAL ELECTRIC CO
        3C7474T6CDKPR9K6YT90
        GENERAL ELECTRIC CO
        369604BD4
        
          
          
        
        1325000.000000000000
        PA
        USD
        1358697.900000000000
        0.3160517531
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-10-09
          Fixed
          2.700000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        GOLDMAN SACHS GROUP INC/THE
        784F5XWPLTWKTBV3E584
        GOLDMAN SACHS GROUP INC
        38141GWU4
        
          
          
        
        2000000.000000000000
        PA
        USD
        2015529.960000000000
        0.4688398924
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-02-23
          Variable
          0.880800000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HSBC HOLDINGS PLC
        MLU0ZO3ML4LN2LL2TL39
        HSBC HOLDINGS PLC
        404280CU1
        
          
          
        
        1206000.000000000000
        PA
        USD
        1207932.940000000000
        0.2809817571
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2024-08-17
          Variable
          0.732000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HPEFS EQUIPMENT TRUST HPEFS_21-2A
        N/A
        HPEFS_21-2A
        40441JAB7
        
          
          
        
        950000.000000000000
        PA
        USD
        949286.080000000000
        0.2208169526
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-09-20
          Fixed
          0.300000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
        N/A
        HALST_21-B
        44891VAC5
        
          
          
        
        1100000.000000000000
        PA
        USD
        1100556.600000000000
        0.2560045488
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.330000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        INTERNATIONAL BUSINESS MACHINES CORP
        VGRQXHF3J8VDLUA7XE92
        IBM CORP
        459200JX0
        
          
          
        
        1000000.000000000000
        PA
        USD
        1018801.820000000000
        0.2369872664
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2022-05-13
          Fixed
          2.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JPMORGAN CHASE & CO
        8I5DZWZKVSZI1NUHU748
        JPMORGAN CHASE & CO
        46647PBB1
        
          
          
        
        2050000.000000000000
        PA
        USD
        2084541.860000000000
        0.4848930062
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-04-01
          Variable
          3.207000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        JOHN DEERE OWNER TRUST JDOT_21-B
        N/A
        JDOT_21-B
        47789QAB6
        
          
          
        
        2350000.000000000000
        PA
        USD
        2348784.110000000000
        0.5463593751
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-06-17
          Fixed
          0.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        CHASE AUTO CREDIT LINKED NOTES CACLN_21-2
        N/A
        CACLN_21-2
        48128U2N8
        
          
          
        
        4500000.000000000000
        PA
        USD
        4498830.000000000000
        1.0464895164
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-12-26
          Fixed
          0.969000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        KINDER MORGAN INC
        549300WR7IX8XE0TBO16
        KINDER MORGAN INC
        49456BAM3
        
          
          
        
        725000.000000000000
        PA
        USD
        750456.670000000000
        0.1745665068
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-01-15
          Fixed
          3.150000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        L3HARRIS TECHNOLOGIES INC
        549300UTE50ZMDBG8A20
        L3HARRIS TECHNOLOGIES INC
        502431AJ8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1057916.210000000000
        0.2460858096
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-06-15
          Fixed
          3.850000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
        N/A
        LDPT_21-A
        52607FAA2
        
          
          
        
        3050000.000000000000
        PA
        USD
        3051630.530000000000
        0.7098510852
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2028-12-15
          Fixed
          1.000000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLEND_21-1A
        N/A
        LLEND_21-1A
        53934QAA0
        
          
          
        
        475000.000000000000
        PA
        USD
        474554.020000000000
        0.1103877690
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2029-05-15
          Fixed
          1.070000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LLOYDS BANK PLC
        N/A
        LLOYDS BANK PLC
        53944VAS8
        
          
          
        
        1000000.000000000000
        PA
        USD
        1019191.000000000000
        0.2370777950
        Long
        DBT
        CORP
        GB
        
        N
        
        2
        
          2022-08-14
          Fixed
          2.250000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        LOEWS CORPORATION
        R8V1FN4M5ITGZOG7BS19
        LOEWS CORPORATION
        540424AQ1
        
          
          
        
        1000000.000000000000
        PA
        USD
        1032835.860000000000
        0.2402517765
        Long
        DBT
        CORP
        US
        
        N
        
        2
        
          2023-05-15
          Fixed
          2.625000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MMAF EQUIPMENT FINANCE LLC MMAF_17-B
        N/A
        MMAF_17-B
        55316AAD2
        
          
          
        
        2148371.980000000000
        PA
        USD
        2166957.760000000000
        0.5040640741
        Long
        ABS-MBS
        CORP
        US
        
        N
        
        2
        
          2024-11-15
          Fixed
          2.410000000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        MRA ISSUANCE TRUST MRAIT_21-NA1
        N/A
        MRAIT_21-NA1
        55350M101
        
          
          
        
        1075000.000000000000
        PA
        USD
        1075924.610000000000
        0.2502748103
        Long
        ABS-CBDO
        CORP
        US
        
        N
        
        2
        
          2022-03-08
          Variable
          1.600300000000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      2021-09-21
      Columbia Funds Series Trust II
      Martha Skinner
      Martha Skinner
      Assistant Treasurer
    
  
  XXXX



Consolidated Portfolio of Investments
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
(Percentages represent value of investments compared to net assets)
Investments in securities
Asset-Backed Securities — Non-Agency 17.2%
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
ACC Trust(a)
Series 2021-1 Class A
11/20/2023 0.740%   280,863 280,835
Affirm Asset Securitization Trust(a)
Subordinated Series 2021-A Class B
08/15/2025 1.060%   1,750,000 1,753,281
American Credit Acceptance Receivables Trust(a)
Series 2021-2 Class A
10/15/2024 0.370%   922,332 922,868
Series 2021-3 Class A
06/13/2025 0.330%   4,500,000 4,502,890
Subordinated Series 2020-3 Class B
08/13/2024 1.150%   1,125,000 1,129,937
AmeriCredit Automobile Receivables Trust
Series 2021-2 Class A2
11/18/2024 0.260%   800,000 800,347
Avis Budget Rental Car Funding AESOP LLC(a)
Series 2017-1A Class A
09/20/2023 3.070%   3,100,000 3,171,758
Series 2017-2A Class A
03/20/2024 2.970%   2,500,000 2,586,817
Carvana Auto Receivables Trust
Series 2021-P2 Class A2
07/10/2024 0.300%   2,093,000 2,093,576
Credit Acceptance Auto Loan Trust(a)
Series 2020-2A Class A
07/16/2029 1.370%   2,275,000 2,299,087
Dell Equipment Finance Trust(a)
Series 2020-1 Class A2
06/22/2022 2.260%   2,288,923 2,302,925
DLL LLC(a)
Series 2019-MT3 Class A3
02/21/2023 2.080%   1,691,714 1,701,732
Series 2019-MT3 Class A4
09/21/2026 2.150%   2,100,000 2,136,939
DT Auto Owner Trust(a)
Series 2017-3A Class E
08/15/2024 5.600%   721,864 726,669
Series 2019-3A Class D
04/15/2025 2.960%   1,610,000 1,671,805
Exeter Automobile Receivables Trust(a)
Series 2020-2A Class B
07/15/2024 2.080%   710,000 713,589
Series 2020-2A Class C
05/15/2025 3.280%   320,000 327,963
Asset-Backed Securities — Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
FHF Trust(a)
Series 2021-1A Class A
03/15/2027 1.270%   1,000,279 1,000,242
FHF Trust(a),(b)
Series 2021-2A Class A
12/15/2026 0.830%   1,150,000 1,149,935
Flagship Credit Auto Trust(a)
Series 2021-1 Class A
06/16/2025 0.310%   2,542,669 2,542,975
Series 2021-3 Class A
07/15/2027 0.360%   3,875,000 3,873,077
GLS Auto Receivables Issuer Trust(a)
Subordinated Series 2019-4A Class B
09/16/2024 2.780%   3,200,000 3,256,249
GLS Auto Receivables Trust(a)
Subordinated Series 2021-2A Class B
09/15/2025 0.770%   900,000 898,908
HPEFS Equipment Trust(a)
Series 2019-1A Class B
09/20/2029 2.320%   3,000,000 3,016,410
Series 2021-2A Class A2
09/20/2028 0.300%   950,000 949,286
Hyundai Auto Lease Securitization Trust(a)
Series 2021-B Class A3
06/17/2024 0.330%   1,100,000 1,100,557
John Deere Owner Trust
Series 2021-B Class A2
06/17/2024 0.250%   2,350,000 2,348,784
JPMorgan Chase Bank NA(a)
Subordinated Series 2021-2 Class C
12/26/2028 0.969%   4,500,000 4,498,830
Lendingpoint Asset Securitization Trust(a)
Series 2021-A Class A
12/15/2028 1.000%   3,050,000 3,051,631
LL ABS Trust(a)
Series 2021-1A Class A
05/15/2029 1.070%   475,000 474,554
Marlette Funding Trust(a)
Series 2021-2A Class A
09/15/2031 0.510%   2,000,000 1,999,828
MMAF Equipment Finance LLC(a)
Series 2017-B Class A4
11/15/2024 2.410%   2,148,372 2,166,958
Series 2020-A Class A2
04/09/2024 0.740%   1,002,918 1,006,641
Columbia Commodity Strategy Fund  | Quarterly Report 2021
1

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Asset-Backed Securities — Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
NextGear Floorplan Master Owner Trust(a)
Series 2019-2A Class A2
10/15/2024 2.070%   3,100,000 3,160,482
Nissan Master Owner Trust Receivables(c)
Series 2019-B Class A
1-month USD LIBOR + 0.430%
11/15/2023
0.526%   3,250,000 3,252,779
Oscar US Funding XIII LLC(a)
Series 2021-2A Class A2
08/12/2024 0.390%   4,500,000 4,496,126
Pagaya AI Debt Selection Trust(a)
Series 2021-1 Class A
11/15/2027 1.180%   3,036,981 3,045,136
Santander Retail Auto Lease Trust(a)
Series 2021-B Class A2
01/22/2024 0.310%   1,500,000 1,500,132
Theorem Funding Trust(a)
Series 2021-1A Class A
12/15/2027 1.210%   1,100,000 1,099,060
Tricolor Auto Securitization Trust(a)
Series 2021-1A Class A
04/15/2024 0.740%   574,269 574,302
Upstart Pass-Through Trust(a)
Series 2021-ST6 Class A
08/20/2027 1.850%   441,977 442,058
Upstart Securitization Trust(a)
Series 2020-3 Class A
11/20/2030 1.702%   642,962 646,517
Series 2021-3 Class A
07/20/2031 0.830%   2,625,000 2,622,920
Westlake Automobile Receivables Trust(a)
Subordinated Series 2019-3A Class D
11/15/2024 2.720%   1,200,000 1,230,375
Subordinated Series 2021-2A Class B
07/15/2026 0.620%   950,000 947,772
World Omni Automobile Lease Securitization Trust
Series 2021-A Class A2
04/15/2024 0.210%   4,700,000 4,700,868
Total Asset-Backed Securities — Non-Agency
(Cost $90,218,232)
90,176,410
Commercial Paper 1.0%
Issuer Effective
Yield
  Principal
Amount ($)
Value ($)
Electric 0.4%
Duke Energy Corp.(a)
Series 204-2
09/21/2021 0.090%   1,825,000 1,824,904
Commercial Paper (continued)
Issuer Effective
Yield
  Principal
Amount ($)
Value ($)
Environmental 0.3%
Waste Management, Inc.
Series 204-2
09/15/2021 0.220%   1,825,000 1,824,838
Health Care 0.3%
Cigna Corp.
Series 204-2
09/09/2021 0.270%   1,500,000 1,499,899
Total Commercial Paper
(Cost $5,149,731)
5,149,641
Corporate Bonds & Notes 23.9%
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Aerospace & Defense 0.5%
L3Harris Technologies, Inc.
06/15/2023 3.850%   1,250,000 1,322,395
Raytheon Technologies Corp.
03/15/2024 3.200%   1,175,000 1,248,012
Total 2,570,407
Automotive 0.3%
Toyota Motor Credit Corp.
06/14/2024 0.500%   1,510,000 1,503,292
Banking 8.4%
American Express Co.(c)
3-month USD LIBOR + 0.750%
08/03/2023
0.868%   1,825,000 1,845,343
Australia & New Zealand Banking Group Ltd.(a),(c)
3-month USD LIBOR + 0.580%
11/09/2022
0.705%   1,100,000 1,106,709
Bank of America Corp.(c)
3-month USD LIBOR + 0.430%
05/28/2024
0.529%   2,075,000 2,076,100
Bank of Montreal(c)
SOFR + 0.680%
03/10/2023
0.730%   1,650,000 1,662,496
Bank of New York Mellon Corp. (The)(c)
3-month USD LIBOR + 1.050%
10/30/2023
1.179%   1,650,000 1,668,178
Bank of Nova Scotia (The)(c)
SOFR + 0.380%
07/31/2024
0.430%   1,350,000 1,350,533
Canadian Imperial Bank of Commerce(c)
3-month USD LIBOR + 0.660%
09/13/2023
0.779%   1,340,000 1,355,321
 
2 Columbia Commodity Strategy Fund  | Quarterly Report 2021

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Citigroup, Inc.(c)
3-month USD LIBOR + 0.690%
10/27/2022
0.819%   2,525,000 2,540,150
Commonwealth Bank of Australia(a),(c)
3-month USD LIBOR + 0.700%
03/10/2022
0.828%   1,050,000 1,053,627
Cooperatieve Rabobank UA(c)
3-month USD LIBOR + 0.480%
01/10/2023
0.599%   1,550,000 1,558,548
Discover Bank
02/06/2023 3.350%   1,250,000 1,299,110
DNB Bank ASA(a)
12/02/2022 2.150%   1,325,000 1,357,106
Goldman Sachs Group, Inc. (The)(c)
3-month USD LIBOR + 0.750%
02/23/2023
0.881%   2,425,000 2,443,830
HSBC Holdings PLC(d)
08/17/2024 0.732%   1,656,000 1,658,654
JPMorgan Chase & Co.(d)
04/01/2023 3.207%   2,475,000 2,516,703
Lloyds Bank PLC
08/14/2022 2.250%   1,265,000 1,289,276
Morgan Stanley(d)
04/05/2024 0.731%   2,425,000 2,433,610
National Australia Bank Ltd.(a),(c)
3-month USD LIBOR + 0.410%
12/13/2022
0.529%   1,325,000 1,330,798
PNC Bank NA(c)
3-month USD LIBOR + 0.500%
07/27/2022
0.629%   1,274,000 1,279,271
Royal Bank of Canada(c)
3-month USD LIBOR + 0.360%
01/17/2023
0.494%   1,660,000 1,666,268
Skandinaviska Enskilda Banken AB(a),(c)
3-month USD LIBOR + 0.645%
12/12/2022
0.764%   1,350,000 1,359,894
Svenska Handelsbanken AB(a)
06/30/2023 0.625%   1,300,000 1,306,966
Toronto-Dominion Bank (The)(c)
SOFR + 0.450%
09/28/2023
0.500%   1,344,000 1,351,761
Truist Financial Corp.(c)
3-month USD LIBOR + 0.650%
04/01/2022
0.795%   1,325,000 1,328,712
UBS AG(a)
02/09/2024 0.450%   1,625,000 1,618,849
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Wells Fargo & Co.(c)
3-month USD LIBOR + 1.230%
10/31/2023
1.359%   2,400,000 2,430,818
Westpac Banking Corp.(c)
3-month USD LIBOR + 0.720%
05/15/2023
0.845%   1,325,000 1,338,867
Total 44,227,498
Cable and Satellite 0.5%
Charter Communications Operating LLC/Capital(c)
3-month USD LIBOR + 1.650%
02/01/2024
1.776%   1,000,000 1,026,365
Comcast Corp.(c)
3-month USD LIBOR + 0.630%
04/15/2024
0.756%   1,506,000 1,522,920
Total 2,549,285
Chemicals 0.2%
DuPont de Nemours, Inc.(c)
3-month USD LIBOR + 1.110%
11/15/2023
1.235%   1,225,000 1,248,375
Construction Machinery 0.6%
Caterpillar Financial Services Corp.
03/01/2023 0.250%   1,550,000 1,549,856
John Deere Capital Corp.(c)
3-month USD LIBOR + 0.550%
06/07/2023
0.681%   1,525,000 1,537,304
Total 3,087,160
Diversified Manufacturing 0.6%
General Electric Co.
10/09/2022 2.700%   1,650,000 1,691,964
Siemens Financieringsmaatschappij NV(a)
03/11/2023 0.400%   1,525,000 1,528,022
Total 3,219,986
Electric 2.1%
CenterPoint Energy, Inc.
09/01/2022 2.500%   1,250,000 1,274,490
Consumers Energy Co.
08/15/2023 3.375%   900,000 945,471
DTE Energy Co.
11/01/2022 2.250%   1,325,000 1,353,358
Duke Energy Progress LLC(c)
3-month USD LIBOR + 0.180%
02/18/2022
0.305%   1,350,000 1,349,047
Eversource Energy(c)
SOFR + 0.250%
08/15/2023
0.300%   1,252,000 1,252,735
 
Columbia Commodity Strategy Fund  | Quarterly Report 2021
3

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Florida Power & Light Co.(c)
SOFR + 0.250%
05/10/2023
0.300%   1,125,000 1,125,081
Mississippi Power Co.(c)
SOFR + 0.300%
06/28/2024
0.350%   1,100,000 1,101,359
PPL Electric Utilities Corp.(c)
SOFR + 0.330%
06/24/2024
0.380%   1,034,000 1,034,194
Public Service Enterprise Group, Inc.
11/15/2022 2.650%   1,315,000 1,349,228
Total 10,784,963
Food and Beverage 0.8%
Campbell Soup Co.
08/02/2022 2.500%   1,260,000 1,285,465
ConAgra Foods, Inc.
01/25/2023 3.200%   1,250,000 1,289,086
PepsiCo, Inc.(c)
3-month USD LIBOR + 0.365%
05/02/2022
0.491%   204,000 204,458
Tyson Foods, Inc.
09/28/2023 3.900%   1,179,000 1,258,273
Total 4,037,282
Health Care 0.5%
Becton Dickinson and Co.
06/06/2024 3.363%   1,225,000 1,307,921
Cigna Corp.(c)
3-month USD LIBOR + 0.890%
07/15/2023
1.016%   1,275,000 1,292,148
Total 2,600,069
Healthcare Insurance 0.2%
Anthem, Inc.
12/01/2022 2.950%   1,250,000 1,288,077
Independent Energy 0.2%
Pioneer Natural Resources Co.
05/15/2023 0.550%   1,025,000 1,024,466
Integrated Energy 0.9%
BP Capital Markets PLC
11/06/2022 2.500%   1,300,000 1,333,916
Cenovus Energy, Inc.
09/15/2023 3.800%   1,000,000 1,052,233
Chevron Corp.(c)
3-month USD LIBOR + 0.480%
03/03/2022
0.609%   1,000,000 1,002,241
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Shell International Finance BV(c)
3-month USD LIBOR + 0.400%
11/13/2023
0.521%   1,300,000 1,307,468
Total 4,695,858
Life Insurance 1.0%
Metropolitan Life Global Funding I(a),(c)
SOFR + 0.320%
01/07/2024
0.370%   1,550,000 1,553,150
New York Life Global Funding(a),(c)
SOFR + 0.220%
02/02/2023
0.270%   636,000 636,350
Pricoa Global Funding I(a)
09/21/2022 2.450%   1,500,000 1,535,088
Principal Life Global Funding II(a)
01/08/2024 0.500%   1,550,000 1,549,264
Total 5,273,852
Media and Entertainment 0.5%
Discovery Communications LLC
03/20/2023 2.950%   1,225,000 1,268,604
Walt Disney Co. (The)(c)
3-month USD LIBOR + 0.390%
09/01/2022
0.510%   1,100,000 1,103,589
Total 2,372,193
Midstream 1.1%
Enbridge, Inc.(c)
SOFR + 0.400%
02/17/2023
0.450%   1,000,000 1,001,728
Energy Transfer Partners LP
02/01/2023 3.600%   1,000,000 1,033,836
Enterprise Products Operating LLC
02/01/2022 3.500%   1,000,000 1,013,477
Kinder Morgan, Inc.
01/15/2023 3.150%   975,000 1,009,235
Plains All American Pipeline LP/Finance Corp.
01/31/2023 2.850%   252,000 257,981
Southern Natural Gas Co. LLC(a)
04/28/2023 0.625%   800,000 799,743
Williams Companies, Inc. (The)
08/15/2022 3.350%   800,000 816,986
Total 5,932,986
Pharmaceuticals 1.4%
AbbVie, Inc.(c)
3-month USD LIBOR + 0.650%
11/21/2022
0.781%   1,640,000 1,650,397
 
4 Columbia Commodity Strategy Fund  | Quarterly Report 2021

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Amgen, Inc.
08/19/2023 2.250%   1,370,000 1,415,709
AstraZeneca PLC
05/26/2023 0.300%   1,550,000 1,548,629
Bristol-Myers Squibb Co.
11/13/2023 0.537%   1,550,000 1,550,466
Roche Holdings, Inc.(a)
01/28/2022 1.750%   1,300,000 1,306,532
Total 7,471,733
Property & Casualty 0.8%
American International Group, Inc.
02/15/2024 4.125%   1,200,000 1,299,859
Chubb INA Holdings, Inc.
03/13/2023 2.700%   1,366,000 1,415,919
Loews Corp.
05/15/2023 2.625%   1,350,000 1,394,328
Total 4,110,106
Railroads 0.3%
CSX Corp.
08/01/2024 3.400%   516,000 554,883
Union Pacific Corp.
01/15/2023 2.950%   825,000 848,799
Total 1,403,682
Refining 0.2%
Phillips 66(c)
3-month USD LIBOR + 0.620%
02/15/2024
0.745%   950,000 950,365
Technology 1.6%
Broadcom Corp./Cayman Finance Ltd.
01/15/2024 3.625%   1,175,000 1,248,888
Fidelity National Information Services, Inc.
03/01/2023 0.375%   1,250,000 1,249,784
International Business Machines Corp.
05/13/2022 2.850%   1,062,000 1,081,968
Microchip Technology, Inc.
06/01/2023 4.333%   1,100,000 1,166,473
Oracle Corp.
10/15/2022 2.500%   1,375,000 1,408,439
QUALCOMM, Inc.(c)
3-month USD LIBOR + 0.730%
01/30/2023
0.859%   1,050,000 1,059,219
RELX Capital, Inc.
03/16/2023 3.500%   1,225,000 1,279,180
Total 8,493,951
Corporate Bonds & Notes (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
Transportation Services 0.3%
ERAC U.S.A. Finance LLC(a)
11/01/2023 2.700%   1,100,000 1,146,216
United Parcel Service, Inc.(c)
3-month USD LIBOR + 0.380%
05/16/2022
0.505%   300,000 300,653
Total 1,446,869
Wireless 0.2%
American Tower Corp.
01/31/2023 3.500%   1,250,000 1,304,011
Wirelines 0.7%
AT&T, Inc.(c)
SOFR + 0.640%
03/25/2024
0.690%   1,925,000 1,928,589
Verizon Communications, Inc.(c)
SOFR + 0.500%
03/22/2024
0.550%   1,925,000 1,935,880
Total 3,864,469
Total Corporate Bonds & Notes
(Cost $125,510,024)
125,460,935
Foreign Government Obligations(e) 0.5%
Canada 0.5%
Province of Ontario
06/29/2022 2.450%   1,275,000 1,299,185
Province of Quebec
01/31/2022 2.375%   1,275,000 1,286,815
Total 2,586,000
Total Foreign Government Obligations
(Cost $2,586,476)
2,586,000
Residential Mortgage-Backed Securities - Non-Agency 2.0%
Bellemeade Re Ltd.(a),(c)
CMO Series 2020-3A Class M1B
1-month USD LIBOR + 2.850%
Floor 2.850%
10/25/2030
2.934%   2,125,000 2,156,396
Freddie Mac STACR REMIC Trust(a),(c)
CMO Series 2021-DNA5 Class M1
30-day Average SOFR + 0.650%
01/25/2034
0.700%   3,016,674 3,017,351
MRA Issuance Trust(a),(c)
CMO Series 2021-14 Class A1X
1-month USD LIBOR + 1.250%
Floor 1.250%
02/15/2022
1.450%   1,900,000 1,899,965
 
Columbia Commodity Strategy Fund  | Quarterly Report 2021
5

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Residential Mortgage-Backed Securities - Non-Agency (continued)
Issuer Coupon
Rate
  Principal
Amount ($)
Value ($)
CMO Series 2021-NA1 Class A1X
1-month USD LIBOR + 1.500%
Floor 1.500%
03/08/2022
1.600%   1,075,000 1,075,925
VCAT LLC(a),(f),(g),(h)
CMO Series 2021-NPL4 Class A1
08/25/2051 1.868%   2,200,000 2,200,000
Total Residential Mortgage-Backed Securities - Non-Agency
(Cost $10,361,254)
10,349,637
Treasury Bills 1.0%
Issuer Effective
Yield
  Principal
Amount ($)
Value ($)
United States 1.0%
U.S. Treasury Bills
12/02/2021 0.040%   1,370,000 1,369,860
05/19/2022 0.050%   3,900,000 3,898,631
Total 5,268,491
Total Treasury Bills
(Cost $5,268,082)
5,268,491
U.S. Government & Agency Obligations 1.3%
Issuer Effective
Yield
  Principal
Amount ($)
Value ($)
Federal Farm Credit Banks Funding Corp.(c)
1-month USD LIBOR + 0.030%
11/02/2021
0.130%   845,000 845,014
1-month USD LIBOR + 0.020%
11/26/2021
0.110%   5,775,000 5,775,720
Total U.S. Government & Agency Obligations
(Cost $6,621,094)
6,620,734
    
Money Market Funds 27.6%
  Shares Value ($)
Columbia Short-Term Cash Fund, 0.061%(i),(j) 144,797,499 144,783,019
Total Money Market Funds
(Cost $144,783,019)
144,783,019
Total Investments in Securities
(Cost: $390,497,912)
390,394,867
Other Assets & Liabilities, Net   133,865,262
Net Assets 524,260,129
 
At August 31, 2021, securities and/or cash totaling $35,768,680 were pledged as collateral.
Investments in derivatives
Long futures contracts
Description Number of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation ($)
Value/Unrealized
depreciation ($)
Brent Crude 150 09/2021 USD 10,744,500 375,168
Brent Crude 116 11/2021 USD 8,173,360 325,102
Brent Crude 117 01/2022 USD 8,138,520 (27,928)
Brent Crude 64 03/2022 USD 4,403,200 43,597
Brent Crude 173 03/2022 USD 11,902,400 (86,156)
Coffee 13 12/2021 USD 955,013 106,087
Coffee 139 03/2022 USD 10,346,813 1,302,003
Coffee 69 05/2022 USD 5,160,769 243,619
Copper 6 12/2021 USD 656,250 2,666
Copper 140 03/2022 USD 15,251,250 123,275
Copper 70 05/2022 USD 7,606,375 33,754
Corn 239 12/2021 USD 6,384,288 (204,110)
Corn 556 03/2022 USD 15,088,450 (462,073)
Corn 276 05/2022 USD 7,558,950 (284,485)
Cotton 175 12/2021 USD 8,096,375 209,003
Cotton 94 03/2022 USD 4,313,190 231,588
Cotton 47 05/2022 USD 2,148,135 12,578
Gas Oil 26 11/2021 USD 1,557,400 54,057
Gas Oil 54 01/2022 USD 3,200,850 71,052
Gas Oil 109 03/2022 USD 6,422,825 (25,001)
Gas Oil 55 05/2022 USD 3,216,125 82,280
Gold 100 oz. 52 12/2021 USD 9,454,120 164,022
6 Columbia Commodity Strategy Fund  | Quarterly Report 2021

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Long futures contracts (continued)
Description Number of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation ($)
Value/Unrealized
depreciation ($)
Gold 100 oz. 11 12/2021 USD 1,999,910 (73,454)
Gold 100 oz. 75 02/2022 USD 13,650,750 128,340
Gold 100 oz. 16 02/2022 USD 2,912,160 (17,527)
Gold 100 oz. 159 04/2022 USD 28,971,390 584,614
Gold 100 oz. 22 04/2022 USD 4,008,620 (24,059)
Lead 118 11/2021 USD 6,674,375 (64,526)
Lean Hogs 212 10/2021 USD 7,530,240 145,557
Lean Hogs 40 10/2021 USD 1,420,800 (12,611)
Lean Hogs 41 12/2021 USD 1,343,980 3,466
Lean Hogs 22 12/2021 USD 721,160 (20,682)
Lean Hogs 61 02/2022 USD 2,034,960 (72,993)
Lean Hogs 121 04/2022 USD 4,128,520 (35,894)
Live Cattle 70 10/2021 USD 3,553,200 24,710
Live Cattle 4 10/2021 USD 203,040 (256)
Live Cattle 72 12/2021 USD 3,844,080 103,903
Live Cattle 69 02/2022 USD 3,801,900 68,913
Live Cattle 1 02/2022 USD 55,100 (249)
Live Cattle 138 04/2022 USD 7,780,440 60,304
Natural Gas 463 10/2021 USD 20,487,750 3,250,653
Natural Gas 367 12/2021 USD 16,746,210 2,294,200
Natural Gas 700 02/2022 USD 28,924,000 2,981,660
Natural Gas 90 04/2022 USD 3,035,700 59,868
Nickel 1 11/2021 USD 117,324 7,970
Nickel 22 01/2022 USD 2,579,346 177,407
Nickel 44 03/2022 USD 5,157,504 218,731
Nickel 22 05/2022 USD 2,577,300 41,317
NY Harbor ULSD Heat Oil 3 10/2021 USD 267,649 27,671
NY Harbor ULSD Heat Oil 9 10/2021 USD 802,948 (1,955)
NY Harbor ULSD Heat Oil 10 12/2021 USD 887,880 35,005
NY Harbor ULSD Heat Oil 19 12/2021 USD 1,686,972 (7,408)
NY Harbor ULSD Heat Oil 59 02/2022 USD 5,185,215 (46,023)
NY Harbor ULSD Heat Oil 20 04/2022 USD 1,730,820 19,278
NY Harbor ULSD Heat Oil 10 04/2022 USD 865,410 (586)
Primary Aluminum 16 11/2021 USD 1,087,200 65,093
Primary Aluminum 74 01/2022 USD 5,020,438 340,281
Primary Aluminum 148 03/2022 USD 10,018,675 655,758
Primary Aluminum 74 05/2022 USD 4,996,850 211,678
RBOB Gasoline 96 10/2021 USD 8,331,725 269,737
RBOB Gasoline 32 12/2021 USD 2,694,854 51,045
RBOB Gasoline 65 02/2022 USD 5,487,300 (45,998)
RBOB Gasoline 31 04/2022 USD 2,765,318 9,257
Silver 26 12/2021 USD 3,120,780 60,493
Silver 75 03/2022 USD 9,022,125 (630,002)
Silver 38 05/2022 USD 4,578,810 57,602
Soybean 73 11/2021 USD 4,717,625 (236,427)
Soybean 79 01/2022 USD 5,135,988 (228,043)
Soybean 157 03/2022 USD 10,246,213 (214,219)
Soybean 78 05/2022 USD 5,111,925 (91,701)
Soybean Meal 41 12/2021 USD 1,416,960 (134,696)
Soybean Meal 76 01/2022 USD 2,637,200 (95,112)
Soybean Meal 151 03/2022 USD 5,274,430 (147,949)
Soybean Meal 75 05/2022 USD 2,637,750 (40,620)
Soybean Oil 21 12/2021 USD 740,250 151,200
Soybean Oil 192 12/2021 USD 6,768,000 (220,108)
Soybean Oil 113 01/2022 USD 3,981,216 (210,807)
Soybean Oil 228 03/2022 USD 8,008,272 (211,678)
Soybean Oil 114 05/2022 USD 3,984,984 (82,457)
Sugar #11 411 09/2021 USD 9,132,749 705,025
Columbia Commodity Strategy Fund  | Quarterly Report 2021
7

Consolidated Portfolio of Investments   (continued)
Columbia Commodity Strategy Fund, August 31, 2021 (Unaudited)
Long futures contracts (continued)
Description Number of
contracts
Expiration
date
Trading
currency
Notional
amount
Value/Unrealized
appreciation ($)
Value/Unrealized
depreciation ($)
Sugar #11 450 02/2022 USD 10,357,200 1,125,128
Sugar #11 156 04/2022 USD 3,462,950 43,689
Wheat 9 12/2021 USD 325,013 58
Wheat 17 12/2021 USD 605,200 (9,809)
Wheat 34 12/2021 USD 1,227,825 (24,596)
Wheat 217 03/2022 USD 7,996,450 326,033
Wheat 128 03/2022 USD 4,617,600 242,099
Wheat 13 05/2022 USD 483,600 2,548
Wheat 63 05/2022 USD 2,283,750 (43,720)
Wheat 95 05/2022 USD 3,534,000 (80,489)
WTI Crude 203 10/2021 USD 13,856,780 654,176
WTI Crude 47 12/2021 USD 3,177,200 217,891
WTI Crude 99 12/2021 USD 6,692,400 (87,265)
WTI Crude 2 02/2022 USD 133,640 1,466
WTI Crude 294 02/2022 USD 19,645,080