0001145549-24-023970.txt : 20240424
0001145549-24-023970.hdr.sgml : 20240424
20240424115701
ACCESSION NUMBER: 0001145549-24-023970
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240229
FILED AS OF DATE: 20240424
DATE AS OF CHANGE: 20240424
PERIOD START: 20240831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: COLUMBIA FUNDS SERIES TRUST I
CENTRAL INDEX KEY: 0000773757
ORGANIZATION NAME:
IRS NUMBER: 363376651
STATE OF INCORPORATION: MA
FISCAL YEAR END: 0630
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-04367
FILM NUMBER: 24868158
BUSINESS ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
BUSINESS PHONE: 800-345-6611
MAIL ADDRESS:
STREET 1: 290 CONGRESS STREET
CITY: BOSTON
STATE: MA
ZIP: 02210
FORMER COMPANY:
FORMER CONFORMED NAME: COLUMBIA FUNDS TRUST IX
DATE OF NAME CHANGE: 20031107
FORMER COMPANY:
FORMER CONFORMED NAME: LIBERTY STEIN ROE FUNDS MUNICIPAL TRUST
DATE OF NAME CHANGE: 19991025
FORMER COMPANY:
FORMER CONFORMED NAME: STEINROE MUNICIPAL TRUST
DATE OF NAME CHANGE: 19920703
0000773757
S000036207
Multi-Manager Alternative Strategies Fund
C000179757
Multi-Manager Alternative Strategies Fund Institutional Class
CZAMX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0000773757
XXXXXXXX
S000036207
C000179757
Columbia Funds Series Trust I
811-04367
0000773757
549300W5GIE6ZOZOTD82
290 Congress Street
Boston
02110
800-345-6611
Multi-Manager Alternative Strategies Fund
S000036207
8Z4K1FUQRPCJYKZNOK04
2024-08-31
2024-02-29
N
470800123.960000000000
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17229247.490000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
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60150.000000000000
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98669.380000000000
PLN
MYR
NOK
NZD
PHP
SEK
TWD
THB
TRY
MXN
USD
ZAR
SGD
KRW
AUD
INR
BRL
CAD
CHF
CLP
JPY
COP
EUR
GBP
HUF
IDR
ILS
CZK
CNY
N
N/A
N/A
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
FTSE/JSE TOP 40 MAR 24
000000000
-1.000000000000
NC
1082.920000000000
0.0002416993
N/A
DE
CORP
ZA
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
FTSE/JSE TOP 40 MAR 24
FTSE/JSE TOP 40 MAR 24
2024-03-20
-682958.020000000000
ZAR
1082.920000000000
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
4278000000.000000000000
PA
284798.790000000000
0.0635648581
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.375000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
773000000.000000000000
PA
48629.050000000000
0.0108536229
Long
DBT
NUSS
ID
N
2
2028-05-15
Fixed
6.125000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
4700000.000000000000
PA
95739.510000000000
0.0213683084
Long
DBT
NUSS
PH
N
2
2035-09-30
Fixed
8.000000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
1505000.000000000000
PA
329840.360000000000
0.0736177836
Long
DBT
NUSS
MY
N
2
2030-04-15
Fixed
4.498000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
MEXICO (UNITED MEXICAN STATES)
000000000
15730000.000000000000
PA
854047.100000000000
0.1906166201
Long
DBT
NUSS
MX
N
2
2031-05-29
Fixed
7.750000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
2025000000.000000000000
PA
128853.460000000000
0.0287590825
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.625000000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
N/A
ONTARIO (PROVINCE OF)
000000000
380000.000000000000
PA
244662.040000000000
0.0546066501
Long
DBT
MUN
CA
N
2
2045-06-02
Fixed
3.450000000000
N
N
N
N
N
N
SINGAPORE (REPUBLIC OF)
549300ZSV6VOGFH1ER70
SINGAPORE (REPUBLIC OF)
000000000
495000.000000000000
PA
376268.090000000000
0.0839800891
Long
DBT
NUSS
SG
N
2
2033-09-01
Fixed
3.375000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
1488000.000000000000
PA
312897.770000000000
0.0698363303
Long
DBT
NUSS
MY
N
2
2033-04-15
Fixed
3.844000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BANK ACCEPT MAR 25
000000000
-1.000000000000
NC
-74.440000000000
-0.0000166144
N/A
DIR
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
BANK ACCEPT MAR 25
BANK ACCEPT MAR 25
2025-03-19
-239173.720000000000
CAD
-74.440000000000
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
970000.000000000000
PA
205518.480000000000
0.0458701142
Long
DBT
NUSS
MY
N
2
2025-03-14
Fixed
3.882000000000
N
N
N
N
N
N
NK KAZMUNAYGAZ AO
N/A
KAZMUNAYGAS NATIONAL CO
000000000
215000.000000000000
PA
USD
208677.060000000000
0.0465750845
Long
DBT
NUSS
KZ
N
2
2030-04-24
Fixed
5.375000000000
N
N
N
N
N
N
TELE COLUMBUS AG
3912004GMFDLY04RUQ19
TELE COLUMBUS AG
000000000
100000.000000000000
PA
66995.540000000000
0.0149528795
Long
DBT
CORP
DE
N
2
2025-05-02
Fixed
3.875000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
000000000
218000.000000000000
PA
219514.760000000000
0.0489939742
Long
DBT
CORP
US
N
2
2028-11-01
Fixed
2.000000000000
N
N
N
N
N
N
BERK HATH FIN
N/A
BERKSHIRE HATHAWAY FINANCE CORP
000000000
250000.000000000000
PA
224173.190000000000
0.0500336993
Long
DBT
CORP
US
N
2
2039-06-19
Fixed
2.375000000000
N
N
N
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
161100000.000000000000
PA
108182.330000000000
0.0241454483
Long
DBT
NUSS
KR
N
2
2029-12-10
Fixed
1.375000000000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORPORATION
N/A
NEW SOUTH WALES TREASURY CORP
000000000
330000.000000000000
PA
208127.350000000000
0.0464523935
Long
DBT
MUN
AU
N
2
2025-03-20
Fixed
1.250000000000
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV
000000000
210000.000000000000
PA
201819.080000000000
0.0450444371
Long
DBT
CORP
US
N
2
2028-12-03
Fixed
1.000000000000
N
N
N
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTL BANK RECON & DEVELOPMENT
000000000
470000.000000000000
PA
337874.470000000000
0.0754109340
Long
DBT
CORP
US
N
2
2025-01-16
Fixed
1.900000000000
N
N
N
N
N
N
CELLNEX TELECOM SA
5493008T4YG3AQUI7P67
CELLNEX TELECOM SA
000000000
100000.000000000000
PA
97662.570000000000
0.0217975203
Long
DBT
CORP
ES
N
2
2029-06-26
Fixed
1.875000000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORP
N/A
INTERNATIONAL FINANCE CORP
000000000
592000.000000000000
PA
334706.710000000000
0.0747039148
Long
DBT
CORP
US
N
2
2025-09-10
Fixed
0.375000000000
N
N
N
N
N
N
ASIAN INFRASTRUCTURE INVESTMENT BANK
25490065OSV2524LCR32
ASIAN INFRASTRUCTURE INV BANK
000000000
245000.000000000000
PA
285189.680000000000
0.0636521017
Long
DBT
CORP
CN
N
2
2025-12-15
Fixed
0.200000000000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-1189635.990000000000
OU
Notional Amount
N/A
2448.990000000000
0.0005465954
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
1189635.989999999990687
NOK
114500.000000000000000
USD
2024-03-20
2448.990000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
CANADIAN DOLLAR
000000000
264526.500000000000
OU
Notional Amount
N/A
-1593.400000000000
-0.0003556344
N/A
DFE
CORP
CA
N
2
Barclays
AC28XWWI3WIBK2824319
196554.149999999994179
USD
264526.500000000000000
CAD
2024-03-20
-1593.400000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
BRITISH POUND
000000000
569736.840000000000
OU
Notional Amount
N/A
1164.370000000000
0.0002598783
N/A
DFE
CORP
GB
N
2
Barclays
AC28XWWI3WIBK2824319
718087.369999999995343
USD
569736.839999999967404
GBP
2024-03-20
1164.370000000000
N
N
N
NORWAY (KINGDOM OF)
549300L0BT3FJTN9MX24
NORWAY KINGDOM OF (GOVERNMENT)
000000000
4300000.000000000000
PA
337992.170000000000
0.0754372037
Long
DBT
NUSS
NO
N
2
2031-09-17
Fixed
1.250000000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD
254900ZJG39H1CAH6K02
NZ LOCAL GOVERNMENT FUNDING AGY
000000000
380000.000000000000
PA
190709.210000000000
0.0425648012
Long
DBT
MUN
NZ
N
2
2031-05-15
Fixed
2.250000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM PERSERO
000000000
200000.000000000000
PA
USD
196451.000000000000
0.0438463237
Long
DBT
NUSS
ID
N
2
2030-05-15
Fixed
5.450000000000
N
N
N
N
N
N
AUSTRALIA (COMMONWEALTH OF)
N/A
AUSTRALIA (COMMONWEALTH OF)
000000000
295000.000000000000
PA
158547.930000000000
0.0353866555
Long
DBT
NUSS
AU
N
2
2030-12-21
Fixed
1.000000000000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORPORATION
N/A
NEW SOUTH WALES TREASURY CORP
000000000
790000.000000000000
PA
409906.480000000000
0.0914879141
Long
DBT
MUN
AU
N
2
2032-02-20
Fixed
1.500000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD PIK
000000000
21739.000000000000
PA
USD
1448.490000000000
0.0003232916
Long
DBT
CORP
KY
N
2
2032-09-30
Fixed
1.000000000000
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
Sunac China Holdings Ltd
USD
XXXX
N
N
N
STH AUSTRALIAN GOVT FIN AUTH
254900TDPILDN6AUAD69
SOUTH AUSTRALIAN GOVERNMENT FINANC
000000000
305000.000000000000
PA
190143.100000000000
0.0424384499
Long
DBT
MUN
AU
N
2
2038-05-24
Fixed
4.750000000000
N
N
N
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVERNMENT OF)
000000000
1025000.000000000000
PA
617936.890000000000
0.1379186714
Long
DBT
NUSS
NZ
N
2
2024-05-15
Fixed
0.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
-875000.000000000000
OU
Notional Amount
N/A
-3518.500000000000
-0.0007853016
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
875000.000000000000000
GBP
1692806.760000000009313
AUD
2024-03-27
-3518.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
-1250000.000000000000
OU
Notional Amount
N/A
-8269.000000000000
-0.0018455760
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1250000.000000000000000
GBP
1384731.250000000000000
CHF
2024-03-27
-8269.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
1000000.000000000000
OU
Notional Amount
N/A
883.070000000000
0.0001970943
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
856216.470000000088476
GBP
1000000.000000000000000
EUR
2024-03-27
883.070000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-1000000.000000000000
OU
Notional Amount
N/A
5451.200000000000
0.0012166651
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1000000.000000000000000
GBP
1267935.199999999953434
USD
2024-03-27
5451.200000000000
N
N
N
NORDIC INVESTMENT BANK
N/A
NORDIC INVESTMENT BANK
000000000
1480000.000000000000
PA
134036.840000000000
0.0299159723
Long
DBT
CORP
FI
N
2
2027-08-23
Fixed
3.000000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #144
000000000
112100000.000000000000
PA
747827.510000000000
0.1669092399
Long
DBT
NUSS
JP
N
2
2025-06-20
Fixed
0.100000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
14640000.000000000000
PA
259919.660000000000
0.0580120313
Long
DBT
NUSS
PH
N
2
2028-08-22
Fixed
6.125000000000
N
N
N
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVERNMENT OF)
000000000
620000.000000000000
PA
344058.990000000000
0.0767912704
Long
DBT
NUSS
NZ
N
2
2026-05-15
Fixed
0.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
200000.000000000000
OU
Notional Amount
N/A
1607.750000000000
0.0003588372
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
78165548.000000000000000
HUF
200000.000000000000000
EUR
2024-03-27
1607.750000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
-1299997.120000000000
OU
Notional Amount
N/A
-10361.200000000000
-0.0023125386
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1299997.120000000111759
USD
40765219.280000001192093
TWD
2024-03-06
-10361.200000000000
N
N
N
TREASURY CORPORATION OF VICTORIA
549300ZJM7BQW1P9UV75
TREASURY CORPORATION OF VICTORIA
000000000
375000.000000000000
PA
236398.360000000000
0.0527622614
Long
DBT
MUN
AU
N
2
2036-09-15
Fixed
4.750000000000
N
N
N
N
N
N
ISRAEL ELECTRIC CORP LTD
N/A
ISRAEL ELECTRIC CORP LTD
000000000
200000.000000000000
PA
USD
166774.430000000000
0.0372227459
Long
DBT
NUSS
IL
N
2
2032-02-22
Fixed
3.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SOUTH AFRICA COMM. RD
000000000
-100000.000000000000
OU
Notional Amount
N/A
720.480000000000
0.0001608055
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
1935665.800000000046566
ZAR
2024-03-27
720.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2600000.000000000000
OU
Notional Amount
N/A
13564.970000000000
0.0030275950
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
49706612.799999997019768
ZAR
2600000.000000000000000
USD
2024-03-27
13564.970000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JPX-NIKKEI INDEX 400 MAR 24
000000000
1.000000000000
NC
-33.480000000000
-0.0000074725
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
JPX-NIKKEI INDEX 400 MAR 24
JPX-NIKKEI INDEX 400 MAR 24
2024-03-07
2428078.000000000000
JPY
-33.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX 600 INSURANCE MAR 24
000000000
2.000000000000
NC
507.080000000000
0.0001131763
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
STOXX 600 INSURANCE MAR 24
STOXX 600 INSURANCE MAR 24
2024-03-15
36430.980000000000
EUR
507.080000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JPY/USD FUTURE (CME) MAR 24
000000000
-6.000000000000
NC
USD
4649.650000000000
0.0010377654
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
JPY/USD FUTURE (CME) MAR 24
JPY/USD FUTURE (CME) MAR 24
2024-03-18
-506099.650000000000
USD
4649.650000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
JPY/USD FUTURE (CME) MAR 24
000000000
-120.000000000000
NC
USD
246979.400000000000
0.0551238666
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
JPY/USD FUTURE (CME) MAR 24
JPY/USD FUTURE (CME) MAR 24
2024-03-18
-10275979.400000000000
USD
246979.400000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COFFEE MAY 24
000000000
8.000000000000
NC
USD
-2081.380000000000
-0.0004645477
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COFFEE MAY 24
COFFEE MAY 24
2024-05-20
555131.380000000000
USD
-2081.380000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE MAY 24
000000000
7.000000000000
NC
USD
-1158.040000000000
-0.0002584655
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE MAY 24
COFFEE MAY 24
2024-05-20
485076.790000000000
USD
-1158.040000000000
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTL BANK RECON & DEVELOPMENT
000000000
1410000.000000000000
PA
124730.820000000000
0.0278389416
Long
DBT
CORP
US
N
2
2026-03-16
Fixed
1.250000000000
N
N
N
N
N
N
INTERNATIONAL DEVELOPMENT ASSOCIATION
P41R60HC414IWQA1XW02
INTL DEVELOPMENT ASSOCIATION
000000000
900000.000000000000
PA
79229.140000000000
0.0176833232
Long
DBT
CORP
US
N
2
2027-02-17
Fixed
1.750000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COFFEE JUL 24
000000000
9.000000000000
NC
USD
7178.760000000000
0.0016022430
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COFFEE JUL 24
COFFEE JUL 24
2024-07-19
609433.740000000000
USD
7178.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
KOREA 3YR BOND MAR 24
000000000
46.000000000000
NC
-3370.750000000000
-0.0007523250
N/A
DIR
CORP
KR
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
KOREA 3YR BOND MAR 24
KOREA 3YR BOND MAR 24
2024-03-19
4811492074.140000000000
KRW
-3370.750000000000
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
100000.000000000000
PA
85419.110000000000
0.0190648760
Long
DBT
NUSS
ID
N
2
2033-03-12
Fixed
1.100000000000
N
N
N
N
N
N
GERMANY (FEDERAL REPUBLIC OF)
529900AQBND3S6YJLY83
GERMANY (FEDERAL REPUBLIC OF)
000000000
310000.000000000000
PA
285408.950000000000
0.0637010411
Long
DBT
NUSS
DE
N
2
2031-02-15
Fixed
0.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
KOSPI200 MINI MAR 24
000000000
10.000000000000
NC
-537.390000000000
-0.0001199412
N/A
DE
CORP
KR
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
KOSPI200 MINI MAR 24
KOSPI200 MINI MAR 24
2024-03-14
178591714.000000000000
KRW
-537.390000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CRUDE PALM OIL APR 24
000000000
4.000000000000
NC
2220.960000000000
0.0004957009
N/A
DCO
CORP
MY
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CRUDE PALM OIL APR 24
CRUDE PALM OIL APR 24
2024-04-15
391245.960000000000
MYR
2220.960000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CRUDE PALM OIL MAY 24
000000000
28.000000000000
NC
19725.020000000000
0.0044024699
N/A
DCO
CORP
MY
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CRUDE PALM OIL MAY 24
CRUDE PALM OIL MAY 24
2024-05-15
2685171.720000000000
MYR
19725.020000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CRUDE PALM OIL JUN 24
000000000
12.000000000000
NC
7532.190000000000
0.0016811258
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CRUDE PALM OIL JUN 24
CRUDE PALM OIL JUN 24
2024-06-14
1135387.880000000000
MYR
7532.190000000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
000000000
100000.000000000000
PA
95355.380000000000
0.0212825736
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
0.500000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC/THE
000000000
15000.000000000000
PA
14294.670000000000
0.0031904583
Long
DBT
CORP
US
N
2
2028-01-26
Fixed
0.250000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CRUDE PALM OIL JUL 24
000000000
5.000000000000
NC
3188.320000000000
0.0007116080
N/A
DCO
CORP
MY
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CRUDE PALM OIL JUL 24
CRUDE PALM OIL JUL 24
2024-07-15
464201.200000000000
MYR
3188.320000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WIG20(PLN20) INDEX MAR 24
000000000
56.000000000000
NC
-289.250000000000
-0.0000645583
N/A
DE
CORP
PL
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
WIG20(PLN20) INDEX MAR 24
WIG20(PLN20) INDEX MAR 24
2024-03-15
2711333.680000000000
PLN
-289.250000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WHEAT KCBT FUTURE MAY 24
000000000
-17.000000000000
NC
USD
-9526.770000000000
-0.0021263004
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
WHEAT KCBT FUTURE MAY 24
WHEAT KCBT FUTURE MAY 24
2024-05-14
-489635.730000000000
USD
-9526.770000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WHEAT KCBT FUTURE JUL 24
000000000
-6.000000000000
NC
USD
-3576.360000000000
-0.0007982155
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
WHEAT KCBT FUTURE JUL 24
WHEAT KCBT FUTURE JUL 24
2024-07-12
-168698.640000000000
USD
-3576.360000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE JUL 24
000000000
-5.000000000000
NC
USD
8831.130000000000
0.0019710390
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
WHEAT KCBT FUTURE JUL 24
WHEAT KCBT FUTURE JUL 24
2024-07-12
-152393.630000000000
USD
8831.130000000000
N
N
N
INTELSAT EMERGENCE SA
549300YV2L21F4K80V46
INSTELSAT EMERGENCE SA F+
000000000
5865.000000000000
NS
USD
160739.120000000000
0.0358757120
Long
EC
CORP
LU
N
2
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME PRI ALUM JUN 24
000000000
-17.000000000000
NC
USD
-7912.910000000000
-0.0017660995
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
LME PRI ALUM JUN 24
LME PRI ALUM JUN 24
2024-06-18
-942820.590000000000
USD
-7912.910000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
LUMBER FUT MAY 24
000000000
1.000000000000
NC
USD
80.790000000000
0.0000180317
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
LUMBER FUT MAY 24
LUMBER FUT MAY 24
2024-05-15
16157.960000000000
USD
80.790000000000
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
000000000
13230000.000000000000
PA
159538.240000000000
0.0356076850
Long
DBT
NUSS
IN
N
2
2028-04-10
Fixed
7.060000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UK TREASURY
000000000
280000.000000000000
PA
355092.400000000000
0.0792538410
Long
DBT
NUSS
GB
N
2
2027-12-07
Fixed
4.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
PLATINUM APR 24
000000000
-8.000000000000
NC
USD
5024.760000000000
0.0011214871
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
PLATINUM APR 24
PLATINUM APR 24
2024-04-26
-358624.760000000000
USD
5024.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
S&P/TSE 60 INDEX MAR 24
000000000
12.000000000000
NC
14616.840000000000
0.0032623641
N/A
DE
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
S&P/TSE 60 INDEX MAR 24
S&P/TSE 60 INDEX MAR 24
2024-03-14
3077720.760000000000
CAD
14616.840000000000
N
N
N
GERMANY (FEDERAL REPUBLIC OF)
529900AQBND3S6YJLY83
DEUTSCHLAND (BUNDESREPUBLIC)
000000000
130000.000000000000
PA
153997.790000000000
0.0343710999
Long
DBT
NUSS
DE
N
2
2042-07-04
Fixed
3.250000000000
N
N
N
N
N
N
KFW
N/A
KFW
000000000
620000.000000000000
PA
56094.350000000000
0.0125198193
Long
DBT
NUSS
DE
N
2
2027-02-17
Fixed
2.875000000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD
254900ZJG39H1CAH6K02
NEW ZEALAND LOCAL GOVT FUNDING
000000000
295000.000000000000
PA
192819.970000000000
0.0430359063
Long
DBT
MUN
NZ
N
2
2028-08-01
Fixed
4.700000000000
N
N
N
N
N
N
INTER-AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
000000000
365000.000000000000
PA
238374.570000000000
0.0532033360
Long
DBT
CORP
US
N
2
2030-10-03
Fixed
4.700000000000
N
N
N
N
N
N
INTERNATIONAL FINANCE CORP
N/A
INTERNATIONAL FINANCE CORP
000000000
310000.000000000000
PA
203521.050000000000
0.0454243035
Long
DBT
CORP
US
N
2
2028-10-19
Fixed
4.600000000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORPORATION
N/A
QUEENSLAND TREASURY CORPORATION
000000000
375000.000000000000
PA
251447.610000000000
0.0561211361
Long
DBT
MUN
AU
N
2
2036-07-21
Fixed
5.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) MAY 24
000000000
3.000000000000
NC
USD
-905.110000000000
-0.0002020135
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) MAY 24
BRENT CRUDE (ICE) MAY 24
2024-03-28
246635.110000000000
USD
-905.110000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRENT CRUDE (ICE) JUN 24
000000000
3.000000000000
NC
USD
2097.120000000000
0.0004680608
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
BRENT CRUDE (ICE) JUN 24
BRENT CRUDE (ICE) JUN 24
2024-04-30
241442.880000000000
USD
2097.120000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
S&P/TSE 60 INDEX MAR 24
000000000
20.000000000000
NC
110143.900000000000
0.0245832553
N/A
DE
CORP
CA
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
S&P/TSE 60 INDEX MAR 24
S&P/TSE 60 INDEX MAR 24
2024-03-14
5015897.900000000000
CAD
110143.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
OMXS30 INDEX MAR 24
000000000
103.000000000000
NC
43680.960000000000
0.0097492480
N/A
DE
CORP
SE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
OMXS30 INDEX MAR 24
OMXS30 INDEX MAR 24
2024-03-15
24853948.230000000000
SEK
43680.960000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRENT CRUDE (ICE) JUL 24
000000000
5.000000000000
NC
USD
2245.200000000000
0.0005011110
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
BRENT CRUDE (ICE) JUL 24
BRENT CRUDE (ICE) JUL 24
2024-05-31
400404.800000000000
USD
2245.200000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
3M CORRA JUN 24
000000000
-2.000000000000
NC
349.440000000000
0.0000779923
N/A
DIR
CORP
CA
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
3M CORRA JUN 24
3M CORRA JUN 24
2024-09-17
-476744.420000000000
CAD
349.440000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
3M CORRA JUN 24
000000000
-8.000000000000
NC
-929.460000000000
-0.0002074482
N/A
DIR
CORP
CA
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
3M CORRA JUN 24
3M CORRA JUN 24
2024-09-17
-1903839.140000000000
CAD
-929.460000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRENT CRUDE (ICE) DEC 24
000000000
6.000000000000
NC
USD
-5005.760000000000
-0.0011172464
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
BRENT CRUDE (ICE) DEC 24
BRENT CRUDE (ICE) DEC 24
2024-10-31
471205.760000000000
USD
-5005.760000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COTTON NO.2 MAY 24
000000000
8.000000000000
NC
USD
-58.880000000000
-0.0000131416
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COTTON NO.2 MAY 24
COTTON NO.2 MAY 24
2024-05-08
398338.880000000000
USD
-58.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COTTON NO.2 MAY 24
000000000
10.000000000000
NC
USD
38522.800000000000
0.0085979871
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COTTON NO.2 MAY 24
COTTON NO.2 MAY 24
2024-05-08
459327.200000000000
USD
38522.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
OMXS30 INDEX MAR 24
000000000
64.000000000000
NC
53300.200000000000
0.0118961870
N/A
DE
CORP
SE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
OMXS30 INDEX MAR 24
OMXS30 INDEX MAR 24
2024-03-15
15171055.360000000000
SEK
53300.200000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COCOA FUTURE (LIFFE) MAY 24
000000000
6.000000000000
NC
-4501.690000000000
-0.0010047419
N/A
DCO
CORP
GB
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COCOA FUTURE (LIFFE) MAY 24
COCOA FUTURE (LIFFE) MAY 24
2024-05-15
313285.340000000000
GBP
-4501.690000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COCOA FUTURE (LIFFE) JUL 24
000000000
3.000000000000
NC
-4473.350000000000
-0.0009984167
N/A
DCO
CORP
GB
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COCOA FUTURE (LIFFE) JUL 24
COCOA FUTURE (LIFFE) JUL 24
2024-07-16
147452.670000000000
GBP
-4473.350000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GAS OIL APR 24
000000000
8.000000000000
NC
USD
-28682.680000000000
-0.0064017494
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GAS OIL APR 24
GAS OIL APR 24
2024-04-11
673682.680000000000
USD
-28682.680000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COTTON NO.2 JUL 24
000000000
9.000000000000
NC
USD
16788.760000000000
0.0037471197
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
COTTON NO.2 JUL 24
COTTON NO.2 JUL 24
2024-07-09
423176.240000000000
USD
16788.760000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
519.020000000000
0.0001158412
N/A
DFE
CORP
XX
N
2
CIBC
2IGI19DL77OX0HC3ZE78
362530.109999999986030
EUR
392604.520000000018626
USD
2024-03-20
519.020000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL APR 24
000000000
23.000000000000
NC
USD
-89791.390000000000
-0.0200407346
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL APR 24
GAS OIL APR 24
2024-04-11
1944166.390000000000
USD
-89791.390000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GAS OIL MAY 24
000000000
3.000000000000
NC
USD
-10077.880000000000
-0.0022493038
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GAS OIL MAY 24
GAS OIL MAY 24
2024-05-10
247077.880000000000
USD
-10077.880000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GAS OIL JUN 24
000000000
8.000000000000
NC
USD
-5982.680000000000
-0.0013352873
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GAS OIL JUN 24
GAS OIL JUN 24
2024-06-12
629582.680000000000
USD
-5982.680000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GAS OIL JUL 24
000000000
5.000000000000
NC
USD
-5604.800000000000
-0.0012509474
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GAS OIL JUL 24
GAS OIL JUL 24
2024-07-11
391854.800000000000
USD
-5604.800000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
US DOLLARS
000000000
-725976.870000000000
OU
Notional Amount
N/A
6769.510000000000
0.0015109016
N/A
DFE
CORP
GB
N
2
CIBC
2IGI19DL77OX0HC3ZE78
725976.869999999995343
GBP
923263.040000000037253
USD
2024-03-20
6769.510000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
CANADIAN DOLLAR
000000000
758600.150000000000
OU
Notional Amount
N/A
-4361.830000000000
-0.0009735263
N/A
DFE
CORP
CA
N
2
CIBC
2IGI19DL77OX0HC3ZE78
563463.670000000041910
USD
758600.150000000023283
CAD
2024-03-20
-4361.830000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHITE SUGAR (LIFFE) MAY 24
000000000
-5.000000000000
NC
USD
1864.650000000000
0.0004161753
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHITE SUGAR (LIFFE) MAY 24
WHITE SUGAR (LIFFE) MAY 24
2024-04-15
-155639.650000000000
USD
1864.650000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHITE SUGAR (LIFFE) AUG 24
000000000
-3.000000000000
NC
USD
216.790000000000
0.0000483858
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHITE SUGAR (LIFFE) AUG 24
WHITE SUGAR (LIFFE) AUG 24
2024-07-16
-90336.790000000000
USD
216.790000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MSCI SING IX ETS MAR 24
000000000
2.000000000000
NC
-569.850000000000
-0.0001271861
N/A
DE
CORP
SG
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
MSCI SING IX ETS MAR 24
MSCI SING IX ETS MAR 24
2024-03-27
57066.600000000000
SGD
-569.850000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI SING IX ETS MAR 24
000000000
-14.000000000000
NC
1926.460000000000
0.0004299708
N/A
DE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
MSCI SING IX ETS MAR 24
MSCI SING IX ETS MAR 24
2024-03-27
-396692.720000000000
SGD
1926.460000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ZAR/USD FUTURE (CME) MAR 24
000000000
-101.000000000000
NC
USD
9976.730000000000
0.0022267280
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
ZAR/USD FUTURE (CME) MAR 24
ZAR/USD FUTURE (CME) MAR 24
2024-03-18
-2637239.230000000000
USD
9976.730000000000
N
N
N
RBC Capital Markets
549300LCO2FLSSVFFR64
US DOLLARS
000000000
-185763.000000000000
OU
Notional Amount
N/A
3844.300000000000
0.0008580176
N/A
DFE
CORP
AU
N
2
RBC Capital Markets
549300LCO2FLSSVFFR64
185763.000000000000000
AUD
124653.660000000003492
USD
2024-03-20
3844.300000000000
N
N
N
RBC Capital Markets
549300LCO2FLSSVFFR64
US DOLLARS
000000000
-39883882.440000000000
OU
Notional Amount
N/A
-6890.980000000000
-0.0015380127
N/A
DFE
CORP
MX
N
2
RBC Capital Markets
549300LCO2FLSSVFFR64
39883882.439999997615814
MXN
2326975.740000000223517
USD
2024-03-20
-6890.980000000000
N
N
N
RBC Capital Markets
549300LCO2FLSSVFFR64
US DOLLARS
000000000
-1006436.010000000000
OU
Notional Amount
N/A
2728.290000000000
0.0006089329
N/A
DFE
CORP
SG
N
2
RBC Capital Markets
549300LCO2FLSSVFFR64
1006436.010000000009313
SGD
751248.250000000000000
USD
2024-03-20
2728.290000000000
N
N
N
RBC Capital Markets
549300LCO2FLSSVFFR64
EURO COUNTRIES
000000000
105500.000000000000
OU
Notional Amount
N/A
267.260000000000
0.0000596503
N/A
DFE
CORP
XX
N
2
RBC Capital Markets
549300LCO2FLSSVFFR64
113833.660000000003492
USD
105500.000000000000000
EUR
2024-03-20
267.260000000000
N
N
N
RBC Capital Markets
549300LCO2FLSSVFFR64
MEXICAN PESO
000000000
2578484.820000000000
OU
Notional Amount
N/A
3483.050000000000
0.0007773895
N/A
DFE
CORP
MX
N
2
RBC Capital Markets
549300LCO2FLSSVFFR64
147400.950000000011642
USD
2578484.819999999832362
MXN
2024-03-20
3483.050000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
ROUGH RICE MAY 24
000000000
5.000000000000
NC
USD
-1791.550000000000
-0.0003998599
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
ROUGH RICE MAY 24
ROUGH RICE MAY 24
2024-05-14
184641.550000000000
USD
-1791.550000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-155131.210000000000
OU
Notional Amount
N/A
665.530000000000
0.0001485411
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
155131.209999999991851
CAD
115000.000000000000000
USD
2024-03-20
665.530000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
NORWAY KRONA
000000000
5060105.610000000000
OU
Notional Amount
N/A
-4476.600000000000
-0.0009991420
N/A
DFE
CORP
NO
N
2
UBS
T6FIZBDPKLYJKFCRVK44
444820.400000000023283
EUR
5060105.609999999403954
NOK
2024-03-20
-4476.600000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-1030500.000000000000
OU
Notional Amount
N/A
11091.500000000000
0.0024755359
N/A
DFE
CORP
GB
N
2
UBS
T6FIZBDPKLYJKFCRVK44
1030500.000000000000000
GBP
1312023.550000000046566
USD
2024-03-20
11091.500000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
US DOLLARS
000000000
-1007874.650000000000
OU
Notional Amount
N/A
1658.330000000000
0.0003701263
N/A
DFE
CORP
SG
N
2
UBS
T6FIZBDPKLYJKFCRVK44
1007874.650000000023283
SGD
751248.250000000000000
USD
2024-03-20
1658.330000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
CANADIAN DOLLAR
000000000
760473.660000000000
OU
Notional Amount
N/A
-2981.010000000000
-0.0006653381
N/A
DFE
CORP
CA
N
2
UBS
T6FIZBDPKLYJKFCRVK44
563463.660000000032596
USD
760473.660000000032596
CAD
2024-03-20
-2981.010000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
EURO COUNTRIES
000000000
729439.390000000000
OU
Notional Amount
N/A
-704.390000000000
-0.0001572143
N/A
DFE
CORP
XX
N
2
UBS
T6FIZBDPKLYJKFCRVK44
789611.569999999948777
USD
729439.390000000013970
EUR
2024-03-20
-704.390000000000
N
N
N
UBS
T6FIZBDPKLYJKFCRVK44
BRITISH POUND
000000000
569736.850000000000
OU
Notional Amount
N/A
4116.920000000000
0.0009188643
N/A
DFE
CORP
GB
N
2
UBS
T6FIZBDPKLYJKFCRVK44
715134.829999999958090
USD
569736.849999999976717
GBP
2024-03-20
4116.920000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US LONG BOND JUN 24
000000000
-3.000000000000
NC
USD
-3519.800000000000
-0.0007855918
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US LONG BOND JUN 24
US LONG BOND JUN 24
2024-06-18
-354230.200000000000
USD
-3519.800000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US LONG BOND JUN 24
000000000
-17.000000000000
NC
USD
-7071.170000000000
-0.0015782297
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US LONG BOND JUN 24
US LONG BOND JUN 24
2024-06-18
-2020178.830000000000
USD
-7071.170000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US LONG BOND JUN 24
000000000
-12.000000000000
NC
USD
-14781.460000000000
-0.0032991060
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US LONG BOND JUN 24
US LONG BOND JUN 24
2024-06-18
-1416218.540000000000
USD
-14781.460000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
CBOE VIX MAR 24
000000000
-13.000000000000
NC
USD
18243.770000000000
0.0040718665
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
CBOE VIX MAR 24
CBOE VIX MAR 24
2024-03-20
-200358.170000000000
USD
18243.770000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US ULTRA 10YR NOTE JUN 24
000000000
-118.000000000000
NC
USD
-34317.230000000000
-0.0076593368
N/A
DIR
CORP
US
N
1
Citi
MBNUM2BPBDO7JBLYG310
Short
US ULTRA 10YR NOTE JUN 24
US ULTRA 10YR NOTE JUN 24
2024-06-18
-13437964.020000000000
USD
-34317.230000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US ULTRA 10YR NOTE JUN 24
000000000
-29.000000000000
NC
USD
-7307.340000000000
-0.0016309410
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US ULTRA 10YR NOTE JUN 24
US ULTRA 10YR NOTE JUN 24
2024-06-18
-3303677.040000000000
USD
-7307.340000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US ULTRA 10YR NOTE JUN 24
000000000
-30.000000000000
NC
USD
-17045.410000000000
-0.0038044019
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US ULTRA 10YR NOTE JUN 24
US ULTRA 10YR NOTE JUN 24
2024-06-18
-3408110.840000000000
USD
-17045.410000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO STOXX 50 MAR 24
000000000
55.000000000000
NC
157101.150000000000
0.0350637456
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EURO STOXX 50 MAR 24
EURO STOXX 50 MAR 24
2024-03-15
2546346.920000000000
EUR
157101.150000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO STOXX 50 MAR 24
000000000
101.000000000000
NC
288398.080000000000
0.0643681915
N/A
DE
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO STOXX 50 MAR 24
EURO STOXX 50 MAR 24
2024-03-15
4676037.990000000000
EUR
288398.080000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX 50 MAR 24
000000000
2.000000000000
NC
494.440000000000
0.0001103551
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
STOXX 50 MAR 24
STOXX 50 MAR 24
2024-03-15
85100.980000000000
EUR
494.440000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
CBOE VIX MINI FUTURES MAR 24
000000000
-2.000000000000
NC
USD
27.600000000000
0.0000061601
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
CBOE VIX MINI FUTURES MAR 24
CBOE VIX MINI FUTURES MAR 24
2024-03-20
-2829.360000000000
USD
27.600000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHEAT MAY 24
000000000
-16.000000000000
NC
USD
11589.800000000000
0.0025867525
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHEAT MAY 24
WHEAT MAY 24
2024-05-14
-472589.800000000000
USD
11589.800000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHEAT JUL 24
000000000
-12.000000000000
NC
USD
-863.900000000000
-0.0001928157
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHEAT JUL 24
WHEAT JUL 24
2024-07-12
-346686.100000000000
USD
-863.900000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT JUL 24
000000000
-16.000000000000
NC
USD
15331.060000000000
0.0034217725
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
WHEAT JUL 24
WHEAT JUL 24
2024-07-12
-478731.060000000000
USD
15331.060000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHEAT SEP 24
000000000
-5.000000000000
NC
USD
-798.500000000000
-0.0001782189
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHEAT SEP 24
WHEAT SEP 24
2024-09-13
-145889.000000000000
USD
-798.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
WHEAT DEC 24
000000000
-2.000000000000
NC
USD
4145.600000000000
0.0009252654
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
WHEAT DEC 24
WHEAT DEC 24
2024-12-13
-64220.600000000000
USD
4145.600000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUST 3YR BOND MAR 24
000000000
-75.000000000000
NC
-5295.880000000000
-0.0011819989
N/A
DIR
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
AUST 3YR BOND MAR 24
AUST 3YR BOND MAR 24
2024-03-15
-7977456.970000000000
AUD
-5295.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUST 3YR BOND MAR 24
000000000
-25.000000000000
NC
-2208.510000000000
-0.0004929221
N/A
DIR
CORP
AU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
AUST 3YR BOND MAR 24
AUST 3YR BOND MAR 24
2024-03-15
-2658464.050000000000
AUD
-2208.510000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE 100 INDEX MAR 24
000000000
17.000000000000
NC
-7109.750000000000
-0.0015868405
N/A
DE
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
FTSE 100 INDEX MAR 24
FTSE 100 INDEX MAR 24
2024-03-15
1302108.500000000000
GBP
-7109.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
FTSE 100 INDEX MAR 24
000000000
9.000000000000
NC
-1301.030000000000
-0.0002903797
N/A
DE
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
FTSE 100 INDEX MAR 24
FTSE 100 INDEX MAR 24
2024-03-15
687372.560000000000
GBP
-1301.030000000000
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_17-4
000000000
900000.000000000000
PA
USD
813578.310000000000
0.1815843033
Long
ABS-CBDO
CORP
US
N
2
2057-06-25
Variable
3.000000000000
N
N
N
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
EURO COUNTRIES
000000000
365530.650000000000
OU
Notional Amount
N/A
3313.660000000000
0.0007395829
N/A
DFE
CORP
XX
N
2
CIBC
2IGI19DL77OX0HC3ZE78
392017.000000000000000
USD
365530.650000000023283
EUR
2024-03-20
3313.660000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
BRITISH POUND
000000000
569736.840000000000
OU
Notional Amount
N/A
3045.700000000000
0.0006797764
N/A
DFE
CORP
GB
N
2
CIBC
2IGI19DL77OX0HC3ZE78
716206.040000000037253
USD
569736.839999999967404
GBP
2024-03-20
3045.700000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
NEW ZEALAND DOLLAR
000000000
722657.570000000000
OU
Notional Amount
N/A
-1997.900000000000
-0.0004459156
N/A
DFE
CORP
NZ
N
2
CIBC
2IGI19DL77OX0HC3ZE78
441991.820000000006985
USD
722657.569999999948777
NZD
2024-03-20
-1997.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.370000000000
OU
Notional Amount
N/A
290.940000000000
0.0000649355
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
784272200.850000023841858
COP
200000.369999999995343
USD
2024-03-07
290.940000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.180000000000
OU
Notional Amount
N/A
-1114.680000000000
-0.0002487878
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
397364090.230000019073486
COP
100000.179999999993015
USD
2024-03-11
-1114.680000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COFFEE ROBUSTA JUL 24
000000000
2.000000000000
NC
USD
-942.130000000000
-0.0002102760
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
COFFEE ROBUSTA JUL 24
COFFEE ROBUSTA JUL 24
2024-07-25
61462.130000000000
USD
-942.130000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
MINI-DAX FUTURE MAR 24
000000000
1.000000000000
NC
4327.990000000000
0.0009659735
N/A
DE
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
MINI-DAX FUTURE MAR 24
MINI-DAX FUTURE MAR 24
2024-03-15
84740.330000000000
EUR
4327.990000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
DJIA MINI e-CBOT MAR 24
000000000
15.000000000000
NC
USD
122779.830000000000
0.0274034959
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
DJIA MINI e-CBOT MAR 24
DJIA MINI e-CBOT MAR 24
2024-03-15
2805445.170000000000
USD
122779.830000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
DJIA MINI e-CBOT MAR 24
000000000
26.000000000000
NC
USD
287700.540000000000
0.0642125060
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
DJIA MINI e-CBOT MAR 24
DJIA MINI e-CBOT MAR 24
2024-03-15
4787889.460000000000
USD
287700.540000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO-SCHATZ MAR 24
000000000
-185.000000000000
NC
126132.900000000000
0.0281518749
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
EURO-SCHATZ MAR 24
EURO-SCHATZ MAR 24
2024-03-07
-19569699.820000000000
EUR
126132.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
DOLLAR INDEX MAR 24
000000000
15.000000000000
NC
USD
6043.250000000000
0.0013488060
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
DOLLAR INDEX MAR 24
DOLLAR INDEX MAR 24
2024-03-18
1555426.750000000000
USD
6043.250000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EUR/USD FUTURE (CME) MAR 24
000000000
-67.000000000000
NC
USD
-32831.740000000000
-0.0073277871
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
EUR/USD FUTURE (CME) MAR 24
EUR/USD FUTURE (CME) MAR 24
2024-03-18
-9019705.760000000000
USD
-32831.740000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
CRUDE OIL EMINI APR 24
000000000
8.000000000000
NC
USD
-945.400000000000
-0.0002110059
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
CRUDE OIL EMINI APR 24
CRUDE OIL EMINI APR 24
2024-03-19
313985.400000000000
USD
-945.400000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE APR 24
000000000
3.000000000000
NC
USD
3196.940000000000
0.0007135320
N/A
DCO
CORP
GB
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE APR 24
WTI CRUDE APR 24
2024-03-19
231583.060000000000
USD
3196.940000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE MAY 24
000000000
4.000000000000
NC
USD
4675.920000000000
0.0010436287
N/A
DCO
CORP
GB
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE MAY 24
WTI CRUDE MAY 24
2024-04-19
305124.080000000000
USD
4675.920000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE JUN 24
000000000
1.000000000000
NC
USD
-701.020000000000
-0.0001564622
N/A
DCO
CORP
GB
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE JUN 24
WTI CRUDE JUN 24
2024-05-20
77511.020000000000
USD
-701.020000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
E-MINI NATURAL GAS APR 24
000000000
-9.000000000000
NC
USD
-1905.400000000000
-0.0004252703
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
E-MINI NATURAL GAS APR 24
E-MINI NATURAL GAS APR 24
2024-03-25
-39944.600000000000
USD
-1905.400000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
3MO EURO EURIBOR MAR 25
000000000
-68.000000000000
NC
-2898.610000000000
-0.0006469470
N/A
DIR
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
3MO EURO EURIBOR MAR 25
3MO EURO EURIBOR MAR 25
2025-03-17
-16523871.700000000000
EUR
-2898.610000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
3MO EURO EURIBOR JUN 24
000000000
-221.000000000000
NC
71033.870000000000
0.0158542031
N/A
DIR
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
3MO EURO EURIBOR JUN 24
3MO EURO EURIBOR JUN 24
2024-06-17
-53296402.350000000000
EUR
71033.870000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
3MO EURO EURIBOR JUN 26
000000000
3.000000000000
NC
323.220000000000
0.0000721402
N/A
DIR
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
3MO EURO EURIBOR JUN 26
3MO EURO EURIBOR JUN 26
2026-06-15
731513.750000000000
EUR
323.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
3MO EURO EURIBOR JUN 27
000000000
-1.000000000000
NC
-122.130000000000
-0.0000272585
N/A
DIR
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
3MO EURO EURIBOR JUN 27
3MO EURO EURIBOR JUN 27
2027-06-14
-243824.550000000000
EUR
-122.130000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
S&P500 EMINI MAR 24
000000000
14.000000000000
NC
USD
120767.130000000000
0.0269542770
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
S&P500 EMINI MAR 24
S&P500 EMINI MAR 24
2024-03-15
3451857.870000000000
USD
120767.130000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
S&P500 EMINI MAR 24
000000000
25.000000000000
NC
USD
452028.870000000000
0.1008893015
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
S&P500 EMINI MAR 24
S&P500 EMINI MAR 24
2024-03-15
5927658.630000000000
USD
452028.870000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
S&P MID 400 EMINI MAR 24
000000000
6.000000000000
NC
USD
65821.220000000000
0.0146907805
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
S&P MID 400 EMINI MAR 24
S&P MID 400 EMINI MAR 24
2024-03-15
1669738.780000000000
USD
65821.220000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
S&P MID 400 EMINI MAR 24
000000000
7.000000000000
NC
USD
92107.290000000000
0.0205576253
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
S&P MID 400 EMINI MAR 24
S&P MID 400 EMINI MAR 24
2024-03-15
1932712.710000000000
USD
92107.290000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
CATTLE FEEDER APR 24
000000000
7.000000000000
NC
USD
-15891.170000000000
-0.0035467846
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
CATTLE FEEDER APR 24
CATTLE FEEDER APR 24
2024-04-25
903928.670000000000
USD
-15891.170000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
ICE NAT GAS APR 24
000000000
-25.000000000000
NC
-36133.050000000000
-0.0080646136
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
ICE NAT GAS APR 24
ICE NAT GAS APR 24
2024-03-27
-433398.500000000000
GBP
-36133.050000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US 5YR NOTE JUN 24
000000000
352.000000000000
NC
USD
16947.360000000000
0.0037825179
N/A
DIR
CORP
US
N
1
Citi
MBNUM2BPBDO7JBLYG310
Long
US 5YR NOTE JUN 24
US 5YR NOTE JUN 24
2024-06-28
37614052.640000000000
USD
16947.360000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US 5YR NOTE JUN 24
000000000
-52.000000000000
NC
USD
1986.040000000000
0.0004432686
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US 5YR NOTE JUN 24
US 5YR NOTE JUN 24
2024-06-28
-5561111.040000000000
USD
1986.040000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US 5YR NOTE JUN 24
000000000
-10.000000000000
NC
USD
-437.180000000000
-0.0000975752
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US 5YR NOTE JUN 24
US 5YR NOTE JUN 24
2024-06-28
-1068625.320000000000
USD
-437.180000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 5YR NOTE JUN 24
000000000
-69.000000000000
NC
USD
-9946.000000000000
-0.0022198693
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US 5YR NOTE JUN 24
US 5YR NOTE JUN 24
2024-06-28
-7366585.250000000000
USD
-9946.000000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
90 D AUD BANK BILL RATE MAR 25
000000000
-8.000000000000
NC
-370.880000000000
-0.0000827775
N/A
DIR
CORP
AU
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
90 D AUD BANK BILL RATE MAR 25
90 D AUD BANK BILL RATE MAR 25
2025-03-13
-7922651.040000000000
AUD
-370.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
90 D AUD BANK BILL RATE JUN 24
000000000
-2.000000000000
NC
28.370000000000
0.0000063320
N/A
DIR
CORP
AU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
90 D AUD BANK BILL RATE JUN 24
90 D AUD BANK BILL RATE JUN 24
2024-06-13
-1979205.040000000000
AUD
28.370000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EMINI FINANCIAL SELECT SECTOR MAR
000000000
1.000000000000
NC
USD
3136.070000000000
0.0006999462
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EMINI FINANCIAL SELECT SECTOR MAR
EMINI FINANCIAL SELECT SECTOR MAR
2024-03-15
121213.930000000000
USD
3136.070000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
E-MINI HEALTH CARE SECTOR MAR 24
000000000
1.000000000000
NC
USD
-1201.480000000000
-0.0002681609
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
E-MINI HEALTH CARE SECTOR MAR 24
E-MINI HEALTH CARE SECTOR MAR 24
2024-03-15
147581.480000000000
USD
-1201.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
XAI INDUSTRIAL MAR 24
000000000
2.000000000000
NC
USD
13987.090000000000
0.0031218089
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
XAI INDUSTRIAL MAR 24
XAI INDUSTRIAL MAR 24
2024-03-15
230232.910000000000
USD
13987.090000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EMINI ENERGY SELECT SECTOR MAR 24
000000000
-1.000000000000
NC
USD
-2071.480000000000
-0.0004623381
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
EMINI ENERGY SELECT SECTOR MAR 24
EMINI ENERGY SELECT SECTOR MAR 24
2024-03-15
-88038.520000000000
USD
-2071.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
PLATINUM TCOM OCT 24
000000000
2.000000000000
NC
-295.330000000000
-0.0000659153
N/A
DCO
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
PLATINUM TCOM OCT 24
PLATINUM TCOM OCT 24
2024-10-28
4325330.000000000000
JPY
-295.330000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
PLATINUM TCOM DEC 24
000000000
11.000000000000
NC
-824.090000000000
-0.0001839304
N/A
DCO
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
PLATINUM TCOM DEC 24
PLATINUM TCOM DEC 24
2024-12-24
23690815.000000000000
JPY
-824.090000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JPN 10YR BOND (OSE) MAR 24
000000000
13.000000000000
NC
-11224.140000000000
-0.0025051401
N/A
DIR
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
JPN 10YR BOND (OSE) MAR 24
JPN 10YR BOND (OSE) MAR 24
2024-03-13
1903092769.000000000000
JPY
-11224.140000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
IFSC NIFTY 50 MAR 24
000000000
53.000000000000
NC
USD
-11396.420000000000
-0.0025435916
N/A
DE
CORP
IN
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
IFSC NIFTY 50 MAR 24
IFSC NIFTY 50 MAR 24
2024-03-28
2363748.420000000000
USD
-11396.420000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GOLD TCOM FUTURE OCT 24
000000000
3.000000000000
NC
959.960000000000
0.0002142555
N/A
DCO
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GOLD TCOM FUTURE OCT 24
GOLD TCOM FUTURE OCT 24
2024-10-28
29276495.000000000000
JPY
959.960000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GOLD TCOM FUTURE DEC 24
000000000
30.000000000000
NC
4418.130000000000
0.0009860920
N/A
DCO
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GOLD TCOM FUTURE DEC 24
GOLD TCOM FUTURE DEC 24
2024-12-24
293633950.000000000000
JPY
4418.130000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
RUBBER (TCOM) JUL 24
000000000
4.000000000000
NC
17.190000000000
0.0000038367
N/A
DCO
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
RUBBER (TCOM) JUL 24
RUBBER (TCOM) JUL 24
2024-07-25
5933160.000000000000
JPY
17.190000000000
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL ESCROW CORP
085770AA3
51000.000000000000
PA
USD
49848.280000000000
0.0111257455
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
4.875000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
FCOJ-A FUTURE MAY 24
000000000
1.000000000000
NC
USD
-2529.830000000000
-0.0005646382
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
FCOJ-A FUTURE MAY 24
FCOJ-A FUTURE MAY 24
2024-05-10
56252.330000000000
USD
-2529.830000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
-12800000.000000000000
OU
Notional Amount
N/A
20961.160000000000
0.0046783667
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
12800000.000000000000000
AUD
11324490.919999999925494
CAD
2024-03-27
20961.160000000000
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL ESCROW CORP
085770AB1
125000.000000000000
PA
USD
123337.570000000000
0.0275279791
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.625000000000
N
N
N
N
N
N
BIMBO BAKERIES USA INC
549300HOXXHHT7926W92
BIMBO BAKERIES USA INC
09031WAE3
240000.000000000000
PA
USD
237905.210000000000
0.0530985785
Long
DBT
CORP
US
N
2
2036-01-09
Fixed
5.375000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
4125000.000000000000
OU
Notional Amount
N/A
40566.510000000000
0.0090541271
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
6797998.360000000335276
AUD
4125000.000000000000000
EUR
2024-03-27
40566.510000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
3875000.000000000000
OU
Notional Amount
N/A
44985.080000000000
0.0100403173
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
7451514.169999999925494
AUD
3875000.000000000000000
GBP
2024-03-27
44985.080000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
000000000
-17400000.000000000000
OU
Notional Amount
N/A
-39641.850000000000
-0.0088477503
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
17400000.000000000000000
AUD
18524683.800000000745058
NZD
2024-03-27
-39641.850000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-1006916.700000000000
OU
Notional Amount
N/A
5137.990000000000
0.0011467591
N/A
DFE
CORP
CA
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1006916.699999999953434
CAD
747253.560000000055879
USD
2024-03-20
5137.990000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2588443.030000000000
OU
Notional Amount
N/A
8605.570000000000
0.0019206958
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3500000.000000000000000
CAD
2588443.029999999795109
USD
2024-03-27
8605.570000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
625000.000000000000
OU
Notional Amount
N/A
1747.910000000000
0.0003901198
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
594882.500000000000000
CHF
625000.000000000000000
EUR
2024-03-27
1747.910000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
500000.000000000000
OU
Notional Amount
N/A
907.610000000000
0.0002025714
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
556009.500000000000000
CHF
500000.000000000000000
GBP
2024-03-27
907.610000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
997071.800000000000
OU
Notional Amount
N/A
5105.670000000000
0.0011395455
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
875000.000000000000000
CHF
997071.800000000046566
USD
2024-03-27
5105.670000000000
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
BLACK HILLS CORPORATION
092113AW9
260000.000000000000
PA
USD
267053.680000000000
0.0596042886
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.150000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-SBX
N/A
COMM_20-SBX
12598EAC6
11501000.000000000000
PA
USD
101039.740000000000
0.0225512782
Long
ABS-MBS
CORP
US
N
2
2038-01-10
Variable
0.584500000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
5800000.000000000000
OU
Notional Amount
N/A
-1389.570000000000
-0.0003101411
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
41739940.119999997317791
CNY
5800000.000000000000000
USD
2024-03-27
-1389.570000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.000000000000
OU
Notional Amount
N/A
283.690000000000
0.0000633174
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2338520.000000000000000
CZK
100000.000000000000000
USD
2024-03-27
283.690000000000
N
N
N
COMM MORTGAGE TRUST COMM_12-CR4
N/A
COMM_12-CR4
12624QAS2
672393.450000000000
PA
USD
40.810000000000
0.0000091085
Long
ABS-MBS
CORP
US
N
2
2045-10-15
Variable
1.143700000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AS6
275000.000000000000
PA
USD
239765.180000000000
0.0535137093
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
5.375000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
-875000.000000000000
OU
Notional Amount
N/A
-3672.110000000000
-0.0008195862
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
875000.000000000000000
EUR
1449583.010000000009313
AUD
2024-03-27
-3672.110000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
-8125000.000000000000
OU
Notional Amount
N/A
-39400.420000000000
-0.0087938650
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
8125000.000000000000000
EUR
7718761.379999999888241
CHF
2024-03-27
-39400.420000000000
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AY3
80000.000000000000
PA
USD
56855.030000000000
0.0126895972
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
7.500000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307AZ0
60000.000000000000
PA
USD
52260.750000000000
0.0116641899
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
6.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
-7900000.000000000000
OU
Notional Amount
N/A
8636.400000000000
0.0019275768
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
7900000.000000000000000
EUR
6776476.730000000447035
GBP
2024-03-27
8636.400000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
19726523.440000000000
OU
Notional Amount
N/A
-7859.050000000000
-0.0017540784
N/A
DFE
CORP
NO
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1725236.489999999990687
EUR
19726523.439999997615814
NOK
2024-03-20
-7859.050000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
POLISH ZLOTY
000000000
-600000.000000000000
OU
Notional Amount
N/A
806.360000000000
0.0001799732
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
600000.000000000000000
EUR
2595910.799999999813735
PLN
2024-03-27
806.360000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
1176895.840000000000
OU
Notional Amount
N/A
-492.290000000000
-0.0001098753
N/A
DFE
CORP
SE
N
2
JPMorgan
ZBUT11V806EZRVTWT807
105500.000000000000000
EUR
1176895.840000000083819
SEK
2024-03-20
-492.290000000000
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BD8
55000.000000000000
PA
USD
30630.670000000000
0.0068365255
Long
DBT
CORP
US
N
2
2030-12-01
Fixed
4.625000000000
N
N
N
N
N
N
CSC HOLDINGS LLC
N/A
CSC HOLDINGS LLC
126307BN6
17000.000000000000
PA
USD
17795.860000000000
0.0039718965
Long
DBT
CORP
US
N
2
2029-01-31
Fixed
11.750000000000
N
N
N
N
N
N
CSAIL_15-C3
N/A
CSAIL_15-C3
12635FAV6
8648266.170000000000
PA
USD
53098.620000000000
0.0118511959
Long
ABS-MBS
CORP
US
N
2
2048-08-15
Variable
0.660700000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES CSMC_19-ICE4
N/A
CSMC_19-ICE4
12653VAA4
214466.440400000000
PA
USD
214468.200000000000
0.0478676216
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Variable
6.344700000000
N
N
N
N
N
N
COGENT COMMUNICATIONS GROUP INC
549300KFWFYF8Q1U0Y26
COGENT COMMUNICATIONS GROUP INC
19240CAE3
90000.000000000000
PA
USD
89885.910000000000
0.0200618307
Long
DBT
CORP
US
N
2
2027-06-15
Fixed
7.000000000000
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DP7
200000.000000000000
PA
USD
182478.780000000000
0.0407278337
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
-5250000.000000000000
OU
Notional Amount
N/A
-14738.720000000000
-0.0032895668
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
5250000.000000000000000
EUR
58666465.339999996125698
SEK
2024-03-27
-14738.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-3331566.720000000000
OU
Notional Amount
N/A
51115.780000000000
0.0114086415
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3331566.720000000204891
EUR
3654289.589999999850988
USD
2024-03-20
51115.780000000000
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DS1
580000.000000000000
PA
USD
458665.760000000000
0.1023706033
Long
DBT
NUSS
CO
N
2
2031-04-15
Fixed
3.1250
N
N
N
N
N
N
COLOMBIA (REPUBLIC OF)
N/A
COLOMBIA (REPUBLIC OF)
195325DZ5
215000.000000000000
PA
USD
165647.210000000000
0.0369711592
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.250000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_22-5
N/A
COLT_22-5
19688LAA0
164227.720000000000
PA
USD
160906.380000000000
0.0359130431
Long
ABS-CBDO
CORP
US
N
2
2067-04-25
Variable
4.550000000000
N
N
N
N
N
N
COLT MORTGAGE LOAN TRUST COLT_23-1
N/A
COLT_23-1
19688NAA6
425036.960000000000
PA
USD
424740.580000000000
0.0947987690
Long
ABS-CBDO
CORP
US
N
2
2068-04-25
Variable
6.048000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
138909786.951000000000
NS
USD
138882005.000000000000
30.9973751796
Long
STIV
CORP
US
N
1
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
197677AJ6
115000.000000000000
PA
USD
120274.330000000000
0.0268442879
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
7.050000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
19767QAQ8
125000.000000000000
PA
USD
128352.820000000000
0.0286473436
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
7.580000000000
N
N
N
N
N
N
COLUMBIA PIPELINES OPERATING COMPANY LLC
N/A
COLUMBIA PIPELINES OP CO LLC
19828TAB2
65000.000000000000
PA
USD
66765.860000000000
0.0149016167
Long
DBT
CORP
US
N
2
2033-11-15
Fixed
6.036000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
-121.030000000000
-0.0000270129
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
362530.109999999986030
EUR
391964.469999999972060
USD
2024-03-20
-121.030000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-500000.000000000000
OU
Notional Amount
N/A
1679.570000000000
0.0003748669
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
500000.000000000000000
EUR
542600.900000000023283
USD
2024-03-27
1679.570000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-2000000.000000000000
OU
Notional Amount
N/A
-1963.530000000000
-0.0004382445
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2000000.000000000000000
EUR
2161721.799999999813735
USD
2024-03-27
-1963.530000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
113533.240000000000
OU
Notional Amount
N/A
-262.760000000000
-0.0000586460
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
21467818.000000000000000
JPY
113533.240000000005239
GBP
2024-03-21
-262.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
3125000.000000000000
OU
Notional Amount
N/A
1771.300000000000
0.0003953403
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
589004156.000000000000000
JPY
3125000.000000000000000
GBP
2024-03-27
1771.300000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
1000000.000000000000
OU
Notional Amount
N/A
-11075.440000000000
-0.0024719514
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
190220230.000000000000000
JPY
1000000.000000000000000
GBP
2024-03-27
-11075.440000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANOLA (IFUS) FUTURE MAY 24
000000000
-29.000000000000
NC
943.530000000000
0.0002105885
N/A
DCO
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CANOLA (IFUS) FUTURE MAY 24
CANOLA (IFUS) FUTURE MAY 24
2024-05-14
-345586.610000000000
CAD
943.530000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
000000000
8600000.000000000000
OU
Notional Amount
N/A
-75718.380000000000
-0.0168997491
N/A
DFE
CORP
NZ
N
2
JPMorgan
ZBUT11V806EZRVTWT807
793390340.000000000000000
JPY
8600000.000000000000000
NZD
2024-03-27
-75718.380000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-33306469.000000000000
OU
Notional Amount
N/A
6223.920000000000
0.0013891302
N/A
DFE
CORP
JP
N
2
JPMorgan
ZBUT11V806EZRVTWT807
33306469.000000000000000
JPY
229000.000000000000000
USD
2024-03-21
6223.920000000000
N
N
N
Standard Chartered
RILFO74KP1CM8P6PCT96
US DOLLARS
000000000
-182760.640000000000
OU
Notional Amount
N/A
221.050000000000
0.0000493366
N/A
DFE
CORP
SG
N
2
Standard Chartered
RILFO74KP1CM8P6PCT96
182760.640000000013970
SGD
136146.220000000001164
USD
2024-03-20
221.050000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE/MIB INDEX MAR 24
000000000
14.000000000000
NC
48883.780000000000
0.0109104766
N/A
DE
CORP
IT
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
FTSE/MIB INDEX MAR 24
FTSE/MIB INDEX MAR 24
2024-03-15
2238848.520000000000
EUR
48883.780000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
FTSE/MIB INDEX MAR 24
000000000
15.000000000000
NC
144422.640000000000
0.0322340015
N/A
DE
CORP
IT
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
FTSE/MIB INDEX MAR 24
FTSE/MIB INDEX MAR 24
2024-03-15
2313604.170000000000
EUR
144422.640000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
SWP: USD 3.520000 20-DEC-2053 US3
000000000
808000.000000000000
OU
Notional Amount
USD
16520.520000000000
0.0036872506
N/A
DIR
CORP
US
N
2
Citi
MBNUM2BPBDO7JBLYG310
United States SOFR Secured Overnight Financing Rate
CT1403743
Y
2053-12-20
0.000000000000
USD
0.000000000000
USD
808000.000000000000
USD
19541.340000000000
N
N
N
COMERICA INCORPORATED
I9Q57JVPWHHZ3ZGBW498
COMERICA INCORPORATED
200340AU1
95000.000000000000
PA
USD
90467.150000000000
0.0201915589
Long
DBT
CORP
US
N
2
N/A
Variable
5.625000000000
N
N
N
N
N
N
COMM MORTGAGE TRUST COMM_20-CBM
N/A
COMM_20-CBM
20049AAC2
3134665.710000000000
PA
USD
11770.670000000000
0.0026271213
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
0.600800000000
N
N
N
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
COMMSCOPE INC
203372AX5
139000.000000000000
PA
USD
95200.630000000000
0.0212480346
Long
DBT
CORP
US
N
2
2029-09-01
Fixed
4.750000000000
N
N
N
N
N
N
CONCERT PHARMACEUTICALS INC
529900PYI5BSGQNATP82
CONCERT PHARMACEUTICALS INC CVR
206CVR011
173147.000000000000
NS
USD
70366.940000000000
0.0157053496
Long
EC
CORP
US
Y
3
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
CREDIT SUISSE GROUP AG
225401AM0
180000.000000000000
PA
USD
176918.050000000000
0.0394867224
Long
DBT
CORP
CH
N
2
2025-09-11
Variable
2.593000000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
CREDIT SUISSE GROUP AG
225401AU2
85000.000000000000
PA
USD
71445.940000000000
0.0159461739
Long
DBT
CORP
CH
N
2
2032-05-14
Variable
3.091000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHINESE OFFSHORE YUAN (HONG KONG)
000000000
-600000.000000000000
OU
Notional Amount
N/A
-37.160000000000
-0.0000082938
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
600000.000000000000000
USD
4316623.200000000186265
CNY
2024-03-27
-37.160000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
3625000.000000000000
OU
Notional Amount
N/A
5769.780000000000
0.0012877697
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3915909.879999999888241
USD
3625000.000000000000000
EUR
2024-03-27
5769.780000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE/MIB MINI INDEX MAR 24
000000000
6.000000000000
NC
5825.680000000000
0.0013002461
N/A
DE
CORP
IT
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
FTSE/MIB MINI INDEX MAR 24
FTSE/MIB MINI INDEX MAR 24
2024-03-15
190383.360000000000
EUR
5825.680000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX EUROPE 600 MAR 24
000000000
77.000000000000
NC
11740.900000000000
0.0026204769
N/A
DE
CORP
LU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
STOXX EUROPE 600 MAR 24
STOXX EUROPE 600 MAR 24
2024-03-15
1894444.650000000000
EUR
11740.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
2500000.000000000000
OU
Notional Amount
N/A
-11875.840000000000
-0.0026505944
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2716482.500000000000000
USD
2500000.000000000000000
EUR
2024-03-27
-11875.840000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRITISH POUND
000000000
4250000.000000000000
OU
Notional Amount
N/A
7658.500000000000
0.0017093172
N/A
DFE
CORP
GB
N
2
JPMorgan
ZBUT11V806EZRVTWT807
5357898.500000000000000
USD
4250000.000000000000000
GBP
2024-03-27
7658.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX EUROPE 600 MAR 24
000000000
7.000000000000
NC
-372.330000000000
-0.0000831011
N/A
DE
CORP
LU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
STOXX EUROPE 600 MAR 24
STOXX EUROPE 600 MAR 24
2024-03-15
173558.290000000000
EUR
-372.330000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
STOXX EUROPE 600 MAR 24
000000000
37.000000000000
NC
38013.300000000000
0.0084842707
N/A
DE
CORP
LU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
STOXX EUROPE 600 MAR 24
STOXX EUROPE 600 MAR 24
2024-03-15
880441.910000000000
EUR
38013.300000000000
N
N
N
TD Securities
SUVUFHICNZMP2WKHG940
US DOLLARS
000000000
-104077.050000000000
OU
Notional Amount
N/A
410.390000000000
0.0000915958
N/A
DFE
CORP
AU
N
2
TD Securities
SUVUFHICNZMP2WKHG940
104077.050000000002910
AUD
68096.000000000000000
USD
2024-03-20
410.390000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MINI TPX IDX MAR 24
000000000
34.000000000000
NC
16179.210000000000
0.0036110729
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
MINI TPX IDX MAR 24
MINI TPX IDX MAR 24
2024-03-07
88757528.000000000000
JPY
16179.210000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TOPIX INDEX MAR 24
000000000
9.000000000000
NC
6934.410000000000
0.0015477060
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
TOPIX INDEX MAR 24
TOPIX INDEX MAR 24
2024-03-07
240251417.000000000000
JPY
6934.410000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
TOPIX INDEX MAR 24
000000000
23.000000000000
NC
319151.580000000000
0.0712321317
N/A
DE
CORP
JP
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
TOPIX INDEX MAR 24
TOPIX INDEX MAR 24
2024-03-07
569060142.000000000000
JPY
319151.580000000000
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
CREDIT SUISSE GROUP AG
225401BB3
875000.000000000000
PA
USD
1052615.410000000000
0.2349355108
Long
DBT
CORP
CH
N
2
2033-11-15
Variable
9.016000000000
N
N
N
N
N
N
CROWN CASTLE INC
54930012H97VSM0I2R19
CROWN CASTLE INTERNATIONAL CORP
22822VAK7
385000.000000000000
PA
USD
362537.990000000000
0.0809156384
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
3.8000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US 2YR NOTE JUN 24
000000000
151.000000000000
NC
USD
16493.950000000000
0.0036813204
N/A
DIR
CORP
US
N
1
Citi
MBNUM2BPBDO7JBLYG310
Long
US 2YR NOTE JUN 24
US 2YR NOTE JUN 24
2024-06-28
30900756.050000000000
USD
16493.950000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US 2YR NOTE JUN 24
000000000
-76.000000000000
NC
USD
-5126.340000000000
-0.0011441589
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
US 2YR NOTE JUN 24
US 2YR NOTE JUN 24
2024-06-28
-15555873.660000000000
USD
-5126.340000000000
N
N
N
DB MASTER FINANCE LLC DNKN_19-1A
N/A
DNKN_19-1A
233046AK7
181450.000000000000
PA
USD
175194.580000000000
0.0391020574
Long
ABS-MBS
CORP
US
N
2
2049-05-20
Fixed
4.021000000000
N
N
N
N
N
N
DPL INC
549300DCB0ZJQBPCO827
DPL INC
233293AR0
370000.000000000000
PA
USD
360012.300000000000
0.0803519242
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
4.125000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 2YR NOTE JUN 24
000000000
-115.000000000000
NC
USD
-4912.010000000000
-0.0010963221
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US 2YR NOTE JUN 24
US 2YR NOTE JUN 24
2024-06-28
-23541337.990000000000
USD
-4912.010000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE TAIWAN MAR 24
000000000
32.000000000000
NC
USD
7355.550000000000
0.0016417011
N/A
DE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
FTSE TAIWAN MAR 24
FTSE TAIWAN MAR 24
2024-03-28
2061764.450000000000
USD
7355.550000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
FTSE TAIWAN MAR 24
000000000
23.000000000000
NC
USD
1226.310000000000
0.0002737028
N/A
DE
CORP
SG
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
FTSE TAIWAN MAR 24
FTSE TAIWAN MAR 24
2024-03-28
1485953.690000000000
USD
1226.310000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US 10YR NOTE JUN 24
000000000
-36.000000000000
NC
USD
61.350000000000
0.0000136928
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US 10YR NOTE JUN 24
US 10YR NOTE JUN 24
2024-06-18
-3975811.350000000000
USD
61.350000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US 10YR NOTE JUN 24
000000000
-28.000000000000
NC
USD
-10049.630000000000
-0.0022429987
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US 10YR NOTE JUN 24
US 10YR NOTE JUN 24
2024-06-18
-3082200.370000000000
USD
-10049.630000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 10YR NOTE JUN 24
000000000
-42.000000000000
NC
USD
-13071.290000000000
-0.0029174095
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US 10YR NOTE JUN 24
US 10YR NOTE JUN 24
2024-06-18
-4625303.710000000000
USD
-13071.290000000000
N
N
N
DARLING INGREDIENTS INC
L1N0SPPKS7EXZYUMZ898
DARLING INGREDIENTS INC
237266AJ0
555000.000000000000
PA
USD
546859.780000000000
0.1220548175
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.0000
N
N
N
N
N
N
DATABANK ISSUER LLC COLO_23-1
N/A
COLO_23-1
23802WAL5
130000.000000000000
PA
USD
120490.200000000000
0.0268924684
Long
ABS-MBS
CORP
US
N
2
2053-02-25
Fixed
5.116000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
HUNGARIAN FURINT
000000000
107469777.000000000000
OU
Notional Amount
N/A
-8253.520000000000
-0.0018421210
N/A
DFE
CORP
HU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1800000.000000000000000
USD
652134177.000000000000000
HUF
2024-03-27
-8253.520000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
ISRAELI SHEKEL
000000000
-200000.000000000000
OU
Notional Amount
N/A
2834.550000000000
0.0006326493
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
200000.000000000000000
USD
724173.300000000046566
ILS
2024-03-27
2834.550000000000
N
N
N
DAFC_17-AMO
N/A
DAFC_17-AMO
24500EAJ3
420000.000000000000
PA
USD
368931.650000000000
0.0823426532
Long
ABS-MBS
CORP
US
N
2
2035-06-05
Variable
3.636200000000
N
N
N
N
N
N
DELL INTERNATIONAL LLC
254900ZARLSVK41DKO78
DELL INTL LLC / EMC CORP
24703TAK2
275000.000000000000
PA
USD
348326.210000000000
0.0777436804
Long
DBT
CORP
US
N
2
2046-07-15
Fixed
8.350000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO BUXL 30YR BOND MAR 24
000000000
1.000000000000
NC
-1266.980000000000
-0.0002827800
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO BUXL 30YR BOND MAR 24
EURO BUXL 30YR BOND MAR 24
2024-03-07
134325.560000000000
EUR
-1266.980000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO BUXL 30YR BOND MAR 24
000000000
-1.000000000000
NC
-363.880000000000
-0.0000812152
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
EURO BUXL 30YR BOND MAR 24
EURO BUXL 30YR BOND MAR 24
2024-03-07
-132819.660000000000
EUR
-363.880000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US ULTRA T-BOND JUN 24
000000000
-41.000000000000
NC
USD
-6132.000000000000
-0.0013686143
N/A
DIR
CORP
US
N
1
Citi
MBNUM2BPBDO7JBLYG310
Short
US ULTRA T-BOND JUN 24
US ULTRA T-BOND JUN 24
2024-06-18
-5236743.000000000000
USD
-6132.000000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US ULTRA T-BOND JUN 24
000000000
-6.000000000000
NC
USD
95.260000000000
0.0000212613
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
US ULTRA T-BOND JUN 24
US ULTRA T-BOND JUN 24
2024-06-18
-767345.260000000000
USD
95.260000000000
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZU5
105000.000000000000
PA
USD
102967.510000000000
0.0229815413
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.900000000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES 2020-A
247361ZW1
82049.290000000000
PA
USD
73350.400000000000
0.0163712345
Long
DBT
CORP
US
N
2
2028-06-10
Fixed
2.500000000000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
DELTA AIR LINES INC
247361ZZ4
185000.000000000000
PA
USD
191003.340000000000
0.0426304487
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
7.3750
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
DIRECTV HOLDINGS LLC/DIRECTV FIN
25461LAA0
150000.000000000000
PA
USD
141682.170000000000
0.0316223501
Long
DBT
CORP
US
N
2
2027-08-15
Fixed
5.8750
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US ULTRA T-BOND JUN 24
000000000
-13.000000000000
NC
USD
-29965.440000000000
-0.0066880514
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US ULTRA T-BOND JUN 24
US ULTRA T-BOND JUN 24
2024-06-18
-1632409.560000000000
USD
-29965.440000000000
N
N
N
ROMANIA (REPUBLIC OF)
315700IASY927EDWBK92
ROMANIA (REPUBLIC OF)
X7360WBP6
200000.000000000000
PA
USD
166110.040000000000
0.0370744592
Long
DBT
NUSS
RO
N
2
2031-02-14
Fixed
3.000000000000
N
N
N
N
N
N
DOMINICAN REPUBLIC (GOVERNMENT)
254900EHU7Q8FGVPI369
DOMINICAN (REPUBLIC OF)
25714PED6
200000.000000000000
PA
USD
181556.020000000000
0.0405218809
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.500000000000
N
N
N
N
N
N
DPABS_15-1A
N/A
DPABS_15-1A
25755TAE0
139125.000000000000
PA
USD
136203.570000000000
0.0303995695
Long
ABS-CBDO
CORP
US
N
2
2045-10-25
Fixed
4.474000000000
N
N
N
N
N
N
DROP MORTGAGE TRUST DROP_21-FILE
N/A
DROP_21-FILE
26210YAG1
400000.000000000000
PA
USD
369000.000000000000
0.0823579084
Long
ABS-MBS
CORP
US
N
2
2043-10-15
Variable
7.132100000000
N
N
N
N
N
N
DRYDEN CLO LTD DRSLF_20-85A
N/A
DRSLF_20-85A
26246BAL8
800000.000000000000
PA
USD
801204.000000000000
0.1788224542
Long
ABS-MBS
CORP
KY
N
2
2035-10-15
Variable
6.725600000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442RAD3
225000.000000000000
PA
USD
184424.940000000000
0.0411622014
Long
DBT
CORP
US
N
2
2044-12-01
Fixed
4.150000000000
N
N
N
N
N
N
DUKE UNIVERSITY
N/A
DUKE UNIVERSITY
26442TAE7
228000.000000000000
PA
USD
172525.540000000000
0.0385063485
Long
DBT
CORP
US
N
2
2046-10-01
Fixed
3.299000000000
N
N
N
N
N
N
FANNIEMAE-ACES FNMA_19-M29
N/A
FNMA_19-M29
3136B7HP9
4300000.000000000000
PA
USD
114042.450000000000
0.0254533812
Long
ABS-MBS
USGA
US
N
2
2029-03-25
Variable
0.700000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PAS
N/A
FHLMC_K039
3137BDCY0
1520000.000000000000
PA
USD
25001.420000000000
0.0055801210
Long
ABS-MBS
USGA
US
N
2
2042-08-25
Variable
2.075900000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PAS
N/A
FHLMC_K043
3137BGK40
3951044.000000000000
PA
USD
52878.400000000000
0.0118020445
Long
ABS-MBS
USGA
US
N
2
2043-02-25
Variable
1.633500000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_K051
N/A
FHLMC_K051
3137BM7E0
2100000.000000000000
PA
USD
52192.350000000000
0.0116489235
Long
ABS-MBS
USGA
US
N
2
2043-10-25
Variable
1.612500000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418EGG9
2032471.380000000000
PA
USD
1740697.310000000000
0.3885099988
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418EGJ3
314322.230000000000
PA
USD
289354.240000000000
0.0645815989
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418ES35
1906396.680000000000
PA
USD
1804836.370000000000
0.4028253343
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418EU73
1488804.490000000000
PA
USD
1409681.590000000000
0.3146298840
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
4.500000000000
N
N
N
N
N
N
AES CORP
2NUNNB7D43COUIRE5295
AES CORPORATION (THE)
00130HCC7
35000.000000000000
PA
USD
31845.630000000000
0.0071076951
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
3.950000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418EV64
1911272.290000000000
PA
USD
1809696.020000000000
0.4039099701
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
31418EV80
1590779.430000000000
PA
USD
1574034.170000000000
0.3513120920
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
5.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EMINI REAL ESTATE SELECT SECTO MAR
000000000
1.000000000000
NC
USD
286.020000000000
0.0000638374
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
EMINI REAL ESTATE SELECT SECTO MAR
EMINI REAL ESTATE SELECT SECTO MAR
2024-03-15
47613.980000000000
USD
286.020000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
GASOLINE RBOB APR 24
000000000
7.000000000000
NC
USD
32470.830000000000
0.0072472348
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
GASOLINE RBOB APR 24
GASOLINE RBOB APR 24
2024-03-28
726343.170000000000
USD
32470.830000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
-1499997.160000000000
OU
Notional Amount
N/A
244.240000000000
0.0000545125
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1499997.159999999916181
USD
124405253.819999992847443
INR
2024-03-06
244.240000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
JAPANESE YEN
000000000
336414790.000000000000
OU
Notional Amount
N/A
-40823.940000000000
-0.0091115835
N/A
DFE
CORP
JP
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2290992.469999999739230
USD
336414790.000000000000000
JPY
2024-03-21
-40823.940000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB APR 24
000000000
7.000000000000
NC
USD
12165.040000000000
0.0027151416
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB APR 24
GASOLINE RBOB APR 24
2024-03-28
746648.960000000000
USD
12165.040000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB APR 24
000000000
1.000000000000
NC
USD
-1342.230000000000
-0.0002995752
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB APR 24
GASOLINE RBOB APR 24
2024-03-28
109744.230000000000
USD
-1342.230000000000
N
N
N
FERRELLGAS LP
549300EW667UKOZLEW85
FERRELLGAS ESCROW LLC
315289AA6
185000.000000000000
PA
USD
183126.520000000000
0.0408724042
Long
DBT
CORP
US
N
2
2026-04-01
Fixed
5.375000000000
N
N
N
N
N
N
FERTITTA ENTERTAINMENT LLC
984500A0805D8V551D35
FERTITTA ENTERTAINMENT LLC
31556TAC3
60000.000000000000
PA
USD
52975.300000000000
0.0118236718
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
6.750000000000
N
N
N
N
N
N
AMERICAN MONEY MANAGEMENT CORPOR
N/A
AMMC_16-18A
001746AQ9
600000.000000000000
PA
USD
600061.200000000000
0.1339289575
Long
ABS-MBS
CORP
KY
N
2
2031-05-26
Variable
7.185400000000
N
N
N
N
N
N
AMERICAN MONEY MANAGEMENT CORPORATION AMMC_21-24
N/A
AMMC_21-24A
00177LAC4
350000.000000000000
PA
USD
350218.750000000000
0.0781660805
Long
ABS-MBS
CORP
KY
N
2
2035-01-20
Variable
7.329400000000
N
N
N
N
N
N
FFML_06-FF9
N/A
FFML_06-FF9
320276AF5
1200000.000000000000
PA
USD
1043456.280000000000
0.2328912647
Long
ABS-CBDO
CORP
US
N
2
2036-06-25
Variable
5.935400000000
N
N
N
N
N
N
FIRST HORIZON MORTGAGE PASS THROUGH TRUST FHASI_05-AR4
N/A
FHASI_05-AR4
32051GTX3
117441.240000000000
PA
USD
107247.430000000000
0.0239367859
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
4.938400000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
GASOLINE RBOB MAY 24
000000000
4.000000000000
NC
USD
15062.760000000000
0.0033618900
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
GASOLINE RBOB MAY 24
GASOLINE RBOB MAY 24
2024-04-30
416882.040000000000
USD
15062.760000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
GASOLINE RBOB JUN 24
000000000
5.000000000000
NC
USD
19189.650000000000
0.0042829795
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
GASOLINE RBOB JUN 24
GASOLINE RBOB JUN 24
2024-05-31
513916.350000000000
USD
19189.650000000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T CORP
00206RMJ8
77000.000000000000
PA
USD
76758.570000000000
0.0171319113
Long
DBT
CORP
US
N
2
2024-03-25
Fixed
0.900000000000
N
N
N
N
N
N
AREIT CRE TRUST AREIT_19-CRE3
N/A
AREIT_19-CRE3
00217LAC6
348074.130000000000
PA
USD
341589.330000000000
0.0762400616
Long
ABS-MBS
CORP
US
N
2
2036-09-14
Variable
6.735800000000
N
N
N
N
N
N
FIRST NLC TRUST FNLC_05-4
N/A
FNLC_05-4
32113JCG8
227005.780000000000
PA
USD
219078.650000000000
0.0488966379
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
6.215400000000
N
N
N
N
N
N
FIRSTENERGY TRANSMISSION LLC
549300AINIIPOLYX2R63
FIRSTENERGY TRANSMISSION LLC
33767BAD1
229000.000000000000
PA
USD
206818.440000000000
0.0461602551
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.866000000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAA9
322500.000000000000
PA
USD
319587.870000000000
0.0713295082
Long
DBT
CORP
KY
N
2
2026-04-20
Fixed
5.5000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AMERICAN AIRLINES/AADVANTAGE
00253XAB7
280000.000000000000
PA
USD
273817.160000000000
0.0611138444
Long
DBT
CORP
KY
N
2
2029-04-20
Fixed
5.7500
N
N
N
N
N
N
FIRSTCASH INC
549300V2X3UU7K0DG350
FIRSTCASH INC
33767DAD7
100000.000000000000
PA
USD
99093.550000000000
0.0221169038
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
6.875000000000
N
N
N
N
N
N
FIRSTKEY HOMES FKH_20-SFR2
N/A
FKH_20-SFR2
33767JAA0
211943.830000000000
PA
USD
197194.890000000000
0.0440123541
Long
ABS-MBS
CORP
US
N
2
2037-10-19
Fixed
1.266000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INR/USD FUTURE (SGX) MAR 24
000000000
2.000000000000
NC
USD
-29.680000000000
-0.0000066243
N/A
DFE
CORP
IN
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
INR/USD FUTURE (SGX) MAR 24
INR/USD FUTURE (SGX) MAR 24
2024-03-26
48229.680000000000
USD
-29.680000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
INR/USD FUTURE (SGX) MAR 24
000000000
54.000000000000
NC
USD
1410.750000000000
0.0003148683
N/A
DFE
CORP
IN
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
INR/USD FUTURE (SGX) MAR 24
INR/USD FUTURE (SGX) MAR 24
2024-03-26
1299989.250000000000
USD
1410.750000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
KOREAN WON
000000000
-3799992.550000000000
OU
Notional Amount
N/A
-3113.980000000000
-0.0006950159
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3799992.549999999813735
USD
5056255231.000000000000000
KRW
2024-03-06
-3113.980000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MEXICAN PESO
000000000
4178968.040000000000
OU
Notional Amount
N/A
3959.740000000000
0.0008837829
N/A
DFE
CORP
MX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
240579.000000000000000
USD
4178968.040000000037253
MXN
2024-03-20
3959.740000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUST 10YR BOND MAR 24
000000000
-46.000000000000
NC
-3249.010000000000
-0.0007251536
N/A
DIR
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
AUST 10YR BOND MAR 24
AUST 10YR BOND MAR 24
2024-03-15
-5285769.910000000000
AUD
-3249.010000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUST 10YR BOND MAR 24
000000000
-2.000000000000
NC
256.440000000000
0.0000572354
N/A
DIR
CORP
AU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
AUST 10YR BOND MAR 24
AUST 10YR BOND MAR 24
2024-03-15
-230425.230000000000
AUD
256.440000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUST 10YR BOND MAR 24
000000000
-9.000000000000
NC
-2521.610000000000
-0.0005628036
N/A
DIR
CORP
AU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
AUST 10YR BOND MAR 24
AUST 10YR BOND MAR 24
2024-03-15
-1031288.520000000000
AUD
-2521.610000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SPI 200 MAR 24
000000000
21.000000000000
NC
34713.610000000000
0.0077478057
N/A
DE
CORP
AU
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
SPI 200 MAR 24
SPI 200 MAR 24
2024-03-21
3968674.570000000000
AUD
34713.610000000000
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AC1
580000.000000000000
PA
USD
675020.560000000000
0.1506592993
Long
DBT
CORP
US
N
2
2031-11-15
Fixed
7.375000000000
N
N
N
N
N
N
FIRSTENERGY CORP
549300SVYJS666PQJH88
FIRSTENERGY CORPORATION
337932AH0
300000.000000000000
PA
USD
285324.100000000000
0.0636821032
Long
DBT
CORP
US
N
2
2027-07-15
Variable
4.1500
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SPI 200 MAR 24
000000000
34.000000000000
NC
79400.560000000000
0.0177215828
N/A
DE
CORP
AU
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SPI 200 MAR 24
SPI 200 MAR 24
2024-03-21
6390161.270000000000
AUD
79400.560000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE CHINA A50 MAR 24
000000000
-4.000000000000
NC
USD
-364.160000000000
-0.0000812777
N/A
DE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
FTSE CHINA A50 MAR 24
FTSE CHINA A50 MAR 24
2024-03-28
-47123.840000000000
USD
-364.160000000000
N
N
N
ABIOMED INC
5493001EZN4ZTB4Z5887
ABIOMED INC CVR
003CVR016
15541.000000000000
NS
USD
27196.750000000000
0.0060701015
Long
EC
CORP
US
Y
3
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC/ACRISURE FINANCE INC
00489LAF0
120000.000000000000
PA
USD
106447.490000000000
0.0237582456
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
4.250000000000
N
N
N
N
N
N
ACRISURE LLC
549300R0Z1Q47XRTGO22
ACRISURE LLC / ACRISURE FINANCE
00489LAH6
80000.000000000000
PA
USD
72064.760000000000
0.0160842897
Long
DBT
CORP
US
N
2
2029-08-01
Fixed
6.000000000000
N
N
N
N
N
N
ADJUSTABLE RATE MORTGAGE TRUST ARMT_05-9
N/A
ARMT_05-9
007036SH0
50902.680000000000
PA
USD
50202.090000000000
0.0112047131
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
6.075400000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MEXICAN PESO
000000000
-3615250.790000000000
OU
Notional Amount
N/A
8589.810000000000
0.0019171783
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3615250.790000000037253
USD
62000000.000000000000000
MXN
2024-03-27
8589.810000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
1204481.100000000000
OU
Notional Amount
N/A
-1050.740000000000
-0.0002345169
N/A
DFE
CORP
NO
N
2
JPMorgan
ZBUT11V806EZRVTWT807
114500.000000000000000
USD
1204481.100000000093132
NOK
2024-03-20
-1050.740000000000
N
N
N
ADTALEM GLOBAL EDUCATION INC
549300Z467EZLMODV621
ADTALEM GLOBAL EDUCATION INC
00737WAA7
103000.000000000000
PA
USD
98019.490000000000
0.0218771820
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
5.500000000000
N
N
N
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00774CAB3
540000.000000000000
PA
USD
528842.020000000000
0.1180333946
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
5.1250
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LEAN HOGS APR 24
000000000
3.000000000000
NC
USD
-122.690000000000
-0.0000273834
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LEAN HOGS APR 24
LEAN HOGS APR 24
2024-04-12
104072.690000000000
USD
-122.690000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
LEAN HOGS JUN 24
000000000
8.000000000000
NC
USD
5192.400000000000
0.0011589030
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
LEAN HOGS JUN 24
LEAN HOGS JUN 24
2024-06-14
315447.600000000000
USD
5192.400000000000
N
N
N
AERCAP IRELAND CAPITAL DAC
549300TI38531ODB1G63
AERCAP IRELAND CAP DAC/AERCAP GLOB
00774MAW5
250000.000000000000
PA
USD
224625.240000000000
0.0501345933
Long
DBT
CORP
IE
N
2
2028-10-29
Fixed
3.000000000000
N
N
N
N
N
N
AERCAP IRELAND CAPITAL DAC
549300TI38531ODB1G63
AERCAP IRELAND CAP/AERCAP GLOBAL
00774MAX3
144000.000000000000
PA
USD
121863.450000000000
0.0271989671
Long
DBT
CORP
IE
N
2
2032-01-30
Fixed
3.3000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
FTSE CHINA A50 MAR 24
000000000
-56.000000000000
NC
USD
1421.480000000000
0.0003172632
N/A
DE
CORP
SG
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
FTSE CHINA A50 MAR 24
FTSE CHINA A50 MAR 24
2024-03-28
-666253.480000000000
USD
1421.480000000000
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
Y2R35K8G2
16170000.000000000000
PA
195125.350000000000
0.0435504490
Long
DBT
NUSS
IN
N
2
2029-04-18
Fixed
7.100000000000
N
N
N
N
N
N
FLAGSTAR MORTGAGE TRUST FSMT_21-5INV
N/A
FSMT_21-5INV
33851PAE5
1109672.820000000000
PA
USD
967637.030000000000
0.2159690023
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
2.500000000000
N
N
N
N
N
N
STATE BOARD OF ADMINISTRATION FINANCE CORP
N/A
State Board of Administration Finance Corp
341271AF1
312000.000000000000
PA
USD
263702.150000000000
0.0588562534
Long
DBT
MUN
US
N
2
2030-07-01
Fixed
2.154000000000
N
N
N
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
Y2R3MBAN5
30330000.000000000000
PA
369129.140000000000
0.0823867314
Long
DBT
NUSS
IN
N
2
2027-06-20
Fixed
7.380000000000
N
N
N
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
Y2R3MBQB4
19120000.000000000000
PA
233074.780000000000
0.0520204644
Long
DBT
NUSS
IN
N
2
2033-02-06
Fixed
7.260000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LME ALUMINIUM 3M ROLLING FORWARD
000000000
-2.000000000000
NC
USD
-3120.070000000000
-0.0006963752
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
LME ALUMINIUM 3M ROLLING FORWARD
LME ALUMINIUM 3M ROLLING FORWARD
2024-05-29
-108279.930000000000
USD
-3120.070000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LME COPPER 3M ROLLING FORWARD
000000000
1.000000000000
NC
USD
346.440000000000
0.0000773227
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LME COPPER 3M ROLLING FORWARD
LME COPPER 3M ROLLING FORWARD
2024-05-29
211991.060000000000
USD
346.440000000000
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
Y7277FV80
258380000.000000000000
PA
206374.920000000000
0.0460612649
Long
DBT
NUSS
KR
N
2
2032-12-10
Fixed
4.250000000000
N
N
N
N
N
N
ADVANCED DRAINAGE SYSTEMS INC
6QQTOZ5MF5DHM7K92I60
ADVANCED DRAINAGE SYSTEMS INC
00790RAB0
70000.000000000000
PA
USD
70265.560000000000
0.0156827224
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
6.375000000000
N
N
N
N
N
N
AIR CANADA
4B4HI3CGXMBDC0G6BM51
AIR CANADA
008911BF5
210000.000000000000
PA
USD
222360.260000000000
0.0496290675
Long
DBT
CORP
CA
N
2
2025-07-01
Fixed
4.000000000000
N
N
N
N
N
AIR CANADA
Air Canada
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
060505GB4
80000.000000000000
PA
USD
73942.450000000000
0.0165033754
Long
DBT
CORP
US
N
2
N/A
Variable
4.375000000000
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD BLUEM_16-3A
N/A
BLUEM_16-3A
09628VAQ7
525000.000000000000
PA
USD
525045.150000000000
0.1171859630
Long
ABS-MBS
CORP
KY
N
2
2030-11-15
Variable
7.268600000000
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD BLUEM_17-1A
N/A
BLUEM_17-1A
09629CAQ8
375000.000000000000
PA
USD
374634.000000000000
0.0836153730
Long
ABS-MBS
CORP
KY
N
2
2029-07-20
Variable
7.079400000000
N
N
N
N
N
N
BLUEMOUNTAIN CLO LTD BLUEM_17-2A
N/A
BLUEM_17-2A
09629EAE1
500000.000000000000
PA
USD
499662.000000000000
0.1115206428
Long
ABS-MBS
CORP
KY
N
2
2030-10-20
Variable
7.179400000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CW3
290000.000000000000
PA
USD
278707.580000000000
0.0622053478
Long
DBT
CORP
US
N
2
2050-05-01
Fixed
5.805000000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
BOEING CO
097023CY9
940000.000000000000
PA
USD
924140.090000000000
0.2062608261
Long
DBT
CORP
US
N
2
2030-05-01
Fixed
5.150000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LME NICKEL 3M ROLLING FORWARD
000000000
-1.000000000000
NC
USD
-2409.560000000000
-0.0005377949
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
LME NICKEL 3M ROLLING FORWARD
LME NICKEL 3M ROLLING FORWARD
2024-05-29
-104966.440000000000
USD
-2409.560000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LME LEAD 3M ROLLING FORWARD
000000000
-8.000000000000
NC
USD
4610.970000000000
0.0010291324
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
LME LEAD 3M ROLLING FORWARD
LME LEAD 3M ROLLING FORWARD
2024-05-29
-416410.970000000000
USD
4610.970000000000
N
N
N
BOSTON PROP
N/A
BOSTON PROPERTIES LP
10112RAY0
38000.000000000000
PA
USD
35180.100000000000
0.0078519226
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.750000000000
N
N
N
N
N
N
BOWLING GREEN OHIO CITY SCH DIST
N/A
Bowling Green City School District
102853JE9
65000.000000000000
PA
USD
63583.030000000000
0.0141912340
Long
DBT
MUN
US
N
2
2053-10-01
Fixed
4.125000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LME ZINC 3M ROLLING FORWARD
000000000
-8.000000000000
NC
USD
-9965.680000000000
-0.0022242617
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
LME ZINC 3M ROLLING FORWARD
LME ZINC 3M ROLLING FORWARD
2024-05-29
-475234.320000000000
USD
-9965.680000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME NICKEL JUN 24
000000000
-4.000000000000
NC
USD
-43268.820000000000
-0.0096572616
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
LME NICKEL JUN 24
LME NICKEL JUN 24
2024-06-18
-387843.180000000000
USD
-43268.820000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME COPPER JUN 24
000000000
-1.000000000000
NC
USD
-7257.230000000000
-0.0016197569
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
LME COPPER JUN 24
LME COPPER JUN 24
2024-06-18
-205480.270000000000
USD
-7257.230000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME ZINC JUN 24
000000000
-5.000000000000
NC
USD
-7479.900000000000
-0.0016694551
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
LME ZINC JUN 24
LME ZINC JUN 24
2024-06-18
-296613.850000000000
USD
-7479.900000000000
N
N
N
BRASKEM NETHERLANDS FINANCE BV
2549000TLMHFQ74DS330
BRASKEM NETHERLANDS FINANCE BV
10554TAD7
200000.000000000000
PA
USD
163493.900000000000
0.0364905573
Long
DBT
CORP
NL
N
2
2030-01-31
Fixed
4.500000000000
N
N
N
N
N
N
BRAVO RESIDENTIAL FUNDING TRUST BRAVO_21-A
N/A
BRAVO_21-A
105693AA3
688694.290000000000
PA
USD
678066.500000000000
0.1513391292
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
1.991000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MSCI EMER MKT INDEX (ICE) MAR 24
000000000
13.000000000000
NC
USD
-4447.500000000000
-0.0009926471
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
MSCI EMER MKT INDEX (ICE) MAR 24
MSCI EMER MKT INDEX (ICE) MAR 24
2024-03-15
665367.500000000000
USD
-4447.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NIKKEI 225 (SGX) MAR 24
000000000
16.000000000000
NC
151995.730000000000
0.0339242558
N/A
DE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
NIKKEI 225 (SGX) MAR 24
NIKKEI 225 (SGX) MAR 24
2024-03-07
291453676.500000000000
JPY
151995.730000000000
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
BRAZIL (FEDERATIVE REPUBLIC OF)
105756CH1
200000.000000000000
PA
USD
197830.640000000000
0.0441542486
Long
DBT
NUSS
BR
N
2
2034-03-15
Fixed
6.125000000000
N
N
N
N
N
N
BRAZOS SECURITIZATION LLC
N/A
BRAZOS SECURITIZATION LLC
106230AA3
183697.820000000000
PA
USD
181778.840000000000
0.0405716126
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.014000000000
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU
N/A
FTMB_19-FBLU
34461LAG9
435810.000000000000
PA
USD
424237.890000000000
0.0946865725
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Fixed
3.447000000000
N
N
N
N
N
N
FONTAINEBLEAU MIAMI BEACH TRUST FMBT_19-FBLU
N/A
FMBT_19-FBLU
34461LAN4
310000.000000000000
PA
USD
300251.310000000000
0.0670137395
Long
ABS-MBS
CORP
US
N
2
2036-12-10
Variable
3.962900000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
FORD MOTOR COMPANY
345370DA5
680000.000000000000
PA
USD
558205.720000000000
0.1245871424
Long
DBT
CORP
US
N
2
2032-02-12
Fixed
3.2500
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT COMPANY LLC
345397B51
200000.000000000000
PA
USD
179291.610000000000
0.0400164823
Long
DBT
CORP
US
N
2
2028-02-16
Fixed
2.900000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NIKKEI 225 (OSE) MAR 24
000000000
5.000000000000
NC
137139.000000000000
0.0306083501
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
NIKKEI 225 (OSE) MAR 24
NIKKEI 225 (OSE) MAR 24
2024-03-07
175830995.000000000000
JPY
137139.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NIKKEI 225 (OSE) MAR 24
000000000
15.000000000000
NC
473813.510000000000
0.1057514624
N/A
DE
CORP
JP
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NIKKEI 225 (OSE) MAR 24
NIKKEI 225 (OSE) MAR 24
2024-03-07
518310248.000000000000
JPY
473813.510000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
JAPANESE YEN
000000000
501653286.000000000000
OU
Notional Amount
N/A
-82582.600000000000
-0.0184317892
N/A
DFE
CORP
JP
N
2
Citi
MBNUM2BPBDO7JBLYG310
3437977.379999999888241
USD
501653286.000000000000000
JPY
2024-03-21
-82582.600000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
NORWAY KRONA
000000000
1197615.600000000000
OU
Notional Amount
N/A
-1197.400000000000
-0.0002672503
N/A
DFE
CORP
NO
N
2
Citi
MBNUM2BPBDO7JBLYG310
114000.000000000000000
USD
1197615.600000000093132
NOK
2024-03-20
-1197.400000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NIKKEI 225 MINI MAR 24
000000000
71.000000000000
NC
-966.500000000000
-0.0002157152
N/A
DE
CORP
JP
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
NIKKEI 225 MINI MAR 24
NIKKEI 225 MINI MAR 24
2024-03-07
278894834.000000000000
JPY
-966.500000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NOK/USD FUTURE (CME) MAR 24
000000000
-1.000000000000
NC
USD
657.980000000000
0.0001468560
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
NOK/USD FUTURE (CME) MAR 24
NOK/USD FUTURE (CME) MAR 24
2024-03-18
-188997.980000000000
USD
657.980000000000
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT COMPANY LLC
345397B69
200000.000000000000
PA
USD
170463.660000000000
0.0380461531
Long
DBT
CORP
US
N
2
2031-06-17
Fixed
3.625000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
NEW ZEALAND DOLLAR
000000000
1442794.820000000000
OU
Notional Amount
N/A
-5128.650000000000
-0.0011446745
N/A
DFE
CORP
NZ
N
2
Citi
MBNUM2BPBDO7JBLYG310
883581.979999999981374
USD
1442794.819999999832362
NZD
2024-03-20
-5128.650000000000
N
N
N
GERMANY (FEDERAL REPUBLIC OF)
529900AQBND3S6YJLY83
GERMANY (FEDERAL REPUBLIC OF)
D2R8H4FE4
220000.000000000000
PA
181399.000000000000
0.0404868353
Long
DBT
NUSS
DE
N
2
2035-05-15
Fixed
0.000000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NOK/USD FUTURE (CME) MAR 24
000000000
-1.000000000000
NC
USD
-711.970000000000
-0.0001589061
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
NOK/USD FUTURE (CME) MAR 24
NOK/USD FUTURE (CME) MAR 24
2024-03-18
-187628.030000000000
USD
-711.970000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANOLA (IFUS) FUTURE JUL 24
000000000
-9.000000000000
NC
-912.940000000000
-0.0002037611
N/A
DCO
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CANOLA (IFUS) FUTURE JUL 24
CANOLA (IFUS) FUTURE JUL 24
2024-07-12
-106927.020000000000
CAD
-912.940000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.480000000000
OU
Notional Amount
N/A
43.440000000000
0.0000096955
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
994006.420000000041910
BRL
200000.480000000010477
USD
2024-03-04
43.440000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.320000000000
OU
Notional Amount
N/A
3219.440000000000
0.0007185538
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
190142258.000000000000000
CLP
200000.320000000006985
USD
2024-03-08
3219.440000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
RUSSELL 2000 EMINI CME MAR 24
000000000
3.000000000000
NC
USD
4805.560000000000
0.0010725633
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
RUSSELL 2000 EMINI CME MAR 24
RUSSELL 2000 EMINI CME MAR 24
2024-03-15
303789.440000000000
USD
4805.560000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
RUSSELL 2000 EMINI CME MAR 24
000000000
16.000000000000
NC
USD
19644.580000000000
0.0043845163
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
RUSSELL 2000 EMINI CME MAR 24
RUSSELL 2000 EMINI CME MAR 24
2024-03-15
1626195.420000000000
USD
19644.580000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO-BUND MAR 24
000000000
5.000000000000
NC
-15638.350000000000
-0.0034903572
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
EURO-BUND MAR 24
EURO-BUND MAR 24
2024-03-07
677693.550000000000
EUR
-15638.350000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-BUND MAR 24
000000000
1.000000000000
NC
-1658.480000000000
-0.0003701597
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO-BUND MAR 24
EURO-BUND MAR 24
2024-03-07
134184.670000000000
EUR
-1658.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.000000000000
OU
Notional Amount
N/A
3697.580000000000
0.0008252709
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
189710000.000000000000000
CLP
200000.000000000000000
USD
2024-03-11
3697.580000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.320000000000
OU
Notional Amount
N/A
1404.790000000000
0.0003135381
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
191936116.000000000000000
CLP
200000.320000000006985
USD
2024-03-12
1404.790000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.000000000000
OU
Notional Amount
N/A
-53.740000000000
-0.0000119943
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
193478000.000000000000000
CLP
200000.000000000000000
USD
2024-03-25
-53.740000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.000000000000
OU
Notional Amount
N/A
-2083.050000000000
-0.0004649204
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
98738000.000000000000000
CLP
100000.000000000000000
USD
2024-03-27
-2083.050000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-BUND MAR 24
000000000
-22.000000000000
NC
32229.100000000000
0.0071932826
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
EURO-BUND MAR 24
EURO-BUND MAR 24
2024-03-07
-2948192.100000000000
EUR
32229.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-BUND MAR 24
000000000
-8.000000000000
NC
-2655.510000000000
-0.0005926890
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
EURO-BUND MAR 24
EURO-BUND MAR 24
2024-03-07
-1058737.000000000000
EUR
-2655.510000000000
N
N
N
BRAZOS SECURITIZATION LLC
N/A
BRAZOS SECURITIZATION LLC
106230AC9
200000.000000000000
PA
USD
206293.610000000000
0.0460431172
Long
DBT
CORP
US
N
2
2050-09-01
Fixed
5.413000000000
N
N
N
N
N
N
BRITISH COLUMBIA PROVINCE OF
N/A
BRITISH COLUMBIA (PROVINCE OF)
11070TAM0
205000.000000000000
PA
USD
198099.810000000000
0.0442143252
Long
DBT
MUN
CA
N
2
2033-07-06
Fixed
4.200000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.000000000000
OU
Notional Amount
N/A
-3340.580000000000
-0.0007455913
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
196688000.000000000000000
CLP
200000.000000000000000
USD
2024-03-28
-3340.580000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.180000000000
OU
Notional Amount
N/A
-531.480000000000
-0.0001186222
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
394586788.670000016689301
COP
100000.179999999993015
USD
2024-03-01
-531.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SOYBEAN MAY 24
000000000
-19.000000000000
NC
USD
46370.700000000000
0.0103495769
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SOYBEAN MAY 24
SOYBEAN MAY 24
2024-05-14
-1130083.200000000000
USD
46370.700000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SOYBEAN JUL 24
000000000
-11.000000000000
NC
USD
2563.300000000000
0.0005721085
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SOYBEAN JUL 24
SOYBEAN JUL 24
2024-07-12
-635750.800000000000
USD
2563.300000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.190000000000
OU
Notional Amount
N/A
-111.580000000000
-0.0000249038
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
393008221.689999997615814
COP
100000.190000000002328
USD
2024-03-05
-111.580000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.190000000000
OU
Notional Amount
N/A
-257.010000000000
-0.0000573626
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
393647122.899999976158142
COP
100000.190000000002328
USD
2024-03-06
-257.010000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LONG GILT JUN 24
000000000
-22.000000000000
NC
7527.100000000000
0.0016799897
N/A
DIR
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
LONG GILT JUN 24
LONG GILT JUN 24
2024-06-26
-2163860.630000000000
GBP
7527.100000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LONG GILT JUN 24
000000000
-4.000000000000
NC
-1764.630000000000
-0.0003938516
N/A
DIR
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
LONG GILT JUN 24
LONG GILT JUN 24
2024-06-26
-390957.950000000000
GBP
-1764.630000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
GOLD 100 OZ APR 24
000000000
13.000000000000
NC
USD
10248.350000000000
0.0022873514
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
GOLD 100 OZ APR 24
GOLD 100 OZ APR 24
2024-04-26
2660861.650000000000
USD
10248.350000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GOLD 100 OZ APR 24
000000000
5.000000000000
NC
USD
5907.580000000000
0.0013185256
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GOLD 100 OZ APR 24
GOLD 100 OZ APR 24
2024-04-26
1021442.420000000000
USD
5907.580000000000
N
N
N
BURLINGTON STORES INC
5299003Z37DVGKKC1W09
BURLINGTON STORES INC
122017AC0
235000.000000000000
PA
USD
277108.160000000000
0.0618483698
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
1.250000000000
N
N
N
N
N
BURLINGTON STORES INC
Burlington Stores Inc
MXN
XXXX
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-CIP
N/A
BX_21-CIP
12434FAA5
250000.000000000000
PA
USD
246875.000000000000
0.0551005654
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
6.353100000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
GOLD 100 OZ JUN 24
000000000
5.000000000000
NC
USD
6081.550000000000
0.0013573543
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
GOLD 100 OZ JUN 24
GOLD 100 OZ JUN 24
2024-06-26
1031218.450000000000
USD
6081.550000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX 600 UTIL MAR 24
000000000
-2.000000000000
NC
-200.690000000000
-0.0000447924
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
STOXX 600 UTIL MAR 24
STOXX 600 UTIL MAR 24
2024-03-15
-35604.020000000000
EUR
-200.690000000000
N
N
N
CAMB COMMERCIAL MORTGAGE TRUST CAMB_19-LIFE
N/A
CAMB_19-LIFE
12482HAA2
330000.000000000000
PA
USD
329896.910000000000
0.0736304051
Long
ABS-MBS
CORP
US
N
2
2037-12-15
Variable
6.701000000000
N
N
N
N
N
N
CHURCHILL DOWNS INC
529900FODTBQC8MIS994
CDI ESCROW ISSUER INC
12511VAA6
191000.000000000000
PA
USD
183547.270000000000
0.0409663123
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
5.7500
N
N
N
N
N
N
CDW LLC
N/A
CDW LLC / CDW FINANCE CORP
12513GBD0
35000.000000000000
PA
USD
33324.110000000000
0.0074376802
Long
DBT
CORP
US
N
2
2028-04-01
Fixed
4.250000000000
N
N
N
N
N
N
CIFC FUNDING LTD CIFC_23-2
N/A
CIFC_23-2A
125488AC0
450000.000000000000
PA
USD
450101.250000000000
0.1004590718
Long
ABS-MBS
CORP
KY
N
2
2037-01-21
Variable
7.933900000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
811.940000000000
0.0001812186
N/A
DFE
CORP
XX
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
362530.109999999986030
EUR
392897.440000000002328
USD
2024-03-20
811.940000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
-572500.000000000000
OU
Notional Amount
N/A
3530.380000000000
0.0007879532
N/A
DFE
CORP
GB
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
572500.000000000000000
GBP
726270.410000000032596
USD
2024-03-20
3530.380000000000
N
N
N
CIM TRUST CIM_20-R6
N/A
CIM_20-R6
12560YAA0
750164.620000000000
PA
USD
637724.400000000000
0.1423350886
Long
ABS-CBDO
CORP
US
N
2
2060-12-25
Variable
2.250000000000
N
N
N
N
N
N
CIM TRUST CIM_21-R3
N/A
CIM_21-R3
12566LAB0
370803.590000000000
PA
USD
326100.960000000000
0.0727831788
Long
ABS-CBDO
CORP
US
N
2
2057-06-25
Variable
1.951000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
-3048162.760000000000
OU
Notional Amount
N/A
-1508.570000000000
-0.0003367010
N/A
DFE
CORP
MX
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
3048162.759999999776483
MXN
176859.359999999986030
USD
2024-03-20
-1508.570000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
-1204526.330000000000
OU
Notional Amount
N/A
-2025.870000000000
-0.0004521583
N/A
DFE
CORP
SE
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1204526.330000000074506
SEK
114250.000000000000000
USD
2024-03-20
-2025.870000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
US DOLLARS
000000000
-1411350.550000000000
OU
Notional Amount
N/A
2079.170000000000
0.0004640545
N/A
DFE
CORP
SG
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
1411350.550000000046566
SGD
1051747.550000000046566
USD
2024-03-20
2079.170000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
AUSTRALIA DOLLAR
000000000
353320.000000000000
OU
Notional Amount
N/A
-3462.060000000000
-0.0007727047
N/A
DFE
CORP
AU
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
233240.660000000003492
USD
353320.000000000000000
AUD
2024-03-20
-3462.060000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
CANADIAN DOLLAR
000000000
759532.120000000000
OU
Notional Amount
N/A
-3674.950000000000
-0.0008202200
N/A
DFE
CORP
CA
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
563463.670000000041910
USD
759532.119999999995343
CAD
2024-03-20
-3674.950000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
BRITISH POUND
000000000
455789.480000000000
OU
Notional Amount
N/A
1876.940000000000
0.0004189183
N/A
DFE
CORP
GB
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
573524.459999999962747
USD
455789.479999999981374
GBP
2024-03-20
1876.940000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN JUL 24
000000000
-57.000000000000
NC
USD
151161.810000000000
0.0337381314
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
SOYBEAN JUL 24
SOYBEAN JUL 24
2024-07-12
-3432224.310000000000
USD
151161.810000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SOYBEAN NOV 24
000000000
-23.000000000000
NC
USD
5036.900000000000
0.0011241966
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SOYBEAN NOV 24
SOYBEAN NOV 24
2024-11-14
-1308274.400000000000
USD
5036.900000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
JAPANESE YEN
000000000
81879238.000000000000
OU
Notional Amount
N/A
-25829.010000000000
-0.0057648326
N/A
DFE
CORP
JP
N
2
Goldman Sachs
FOR8UP27PHTHYVLBNG30
573492.459999999962747
USD
81879238.000000000000000
JPY
2024-03-21
-25829.010000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
DAX INDEX MAR 24
000000000
5.000000000000
NC
92471.740000000000
0.0206389677
N/A
DE
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
DAX INDEX MAR 24
DAX INDEX MAR 24
2024-03-15
2133006.520000000000
EUR
92471.740000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
DAX INDEX MAR 24
000000000
5.000000000000
NC
92932.260000000000
0.0207417522
N/A
DE
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
DAX INDEX MAR 24
DAX INDEX MAR 24
2024-03-15
2132602.420000000000
EUR
92932.260000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COPPER MAY 24
000000000
-6.000000000000
NC
USD
6452.300000000000
0.0014401028
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
COPPER MAY 24
COPPER MAY 24
2024-05-29
-583502.300000000000
USD
6452.300000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SUGAR #11 MAR 25
000000000
-1.000000000000
NC
USD
501.800000000000
0.0001119978
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SUGAR #11 MAR 25
SUGAR #11 MAR 25
2025-02-28
-24962.600000000000
USD
501.800000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SUGAR #11 MAY 24
000000000
-3.000000000000
NC
USD
1539.000000000000
0.0003434927
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SUGAR #11 MAY 24
SUGAR #11 MAY 24
2024-04-30
-74417.400000000000
USD
1539.000000000000
N
N
N
AIR LEASE CORPORATION
5493004NW4M4P8TMMK63
AIR LEASE CORPORATION
00912XBA1
160000.000000000000
PA
USD
156217.610000000000
0.0348665464
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
3.250000000000
N
N
N
N
N
N
AKER BP ASA
549300NFTY73920OYK69
AKER BP ASA
00973RAF0
430000.000000000000
PA
USD
389624.380000000000
0.0869611084
Long
DBT
CORP
NO
N
2
2030-01-15
Fixed
3.750000000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
AON CORP
037389BE2
230000.000000000000
PA
USD
200077.340000000000
0.0446556944
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
2.8000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC/ARD
N/A
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAP5
20000.000000000000
PA
USD
14428.260000000000
0.0032202746
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH PACKAGING FINANCE PLC
6354001JXMLKNZDZR978
ARDAGH PACKAGING FIN PLC/HLDGS USA
03969AAR1
206000.000000000000
PA
USD
149370.280000000000
0.0333382760
Long
DBT
CORP
IE
N
2
2027-08-15
Fixed
5.250000000000
N
N
N
N
N
N
ARDAGH METAL PACKAGING FINANCE PLC
635400FSFRHBFVPTP424
ARDAGH METAL PACKAGING FIN/FIN PLC
03969YAA6
220000.000000000000
PA
USD
190903.990000000000
0.0426082746
Long
DBT
CORP
IE
N
2
2028-09-01
Fixed
3.250000000000
N
N
N
N
N
N
ARROYO MORTGAGE TRUST ARRW_19-1
N/A
ARRW_19-1
042859AA6
50324.720000000000
PA
USD
46939.170000000000
0.0104764549
Long
ABS-CBDO
CORP
US
N
2
2049-01-25
Variable
3.805000000000
N
N
N
N
N
N
ASSET BACKED FUNDING CERTIFICATES ABFC_07-WMC1
N/A
ABFC_07-WMC1
04545EAA1
607081.000000000000
PA
USD
411824.570000000000
0.0919160168
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Variable
6.685400000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3C3
395000.000000000000
PA
USD
338377.800000000000
0.0755232733
Long
DBT
CORP
US
N
2
2028-08-19
Fixed
1.985000000000
N
N
N
N
N
N
ATHENE GLOBAL FUNDING
549300LM1QSI4MSIL320
ATHENE GLOBAL FUNDING
04685A3L3
95000.000000000000
PA
USD
86981.010000000000
0.0194134798
Long
DBT
CORP
US
N
2
2027-03-08
Fixed
3.205000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAF8
45000.000000000000
PA
USD
44697.190000000000
0.0099760625
Long
DBT
CORP
KY
N
2
2024-07-01
Fixed
3.950000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAH4
195000.000000000000
PA
USD
189258.720000000000
0.0422410632
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
2.875000000000
N
N
N
N
N
N
AVOLON HOLDINGS FUNDING LTD
635400ZRKEX9L1BKCH30
AVOLON HOLDINGS FUNDING LTD
05401AAR2
399000.000000000000
PA
USD
352870.120000000000
0.0787578455
Long
DBT
CORP
KY
N
2
2027-11-18
Fixed
2.528000000000
N
N
N
N
N
N
BANC OF AMERICA MERRILL LYNCH LARGE LOAN INC BAMLL_18-PARK
N/A
BAMLL_18-PARK
05491YAA8
95000.000000000000
PA
USD
87837.290000000000
0.0196045948
Long
ABS-MBS
CORP
US
N
2
2038-08-10
Variable
4.090800000000
N
N
N
N
N
N
BFLD TRUST BFLD_20-EYP
N/A
BFLD_20-EYP
05493AAA8
480000.000000000000
PA
USD
386611.820000000000
0.0862887286
Long
ABS-MBS
CORP
US
N
2
2035-10-15
Variable
6.582100000000
N
N
N
N
N
N
BDS_21-FL8
N/A
BDS_21-FL8
05493JAA9
221335.230000000000
PA
USD
220414.740000000000
0.0491948427
Long
ABS-MBS
CORP
US
N
2
2036-01-18
Variable
6.354300000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBF1
10000.000000000000
PA
USD
7453.380000000000
0.0016635360
Long
DBT
CORP
US
N
2
2047-08-15
Fixed
4.540000000000
N
N
N
N
N
N
BAT CAPITAL CORP
2138005GYEXN7XRHFA84
BAT CAPITAL CORP
05526DBV6
140000.000000000000
PA
USD
122893.610000000000
0.0274288907
Long
DBT
CORP
US
N
2
2052-03-16
Fixed
5.650000000000
N
N
N
N
N
N
BFLD TRUST BFLD_21-FPM
N/A
BFLD_21-FPM
05554BAA2
288000.000000000000
PA
USD
285121.610000000000
0.0636369090
Long
ABS-MBS
CORP
US
N
2
2038-06-15
Variable
7.032100000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COPPER MAY 24
000000000
-13.000000000000
NC
USD
-2687.440000000000
-0.0005998155
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
COPPER MAY 24
COPPER MAY 24
2024-05-29
-1247587.560000000000
USD
-2687.440000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-1556621.670000000000
OU
Notional Amount
N/A
13543.340000000000
0.0030227674
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1556621.669999999925494
AUD
1025878.750000000000000
USD
2024-03-20
13543.340000000000
N
N
N
BOCA COMMERCIAL MORTGAGE TRUST BOCA_22-BOCA
N/A
BOCA_22-BOCA
05592LAC0
100000.000000000000
PA
USD
100061.600000000000
0.0223329650
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
7.636700000000
N
N
N
N
N
N
BX TRUST BX_19-OC11
N/A
BX_19-OC11
05606FAA1
225000.000000000000
PA
USD
199113.190000000000
0.0444405037
Long
ABS-MBS
CORP
US
N
2
2041-12-09
Fixed
3.202000000000
N
N
N
N
N
N
BX TRUST BX_22-GPA
N/A
BX_22-GPA
05608UAA6
491193.050000000000
PA
USD
492421.720000000000
0.1099046691
Long
ABS-MBS
CORP
US
N
2
2039-08-15
Variable
7.487600000000
N
N
N
N
N
N
BX TRUST BX_22-GPA
N/A
BX_22-GPA
05608UAJ7
119077.110000000000
PA
USD
119374.860000000000
0.0266435333
Long
ABS-MBS
CORP
US
N
2
2041-08-15
Variable
7.977600000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-LBA
N/A
BX_21-LBA
05609BAM1
240000.000000000000
PA
USD
236363.230000000000
0.0527544207
Long
ABS-MBS
CORP
US
N
2
2036-02-15
Variable
7.432100000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX_21-VOLT
05609VAA3
385000.000000000000
PA
USD
380647.270000000000
0.0849574878
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
6.132100000000
N
N
N
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA (GOVERNMENT OF)
135087K52
1080000.000000000000
PA
770502.020000000000
0.1719700129
Long
DBT
NUSS
CA
N
2
2025-03-01
Fixed
1.250000000000
N
N
N
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA (GOVERNMENT OF)
135087L44
190000.000000000000
PA
115047.130000000000
0.0256776179
Long
DBT
NUSS
CA
N
2
2030-12-01
Fixed
0.500000000000
N
N
N
N
N
N
CANO HEALTH LLC
254900OGI2T8V1NXN639
CANO HEALTH LLC
13782CAA8
55000.000000000000
PA
USD
4221.890000000000
0.0009422928
Long
DBT
CORP
US
N
2
2028-10-01
Fixed
6.250000000000
N
N
N
N
N
N
CAPITAL ONE FIN CORP
ZUE8T73ROZOF6FLBAR73
CAPITAL ONE FINANCIAL CORP
14040HCH6
215000.000000000000
PA
USD
195082.710000000000
0.0435409321
Long
DBT
CORP
US
N
2
2027-11-02
Variable
1.878000000000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
CARNIVAL CORPORATION
143658BN1
335000.000000000000
PA
USD
330935.540000000000
0.0738622192
Long
DBT
CORP
PA
N
2
2027-03-01
Fixed
5.750000000000
N
N
N
N
N
N
CARRINGTON MORTGAGE LOAN TRUST CARR_07-FRE1
N/A
CARR_07-FRE1
144527AC2
648559.660000000000
PA
USD
594973.780000000000
0.1327934852
Long
ABS-CBDO
CORP
US
N
2
2037-02-25
Variable
5.955400000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_23-N3
N/A
CRVNA_23-N3
14686RAF9
2000.000000000000
PA
USD
450000.000000000000
0.1004364736
Long
ABS-MBS
CORP
US
N
3
2030-09-10
Fixed
0.000000000000
N
N
N
N
N
N
CATALENT PHARMA SOLUTIONS INC
N/A
CATALENT PHARMA SOLUTIONS INC
14879EAK4
302000.000000000000
PA
USD
291521.510000000000
0.0650653165
Long
DBT
CORP
US
N
2
2030-04-01
Fixed
3.500000000000
N
N
N
N
N
N
CEDAR FUNDING V CLO LTD CEDF_7-E
N/A
CEDF_7
15032FAE6
500000.000000000000
PA
USD
497637.500000000000
0.1110687903
Long
ABS-MBS
CORP
US
N
2
2031-01-21
Variable
6.979400000000
N
N
N
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
CEMEX SAB DE CV
151290BZ5
505000.000000000000
PA
USD
439874.310000000000
0.0981764990
Long
DBT
CORP
MX
N
2
2031-07-11
Fixed
3.875000000000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAT8
55000.000000000000
PA
USD
52083.600000000000
0.0116246514
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
4.6250
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAV3
650000.000000000000
PA
USD
573461.290000000000
0.1279920660
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.3750
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAW1
585000.000000000000
PA
USD
499626.890000000000
0.1115128066
Long
DBT
CORP
US
N
2
2030-10-15
Fixed
3.0000
N
N
N
N
N
N
CENTENE CORP
549300Z7JJ4TQSQGT333
CENTENE CORPORATION
15135BAX9
445000.000000000000
PA
USD
364573.390000000000
0.0813699237
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
2.500000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAF6
878000.000000000000
PA
USD
951574.850000000000
0.2123840496
Long
DBT
CORP
CA
N
2
2039-11-15
Fixed
6.750000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAP4
25000.000000000000
PA
USD
23252.970000000000
0.0051898807
Long
DBT
CORP
CA
N
2
2037-06-15
Fixed
5.250000000000
N
N
N
N
N
N
CIM TRUST CIM_23-R3
N/A
CIM_23-R3
12570GAB5
589934.780000000000
PA
USD
541882.170000000000
0.1209438539
Long
ABS-CBDO
CORP
US
N
2
2063-01-25
Variable
4.500000000000
N
N
N
N
N
N
CPPIB CAPITAL INC
549300KW9NB55HTDK075
CPPIB CAPITAL INC
12593CAR2
155000.000000000000
PA
100433.310000000000
0.0224159278
Long
DBT
NUSS
CA
N
2
2031-12-01
Fixed
2.250000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAR0
105000.000000000000
PA
USD
96406.930000000000
0.0215172713
Long
DBT
CORP
CA
N
2
2047-06-15
Fixed
5.400000000000
N
N
N
N
N
N
CENOVUS ENERGY INC
549300F4XPHJ7NOSP309
CENOVUS ENERGY INC
15135UAT6
115000.000000000000
PA
81179.300000000000
0.0181185836
Long
DBT
CORP
CA
N
2
2028-02-07
Fixed
3.500000000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CENTERPOINT ENERGY INC
15189TBC0
485000.000000000000
PA
USD
478210.000000000000
0.1067327246
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
4.250000000000
N
N
N
N
N
CENTERPOINT ENERGY INC
CenterPoint Energy Inc
USD
XXXX
N
N
N
CENTEX HOME EQUITY CXHE_05-A
N/A
CXHE_05-A
152314MH0
149576.710000000000
PA
USD
148555.030000000000
0.0331563186
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Variable
6.155400000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_23-R03
N/A
CAS_23-R03
20753AAA2
285000.000000000000
PA
USD
305127.270000000000
0.0681020156
Long
ABS-CBDO
CORP
US
N
2
2043-04-25
Variable
9.221700000000
N
N
N
N
N
N
FANNIE MAE - CAS_22-R09
N/A
CAS_22-R09
20753DAA6
137980.930000000000
PA
USD
140317.650000000000
0.0313177999
Long
ABS-CBDO
CORP
US
N
2
2042-09-25
Variable
7.821700000000
N
N
N
N
N
N
CENTEX HOME EQUITY CXHE_05-D
N/A
CXHE_05-D
152314PQ7
5937.990000000000
PA
USD
5936.510000000000
0.0013249825
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
6.350400000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BL7
65000.000000000000
PA
USD
51142.940000000000
0.0114147034
Long
DBT
CORP
US
N
2
2047-05-01
Fixed
5.375000000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03
N/A
CAS_22-R03
20753XAA2
18892.340000000000
PA
USD
19149.320000000000
0.0042739782
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
7.421700000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R03
N/A
CAS_22-R03
20753XAB0
500000.000000000000
PA
USD
524900.850000000000
0.1171537564
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
8.821700000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BN3
320000.000000000000
PA
USD
265927.930000000000
0.0593530301
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.750000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AJ8
55000.000000000000
PA
USD
40757.960000000000
0.0090968573
Long
DBT
NUSS
CO
N
2
2045-05-28
Fixed
5.875000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AL3
50000.000000000000
PA
USD
49211.180000000000
0.0109835497
Long
DBT
NUSS
CO
N
2
2026-06-26
Fixed
5.375000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AN9
250000.000000000000
PA
USD
243140.720000000000
0.0542671034
Long
DBT
NUSS
CO
N
2
2030-04-29
Fixed
6.8750
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AP4
105000.000000000000
PA
USD
86599.260000000000
0.0193282762
Long
DBT
NUSS
CO
N
2
2031-11-02
Fixed
4.625000000000
N
N
N
N
N
N
ECOPETROL SA
254900IDGKCJICKBPA66
ECOPETROL SA
279158AV1
225000.000000000000
PA
USD
225644.000000000000
0.0503619726
Long
DBT
NUSS
CO
N
2
2036-01-19
Fixed
8.375000000000
N
N
N
N
N
N
EDGEWELL PERSONAL CARE CO
549300CY8QZDL4Z3RU59
EDGEWELL PERSONAL CARE CO
28035QAA0
94000.000000000000
PA
USD
91769.790000000000
0.0204822980
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.500000000000
N
N
N
N
N
N
EMBECTA CORP
549300RPG8GXVDHNXZ62
EMBECTA CORP
29082KAA3
270000.000000000000
PA
USD
215087.600000000000
0.0480058668
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
5.000000000000
N
N
N
N
N
N
EMERA INCORPORATED
NQZVQT2P5IUF2PGA1Q48
EMERA INC
290876AD3
555000.000000000000
PA
USD
545373.750000000000
0.1217231472
Long
DBT
CORP
CA
N
2
2076-06-15
Variable
6.750000000000
N
N
N
N
N
EMERA INCORPORATED
Emera Inc
USD
XXXX
N
N
N
ABU DHABI (EMIRATE OF)
213800FER4348CINTA77
ABU DHABI (EMIRATE OF)
29135LAJ9
200000.000000000000
PA
USD
158846.220000000000
0.0354532315
Long
DBT
NUSS
AE
N
2
2050-04-16
Fixed
3.875000000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
ENCANA CORPORATION
292505AD6
360000.000000000000
PA
USD
377103.860000000000
0.0841666264
Long
DBT
CORP
US
N
2
2034-08-15
Fixed
6.500000000000
N
N
N
N
N
N
OVINTIV INC
2549003MEX7YMKLGI239
ENCANA CORPORATION
292505AG9
260000.000000000000
PA
USD
266202.750000000000
0.0594143677
Long
DBT
CORP
US
N
2
2038-02-01
Fixed
6.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-4800000.000000000000
OU
Notional Amount
N/A
24519.520000000000
0.0054725647
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
4800000.000000000000000
AUD
3146874.720000000204891
USD
2024-03-27
24519.520000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
4400000.000000000000
OU
Notional Amount
N/A
-11396.260000000000
-0.0025435559
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3898479.399999999906868
CAD
4400000.000000000000000
AUD
2024-03-27
-11396.260000000000
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NAZ8
395000.000000000000
PA
USD
356842.500000000000
0.0796444496
Long
DBT
CORP
CA
N
2
2029-11-15
Fixed
3.125000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBT1
295000.000000000000
PA
USD
315417.550000000000
0.0703987254
Long
DBT
CORP
CA
N
2
2084-01-15
Variable
8.500000000000
N
N
N
N
N
N
FANNIE MAE - CAS CAS 22-R04
N/A
CAS_22-R04
20753YCH3
33655.480000000000
PA
USD
34043.240000000000
0.0075981844
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
7.321700000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES CAS_22-R05
N/A
CAS_22-R05
20754DAB3
645000.000000000000
PA
USD
663970.420000000000
0.1481929946
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Variable
8.321700000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC
29272WAD1
40000.000000000000
PA
USD
35374.360000000000
0.0078952799
Long
DBT
CORP
US
N
2
2029-03-31
Fixed
4.375000000000
N
N
N
N
N
N
ENERGIZER HOLDINGS INC
5493000D6NN0V57UME20
ENERGIZER HOLDINGS INC
29272WAF6
150000.000000000000
PA
USD
148844.970000000000
0.0332210309
Long
DBT
CORP
US
N
2
2027-12-31
Fixed
6.500000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER PARTNERS LP
29273RBF5
10000.000000000000
PA
USD
8923.090000000000
0.0019915638
Long
DBT
CORP
US
N
2
2045-03-15
Fixed
5.150000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAJ9
336000.000000000000
PA
USD
313271.480000000000
0.0699197394
Long
DBT
CORP
US
N
2
N/A
Variable
6.625000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273VAX8
350000.000000000000
PA
USD
363637.320000000000
0.0811610002
Long
DBT
CORP
US
N
2
2054-05-15
Variable
8.000000000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TR
N/A
CGCMT_16-P3
29429CAJ4
8682740.240000000000
PA
USD
184790.420000000000
0.0412437737
Long
ABS-MBS
CORP
US
N
2
2049-04-15
Variable
1.647600000000
N
N
N
N
N
N
SK INVICTUS INTERMEDIATE II SARL
N/A
EVERARC ESCROW SARL
29977LAA9
212000.000000000000
PA
USD
180716.690000000000
0.0403345490
Long
DBT
CORP
LU
N
2
2029-10-30
Fixed
5.000000000000
N
N
N
N
N
N
EVERI HOLDINGS INC
5299006DK5S7BG10K532
EVERI HOLDINGS INC
30034TAA1
195000.000000000000
PA
USD
193290.290000000000
0.0431408780
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
5.000000000000
N
N
N
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R06
N/A
CAS_23-R06
20754EAB1
120000.000000000000
PA
USD
123809.170000000000
0.0276332365
Long
ABS-CBDO
CORP
US
N
2
2043-07-25
Variable
8.021700000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_21-R02
N/A
CAS_21-R02
20754KAJ0
80000.000000000000
PA
USD
83578.780000000000
0.0186541287
Long
ABS-CBDO
CORP
US
N
2
2041-11-25
Variable
11.521700000000
N
N
N
N
N
N
EXPORT-IMPORT BANK OF INDIA
N/A
EXPORT-IMPORT BANK OF INDIA
30216JAC9
200000.000000000000
PA
USD
190150.220000000000
0.0424400390
Long
DBT
NUSS
IN
N
2
2028-02-01
Fixed
3.875000000000
N
N
N
N
N
N
Extra SpStrg
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP
30225VAF4
35000.000000000000
PA
USD
28823.000000000000
0.0064330677
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
2.5500
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
4750000.000000000000
OU
Notional Amount
N/A
29580.360000000000
0.0066021045
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
6931484.370000000111759
CAD
4750000.000000000000000
EUR
2024-03-27
29580.360000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.000000000000
OU
Notional Amount
N/A
1067.380000000000
0.0002382309
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
36008075.000000000000000
HUF
100000.000000000000000
USD
2024-03-27
1067.380000000000
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS
3133KPUH9
316811.570000000000
PA
USD
300092.950000000000
0.0669783948
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.500000000000
N
N
N
N
N
N
FANNIE MAE FNMA_13-5
N/A
FNMA_13-5
3136ABG64
207548.500000000000
PA
USD
199401.020000000000
0.0445047451
Long
ABS-CBDO
USGA
US
N
2
2042-10-25
Variable
5.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
900000.000000000000
OU
Notional Amount
N/A
-20461.690000000000
-0.0045668889
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
3286293.120000000111759
ILS
900000.000000000000000
USD
2024-03-27
-20461.690000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1313651.000000000000
OU
Notional Amount
N/A
-2389.600000000000
-0.0005333400
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
109121150.780000001192093
INR
1313651.000000000000000
USD
2024-03-01
-2389.600000000000
N
N
N
FANNIE MAE ACES FNMA_16-M4
N/A
FNMA_16-M4
3136ARP44
313163.600000000000
PA
USD
1676.930000000000
0.0003742776
Long
ABS-MBS
USGA
US
N
2
2039-01-25
Variable
2.677000000000
N
N
N
N
N
N
FANNIEMAE-ACES FNMA_16-M11
N/A
FNMA_16-M11B
3136AT5H3
429494.920000000000
PA
USD
6313.490000000000
0.0014091215
Long
ABS-MBS
USGA
US
N
2
2039-07-25
Variable
3.053000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SUGAR #11 JUL 24
000000000
-3.000000000000
NC
USD
1606.200000000000
0.0003584913
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SUGAR #11 JUL 24
SUGAR #11 JUL 24
2024-06-28
-73947.000000000000
USD
1606.200000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SGX TSI IRON ORE CHINA 62% FUT APR
000000000
9.000000000000
NC
USD
128.960000000000
0.0000287829
N/A
DCO
CORP
SG
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
SGX TSI IRON ORE CHINA 62% FUT APR
SGX TSI IRON ORE CHINA 62% FUT APR
2024-04-30
103443.040000000000
USD
128.960000000000
N
N
N
FANNIE MAE CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R01
N/A
CAS_22-R01
20754LAA7
33530.920000000000
PA
USD
33536.150000000000
0.0074850059
Long
ABS-CBDO
CORP
US
N
2
2041-12-25
Variable
6.321700000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_22-R06
N/A
CAS_22-R06
20754NAB1
67072.020000000000
PA
USD
68819.650000000000
0.0153600066
Long
ABS-CBDO
CORP
US
N
2
2042-05-25
Variable
8.071700000000
N
N
N
N
N
N
CONNECTICUT AVENUE SECURITIES TRUST CAS_23-R01
N/A
CAS_23-R01
207932AA2
109046.500000000000
PA
USD
111529.450000000000
0.0248924992
Long
ABS-CBDO
CORP
US
N
2
2042-12-25
Variable
7.721700000000
N
N
N
N
N
N
CONSECO FINANCE SECURITIZATIONS CORP CNF_01-4
N/A
CNF_01-4
20846QHZ4
293633.010000000000
PA
USD
288979.100000000000
0.0644978706
Long
ABS-MBS
CORP
US
N
2
2033-09-01
Variable
7.190100000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1191506.000000000000
OU
Notional Amount
N/A
-1799.840000000000
-0.0004017102
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
98944445.500000000000000
INR
1191506.000000000000000
USD
2024-03-04
-1799.840000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
494843.000000000000
OU
Notional Amount
N/A
-755.670000000000
-0.0001686596
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
41094979.200000002980232
INR
494843.000000000000000
USD
2024-03-05
-755.670000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
5410802.000000000000
OU
Notional Amount
N/A
-8116.230000000000
-0.0018114789
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
449512656.670000016689301
INR
5410802.000000000000000
USD
2024-03-14
-8116.230000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
4189198.000000000000
OU
Notional Amount
N/A
-7097.900000000000
-0.0015841957
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
348184353.930000007152557
INR
4189198.000000000000000
USD
2024-03-20
-7097.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1500000.000000000000
OU
Notional Amount
N/A
-6.710000000000
-0.0000014976
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
124494510.000000000000000
INR
1500000.000000000000000
USD
2024-03-26
-6.710000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
8600000.000000000000
OU
Notional Amount
N/A
-54137.390000000000
-0.0120830412
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
843644796.000000000000000
JPY
8600000.000000000000000
AUD
2024-03-27
-54137.390000000000
N
N
N
CONTINENTAL RESOURCES INC
N/A
CONTINENTAL RESOURCES INC
212015AT8
481000.000000000000
PA
USD
471574.120000000000
0.1052516481
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
5.750000000000
N
N
N
N
N
N
CONTINENTAL RESOURCES INC
N/A
CONTINENTAL RESOURCES INC
212015AV3
713000.000000000000
PA
USD
572601.830000000000
0.1278002413
Long
DBT
CORP
US
N
2
2032-04-01
Fixed
2.875000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
194500.000000000000
OU
Notional Amount
N/A
2649.280000000000
0.0005912985
N/A
DFE
CORP
CA
N
2
JPMorgan
ZBUT11V806EZRVTWT807
21035992.000000000000000
JPY
194500.000000000000000
CAD
2024-03-21
2649.280000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
6400000.000000000000
OU
Notional Amount
N/A
-33162.650000000000
-0.0074016436
N/A
DFE
CORP
CA
N
2
JPMorgan
ZBUT11V806EZRVTWT807
709551782.000000000000000
JPY
6400000.000000000000000
CAD
2024-03-27
-33162.650000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
4000000.000000000000
OU
Notional Amount
N/A
-29769.390000000000
-0.0066442946
N/A
DFE
CORP
CH
N
2
JPMorgan
ZBUT11V806EZRVTWT807
681754480.000000000000000
JPY
4000000.000000000000000
CHF
2024-03-27
-29769.390000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
2800000.000000000000
OU
Notional Amount
N/A
-4861.260000000000
-0.0010849951
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
453164651.000000000000000
JPY
2800000.000000000000000
EUR
2024-03-27
-4861.260000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
-1100000.000000000000
OU
Notional Amount
N/A
-8492.940000000000
-0.0018955577
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1100000.000000000000000
USD
11586344.000000000000000
NOK
2024-03-27
-8492.940000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NEW ZEALAND DOLLAR
000000000
600000.000000000000
OU
Notional Amount
N/A
-987.500000000000
-0.0002204023
N/A
DFE
CORP
NZ
N
2
JPMorgan
ZBUT11V806EZRVTWT807
366302.100000000034925
USD
600000.000000000000000
NZD
2024-03-27
-987.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
POLISH ZLOTY
000000000
-4600000.000000000000
OU
Notional Amount
N/A
11760.810000000000
0.0026249206
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
4600000.000000000000000
USD
18420525.199999999254942
PLN
2024-03-27
11760.810000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
-100000.000000000000
OU
Notional Amount
N/A
194.390000000000
0.0000433863
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
1037620.099999999976717
SEK
2024-03-27
194.390000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
-1800000.000000000000
OU
Notional Amount
N/A
-10541.300000000000
-0.0023527356
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1800000.000000000000000
USD
18531759.320000000298023
SEK
2024-03-27
-10541.300000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SINGAPORE DOLLAR
000000000
1003504.420000000000
OU
Notional Amount
N/A
-2313.460000000000
-0.0005163461
N/A
DFE
CORP
SG
N
2
JPMorgan
ZBUT11V806EZRVTWT807
748653.099999999976717
USD
1003504.419999999925494
SGD
2024-03-20
-2313.460000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SINGAPORE DOLLAR
000000000
-11600000.000000000000
OU
Notional Amount
N/A
4747.550000000000
0.0010596160
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
11600000.000000000000000
USD
15598392.400000000372529
SGD
2024-03-27
4747.550000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TURKISH LIRA
000000000
-299209.000000000000
OU
Notional Amount
N/A
696.950000000000
0.0001555538
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
299209.000000000000000
USD
9643884.900000000372529
TRY
2024-03-29
696.950000000000
N
N
N
COLONY AMERICAN FINANCE LTD CAFL_19-3
N/A
CAFL_19-3
21872NAC4
147324.800000000000
PA
USD
2183.810000000000
0.0004874093
Long
ABS-MBS
CORP
US
N
2
2052-10-15
Variable
2.017400000000
N
N
N
N
N
N
COLONY AMERICAN FINANCE LTD CAFL_20-1
N/A
CAFL_20-1
21872UAC8
265000.000000000000
PA
USD
239774.040000000000
0.0535156868
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Fixed
2.296000000000
N
N
N
N
N
N
COLONY AMERICAN FINANCE LTD CAFL_20-1
N/A
CAFL_20-1
21872UAE4
479568.400000000000
PA
USD
18890.100000000000
0.0042161223
Long
ABS-MBS
CORP
US
N
2
2050-03-15
Variable
2.509200000000
N
N
N
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE
21987BAU2
490000.000000000000
PA
USD
402857.540000000000
0.0899146460
Long
DBT
NUSS
CL
N
2
2044-11-04
Fixed
4.875000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TURKISH LIRA
000000000
-100000.000000000000
OU
Notional Amount
N/A
-7.860000000000
-0.0000017543
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
3215383.700000000186265
TRY
2024-03-29
-7.860000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
-1099997.560000000000
OU
Notional Amount
N/A
-8204.030000000000
-0.0018310752
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1099997.560000000055879
USD
34511246.950000002980232
TWD
2024-03-05
-8204.030000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SGX TSI IRON ORE CHINA 62% FUT APR
000000000
43.000000000000
NC
USD
-16941.750000000000
-0.0037812658
N/A
DCO
CORP
SG
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SGX TSI IRON ORE CHINA 62% FUT APR
SGX TSI IRON ORE CHINA 62% FUT APR
2024-04-30
511785.750000000000
USD
-16941.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SEK/USD FUTURE (CME) MAR 24
000000000
2.000000000000
NC
USD
-2203.990000000000
-0.0004919133
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SEK/USD FUTURE (CME) MAR 24
SEK/USD FUTURE (CME) MAR 24
2024-03-18
387883.990000000000
USD
-2203.990000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LIVE CATTLE APR 24
000000000
23.000000000000
NC
USD
1159.400000000000
0.0002587690
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LIVE CATTLE APR 24
LIVE CATTLE APR 24
2024-04-30
1704060.600000000000
USD
1159.400000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE APR 24
000000000
5.000000000000
NC
USD
5503.850000000000
0.0012284162
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE APR 24
LIVE CATTLE APR 24
2024-04-30
365196.150000000000
USD
5503.850000000000
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE
21987BBK3
204000.000000000000
PA
USD
207692.740000000000
0.0463553920
Long
DBT
NUSS
CL
N
2
2036-01-26
Fixed
6.440000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H042638
2350000.000000000000
PA
USD
2243984.870000000000
0.5008398382
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
4.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE APR 24
000000000
18.000000000000
NC
USD
-3172.470000000000
-0.0007080704
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE APR 24
LIVE CATTLE APR 24
2024-04-30
1337692.470000000000
USD
-3172.470000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LIVE CATTLE JUN 24
000000000
11.000000000000
NC
USD
-3754.200000000000
-0.0008379080
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LIVE CATTLE JUN 24
LIVE CATTLE JUN 24
2024-06-28
801144.200000000000
USD
-3754.200000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LIVE CATTLE AUG 24
000000000
6.000000000000
NC
USD
2436.800000000000
0.0005438747
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LIVE CATTLE AUG 24
LIVE CATTLE AUG 24
2024-08-30
431243.200000000000
USD
2436.800000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
LIVE CATTLE OCT 24
000000000
3.000000000000
NC
USD
3423.400000000000
0.0007640761
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
LIVE CATTLE OCT 24
LIVE CATTLE OCT 24
2024-10-31
217646.600000000000
USD
3423.400000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
LEAN HOGS APR 24
000000000
11.000000000000
NC
USD
6115.800000000000
0.0013649986
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
LEAN HOGS APR 24
LEAN HOGS APR 24
2024-04-12
375034.200000000000
USD
6115.800000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NASDAQ 100 E-MINI MAR 24
000000000
8.000000000000
NC
USD
203135.890000000000
0.0453383388
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NASDAQ 100 E-MINI MAR 24
NASDAQ 100 E-MINI MAR 24
2024-03-15
2690104.110000000000
USD
203135.890000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NASDAQ 100 E-MINI MAR 24
000000000
14.000000000000
NC
USD
316715.920000000000
0.0706885114
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NASDAQ 100 E-MINI MAR 24
NASDAQ 100 E-MINI MAR 24
2024-03-15
4746454.080000000000
USD
316715.920000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NZD/USD FUTURE (CME) MAR 24
000000000
3.000000000000
NC
USD
-1523.300000000000
-0.0003399886
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
NZD/USD FUTURE (CME) MAR 24
NZD/USD FUTURE (CME) MAR 24
2024-03-18
183983.300000000000
USD
-1523.300000000000
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H050631
2125000.000000000000
PA
USD
2075495.470000000000
0.4632343245
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
5.000000000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2
N/A
GNMA2 30YR TBA(REG C)
21H052637
1325000.000000000000
PA
USD
1316149.410000000000
0.2937542344
Long
ABS-MBS
USGA
US
N
2
2054-03-20
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NZD/USD FUTURE (CME) MAR 24
000000000
30.000000000000
NC
USD
-31196.900000000000
-0.0069629036
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NZD/USD FUTURE (CME) MAR 24
NZD/USD FUTURE (CME) MAR 24
2024-03-18
1855796.900000000000
USD
-31196.900000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NIKKEI 225 (CME) MAR 24
000000000
3.000000000000
NC
USD
32618.250000000000
0.0072801378
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NIKKEI 225 (CME) MAR 24
NIKKEI 225 (CME) MAR 24
2024-03-07
556956.750000000000
USD
32618.250000000000
N
N
N
FHLMC MULTIFAMILY STRUCTURED PAS
N/A
FHLMC_K057
3137BRQL2
5088189.760000000000
PA
USD
106384.380000000000
0.0237441599
Long
ABS-MBS
USGA
US
N
2
2026-07-25
Variable
1.160600000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_KS06
N/A
FHLMC_KS06
3137BS5P4
2583820.250000000000
PA
USD
39794.970000000000
0.0088819255
Long
ABS-MBS
USGA
US
N
2
2026-08-25
Variable
1.070700000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
OAT FUTURE MAY 24
000000000
1.000000000000
NC
USD
672.800000000000
0.0001501637
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
OAT FUTURE MAY 24
OAT FUTURE MAY 24
2024-05-14
17877.200000000000
USD
672.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-OAT MAR 24
000000000
23.000000000000
NC
-66910.650000000000
-0.0149339327
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO-OAT MAR 24
EURO-OAT MAR 24
2024-03-07
2998493.370000000000
EUR
-66910.650000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO-OAT MAR 24
000000000
-14.000000000000
NC
-4450.910000000000
-0.0009934082
N/A
DIR
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
EURO-OAT MAR 24
EURO-OAT MAR 24
2024-03-07
-1783535.250000000000
EUR
-4450.910000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO-BOBL MAR 24
000000000
-63.000000000000
NC
66191.520000000000
0.0147734286
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
EURO-BOBL MAR 24
EURO-BOBL MAR 24
2024-03-07
-7383218.550000000000
EUR
66191.520000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-BOBL MAR 24
000000000
-23.000000000000
NC
-2272.080000000000
-0.0005071105
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
EURO-BOBL MAR 24
EURO-BOBL MAR 24
2024-03-07
-2670952.940000000000
EUR
-2272.080000000000
N
N
N
CORPORACION NACIONAL DEL COBRE DE CHILE
549300UVMBCBCIPSUI70
CORPORACION NACIONAL DEL COBRE DE
P3143NBP8
200000.000000000000
PA
USD
187585.960000000000
0.0418677163
Long
DBT
NUSS
CL
N
2
2033-02-02
Fixed
5.125000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
PALLADIUM JUN 24
000000000
-7.000000000000
NC
USD
24048.100000000000
0.0053673475
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
PALLADIUM JUN 24
PALLADIUM JUN 24
2024-06-26
-686808.100000000000
USD
24048.100000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
PALLADIUM JUN 24
000000000
-3.000000000000
NC
USD
1283.090000000000
0.0002863756
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
PALLADIUM JUN 24
PALLADIUM JUN 24
2024-06-26
-285323.090000000000
USD
1283.090000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MXN/USD FUTURE (CME) MAR 24
000000000
3.000000000000
NC
USD
1626.700000000000
0.0003630667
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
MXN/USD FUTURE (CME) MAR 24
MXN/USD FUTURE (CME) MAR 24
2024-03-18
86108.300000000000
USD
1626.700000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MXN/USD FUTURE (CME) MAR 24
000000000
164.000000000000
NC
USD
123873.500000000000
0.0276475945
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
MXN/USD FUTURE (CME) MAR 24
MXN/USD FUTURE (CME) MAR 24
2024-03-18
4672306.500000000000
USD
123873.500000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
PLATINUM APR 24
000000000
-9.000000000000
NC
USD
7673.760000000000
0.0017127231
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
PLATINUM APR 24
PLATINUM APR 24
2024-04-26
-405473.760000000000
USD
7673.760000000000
N
N
N
FHLMC MULTIFAMILY STRUCTURED PA
N/A
FHLMC_K060
3137BTAF8
1350000.000000000000
PA
USD
61809.480000000000
0.0137953916
Long
ABS-MBS
USGA
US
N
2
2044-12-25
Variable
1.897500000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_Q004
N/A
FHLMC_Q004
3137FARN0
1348809.980000000000
PA
USD
47258.930000000000
0.0105478228
Long
ABS-MBS
USGA
US
N
2
2044-05-25
Variable
0.000000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_K728
N/A
FHLMC_K728
3137FBTD8
1975000.000000000000
PA
USD
23288.210000000000
0.0051977460
Long
ABS-MBS
USGA
US
N
2
2045-11-25
Variable
1.994500000000
N
N
N
N
N
N
FREDDIE MAC FHLMC_K732
N/A
FHLMC_K732
3137FG7J8
1350000.000000000000
PA
USD
39078.180000000000
0.0087219435
Long
ABS-MBS
USGA
US
N
2
2046-05-25
Variable
2.173400000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-HQA1
N/A
STACR_22-HQA1
35564KTB5
280000.000000000000
PA
USD
292784.910000000000
0.0653472975
Long
ABS-CBDO
CORP
US
N
2
2042-03-25
Variable
8.821700000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA3
N/A
STACR_22-DNA3
35564KUW7
122098.680000000000
PA
USD
123630.980000000000
0.0275934659
Long
ABS-CBDO
CORP
US
N
2
2042-04-25
Variable
7.321700000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4
N/A
STACR_22-DNA4
35564KWS4
274443.010000000000
PA
USD
279210.030000000000
0.0623174907
Long
ABS-CBDO
CORP
US
N
2
2042-05-25
Variable
7.521700000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA4
N/A
STACR_22-DNA4
35564KWT2
285000.000000000000
PA
USD
299461.160000000000
0.0668373842
Long
ABS-CBDO
CORP
US
N
2
2042-05-25
Variable
8.671700000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHMS_KL05
N/A
FHLMC_KL05
3137FNAP5
2400000.000000000000
PA
USD
96490.560000000000
0.0215359369
Long
ABS-MBS
USGA
US
N
2
2027-12-25
Variable
1.222500000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBC8
815000.000000000000
PA
USD
759231.030000000000
0.1694544163
Long
DBT
CORP
US
N
2
2043-03-15
Fixed
5.450000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DBJ3
135000.000000000000
PA
USD
131093.980000000000
0.0292591490
Long
DBT
CORP
US
N
2
2034-11-14
Fixed
5.400000000000
N
N
N
N
N
N
FREEPORT-MCMORAN INC
549300IRDTHJQ1PVET45
FREEPORT-MCMORAN INC
35671DCH6
265000.000000000000
PA
USD
252654.840000000000
0.0563905804
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.625000000000
N
N
N
N
N
N
FHLT_05-D
N/A
FHLT_05-D
35729PMF4
680000.000000000000
PA
USD
595107.510000000000
0.1328233327
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
6.050400000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP
35906ABF4
170000.000000000000
PA
USD
157585.760000000000
0.0351719067
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
5.0000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS CORP
35906ABG2
118000.000000000000
PA
USD
106046.310000000000
0.0236687054
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
6.750000000000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS HOLDINGS LLC
N/A
FRONTIER COMMUNICATIONS HOLDINGS
35908MAE0
86000.000000000000
PA
USD
87105.670000000000
0.0194413029
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
8.625000000000
N
N
N
N
N
N
ANGELO GORDON MORTGAGE TRUST GCAT_19-RPL1
N/A
GCAT_19-RPL1
36167CAF3
700000.000000000000
PA
USD
547239.000000000000
0.1221394564
Long
ABS-CBDO
CORP
US
N
2
2068-10-25
Variable
3.750000000000
N
N
N
N
N
N
GCAT TRUST GCAT_22-NQM4
N/A
GCAT_22-NQM4
36170HAA8
86794.300000000000
PA
USD
87105.200000000000
0.0194411980
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.269000000000
N
N
N
N
N
N
GGAM FINANCE LTD
N/A
GGAM FINANCE LTD
36170JAC0
260000.000000000000
PA
USD
267329.180000000000
0.0596657781
Long
DBT
CORP
IE
N
2
2027-02-15
Fixed
8.000000000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FIN II INC
361841AH2
105000.000000000000
PA
USD
103912.900000000000
0.0231925450
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.3750
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FIN II INC
361841AK5
80000.000000000000
PA
USD
79429.250000000000
0.0177279862
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.7500
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT COMPANY LLC
000000000
100000.000000000000
PA
125153.080000000000
0.0279331867
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
2.748000000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FINANCING II
361841AL3
130000.000000000000
PA
USD
126247.480000000000
0.0281774482
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
5.3000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL LP/GLP FINANCING II
361841AP4
20000.000000000000
PA
USD
17997.540000000000
0.0040169099
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.0000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
7840000000.000000000000
PA
493486.870000000000
0.1101424022
Long
DBT
NUSS
ID
N
2
2032-04-15
Fixed
6.375000000000
N
N
N
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
1604270000.000000000000
PA
1182019.320000000000
0.2638174494
Long
DBT
NUSS
KR
N
2
2027-03-10
Fixed
2.375000000000
N
N
N
N
N
N
GLP CAPITAL LP
2549005PXW31DRW8EC44
GLP CAPITAL LP / GLP FINANCING II
361841AQ2
105000.000000000000
PA
USD
92573.770000000000
0.0206617400
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
4.000000000000
N
N
N
N
N
N
GMACM_06-AR1
N/A
GMACM_06-AR1
36185MDN9
408872.710000000000
PA
USD
314564.580000000000
0.0702083492
Long
ABS-CBDO
CORP
US
N
2
2036-04-19
Variable
3.602900000000
N
N
N
N
N
N
GREENKO SOLAR MAURITIUS LTD
2138007S1PL541B3KP92
GREENKO SOLAR MAURITIUS LTD
39530VAA6
200000.000000000000
PA
USD
197546.540000000000
0.0440908397
Long
DBT
NUSS
MU
N
2
2025-01-29
Fixed
5.550000000000
N
N
N
N
N
N
GREENKO WIND PROJECTS (MAURITIUS) LTD
254900MSUXE1FF83DP82
GREENKO WIND PROJECTS (MAURITIUS)
39531JAA2
405000.000000000000
PA
USD
398173.450000000000
0.0888691938
Long
DBT
NUSS
MU
N
2
2025-04-06
Fixed
5.500000000000
N
N
N
N
N
N
INTER-AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
000000000
138000.000000000000
PA
87088.830000000000
0.0194375444
Long
DBT
CORP
US
N
2
2026-01-29
Fixed
2.700000000000
N
N
N
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
232900000.000000000000
PA
175629.050000000000
0.0391990277
Long
DBT
NUSS
KR
N
2
2027-09-10
Fixed
3.125000000000
N
N
N
N
N
N
GUATEMALA REPUBLIC OF (GOVERNMENT)
N/A
GUATEMALA (REPUBLIC OF)
000000000
200000.000000000000
PA
USD
192984.320000000000
0.0430725879
Long
DBT
NUSS
GT
N
2
2029-08-10
Fixed
5.250000000000
N
N
N
N
N
N
GACI FIRST INVESTMENT CO
558600TU1PWGNLZ3XM88
GACI FIRST INVESTMENT CO
000000000
200000.000000000000
PA
USD
200292.790000000000
0.0447037812
Long
DBT
NUSS
KY
N
2
2032-10-13
Fixed
5.250000000000
N
N
N
N
N
N
GREYSTAR REAL ESTATE PARTNERS LLC
254900HGC806SXAS4M46
GREYSTAR REAL ESTATE PARTNERS LLC
39807UAD8
87000.000000000000
PA
USD
90698.360000000000
0.0202431632
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
7.750000000000
N
N
N
N
N
N
GRIFOLS SA
959800HSSNXWRKBK4N60
GRIFOLS ESCROW ISSUER SAU
39843UAA0
250000.000000000000
PA
USD
207160.180000000000
0.0462365288
Long
DBT
CORP
ES
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
AUSTRIA (REPUBLIC OF)
529900QWWUI4XRVR7I03
AUSTRIA (REPUBLIC OF)
000000000
485000.000000000000
PA
525514.380000000000
0.1172906915
Long
DBT
NUSS
AT
N
2
2033-02-20
Fixed
2.900000000000
N
N
N
N
N
N
COSTA RICA (REPUBLIC OF)
N/A
COSTA RICA (REPUBLIC OF)
000000000
200000.000000000000
PA
USD
206016.670000000000
0.0459813063
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.550000000000
N
N
N
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
679000000.000000000000
PA
502949.840000000000
0.1122544630
Long
DBT
NUSS
KR
N
2
2033-06-10
Fixed
3.250000000000
N
N
N
N
N
N
FINLAND (REPUBLIC OF)
743700M6Y2OQRVSBRD14
FINLAND (REPUBLIC OF)
000000000
445000.000000000000
PA
486268.340000000000
0.1085312829
Long
DBT
NUSS
FI
N
2
2033-09-15
Fixed
3.000000000000
N
N
N
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTL BANK RECON & DEVELOPMENT
000000000
740000.000000000000
PA
450268.450000000000
0.1004963896
Long
DBT
CORP
US
N
2
2026-06-22
Fixed
5.000000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD
000000000
17586.000000000000
PA
USD
2110.320000000000
0.0004710069
Long
DBT
CORP
KY
N
2
2025-09-30
Fixed
6.000000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD
000000000
35173.000000000000
PA
USD
3441.170000000000
0.0007680422
Long
DBT
CORP
KY
N
2
2027-09-30
Fixed
6.500000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD
000000000
17586.000000000000
PA
USD
1877.510000000000
0.0004190455
Long
DBT
CORP
KY
N
2
2026-09-30
Fixed
6.250000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD PIK
000000000
52759.000000000000
PA
USD
4505.360000000000
0.0010055610
Long
DBT
CORP
KY
N
2
2028-09-30
Fixed
6.750000000000
N
N
N
N
N
N
UNITED AIRLINES INC
K1OQBWM7XEOO08LDNP29
UNITED AIRLINES INC TLB 3.0
000000000
315000.000000000000
PA
USD
314606.250000000000
0.0702176496
Long
LON
CORP
US
N
2
2031-02-22
Variable
8.075740000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119BV0
84000.000000000000
PA
USD
78289.400000000000
0.0174735806
Long
DBT
CORP
US
N
2
2047-06-15
Fixed
5.500000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CA5
1554000.000000000000
PA
USD
1389167.620000000000
0.3100513267
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.500000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
1280000.000000000000
PA
270897.150000000000
0.0604621210
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.733000000000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
NORWAY KRONA
000000000
6635531.320000000000
OU
Notional Amount
N/A
-6155.130000000000
-0.0013737768
N/A
DFE
CORP
NO
N
2
Barclays
AC28XWWI3WIBK2824319
583575.189999999944121
EUR
6635531.320000000298023
NOK
2024-03-20
-6155.130000000000
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404119CU1
680000.000000000000
PA
USD
676896.430000000000
0.1510779787
Long
DBT
CORP
US
N
2
2034-04-01
Fixed
5.600000000000
N
N
N
N
N
N
HCA-THE HEALTHCARE CO
L3CJ6J7LJ2DX62FTXD46
HCA INC
404121AJ4
100000.000000000000
PA
USD
100741.530000000000
0.0224847200
Long
DBT
CORP
US
N
2
2028-09-01
Fixed
5.625000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CG2
720000.000000000000
PA
USD
688590.190000000000
0.1536879343
Long
DBT
CORP
GB
N
2
2026-06-04
Variable
2.099000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CM9
125000.000000000000
PA
USD
114423.640000000000
0.0255384598
Long
DBT
CORP
GB
N
2
2027-05-24
Variable
1.589000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CS6
40000.000000000000
PA
USD
39539.450000000000
0.0088248954
Long
DBT
CORP
GB
N
2
2025-05-24
Variable
0.976000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CT4
215000.000000000000
PA
USD
177656.900000000000
0.0396516279
Long
DBT
CORP
GB
N
2
2032-05-24
Variable
2.804000000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CV9
115000.000000000000
PA
USD
99840.090000000000
0.0222835257
Long
DBT
CORP
GB
N
2
2029-08-17
Variable
2.206000000000
N
N
N
N
N
N
JP MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_22-NL
N/A
JPMCC_22-NLP
466317AU8
224544.300000000000
PA
USD
148522.450000000000
0.0331490470
Long
ABS-MBS
CORP
US
N
2
2037-04-15
Variable
10.327500000000
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION C
N/A
JPMAC_07-CH5
46631KAF2
325000.000000000000
PA
USD
308498.870000000000
0.0688545303
Long
ABS-MBS
CORP
US
N
2
2037-06-25
Variable
5.705400000000
N
N
N
N
N
N
JPMBB_14-C21
N/A
JPMBB_14-C21
46642EBA3
655471.700000000000
PA
USD
464.340000000000
0.0001036370
Long
ABS-MBS
CORP
US
N
2
2047-08-15
Variable
0.865300000000
N
N
N
N
N
N
JPMBB_14-C23
N/A
JPMBB_14-C23
46643ABG7
2316835.520000000000
PA
USD
3314.460000000000
0.0007397615
Long
ABS-MBS
CORP
US
N
2
2047-09-15
Variable
0.576000000000
N
N
N
N
N
N
JPMBB_14-C26
N/A
JPMBB_14-C26
46643TBC5
4675547.950000000000
PA
USD
13688.130000000000
0.0030550834
Long
ABS-MBS
CORP
US
N
2
2048-01-15
Variable
0.927600000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBX3
325000.000000000000
PA
USD
261358.190000000000
0.0583330999
Long
DBT
CORP
US
N
2
2032-02-04
Variable
1.953000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCB0
285000.000000000000
PA
USD
263424.570000000000
0.0587942997
Long
DBT
CORP
US
N
2
2027-04-22
Variable
1.578000000000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-1658582.000000000000
OU
Notional Amount
N/A
10338.710000000000
0.0023075191
N/A
DFE
CORP
GB
N
2
Barclays
AC28XWWI3WIBK2824319
1658582.000000000000000
GBP
2104179.069999999832362
USD
2024-03-20
10338.710000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-50384854.000000000000
OU
Notional Amount
N/A
6492.190000000000
0.0014490059
N/A
DFE
CORP
JP
N
2
Barclays
AC28XWWI3WIBK2824319
50384854.000000000000000
JPY
343500.000000000000000
USD
2024-03-21
6492.190000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
J P MORGAN & CO INC
46647PCC8
345000.000000000000
PA
USD
288446.290000000000
0.0643789515
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.580000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCJ3
105000.000000000000
PA
USD
92453.140000000000
0.0206348163
Long
DBT
CORP
US
N
2
2029-06-01
Variable
2.069000000000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
US DOLLARS
000000000
-7004659.630000000000
OU
Notional Amount
N/A
-2124.700000000000
-0.0004742164
N/A
DFE
CORP
MX
N
2
Barclays
AC28XWWI3WIBK2824319
7004659.629999999888241
MXN
407763.729999999981374
USD
2024-03-20
-2124.700000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
EURO COUNTRIES
000000000
891053.680000000000
OU
Notional Amount
N/A
12854.530000000000
0.0028690304
N/A
DFE
CORP
XX
N
2
Barclays
AC28XWWI3WIBK2824319
10095014.460000000894070
NOK
891053.679999999934807
EUR
2024-03-20
12854.530000000000
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PCT1
1400000.000000000000
PA
USD
1357129.090000000000
0.3029005779
Long
DBT
CORP
US
N
2
2025-12-10
Variable
1.561000000000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2
N/A
LIFE_22-BMR2
53218DAA6
385000.000000000000
PA
USD
381629.790000000000
0.0851767785
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
6.612900000000
N
N
N
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
000000000
7990000.000000000000
PA
90843.490000000000
0.0202755551
Long
DBT
NUSS
IN
N
2
2031-07-12
Fixed
6.100000000000
N
N
N
N
N
N
WESTERN AUSTRALIAN TREASURY CORPORATION
N/A
WESTERN AUSTRALIAN TREASURY CORP
000000000
590000.000000000000
PA
322588.220000000000
0.0719991628
Long
DBT
MUN
AU
N
2
2030-10-22
Fixed
1.500000000000
N
N
N
N
N
N
LIFE FINANCIAL SERVICES TRUST LIFE_22-BMR2
N/A
LIFE_22-BMR2
53218DAE8
605000.000000000000
PA
USD
598204.640000000000
0.1335145879
Long
ABS-MBS
CORP
US
N
2
2039-05-15
Variable
7.111600000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
5493007B9BM9ZXJINO78
LIVE NATION ENTERTAINMENT INC
538034AR0
89000.000000000000
PA
USD
85209.220000000000
0.0190180302
Long
DBT
CORP
US
N
2
2027-10-15
Fixed
4.750000000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
LLOYDS BANKING GROUP PLC
539439AQ2
185000.000000000000
PA
USD
172536.780000000000
0.0385088572
Long
DBT
CORP
GB
N
2
2028-11-07
Variable
3.574000000000
N
N
N
N
N
N
LBMLT_06-4
N/A
LBMLT_06-4
54251MAA2
961117.420000000000
PA
USD
503094.990000000000
0.1122868593
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
5.735400000000
N
N
N
N
N
N
LBMLT_06-10
N/A
LBMLT_06-10
54251YAD0
1808377.460000000000
PA
USD
552586.620000000000
0.1233330033
Long
ABS-CBDO
CORP
US
N
2
2036-11-25
Variable
5.755400000000
N
N
N
N
N
N
LOUISIANA LOCAL GOVERNMENT ENVIRONMENT FACILITIES AND COMMUNITY
N/A
Louisiana Local Government Environmental Facilities & Community Development Auth
54627RAT7
210000.000000000000
PA
USD
212226.320000000000
0.0473672515
Long
DBT
MUN
US
N
2
2039-12-01
Fixed
5.198000000000
N
N
N
N
N
N
MC BRAZIL DOWNSTREAM TRADING SARL
213800T2A7R9TYNXZI63
MC BRAZIL DOWNSTREAM TRADING SARL
55292WAA8
209165.320000000000
PA
USD
189189.750000000000
0.0422256696
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.250000000000
N
N
N
N
N
N
MGM RESORTS INTERNATIONAL
54930066VBP7DZEGGJ87
MGM RESORTS INTERNATIONAL
552953CH2
20000.000000000000
PA
USD
18769.940000000000
0.0041893035
Long
DBT
CORP
US
N
2
2028-10-15
Fixed
4.750000000000
N
N
N
N
N
N
NORWAY (KINGDOM OF)
549300L0BT3FJTN9MX24
NORWAY KINGDOM OF (GOVERNMENT)
000000000
4615000.000000000000
PA
383168.900000000000
0.0855202958
Long
DBT
NUSS
NO
N
2
2032-05-18
Fixed
2.1250
N
N
N
N
N
N
HUNGARY (GOVERNMENT)
5299003F3UFKGCCMAP43
HUNGARY (REPUBLIC OF)
000000000
200000.000000000000
PA
USD
156341.730000000000
0.0348942490
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.1250
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC
55354GAK6
745000.000000000000
PA
USD
656833.650000000000
0.1466001235
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
3.625000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC
55354GAL4
275000.000000000000
PA
USD
244591.610000000000
0.0545909306
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.875000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SOYBEAN OIL MAY 24
000000000
-14.000000000000
NC
USD
4414.840000000000
0.0009853577
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
SOYBEAN OIL MAY 24
SOYBEAN OIL MAY 24
2024-05-14
-384178.840000000000
USD
4414.840000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SOYBEAN OIL JUL 24
000000000
-13.000000000000
NC
USD
2137.400000000000
0.0004770509
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
SOYBEAN OIL JUL 24
SOYBEAN OIL JUL 24
2024-07-12
-357973.400000000000
USD
2137.400000000000
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC
55354GAM2
345000.000000000000
PA
USD
298908.990000000000
0.0667141442
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
3.625000000000
N
N
N
N
N
N
MSCI INC
549300HTIN2PD78UB763
MSCI INC
55354GAQ3
90000.000000000000
PA
USD
73791.990000000000
0.0164697939
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
3.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN OIL JUL 24
000000000
-24.000000000000
NC
USD
1722.980000000000
0.0003845556
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
SOYBEAN OIL JUL 24
SOYBEAN OIL JUL 24
2024-07-12
-658650.980000000000
USD
1722.980000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SOYBEAN OIL DEC 24
000000000
-13.000000000000
NC
USD
17317.400000000000
0.0038651080
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
SOYBEAN OIL DEC 24
SOYBEAN OIL DEC 24
2024-12-13
-368785.400000000000
USD
17317.400000000000
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVERNMENT OF)
000000000
130000.000000000000
PA
75904.700000000000
0.0169413342
Long
DBT
NUSS
NZ
N
2
2034-05-15
Fixed
4.250000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
1504000000.000000000000
PA
92541.840000000000
0.0206546135
Long
DBT
NUSS
ID
N
2
2027-04-15
Fixed
5.125000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBD4
305000.000000000000
PA
USD
255988.150000000000
0.0571345491
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.050000000000
N
N
N
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
WARNERMEDIA HOLDINGS INC
55903VBE2
813000.000000000000
PA
USD
660152.880000000000
0.1473409496
Long
DBT
CORP
US
N
2
2052-03-15
Fixed
5.141000000000
N
N
N
N
N
N
MICHAELS COMPANIES INC
549300H9LWMBP7HYLR98
MAGIC MERGERCO INC
55916AAB0
366000.000000000000
PA
USD
236496.450000000000
0.0527841544
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
7.875000000000
N
N
N
N
N
N
MARB BONDCO PLC
254900PVA1EU6QM1JN57
MARB BONDCO PLC
566007AC4
200000.000000000000
PA
USD
162443.490000000000
0.0362561140
Long
DBT
CORP
GB
N
2
2031-01-29
Fixed
3.950000000000
N
N
N
N
N
N
EUROPEAN INVESTMENT BANK
5493006YXS1U5GIHE750
EUROPEAN INVESTMENT BANK
000000000
470000.000000000000
PA
416928.040000000000
0.0930550713
Long
DBT
CORP
LU
N
2
2032-01-20
Fixed
0.250000000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
N/A
KOMMUNALBANKEN AS
000000000
280000.000000000000
PA
181393.940000000000
0.0404857059
Long
DBT
NUSS
NO
N
2
2025-07-16
Fixed
4.250000000000
N
N
N
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
549300WA6BT5H4F7IO94
MARRIOTT VACATIONS WORLDWIDE CORP
57164YAF4
335000.000000000000
PA
USD
301332.500000000000
0.0672550526
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
3.250000000000
N
N
N
N
N
MARRIOTT VACATIONS WORLDWIDE CORP
Marriott Vacations Worldwide Corp
USD
XXXX
N
N
N
MASSACHUSETTS EDL FING AUTH
5493007K5OP7V6CL0Y88
Massachusetts Educational Financing Authority
57563RTM1
235000.000000000000
PA
USD
235269.900000000000
0.0525103980
Long
DBT
MUN
US
N
2
2044-07-01
Fixed
5.950000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
GBP/USD FUTURE (CME) MAR 24
000000000
4.000000000000
NC
USD
283.100000000000
0.0000631857
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
GBP/USD FUTURE (CME) MAR 24
GBP/USD FUTURE (CME) MAR 24
2024-03-18
315066.900000000000
USD
283.100000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GBP/USD FUTURE (CME) MAR 24
000000000
59.000000000000
NC
USD
209.250000000000
0.0000467030
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GBP/USD FUTURE (CME) MAR 24
GBP/USD FUTURE (CME) MAR 24
2024-03-18
4651203.250000000000
USD
209.250000000000
N
N
N
MA INSTITUTE OF TECH
N/A
MASSACHUSETTS INSTITUTE OF TECHNOL
575718AG6
370000.000000000000
PA
USD
267349.090000000000
0.0596702218
Long
DBT
CORP
US
N
2
2050-07-01
Fixed
2.989000000000
N
N
N
N
N
N
MASSACHUSETTS (COMMONWEALTH OF)
5493001N1YCXNI1O7K10
Commonwealth of Massachusetts
57582RYY6
375000.000000000000
PA
USD
261987.450000000000
0.0584735458
Long
DBT
MUN
US
N
2
2049-09-01
Fixed
2.900000000000
N
N
N
N
N
N
MASSACHUSETTS SCHOOL BUILDING AUTHORITY
N/A
MA ST SCH BLDG AUTH SALES TAX REV
576000ZW6
75000.000000000000
PA
USD
56663.150000000000
0.0126467710
Long
DBT
MUN
US
N
2
2043-05-15
Fixed
2.950000000000
N
N
N
N
N
N
MASSACHUSETTS ST WTR RES AUTH
N/A
MA ST WTR RES AUTH
576051VR4
225000.000000000000
PA
USD
180735.950000000000
0.0403388477
Long
DBT
MUN
US
N
2
2039-08-01
Fixed
3.124000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GBP/USD FUTURE (CME) MAR 24
000000000
16.000000000000
NC
USD
-9575.290000000000
-0.0021371297
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GBP/USD FUTURE (CME) MAR 24
GBP/USD FUTURE (CME) MAR 24
2024-03-18
1270975.290000000000
USD
-9575.290000000000
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
11991000000.000000000000
PA
762174.510000000000
0.1701113779
Long
DBT
NUSS
ID
N
2
2028-08-15
Fixed
6.375000000000
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89117F8Z5
430000.000000000000
PA
USD
447849.870000000000
0.0999565814
Long
DBT
CORP
CA
N
2
2082-10-31
Variable
8.125000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_17-5
N/A
TPMT_17-5
89169EAA7
47145.400000000000
PA
USD
47870.940000000000
0.0106844187
Long
ABS-CBDO
CORP
US
N
2
2057-02-25
Variable
6.035400000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
N/A
PETROLEOS MEXICANOS
71654QCL4
19000.000000000000
PA
USD
11626.840000000000
0.0025950196
Long
DBT
NUSS
MX
N
2
2048-02-12
Fixed
6.350000000000
N
N
N
N
N
N
PETRORIO LUXEMBOURG HOLDING SARL
2221003VQP4JY7T31H94
PETRORIO LUXEMBOURG SARL
71677WAA0
200000.000000000000
PA
USD
196931.900000000000
0.0439536568
Long
DBT
CORP
LU
N
2
2026-06-09
Fixed
6.125000000000
N
N
N
N
N
N
SINGAPORE AIRLINES LTD
549300ZG62N2599PWR15
SINGAPORE AIRLINES LTD
000000000
200000.000000000000
PA
USD
184788.560000000000
0.0412433585
Long
DBT
CORP
SG
N
2
2029-01-19
Fixed
3.375000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
20280000.000000000000
PA
373422.300000000000
0.0833449311
Long
DBT
NUSS
PH
N
2
2032-09-15
Fixed
6.750000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
718286BM8
10000000.000000000000
PA
166176.870000000000
0.0370893752
Long
DBT
NUSS
PH
N
2
2036-01-14
Fixed
6.250000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
718286CJ4
300000.000000000000
PA
USD
258257.460000000000
0.0576410413
Long
DBT
NUSS
PH
N
2
2030-05-05
Fixed
2.457000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_1
N/A
TPMT_17-2
89173HAE6
760000.000000000000
PA
USD
706589.180000000000
0.1577051679
Long
ABS-CBDO
CORP
US
N
2
2057-04-25
Variable
4.204900000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-2
N/A
TPMT_19-2
89177JAC2
275000.000000000000
PA
USD
241341.100000000000
0.0538654423
Long
ABS-CBDO
CORP
US
N
2
2058-12-25
Variable
3.750000000000
N
N
N
N
N
N
PHYSICIANS REALTY LP
549300P6Q1UMT0X60U20
PHYSICIANS REALTY LP
71951QAC6
95000.000000000000
PA
USD
77358.320000000000
0.0172657708
Long
DBT
CORP
US
N
2
2031-11-01
Fixed
2.6250
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAJ7
150000.000000000000
PA
USD
134015.780000000000
0.0299112719
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
4.250000000000
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_19-HY3
N/A
TPMT_19-HY3
89177XAD9
650000.000000000000
PA
USD
667026.620000000000
0.1488751145
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
6.935400000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LIMITED
89352HAM1
5000.000000000000
PA
USD
4634.530000000000
0.0010343908
Long
DBT
CORP
CA
N
2
2034-03-01
Fixed
4.625000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
MEXICO (UNITED MEXICAN STATES)
000000000
16590000.000000000000
PA
873114.550000000000
0.1948723255
Long
DBT
NUSS
MX
N
2
2033-05-26
Fixed
7.500000000000
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD PIK
000000000
52759.000000000000
PA
USD
3945.160000000000
0.0008805288
Long
DBT
CORP
KY
N
2
2029-09-30
Fixed
7.000000000000
N
N
N
N
N
N
TRANSCANADA PIPELINES LTD
5BV01I6231JPDAPMGH09
TRANSCANADA PIPELINES LTD
89352HBA6
635000.000000000000
PA
USD
594773.410000000000
0.1327487642
Long
DBT
CORP
CA
N
2
2030-04-15
Fixed
4.100000000000
N
N
N
N
N
N
TRANSCONTINENTAL GAS PIPE LINE COMPANY LLC
N/A
TRANSCONTINENTAL GAS PIPE LINE CO
893574AP8
80000.000000000000
PA
USD
71979.910000000000
0.0160653518
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
3.250000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BR7
260000.000000000000
PA
USD
263218.540000000000
0.0587483154
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
6.750000000000
N
N
N
N
N
N
TRANSDIGM INC
N/A
TRANSDIGM INC
893647BT3
620000.000000000000
PA
USD
636455.200000000000
0.1420518131
Long
DBT
CORP
US
N
2
2031-12-01
Fixed
7.125000000000
N
N
N
N
N
N
TRANSMONTAIGNE PARTNERS LLC
N/A
TRANSMONTAIGE PARTNERS LP / FIN CO
89376VAA8
139000.000000000000
PA
USD
129584.050000000000
0.0289221445
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
6.125000000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
TRAVEL + LEISURE CO
894164AA0
380000.000000000000
PA
USD
348532.900000000000
0.0777898120
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.500000000000
N
N
N
N
N
N
PILGRIMS PRIDE CORP
549300ZSLGV64ZL3HD75
PILGRIMS PRIDE CORP
72147KAL2
200000.000000000000
PA
USD
210576.910000000000
0.0469991161
Long
DBT
CORP
US
N
2
2034-05-15
Fixed
6.875000000000
N
N
N
N
N
N
KFC HOLDING CO
549300G2LG4YUB3MM115
YUM! BRANDS INC TLB 1.75
72584DAF1
74.420000000000
PA
USD
74.300000000000
0.0000165832
Long
LON
CORP
US
N
2
2028-03-15
Variable
7.18427
N
N
N
N
N
N
SUNAC CHINA HOLDINGS LTD
549300OLARYHDXP3WK18
SUNAC CHINA HOLDINGS LTD
000000000
24786.000000000000
PA
USD
1683.130000000000
0.0003756614
Long
DBT
CORP
KY
N
2
2030-09-30
Fixed
7.250000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRL/USD FUTURE (CME) APR 24
000000000
3.000000000000
NC
USD
-373.540000000000
-0.0000833712
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
BRL/USD FUTURE (CME) APR 24
BRL/USD FUTURE (CME) APR 24
2024-03-28
60553.540000000000
USD
-373.540000000000
N
N
N
POLAND (REPUBLIC OF)
259400R9L8QEP0TPXS31
POLAND (REPUBLIC OF)
731011AV4
155000.000000000000
PA
USD
151759.480000000000
0.0338715267
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.875000000000
N
N
N
N
N
N
POPULAR INC
5493008CARDZMVQ3LO89
POPULAR INC
733174AL0
215000.000000000000
PA
USD
217434.880000000000
0.0485297613
Long
DBT
CORP
PR
N
2
2028-03-13
Fixed
7.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRL/USD FUTURE (CME) APR 24
000000000
30.000000000000
NC
USD
1595.400000000000
0.0003560808
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRL/USD FUTURE (CME) APR 24
BRL/USD FUTURE (CME) APR 24
2024-03-28
600204.600000000000
USD
1595.400000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-2543132.430000000000
OU
Notional Amount
N/A
26340.180000000000
0.0058789218
N/A
DFE
CORP
CA
N
2
Citi
MBNUM2BPBDO7JBLYG310
2543132.430000000167638
CAD
1900674.149999999906868
USD
2024-03-20
26340.180000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-60078.590000000000
OU
Notional Amount
N/A
286.800000000000
0.0000640115
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
60078.589999999996508
EUR
65263.319999999999709
USD
2024-03-20
286.800000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-64900.000000000000
OU
Notional Amount
N/A
1198.640000000000
0.0002675271
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
64900.000000000000000
EUR
71458.470000000001164
USD
2024-04-12
1198.640000000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AN4
515000.000000000000
PA
USD
505401.480000000000
0.1128016498
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
5.625000000000
N
N
N
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AP9
225000.000000000000
PA
USD
214854.120000000000
0.0479537559
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
5.500000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-1145000.000000000000
OU
Notional Amount
N/A
8423.770000000000
0.0018801195
N/A
DFE
CORP
GB
N
2
Citi
MBNUM2BPBDO7JBLYG310
1145000.000000000000000
GBP
1453903.830000000074506
USD
2024-03-20
8423.770000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-333374974.000000000000
OU
Notional Amount
N/A
60656.270000000000
0.0135380041
N/A
DFE
CORP
JP
N
2
Citi
MBNUM2BPBDO7JBLYG310
333374974.000000000000000
JPY
2290492.459999999962747
USD
2024-03-21
60656.270000000000
N
N
N
TRITON WATER HOLDINGS INC
5493005IYCEL7QJFZZ63
TRITON WATER HOLDINGS INC
89680EAA7
295000.000000000000
PA
USD
258613.310000000000
0.0577204642
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
6.250000000000
N
N
N
N
N
N
TRIVIUM PACKAGING FINANCE BV
724500GMZWW3PVYET548
TRIVIUM PACKAGING FINANCE BV
89686QAA4
140000.000000000000
PA
USD
136546.780000000000
0.0304761713
Long
DBT
CORP
NL
N
2
2026-08-15
Fixed
5.5000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
573750.000000000000
OU
Notional Amount
N/A
8601.290000000000
0.0019197405
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
6496743.379999999888241
NOK
573750.000000000000000
EUR
2024-03-20
8601.290000000000
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
US DOLLARS
000000000
-1228628.420000000000
OU
Notional Amount
N/A
14657.120000000000
0.0032713543
N/A
DFE
CORP
NZ
N
2
Citi
MBNUM2BPBDO7JBLYG310
1228628.419999999925494
NZD
762714.089999999967404
USD
2024-03-20
14657.120000000000
N
N
N
POST HOLDINGS INC
JM1I5YUAURL6DC8N1468
POST HOLDINGS INC
737446AR5
65000.000000000000
PA
USD
57831.530000000000
0.0129075443
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
4.500000000000
N
N
N
N
N
N
PREMIER ENTERTAINMENT SUB LLC
549300KRDMIL2NJVZ267
PREMIER ENTERTAINMENT SUB LLC
74052HAB0
159000.000000000000
PA
USD
112582.930000000000
0.0251276277
Long
DBT
CORP
US
N
2
2031-09-01
Fixed
5.875000000000
N
N
N
N
N
N
LIBERTY STREET TRUST LBTY_16-225
N/A
LBTY_16-225L
902055AN2
5000000.000000000000
PA
USD
68965.000000000000
0.0153924476
Long
ABS-MBS
CORP
US
N
2
2036-02-10
Variable
0.874800000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US BANCORP
902973BC9
185000.000000000000
PA
USD
158045.680000000000
0.0352745573
Long
DBT
CORP
US
N
2
N/A
Variable
3.700000000000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAC4
145000.000000000000
PA
USD
147478.150000000000
0.0329159674
Long
DBT
CORP
US
N
2
2026-11-01
Fixed
8.0000
N
N
N
N
N
N
UBER TECHNOLOGIES INC
549300B2FTG34FILDR98
UBER TECHNOLOGIES INC
90353TAL4
311000.000000000000
PA
USD
389838.500000000000
0.0870088983
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
0.875000000000
N
N
N
N
N
UBER TECHNOLOGIES INC
Uber Technologies Inc
USD
XXXX
N
N
N
UNIFRAX ESCROW ISSUER CORP
N/A
UNIFRAX ESCROW ISSUER CORP
90473LAC6
155000.000000000000
PA
USD
84840.140000000000
0.0189356544
Long
DBT
CORP
US
N
2
2029-09-30
Fixed
7.500000000000
N
N
N
N
N
N
UNITED ELECTRIC SECURITIZATION LLC
N/A
UNITED ELEC SECURITIZATION
910208AA5
93579.590000000000
PA
USD
92244.920000000000
0.0205883433
Long
DBT
CORP
US
N
2
2031-06-01
Fixed
5.109000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CJZ5
155000.000000000000
PA
USD
151972.660000000000
0.0339191068
Long
DBT
UST
US
N
2
2034-02-15
Fixed
4.0000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CKA8
1850000.000000000000
PA
USD
1834679.690000000000
0.4094861295
Long
DBT
UST
US
N
2
2027-02-15
Fixed
4.125000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CKB6
1215000.000000000000
PA
USD
1214905.080000000000
0.2711572934
Long
DBT
UST
US
N
2
2026-02-28
Fixed
4.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CKD2
650000.000000000000
PA
USD
650050.780000000000
0.1450862400
Long
DBT
UST
US
N
2
2029-02-28
Fixed
4.250000000000
N
N
N
N
N
N
Citi
MBNUM2BPBDO7JBLYG310
EURO COUNTRIES
000000000
2500.000000000000
OU
Notional Amount
N/A
-2.540000000000
-0.0000005669
N/A
DFE
CORP
XX
N
2
Citi
MBNUM2BPBDO7JBLYG310
2709.000000000000000
USD
2500.000000000000000
EUR
2024-04-12
-2.540000000000
N
N
N
CIBC
2IGI19DL77OX0HC3ZE78
SINGAPORE DOLLAR
000000000
1002783.380000000000
OU
Notional Amount
N/A
-2849.720000000000
-0.0006360352
N/A
DFE
CORP
SG
N
2
CIBC
2IGI19DL77OX0HC3ZE78
748653.089999999967404
USD
1002783.380000000004657
SGD
2024-03-20
-2849.720000000000
N
N
N
UNIVERSITY NEB FACS CORP
N/A
University of Nebraska Facilities Corp
914639KY4
90000.000000000000
PA
USD
66769.130000000000
0.0149023466
Long
DBT
MUN
US
N
2
2049-10-01
Fixed
3.037000000000
N
N
N
N
N
N
UNIVERSITY OF TEXAS SYSTEM
N/A
University of Texas System/The
91514AKD6
755000.000000000000
PA
USD
479527.980000000000
0.1070268874
Long
DBT
MUN
US
N
2
2049-08-15
Fixed
2.439000000000
N
N
N
N
N
N
PRESIDENT AND FELLOWS OF HARVARD
N/A
PRESIDENT & FELLOWS OF HARVARD
740816AP8
505000.000000000000
PA
USD
330397.470000000000
0.0737421262
Long
DBT
CORP
US
N
2
2050-10-15
Fixed
2.517000000000
N
N
N
N
N
N
PRESTIGE BRANDS INC
N/A
PRESTIGE BRANDS INC
74112BAM7
207000.000000000000
PA
USD
178891.710000000000
0.0399272278
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
3.750000000000
N
N
N
N
N
N
UNIVERSITY OF VIRGINIA
N/A
VA UNIVERSITYOF VA REV
915217XF5
560000.000000000000
PA
USD
341259.860000000000
0.0761665265
Long
DBT
MUN
US
N
2
2050-09-01
Fixed
2.256000000000
N
N
N
N
N
N
VMC FINANCE LLC VMC_21-FL4
N/A
VMC_21-FL4
91835RAE0
299000.000000000000
PA
USD
278148.970000000000
0.0620806704
Long
ABS-MBS
CORP
US
N
2
2036-06-18
Variable
7.235800000000
N
N
N
N
N
N
VT TOPCO INC
5493007T812R37X02Y38
VT TOPCO INC
91838PAA9
175000.000000000000
PA
USD
182445.900000000000
0.0407204952
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
8.500000000000
N
N
N
N
N
N
VZ SECURED FINANCING BV
549300MG611MYCOWY949
VZ SECURED FINANCING BV
91845AAA3
340000.000000000000
PA
USD
290976.710000000000
0.0649437215
Long
DBT
CORP
NL
N
2
2032-01-15
Fixed
5.0000
N
N
N
N
N
N
PRIME HEALTHCARE SERVICES INC
N/A
PRIME HEALTHCARE SERVICES INC
74165HAB4
187000.000000000000
PA
USD
186551.190000000000
0.0416367637
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
7.250000000000
N
N
N
N
N
N
PROGRESS RESIDENTIAL TRUST PROG_21-SFR9
N/A
PROG_21-SFR9
74333QAJ4
910000.000000000000
PA
USD
766955.280000000000
0.1711784083
Long
ABS-MBS
CORP
US
N
2
2040-11-17
Fixed
2.811000000000
N
N
N
N
N
N
INDONESIA ASAHAN ALUMINIUM PERSERO PT
N/A
INDONESIA ASAHAN ALUMINIUM TBK PT
74445PAE2
485000.000000000000
PA
USD
479328.100000000000
0.1069822757
Long
DBT
NUSS
ID
N
2
2025-05-15
Fixed
4.750000000000
N
N
N
N
N
N
QATAR (STATE OF)
N/A
QATAR (STATE OF)
74727PBB6
280000.000000000000
PA
USD
259356.910000000000
0.0578864299
Long
DBT
NUSS
QA
N
2
2049-03-14
Fixed
4.817000000000
N
N
N
N
N
N
VANTAGE DATA CENTERS ISSUER LLC VDC_20-1
N/A
VDC_20-1A
92212KAB2
395000.000000000000
PA
USD
368562.140000000000
0.0822601814
Long
ABS-MBS
CORP
US
N
2
2045-09-15
Fixed
1.645000000000
N
N
N
N
N
N
VAR ENERGI ASA
549300LIVN3FFOJN2K47
VAR ENERGI ASA
92212WAD2
200000.000000000000
PA
USD
211181.530000000000
0.0471340626
Long
DBT
CORP
NO
N
2
2028-01-15
Fixed
7.500000000000
N
N
N
N
N
N
VENTURE GLOBAL CALCASIEU PASS LLC
549300GKHS6RS20NLH85
VENTURE GLOBAL CALCASIEU PASS LLC
92328MAA1
196000.000000000000
PA
USD
175907.150000000000
0.0392610974
Long
DBT
CORP
US
N
2
2029-08-15
Fixed
3.8750
N
N
N
N
N
N
VENTURE GLOBAL LNG INC
54930011XLBUWMQUC829
VENTURE GLOBAL LNG INC
92332YAC5
170000.000000000000
PA
USD
181271.930000000000
0.0404584743
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
9.5000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-8
N/A
VERUS_22-8
924922AC1
88203.320000000000
PA
USD
87631.780000000000
0.0195587266
Long
ABS-CBDO
CORP
US
N
2
2067-09-25
Variable
6.127000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-1
N/A
VERUS_22-1
92538WAA5
148718.220000000000
PA
USD
133305.240000000000
0.0297526849
Long
ABS-CBDO
CORP
US
N
2
2067-01-25
Variable
2.724000000000
N
N
N
N
N
N
QATAR ENERGY
N/A
QATAR PETROLEUM
74730DAC7
465000.000000000000
PA
USD
386646.350000000000
0.0862964354
Long
DBT
NUSS
QA
N
2
2031-07-12
Fixed
2.250000000000
N
N
N
N
N
N
QUEBEC (PROVINCE OF)
N/A
PROVINCE OF QUEBEC
748148SE4
221000.000000000000
PA
USD
218160.590000000000
0.0486917341
Long
DBT
MUN
CA
N
2
2033-09-08
Fixed
4.500000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_22-INV1
N/A
VERUS_22-INV1
92539JAA3
280338.670000000000
PA
USD
277885.310000000000
0.0620218236
Long
ABS-CBDO
CORP
US
N
2
2067-08-25
Variable
5.041000000000
N
N
N
N
N
N
VERUS SECURITIZATION TRUST VERUS_24-1
N/A
VERUS_24-1
92540EAA1
99170.000000000000
PA
USD
98453.740000000000
0.0219741032
Long
ABS-CBDO
CORP
US
N
2
2069-01-25
Variable
5.712000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAB1
185000.000000000000
PA
USD
172235.600000000000
0.0384416362
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
4.625000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP / VICI NOTE CO
92564RAE5
450000.000000000000
PA
USD
404131.730000000000
0.0901990352
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
4.125000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NATURAL GAS JUN 24
000000000
-13.000000000000
NC
USD
-16372.100000000000
-0.0036541244
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
NATURAL GAS JUN 24
NATURAL GAS JUN 24
2024-05-29
-275997.900000000000
USD
-16372.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NATURAL GAS OCT 24
000000000
-11.000000000000
NC
USD
-16158.700000000000
-0.0036064952
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
NATURAL GAS OCT 24
NATURAL GAS OCT 24
2024-09-26
-274241.300000000000
USD
-16158.700000000000
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP/VICI NOTE CO
92564RAK1
29000.000000000000
PA
USD
27557.540000000000
0.0061506270
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.500000000000
N
N
N
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP
925650AC7
29000.000000000000
PA
USD
27678.940000000000
0.0061777225
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
4.950000000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC RALI_07-QH6
N/A
RALI_07-QH6
74922AAA5
279645.520000000000
PA
USD
257578.050000000000
0.0574894023
Long
ABS-CBDO
CORP
US
N
2
2037-07-25
Variable
5.815400000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS RALI_06-QA6
N/A
RALI_06-QA6
74922MAC5
284137.587000000000
PA
USD
262964.020000000000
0.0586915086
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Variable
5.815400000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
YEN DENOM NIKKEI 225 (CME) MAR 24
000000000
15.000000000000
NC
131936.190000000000
0.0294471237
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
YEN DENOM NIKKEI 225 (CME) MAR 24
YEN DENOM NIKKEI 225 (CME) MAR 24
2024-03-08
275296033.000000000000
JPY
131936.190000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
ONE-MONTH SOFR FUTURE JUL 24
000000000
-11.000000000000
NC
USD
1984.430000000000
0.0004429092
N/A
DIR
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
ONE-MONTH SOFR FUTURE JUL 24
ONE-MONTH SOFR FUTURE JUL 24
2024-07-31
-4349623.880000000000
USD
1984.430000000000
N
N
N
VICI PROPERTIES LP
254900X4QE7SGKQLLN38
VICI PROPERTIES LP
925650AD5
692000.000000000000
PA
USD
649912.140000000000
0.1450552967
Long
DBT
CORP
US
N
2
2032-05-15
Fixed
5.1250
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AN1
780000.000000000000
PA
USD
684718.760000000000
0.1528238615
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.6250
N
N
N
N
N
N
THORNBURG MORTGAGE SECURITIES TRUST TMST_04-3
N/A
TMST_04-3
885220FS7
293505.230000000000
PA
USD
263735.170000000000
0.0588636232
Long
ABS-CBDO
CORP
US
N
2
2034-09-25
Variable
6.175400000000
N
N
N
N
N
N
TIME WARNER CABLE LLC
549300U5NFR7S6E3GM41
TIME WARNER CABLE INC
88732JBB3
540000.000000000000
PA
USD
444942.070000000000
0.0993075833
Long
DBT
CORP
US
N
2
2041-09-01
Fixed
5.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CHF/USD FUTURE (CME) MAR 24
000000000
-1.000000000000
NC
USD
643.910000000000
0.0001437157
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
CHF/USD FUTURE (CME) MAR 24
CHF/USD FUTURE (CME) MAR 24
2024-03-18
-142187.660000000000
USD
643.910000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
THREE MONTH SONIA (ICE) JUN 24
000000000
-80.000000000000
NC
10894.830000000000
0.0024316407
N/A
DIR
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
THREE MONTH SONIA (ICE) JUN 24
THREE MONTH SONIA (ICE) JUN 24
2024-09-17
-19004596.150000000000
GBP
10894.830000000000
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AP6
300000.000000000000
PA
USD
275300.570000000000
0.0614449299
Long
DBT
CORP
US
N
2
2032-01-31
Fixed
4.6250
N
N
N
N
N
N
ZAYO GROUP HOLDINGS INC
529900Z6OTS7RT0V0I47
FRONT RANGE BIDCO INC
98919VAA3
118000.000000000000
PA
USD
98276.870000000000
0.0219346272
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
4.000000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUD/USD FUTURE (CME) MAR 24
000000000
-4.000000000000
NC
USD
665.600000000000
0.0001485567
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
AUD/USD FUTURE (CME) MAR 24
AUD/USD FUTURE (CME) MAR 24
2024-03-18
-260545.600000000000
USD
665.600000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
AUD/USD FUTURE (CME) MAR 24
000000000
-82.000000000000
NC
USD
19614.610000000000
0.0043778272
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
AUD/USD FUTURE (CME) MAR 24
AUD/USD FUTURE (CME) MAR 24
2024-03-18
-5347154.610000000000
USD
19614.610000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
THREE-MONTH SOFR FUTURE JUN 24
000000000
-135.000000000000
NC
USD
25461.900000000000
0.0056828966
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
THREE-MONTH SOFR FUTURE JUN 24
THREE-MONTH SOFR FUTURE JUN 24
2024-09-17
-32050836.900000000000
USD
25461.900000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
THREE-MONTH SOFR FUTURE DEC 24
000000000
-79.000000000000
NC
USD
21865.850000000000
0.0048802864
N/A
DIR
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
THREE-MONTH SOFR FUTURE DEC 24
THREE-MONTH SOFR FUTURE DEC 24
2025-03-18
-18883115.850000000000
USD
21865.850000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
FTSE/JSE TOP 40 MAR 24
000000000
-17.000000000000
NC
16394.600000000000
0.0036591462
N/A
DE
CORP
ZA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
FTSE/JSE TOP 40 MAR 24
FTSE/JSE TOP 40 MAR 24
2024-03-20
-11572544.730000000000
ZAR
16394.600000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
BRITISH POUND
000000000
229555.780000000000
OU
Notional Amount
N/A
-663.240000000000
-0.0001480300
N/A
DFE
CORP
GB
N
2
Barclays
AC28XWWI3WIBK2824319
290460.880000000004657
USD
229555.779999999998836
GBP
2024-03-20
-663.240000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SILVER MAY 24
000000000
-1.000000000000
NC
USD
538.220000000000
0.0001201265
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SILVER MAY 24
SILVER MAY 24
2024-05-29
-114963.220000000000
USD
538.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SILVER MAY 24
000000000
-2.000000000000
NC
USD
-1328.400000000000
-0.0002964885
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SILVER MAY 24
SILVER MAY 24
2024-05-29
-227521.600000000000
USD
-1328.400000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
MEXICAN PESO
000000000
8506383.880000000000
OU
Notional Amount
N/A
11991.080000000000
0.0026763151
N/A
DFE
CORP
MX
N
2
Barclays
AC28XWWI3WIBK2824319
485773.049999999988358
USD
8506383.879999998956919
MXN
2024-03-20
11991.080000000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
NEW ZEALAND DOLLAR
000000000
1082726.190000000000
OU
Notional Amount
N/A
-1458.590000000000
-0.0003255459
N/A
DFE
CORP
NZ
N
2
Barclays
AC28XWWI3WIBK2824319
660682.209999999962747
USD
1082726.189999999944121
NZD
2024-03-20
-1458.590000000000
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89117F3M9
601000.000000000000
PA
427948.970000000000
0.0955148565
Long
DBT
CORP
CA
N
2
2025-09-09
Fixed
2.667000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER MAY 24
000000000
-12.000000000000
NC
USD
26268.720000000000
0.0058629725
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
SILVER MAY 24
SILVER MAY 24
2024-05-29
-1399368.720000000000
USD
26268.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SILVER JUL 24
000000000
-1.000000000000
NC
USD
-1411.700000000000
-0.0003150804
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SILVER JUL 24
SILVER JUL 24
2024-07-29
-114098.300000000000
USD
-1411.700000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SET50 FUTURES MAR 24
000000000
-321.000000000000
NC
40037.660000000000
0.0089360920
N/A
DE
CORP
TH
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
SET50 FUTURES MAR 24
SET50 FUTURES MAR 24
2024-03-28
-54947662.430000000000
THB
40037.660000000000
N
N
N
KOREA (REPUBLIC OF)
549300O0QCVSQGPGDT58
KOREA (REPUBLIC OF)
000000000
316190000.000000000000
PA
228990.250000000000
0.0511088293
Long
DBT
NUSS
KR
N
2
2027-06-10
Fixed
2.125000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GGT0
345000.000000000000
PA
USD
339663.330000000000
0.0758101935
Long
DBT
CORP
US
N
2
2025-10-01
Variable
3.093000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJL4
765000.000000000000
PA
USD
617313.220000000000
0.1377794732
Long
DBT
CORP
US
N
2
2031-10-24
Variable
1.922000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
1040000.000000000000
PA
221816.470000000000
0.0495076979
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.900000000000
N
N
N
N
N
N
NORWAY (KINGDOM OF)
549300L0BT3FJTN9MX24
NORWAY (KINGDOM OF)
000000000
1455000.000000000000
PA
128801.520000000000
0.0287474899
Long
DBT
NUSS
NO
N
2
2027-02-17
Fixed
1.750000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
2298000000.000000000000
PA
161555.730000000000
0.0360579729
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.000000000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD
254900ZJG39H1CAH6K02
NEW ZEALAND LOCAL GOVERNMENT FUNDI
000000000
417000.000000000000
PA
220218.570000000000
0.0491510591
Long
DBT
MUN
NZ
N
2
2033-04-14
Fixed
3.500000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJT7
900000.000000000000
PA
USD
753283.290000000000
0.1681269273
Long
DBT
CORP
US
N
2
2032-04-22
Variable
2.687000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJZ3
50000.000000000000
PA
USD
43877.000000000000
0.0097930026
Long
DBT
CORP
US
N
2
2029-06-14
Variable
2.087000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
200000.000000000000
PA
214117.700000000000
0.0477893927
Long
DBT
NUSS
ID
N
2
2024-07-18
Fixed
2.150000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
4489000000.000000000000
PA
303618.910000000000
0.0677653614
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.500000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SOYBEAN MEAL (CBT) MAY 24
000000000
-13.000000000000
NC
USD
16700.630000000000
0.0037274497
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
SOYBEAN MEAL (CBT) MAY 24
SOYBEAN MEAL (CBT) MAY 24
2024-05-14
-444660.630000000000
USD
16700.630000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SOYBEAN MEAL (CBT) JUL 24
000000000
-14.000000000000
NC
USD
5288.540000000000
0.0011803607
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
SOYBEAN MEAL (CBT) JUL 24
SOYBEAN MEAL (CBT) JUL 24
2024-07-12
-468968.540000000000
USD
5288.540000000000
N
N
N
KUNTARAHOITUS OYJ
N/A
KUNTARAHOITUS OYJ
000000000
2000000.000000000000
PA
190159.400000000000
0.0424420879
Long
DBT
MUN
FI
N
2
2025-01-10
Variable
5.960000000000
N
N
N
N
N
N
BNG BANK NV
N/A
BANK NEDERLANDSE GEMEENTEN NV
000000000
630000.000000000000
PA
390757.190000000000
0.0872139427
Long
DBT
NUSS
NL
N
2
2028-07-17
Fixed
3.300000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKE8
120000.000000000000
PA
USD
116181.830000000000
0.0259308740
Long
DBT
CORP
US
N
2
2025-12-06
Variable
1.530000000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GKJ7
110000.000000000000
PA
USD
101730.830000000000
0.0227055241
Long
DBT
CORP
US
N
2
2028-02-04
Variable
2.551000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN MEAL (CBT) JUL 24
000000000
-40.000000000000
NC
USD
49845.400000000000
0.0111251027
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
SOYBEAN MEAL (CBT) JUL 24
SOYBEAN MEAL (CBT) JUL 24
2024-07-12
-1374645.400000000000
USD
49845.400000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-2987872.900000000000
OU
Notional Amount
N/A
59321.430000000000
0.0132400783
N/A
DFE
CORP
AU
N
2
State Street
571474TGEMMWANRLN572
2987872.899999999906868
AUD
2002458.669999999925494
USD
2024-03-20
59321.430000000000
N
N
N
ALBERTA (PROVINCE OF)
N/A
ALBERTA (PROVINCE OF)
000000000
290000.000000000000
PA
303459.180000000000
0.0677297109
Long
DBT
MUN
CA
N
2
2025-04-18
Fixed
0.625000000000
N
N
N
N
N
N
ALLERGAN FUNDING SCS
N/A
ALLERGAN FUNDING SCS
000000000
100000.000000000000
PA
101326.030000000000
0.0226151759
Long
DBT
CORP
LU
N
2
2028-11-15
Fixed
2.625000000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368D8W7
300000.000000000000
PA
222914.340000000000
0.0497527338
Long
DBT
CORP
CA
N
2
2082-11-26
Variable
7.325000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
0641598S8
415000.000000000000
PA
USD
427512.660000000000
0.0954174755
Long
DBT
CORP
CA
N
2
2082-10-27
Variable
8.625000000000
N
N
N
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTERNATIONAL BANK FOR RECONSTRUCT
000000000
850000.000000000000
PA
776374.970000000000
0.1732808093
Long
DBT
CORP
US
N
2
2034-08-08
Fixed
1.200000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
965000.000000000000
PA
205512.120000000000
0.0458686947
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.906000000000
N
N
N
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVT OF)
000000000
1340000.000000000000
PA
743140.980000000000
0.1658632432
Long
DBT
NUSS
NZ
N
2
2033-04-14
Fixed
3.5000
N
N
N
N
N
N
NORDIC INVESTMENT BANK
N/A
NORDIC INVESTMENT BANK
000000000
3100000.000000000000
PA
290982.190000000000
0.0649449446
Long
DBT
CORP
FI
N
2
2024-04-10
Fixed
1.875000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAJ2
100000.000000000000
PA
USD
97197.370000000000
0.0216936913
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
4.250000000000
N
N
N
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAL7
289000.000000000000
PA
USD
269117.270000000000
0.0600648658
Long
DBT
CORP
US
N
2
2028-12-15
Fixed
4.375000000000
N
N
N
N
N
N
NEW ZEALAND LOCAL GOVERNMENT FUNDING AGENCY LTD
254900ZJG39H1CAH6K02
NEW ZEALAND LOCAL GOVERNMENT FD
000000000
350000.000000000000
PA
168495.050000000000
0.0376067748
Long
DBT
MUN
NZ
N
2
2035-05-15
Fixed
3.000000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
MEXICO (UNITED MEXICAN STATES)
000000000
13069000.000000000000
PA
729913.770000000000
0.1629110336
Long
DBT
NUSS
MX
N
2
2025-03-06
Fixed
5.000000000000
N
N
N
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
338.480000000000
0.0000755461
N/A
DFE
CORP
XX
N
2
State Street
571474TGEMMWANRLN572
362530.109999999986030
EUR
392423.979999999981374
USD
2024-03-20
338.480000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
-29.130000000000
-0.0000065016
N/A
DFE
CORP
XX
N
2
State Street
571474TGEMMWANRLN572
362530.109999999986030
EUR
392056.369999999995343
USD
2024-03-20
-29.130000000000
N
N
N
JOHNSON CONTROLS INTERNATIONAL PLC
549300XQ6S1GYKGBL205
JOHNSON CONTROLS INTERNATIONAL PLC
000000000
100000.000000000000
PA
96919.680000000000
0.0216317131
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
0.375000000000
N
N
N
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
000000000
30950000.000000000000
PA
365001.390000000000
0.0814654499
Long
DBT
NUSS
IN
N
2
2025-06-15
Fixed
5.220000000000
N
N
N
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-166374818.000000000000
OU
Notional Amount
N/A
30673.240000000000
0.0068460268
N/A
DFE
CORP
JP
N
2
State Street
571474TGEMMWANRLN572
166374818.000000000000000
JPY
1143500.000000000000000
USD
2024-03-21
30673.240000000000
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-1204340.810000000000
OU
Notional Amount
N/A
813.950000000000
0.0001816673
N/A
DFE
CORP
NO
N
2
State Street
571474TGEMMWANRLN572
1204340.810000000055879
NOK
114250.000000000000000
USD
2024-03-20
813.950000000000
N
N
N
BAYER US FINANCE II LLC
529900XWNEXYNJ3X6T40
BAYER US FINANCE II LLC
07274NAN3
520000.000000000000
PA
USD
426619.790000000000
0.0952181940
Long
DBT
CORP
US
N
2
2038-06-25
Fixed
4.625000000000
N
N
N
N
N
N
BAYLOR SCOTT & WHITE HOLDINGS
549300JQDKSBWYRGGV95
BAYLOR SCOTT & WHITE HOLDINGS
072863AE3
500000.000000000000
PA
USD
462032.050000000000
0.1031219329
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
2.650000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM OF GREAT BRITAIN AN
000000000
240492.430000000000
PA
291477.830000000000
0.0650555675
Long
DBT
NUSS
GB
N
2
2025-01-31
Fixed
0.250000000000
N
N
N
N
N
N
UNITED KINGDOM (GOVERNMENT OF)
ECTRVYYCEF89VWYS6K36
UNITED KINGDOM OF GREAT BRITAIN
000000000
95000.000000000000
PA
101175.340000000000
0.0225815430
Long
DBT
NUSS
GB
N
2
2029-01-31
Fixed
0.500000000000
N
N
N
N
N
N
BEAR STEARNS MORTGAGE FUNDING TR
N/A
BSMF_06-AR3
07400HAA1
262007.020000000000
PA
USD
215289.880000000000
0.0480510141
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
5.795400000000
N
N
N
N
N
N
BEAR STEARNS MORTGAGE FUNDING BSMF_07-AR5
N/A
BSMF_07-AR5
07400NAT7
826873.810000000000
PA
USD
704509.220000000000
0.1572409371
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Variable
5.665400000000
N
N
N
N
N
N
State Street
571474TGEMMWANRLN572
US DOLLARS
000000000
-1411589.300000000000
OU
Notional Amount
N/A
1901.610000000000
0.0004244245
N/A
DFE
CORP
SG
N
2
State Street
571474TGEMMWANRLN572
1411589.300000000046566
SGD
1051747.550000000046566
USD
2024-03-20
1901.610000000000
N
N
N
State Street
571474TGEMMWANRLN572
JAPANESE YEN
000000000
165894826.000000000000
OU
Notional Amount
N/A
-36376.210000000000
-0.0081188850
N/A
DFE
CORP
JP
N
2
State Street
571474TGEMMWANRLN572
1145992.459999999962747
USD
165894826.000000000000000
JPY
2024-03-21
-36376.210000000000
N
N
N
BEAR STEARNS MORTGAGE FUNDING TR
N/A
BSMF_06-AR4
07401JAA6
363785.090000000000
PA
USD
336621.480000000000
0.0751312764
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Variable
5.855400000000
N
N
N
N
N
N
BSMF_07-AR3
N/A
BSMF_07-AR3
07401VAP6
283639.830000000000
PA
USD
244383.620000000000
0.0545445089
Long
ABS-CBDO
CORP
US
N
2
2037-04-25
Variable
5.735400000000
N
N
N
N
N
N
State Street
571474TGEMMWANRLN572
MEXICAN PESO
000000000
14419341.890000000000
OU
Notional Amount
N/A
10983.480000000000
0.0024514267
N/A
DFE
CORP
MX
N
2
State Street
571474TGEMMWANRLN572
832786.500000000000000
USD
14419341.889999998733401
MXN
2024-03-20
10983.480000000000
N
N
N
State Street
571474TGEMMWANRLN572
NORWAY KRONA
000000000
1194011.020000000000
OU
Notional Amount
N/A
-2036.910000000000
-0.0004546223
N/A
DFE
CORP
NO
N
2
State Street
571474TGEMMWANRLN572
114500.000000000000000
USD
1194011.020000000018626
NOK
2024-03-20
-2036.910000000000
N
N
N
BECLE SAB DE CV
529900JY55CZKMJLCE09
BECLE SAB DE CV
07586PAA9
205000.000000000000
PA
USD
160454.020000000000
0.0358120799
Long
DBT
CORP
MX
N
2
2031-10-14
Fixed
2.500000000000
N
N
N
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAK7
360000.000000000000
PA
USD
357981.030000000000
0.0798985606
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
5.5000
N
N
N
N
N
N
QUEBEC (PROVINCE OF)
N/A
QUEBEC (PROVINCE OF)
000000000
105000.000000000000
PA
109396.390000000000
0.0244164170
Long
DBT
MUN
CA
N
2
2025-04-07
Fixed
0.200000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
000000000
305000.000000000000
PA
293550.520000000000
0.0655181757
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
3.250000000000
N
N
N
N
N
N
State Street
571474TGEMMWANRLN572
NEW ZEALAND DOLLAR
000000000
360068.630000000000
OU
Notional Amount
N/A
108.140000000000
0.0000241360
N/A
DFE
CORP
NZ
N
2
State Street
571474TGEMMWANRLN572
219121.570000000006985
USD
360068.630000000004657
NZD
2024-03-20
108.140000000000
N
N
N
Standard Chartered
RILFO74KP1CM8P6PCT96
US DOLLARS
000000000
-171000.000000000000
OU
Notional Amount
N/A
812.140000000000
0.0001812633
N/A
DFE
CORP
XX
N
2
Standard Chartered
RILFO74KP1CM8P6PCT96
171000.000000000000000
EUR
185752.970000000001164
USD
2024-03-20
812.140000000000
N
N
N
ASIAN DEVELOPMENT BANK
549300X0MVH42CY8Q105
ASIAN DEVELOPMENT BANK
000000000
135000.000000000000
PA
85070.120000000000
0.0189869841
Long
DBT
CORP
PH
N
2
2026-10-14
Fixed
3.000000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE JUN 24
000000000
3.000000000000
NC
USD
535.200000000000
0.0001194524
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE JUN 24
WTI CRUDE JUN 24
2024-05-21
229894.800000000000
USD
535.200000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE JUL 24
000000000
8.000000000000
NC
USD
3087.200000000000
0.0006890388
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE JUL 24
WTI CRUDE JUL 24
2024-06-20
606352.800000000000
USD
3087.200000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE DEC 24
000000000
-2.000000000000
NC
USD
876.800000000000
0.0001956949
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
WTI CRUDE DEC 24
WTI CRUDE DEC 24
2024-11-20
-147136.800000000000
USD
876.800000000000
N
N
N
BERRY GLOBAL INC
N/A
BERRY GLOBAL INC
08576PAP6
20000.000000000000
PA
USD
19739.410000000000
0.0044056816
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
5.650000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CAN 10YR BOND JUN 24
000000000
-34.000000000000
NC
3486.970000000000
0.0007782644
N/A
DIR
CORP
CA
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CAN 10YR BOND JUN 24
CAN 10YR BOND JUN 24
2024-06-19
-4080246.530000000000
CAD
3486.970000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CAN 10YR BOND JUN 24
000000000
-19.000000000000
NC
-3884.130000000000
-0.0008669074
N/A
DIR
CORP
CA
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
CAN 10YR BOND JUN 24
CAN 10YR BOND JUN 24
2024-06-19
-2272263.050000000000
CAD
-3884.130000000000
N
N
N
AIRBUS SE
MINO79WLOO247M1IL051
AIRBUS SE
000000000
100000.000000000000
PA
98048.170000000000
0.0218835832
Long
DBT
CORP
NL
N
2
2030-06-09
Fixed
1.625000000000
N
N
N
N
N
N
JAPAN (GOVERNMENT OF)
353800WZS8AXZXFUC241
JAPAN (GOVT OF) #151
000000000
30000000.000000000000
PA
198924.540000000000
0.0443983985
Long
DBT
NUSS
JP
N
2
2027-03-20
Fixed
0.005000000000
N
N
N
N
N
N
CHINA AOYUAN GROUP LTD
549300YSOKQO5QD6MP25
CHINA AOYUAN GROUP LTD
000000000
200000.000000000000
PA
USD
3936.920000000000
0.0008786897
Long
DBT
CORP
KY
N
2
2024-02-08
Fixed
0.000000000000
Y
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
SHORT EURO-BTP (ITALY GOVT) MAR 24
000000000
42.000000000000
NC
-10416.710000000000
-0.0023249280
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
SHORT EURO-BTP (ITALY GOVT) MAR 24
SHORT EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
4435204.230000000000
EUR
-10416.710000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRENT CRUDE (ICE) MAY 24
000000000
9.000000000000
NC
USD
5511.360000000000
0.0012300924
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
BRENT CRUDE (ICE) MAY 24
BRENT CRUDE (ICE) MAY 24
2024-03-28
731678.640000000000
USD
5511.360000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) MAY 24
000000000
12.000000000000
NC
USD
12362.730000000000
0.0027592645
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) MAY 24
BRENT CRUDE (ICE) MAY 24
2024-03-28
970557.270000000000
USD
12362.730000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.000000000000
OU
Notional Amount
N/A
-1128.220000000000
-0.0002518099
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
397626000.000000000000000
COP
100000.000000000000000
USD
2024-03-14
-1128.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.190000000000
OU
Notional Amount
N/A
29.340000000000
0.0000065485
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
393558122.740000009536743
COP
100000.190000000002328
USD
2024-03-21
29.340000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SHORT EURO-BTP (ITALY GOVT) MAR 24
000000000
10.000000000000
NC
-10357.210000000000
-0.0023116481
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SHORT EURO-BTP (ITALY GOVT) MAR 24
SHORT EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
1063294.080000000000
EUR
-10357.210000000000
N
N
N
NORWAY (KINGDOM OF)
549300L0BT3FJTN9MX24
NORWAY (KINGDOM OF)
000000000
6410000.000000000000
PA
587791.860000000000
0.1311905370
Long
DBT
NUSS
NO
N
2
2025-03-13
Fixed
1.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.370000000000
OU
Notional Amount
N/A
-1751.740000000000
-0.0003909746
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
795082220.850000023841858
COP
200000.369999999995343
USD
2024-03-27
-1751.740000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1500002.840000000000
OU
Notional Amount
N/A
-507.690000000000
-0.0001133124
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
124427571.239999994635582
INR
1500002.840000000083819
USD
2024-03-06
-507.690000000000
N
N
N
INTER-AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
000000000
330000.000000000000
PA
209066.720000000000
0.0466620536
Long
DBT
CORP
US
N
2
2025-10-30
Fixed
2.750000000000
N
N
N
N
N
N
QUEENSLAND TREASURY CORPORATION
N/A
QUEENSLAND TREASURY CORPORATION
000000000
502000.000000000000
PA
313074.310000000000
0.0698757326
Long
DBT
MUN
AU
N
2
2027-08-20
Fixed
2.750000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
9490000.000000000000
PA
162708.900000000000
0.0363153514
Long
DBT
NUSS
PH
N
2
2025-09-09
Fixed
3.625000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT)
000000000
1300000.000000000000
PA
277347.880000000000
0.0619018734
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.899000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
4550000000.000000000000
PA
325043.560000000000
0.0725471754
Long
DBT
NUSS
ID
N
2
2031-05-15
Fixed
8.750000000000
N
N
N
N
N
N
NEW ZEALAND (GOVERNMENT OF)
N/A
NEW ZEALAND (GOVERNMENT OF)
000000000
165000.000000000000
PA
97709.060000000000
0.0218078965
Long
DBT
NUSS
NZ
N
2
2025-04-15
Fixed
2.750000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.380000000000
OU
Notional Amount
N/A
-346.740000000000
-0.0000773897
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
16619288.599999999627471
INR
200000.380000000004657
USD
2024-03-14
-346.740000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.380000000000
OU
Notional Amount
N/A
-290.310000000000
-0.0000647949
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
16618962.990000000223517
INR
200000.380000000004657
USD
2024-03-20
-290.310000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
400000.760000000000
OU
Notional Amount
N/A
-664.350000000000
-0.0001482777
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
33246326.010000001639128
INR
400000.760000000009313
USD
2024-03-21
-664.350000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
839026.600000000000
OU
Notional Amount
N/A
401.030000000000
0.0000895068
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
69605586.649999991059303
INR
839026.599999999976717
USD
2024-03-27
401.030000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
48465.090000000000
OU
Notional Amount
N/A
-7.410000000000
-0.0000016539
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
4023197.870000000111759
INR
48465.089999999996508
USD
2024-03-27
-7.410000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
500000.990000000000
OU
Notional Amount
N/A
2787.480000000000
0.0006221437
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
662132958.000000000000000
KRW
500000.989999999990687
USD
2024-03-06
2787.480000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.200000000000
OU
Notional Amount
N/A
159.680000000000
0.0000356393
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
133016758.000000000000000
KRW
100000.199999999997090
USD
2024-03-20
159.680000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
100000.200000000000
OU
Notional Amount
N/A
269.010000000000
0.0000600409
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
132875527.000000000000000
KRW
100000.199999999997090
USD
2024-03-21
269.010000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.390000000000
OU
Notional Amount
N/A
855.180000000000
0.0001908695
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
265380103.000000000000000
KRW
200000.390000000013970
USD
2024-03-27
855.180000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
200000.450000000000
OU
Notional Amount
N/A
3311.100000000000
0.0007390116
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
6217324.179999999701977
TWD
200000.449999999982538
USD
2024-03-06
3311.100000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRAZIL REAL
000000000
-99999.760000000000
OU
Notional Amount
N/A
-932.990000000000
-0.0002082361
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.759999999994761
USD
492470.799999999988358
BRL
2024-03-04
-932.990000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
-199999.680000000000
OU
Notional Amount
N/A
73.100000000000
0.0000163153
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
199999.679999999993015
USD
193323097.000000000000000
CLP
2024-03-08
73.100000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-SCHATZ MAR 24
000000000
-353.000000000000
NC
80161.020000000000
0.0178913115
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
EURO-SCHATZ MAR 24
EURO-SCHATZ MAR 24
2024-03-07
-37192069.230000000000
EUR
80161.020000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
COPPER JUL 24
000000000
-4.000000000000
NC
USD
3530.700000000000
0.0007880246
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
COPPER JUL 24
COPPER JUL 24
2024-07-29
-390230.700000000000
USD
3530.700000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NY HARBOR ULSD (HEAT OIL) APR 24
000000000
2.000000000000
NC
USD
-385.620000000000
-0.0000860674
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NY HARBOR ULSD (HEAT OIL) APR 24
NY HARBOR ULSD (HEAT OIL) APR 24
2024-03-28
222977.220000000000
USD
-385.620000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NY HARBOR ULSD (HEAT OIL) APR 24
000000000
9.000000000000
NC
USD
-56397.390000000000
-0.0125874555
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NY HARBOR ULSD (HEAT OIL) APR 24
NY HARBOR ULSD (HEAT OIL) APR 24
2024-03-28
1058059.590000000000
USD
-56397.390000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NY HARBOR ULSD (HEAT OIL) MAY 24
000000000
5.000000000000
NC
USD
-4733.550000000000
-0.0010564913
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NY HARBOR ULSD (HEAT OIL) MAY 24
NY HARBOR ULSD (HEAT OIL) MAY 24
2024-04-30
549767.550000000000
USD
-4733.550000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NY HARBOR ULSD (HEAT OIL) JUN 24
000000000
5.000000000000
NC
USD
1348.050000000000
0.0003008742
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NY HARBOR ULSD (HEAT OIL) JUN 24
NY HARBOR ULSD (HEAT OIL) JUN 24
2024-05-31
535558.950000000000
USD
1348.050000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
NY HARBOR ULSD (HEAT OIL) JUL 24
000000000
4.000000000000
NC
USD
1181.760000000000
0.0002637596
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
NY HARBOR ULSD (HEAT OIL) JUL 24
NY HARBOR ULSD (HEAT OIL) JUL 24
2024-06-28
425689.440000000000
USD
1181.760000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-11607141.270000000000
OU
Notional Amount
N/A
31124.700000000000
0.0069467891
N/A
DFE
CORP
NO
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
11607141.269999999552965
NOK
1124393.500000000000000
USD
2024-03-20
31124.700000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-2989612.360000000000
OU
Notional Amount
N/A
44632.120000000000
0.0099615394
N/A
DFE
CORP
NZ
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
2989612.359999999869615
NZD
1864873.550000000046566
USD
2024-03-20
44632.120000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
US DOLLARS
000000000
-2012023.110000000000
OU
Notional Amount
N/A
6087.950000000000
0.0013587827
N/A
DFE
CORP
SG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
2012023.110000000102445
SGD
1502496.500000000000000
USD
2024-03-20
6087.950000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
AUSTRALIA DOLLAR
000000000
706640.000000000000
OU
Notional Amount
N/A
-8523.260000000000
-0.0019023248
N/A
DFE
CORP
AU
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
468080.460000000020955
USD
706640.000000000000000
AUD
2024-03-20
-8523.260000000000
N
N
N
HSBC
CYYGQCGNHMHPSMRL3R97
SINGAPORE DOLLAR
000000000
2501354.780000000000
OU
Notional Amount
N/A
-11291.920000000000
-0.0025202681
N/A
DFE
CORP
SG
N
2
HSBC
CYYGQCGNHMHPSMRL3R97
1871632.719999999972060
USD
2501354.779999999795109
SGD
2024-03-20
-11291.920000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
MICRO E-MINI NASDAQ 100 MAR 24
000000000
1.000000000000
NC
USD
506.050000000000
0.0001129464
N/A
DE
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
MICRO E-MINI NASDAQ 100 MAR 24
MICRO E-MINI NASDAQ 100 MAR 24
2024-03-15
35659.450000000000
USD
506.050000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
IBEX 35 INDEX MAR 24
000000000
13.000000000000
NC
-9758.830000000000
-0.0021780944
N/A
DE
CORP
ES
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
IBEX 35 INDEX MAR 24
IBEX 35 INDEX MAR 24
2024-03-15
1312563.580000000000
EUR
-9758.830000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
IBEX 35 INDEX MAR 24
000000000
10.000000000000
NC
3229.010000000000
0.0007206897
N/A
DE
CORP
ES
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
IBEX 35 INDEX MAR 24
IBEX 35 INDEX MAR 24
2024-03-15
999759.000000000000
EUR
3229.010000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
IBEX MINI IDX MAR 24
000000000
4.000000000000
NC
-219.780000000000
-0.0000490532
N/A
DE
CORP
ES
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
IBEX MINI IDX MAR 24
IBEX MINI IDX MAR 24
2024-03-15
40312.160000000000
EUR
-219.780000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
RAPESEED MAY 24
000000000
-12.000000000000
NC
486.490000000000
0.0001085808
N/A
DCO
CORP
FR
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
RAPESEED MAY 24
RAPESEED MAY 24
2024-04-30
-247647.500000000000
EUR
486.490000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
RAPESEED AUG 24
000000000
-8.000000000000
NC
-1071.010000000000
-0.0002390410
N/A
DCO
CORP
FR
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
RAPESEED AUG 24
RAPESEED AUG 24
2024-07-31
-164315.000000000000
EUR
-1071.010000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO-BTP (ITALY GOVT) MAR 24
000000000
60.000000000000
NC
-103477.820000000000
-0.0230954385
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
EURO-BTP (ITALY GOVT) MAR 24
EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
7163830.830000000000
EUR
-103477.820000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-BTP (ITALY GOVT) MAR 24
000000000
29.000000000000
NC
27604.590000000000
0.0061611282
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO-BTP (ITALY GOVT) MAR 24
EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
3391593.040000000000
EUR
27604.590000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO-BTP (ITALY GOVT) MAR 24
000000000
2.000000000000
NC
-1638.290000000000
-0.0003656535
N/A
DIR
CORP
DE
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
EURO-BTP (ITALY GOVT) MAR 24
EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
237147.740000000000
EUR
-1638.290000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO-BTP (ITALY GOVT) MAR 24
000000000
-6.000000000000
NC
1336.550000000000
0.0002983075
N/A
DIR
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
EURO-BTP (ITALY GOVT) MAR 24
EURO-BTP (ITALY GOVT) MAR 24
2024-03-07
-708166.120000000000
EUR
1336.550000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
KL COMPOSITE INDX MAR 24
000000000
15.000000000000
NC
-165.450000000000
-0.0000369271
N/A
DE
CORP
MY
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
KL COMPOSITE INDX MAR 24
KL COMPOSITE INDX MAR 24
2024-03-29
1155410.130000000000
MYR
-165.450000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2757862.360000000000
OU
Notional Amount
N/A
-3901.040000000000
-0.0008706816
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
412500000.000000000000000
JPY
2757862.359999999869615
USD
2024-03-27
-3901.040000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
3300000.000000000000
OU
Notional Amount
N/A
16249.540000000000
0.0036267700
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
4372929000.000000000000000
KRW
3300000.000000000000000
USD
2024-03-06
16249.540000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
3800000.000000000000
OU
Notional Amount
N/A
7475.030000000000
0.0016683681
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
5052752080.000000000000000
KRW
3800000.000000000000000
USD
2024-03-20
7475.030000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
3250000.000000000000
OU
Notional Amount
N/A
41047.180000000000
0.0091614089
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
36886492.750000000000000
NOK
3250000.000000000000000
EUR
2024-03-27
41047.180000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWEDISH KRONA
000000000
-54500000.000000000000
OU
Notional Amount
N/A
68782.480000000000
0.0153517105
N/A
DFE
CORP
NO
N
2
JPMorgan
ZBUT11V806EZRVTWT807
54500000.000000000000000
NOK
53882921.500000000000000
SEK
2024-03-27
68782.480000000000
N
N
N
ALBIREO PHARMA INC
549300835H8LC7O8VC29
ALBIREO PHARMA INC CVR
013CVR022
37853.000000000000
NS
USD
89454.210000000000
0.0199654787
Long
EC
CORP
US
Y
3
N
N
N
ALIGNED DATA CENTERS ISSUER LLC ADC_21-1A
N/A
ADC_21-1A
01627AAA6
388000.000000000000
PA
USD
350651.160000000000
0.0782625911
Long
ABS-MBS
CORP
US
N
2
2046-08-15
Fixed
1.937000000000
N
N
N
N
N
N
ATI INC
ZW1LRE7C3H17O2ZN9B45
ATI INC
01741RAN2
92000.000000000000
PA
USD
94616.020000000000
0.0211175542
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
7.250000000000
N
N
N
N
N
N
ALLEGRO CLO XII ALLEG_20-1A
N/A
ALLEG_20-1A
01750TAG1
250000.000000000000
PA
USD
250020.500000000000
0.0558026163
Long
ABS-MBS
CORP
US
N
2
2032-01-21
Variable
7.279400000000
N
N
N
N
N
N
ALLIANT ENERGY FINANCE LLC
54930033ER6EOI5DL570
ALLIANT ENERGY FINANCE LLC
01882YAD8
305000.000000000000
PA
USD
262089.530000000000
0.0584963293
Long
DBT
CORP
US
N
2
2032-03-01
Fixed
3.600000000000
N
N
N
N
N
N
ALLISON TRANSMISSION INC
MWKQ3I0U1GXP2YDSZW75
ALLISON TRANSMISSION INC
019736AG2
100000.000000000000
PA
USD
86510.470000000000
0.0193084590
Long
DBT
CORP
US
N
2
2031-01-30
Fixed
3.7500
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F020638
1700000.000000000000
PA
USD
1335628.360000000000
0.2981017834
Long
ABS-MBS
USGA
US
N
2
2054-03-13
Fixed
2.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F022634
1600000.000000000000
PA
USD
1314415.700000000000
0.2933672839
Long
ABS-MBS
USGA
US
N
2
2054-03-13
Fixed
2.500000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-1189670.500000000000
OU
Notional Amount
N/A
2195.740000000000
0.0004900720
N/A
DFE
CORP
NO
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1189670.500000000000000
NOK
114250.000000000000000
USD
2024-03-20
2195.740000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2800000.000000000000
OU
Notional Amount
N/A
35095.400000000000
0.0078330183
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
29349453.559999998658895
NOK
2800000.000000000000000
USD
2024-03-27
35095.400000000000
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F030637
1725000.000000000000
PA
USD
1475249.240000000000
0.3292640697
Long
ABS-MBS
USGA
US
N
2
2054-03-13
Fixed
3.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F040636
4050000.000000000000
PA
USD
3725899.280000000000
0.8315915216
Long
ABS-MBS
USGA
US
N
2
2054-03-13
Fixed
4.0000
N
N
N
N
N
N
UMBS
N/A
UMBS 30YR TBA(REG A)
01F042632
3000000.000000000000
PA
USD
2839582.680000000000
0.6337726020
Long
ABS-MBS
USGA
US
N
2
2054-03-13
Fixed
4.5000
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_07-OH3
N/A
CWALT_07-OH3
02151DAD6
429355.270000000000
PA
USD
381876.130000000000
0.0852317597
Long
ABS-CBDO
CORP
US
N
2
2047-09-25
Variable
5.875400000000
N
N
N
N
N
N
AMERICAN AIRLINES 2016-2 PASS THROUGH TRUSTS
N/A
AMERICAN AIRLINES 16-2 AA PTT
023765AA8
168625.000000000000
PA
USD
154053.230000000000
0.0343834737
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
3.200000000000
N
N
N
N
N
N
AADVANTAGE LOYALTY IP LTD
N/A
AADVANTAGE LOYALTY TL 4.75
02376CBJ3
174250.000000000000
PA
USD
179123.770000000000
0.0399790218
Long
LON
CORP
KY
N
2
2028-04-20
Variable
10.3894
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
7600000.000000000000
OU
Notional Amount
N/A
31205.120000000000
0.0069647382
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
8068427.519999999552965
NZD
7600000.000000000000000
AUD
2024-03-27
31205.120000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-2100000.000000000000
OU
Notional Amount
N/A
18194.470000000000
0.0040608631
N/A
DFE
CORP
NZ
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2100000.000000000000000
NZD
1296795.570000000065193
USD
2024-03-27
18194.470000000000
N
N
N
AMERICAN AIRLINES GROUP INC
N/A
AMERICAN AIRLINES GROUP INC
02376RAF9
490000.000000000000
PA
USD
574525.000000000000
0.1282294778
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
6.500000000000
N
N
N
N
N
AMERICAN AIRLINES GROUP INC
AMERICAN AIRLINES GROUP INC
USD
XXXX
N
N
N
AMERICAN ASSETS TRUST LP
549300V1TI0SMG9Z6U69
AMERICAN ASSETS TRUST LP
02401LAA2
155000.000000000000
PA
USD
125376.480000000000
0.0279830478
Long
DBT
CORP
US
N
2
2031-02-01
Fixed
3.375000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
700000.000000000000
OU
Notional Amount
N/A
2688.350000000000
0.0006000187
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2785237.000000000000000
PLN
700000.000000000000000
USD
2024-03-27
2688.350000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
EURO COUNTRIES
000000000
5250000.000000000000
OU
Notional Amount
N/A
-7348.170000000000
-0.0016400540
N/A
DFE
CORP
XX
N
2
JPMorgan
ZBUT11V806EZRVTWT807
58895198.770000003278255
SEK
5250000.000000000000000
EUR
2024-03-27
-7348.170000000000
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816CH0
85000.000000000000
PA
USD
76905.200000000000
0.0171646380
Long
DBT
CORP
US
N
2
N/A
Variable
3.550000000000
N
N
N
N
N
N
AHM_05-1
N/A
AHM_05-1
02660TDH3
64996.180000000000
PA
USD
64094.010000000000
0.0143052808
Long
ABS-CBDO
CORP
US
N
2
2045-06-25
Variable
7.715100000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NORWAY KRONA
000000000
3000000.000000000000
OU
Notional Amount
N/A
-512.930000000000
-0.0001144820
N/A
DFE
CORP
NO
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2932134.299999999813735
SEK
3000000.000000000000000
NOK
2024-03-27
-512.930000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
-149311.690000000000
OU
Notional Amount
N/A
1363.930000000000
0.0003044185
N/A
DFE
CORP
SG
N
2
JPMorgan
ZBUT11V806EZRVTWT807
149311.690000000002328
SGD
112412.000000000000000
USD
2024-03-20
1363.930000000000
N
N
N
AMERICAN HOMES 4 RENT LP
549300N4PXZ37U8QKI55
AMERICAN HOMES 4 RENT
02666TAF4
210000.000000000000
PA
USD
163905.720000000000
0.0365824723
Long
DBT
CORP
US
N
2
2052-04-15
Fixed
4.300000000000
N
N
N
N
N
N
AMERICAN TOWER TRUST 1
5493004YGM0MQZJOEJ36
AMERICAN TOWER TRUST I
03027WAM4
410000.000000000000
PA
USD
410193.320000000000
0.0915519346
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
5.490000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2000000.000000000000
OU
Notional Amount
N/A
1765.860000000000
0.0003941261
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
2685904.200000000186265
SGD
2000000.000000000000000
USD
2024-03-27
1765.860000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
2699209.000000000000
OU
Notional Amount
N/A
-7727.770000000000
-0.0017247777
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
87045245.109999999403954
TRY
2699209.000000000000000
USD
2024-03-29
-7727.770000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1100000.000000000000
OU
Notional Amount
N/A
16262.450000000000
0.0036296514
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
34256600.000000000000000
TWD
1100000.000000000000000
USD
2024-03-05
16262.450000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1100000.000000000000
OU
Notional Amount
N/A
8103.580000000000
0.0018086556
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
34514700.000000000000000
TWD
1100000.000000000000000
USD
2024-03-06
8103.580000000000
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XBC3
175000.000000000000
PA
USD
144040.170000000000
0.0321486372
Long
DBT
CORP
US
N
2
2030-06-15
Fixed
2.100000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORPORATION
03027XBM1
300000.000000000000
PA
USD
251633.950000000000
0.0561627257
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.700000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
US DOLLARS
000000000
1300000.000000000000
OU
Notional Amount
N/A
12025.720000000000
0.0026840465
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
40716000.000000000000000
TWD
1300000.000000000000000
USD
2024-03-20
12025.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
494648.000000000000
OU
Notional Amount
N/A
-3130.260000000000
-0.0006986495
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
324820.299999999988358
USD
494648.000000000000000
AUD
2024-03-20
-3130.260000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
AUSTRALIA DOLLAR
000000000
800000.000000000000
OU
Notional Amount
N/A
-3607.230000000000
-0.0008051055
N/A
DFE
CORP
AU
N
2
JPMorgan
ZBUT11V806EZRVTWT807
523999.760000000009313
USD
800000.000000000000000
AUD
2024-03-27
-3607.230000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
BRAZIL REAL
000000000
-100000.000000000000
OU
Notional Amount
N/A
54.520000000000
0.0000121684
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
497381.000000000000000
BRL
2024-03-04
54.520000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CANADIAN DOLLAR
000000000
-73958.330000000000
OU
Notional Amount
N/A
-248.690000000000
-0.0000555057
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
73958.330000000001746
USD
100000.000000000000000
CAD
2024-03-27
-248.690000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
SWISS FRANC
000000000
-5260077.570000000000
OU
Notional Amount
N/A
-16828.040000000000
-0.0037558867
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
5260077.570000000298023
USD
4625000.000000000000000
CHF
2024-03-27
-16828.040000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI EMER MKT INDEX (ICE) MAR 24
000000000
-3.000000000000
NC
USD
-123.900000000000
-0.0000276535
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
MSCI EMER MKT INDEX (ICE) MAR 24
MSCI EMER MKT INDEX (ICE) MAR 24
2024-03-15
-152396.100000000000
USD
-123.900000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
MSCI EAFE INDEX MAR 24
000000000
22.000000000000
NC
USD
64048.540000000000
0.0142951322
N/A
DE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
MSCI EAFE INDEX MAR 24
MSCI EAFE INDEX MAR 24
2024-03-15
2452641.460000000000
USD
64048.540000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MSCI EAFE INDEX MAR 24
000000000
38.000000000000
NC
USD
130505.300000000000
0.0291277603
N/A
DE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
MSCI EAFE INDEX MAR 24
MSCI EAFE INDEX MAR 24
2024-03-15
4216504.700000000000
USD
130505.300000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
E-MICRO GOLD FUTURES APR 24
000000000
8.000000000000
NC
USD
1049.400000000000
0.0002342179
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
E-MICRO GOLD FUTURES APR 24
E-MICRO GOLD FUTURES APR 24
2024-04-26
163326.600000000000
USD
1049.400000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
ICE ECX EMISSION EUA DEC 24
000000000
-31.000000000000
NC
212486.320000000000
0.0474252815
N/A
DCO
CORP
NL
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
ICE ECX EMISSION EUA DEC 24
ICE ECX EMISSION EUA DEC 24
2024-12-16
-1933354.550000000000
EUR
212486.320000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NORWAY KRONA
000000000
5063756.810000000000
OU
Notional Amount
N/A
-4132.700000000000
-0.0009223863
N/A
DFE
CORP
NO
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
444820.410000000032596
EUR
5063756.810000000521541
NOK
2024-03-20
-4132.700000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-362530.110000000000
OU
Notional Amount
N/A
151.780000000000
0.0000338761
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
362530.109999999986030
EUR
392237.280000000027940
USD
2024-03-20
151.780000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-1031293.000000000000
OU
Notional Amount
N/A
2326.640000000000
0.0005192878
N/A
DFE
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
1031293.000000000000000
GBP
1304259.799999999813735
USD
2024-03-20
2326.640000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-167027688.000000000000
OU
Notional Amount
N/A
26806.420000000000
0.0059829829
N/A
DFE
CORP
JP
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
167027688.000000000000000
JPY
1144000.000000000000000
USD
2024-03-21
26806.420000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-8053832.910000000000
OU
Notional Amount
N/A
-4843.380000000000
-0.0010810045
N/A
DFE
CORP
MX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
8053832.910000000149012
MXN
466439.030000000027940
USD
2024-03-20
-4843.380000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
EURO COUNTRIES
000000000
712854.230000000000
OU
Notional Amount
N/A
11591.000000000000
0.0025870204
N/A
DFE
CORP
XX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
8062260.890000000596046
NOK
712854.229999999981374
EUR
2024-03-20
11591.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US DOLLARS
000000000
-6215569.630000000000
OU
Notional Amount
N/A
63972.340000000000
0.0142781250
N/A
DFE
CORP
SG
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
6215569.629999999888241
SGD
4686698.330000000074506
USD
2024-03-20
63972.340000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRITISH POUND
000000000
286944.720000000000
OU
Notional Amount
N/A
2005.170000000000
0.0004475382
N/A
DFE
CORP
GB
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
360241.880000000004657
USD
286944.719999999972060
GBP
2024-03-20
2005.170000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
JAPANESE YEN
000000000
84201410.000000000000
OU
Notional Amount
N/A
-9304.300000000000
-0.0020766468
N/A
DFE
CORP
JP
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
572500.000000000000000
USD
84201410.000000000000000
JPY
2024-03-21
-9304.300000000000
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PACIFIC PROPERTIES LP
44409MAB2
155000.000000000000
PA
USD
129144.650000000000
0.0288240738
Long
DBT
CORP
US
N
2
2029-04-01
Fixed
4.650000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
MEXICAN PESO
000000000
3306174.440000000000
OU
Notional Amount
N/A
3370.880000000000
0.0007523540
N/A
DFE
CORP
MX
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
190095.000000000000000
USD
3306174.439999999944121
MXN
2024-03-20
3370.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NEW ZEALAND DOLLAR
000000000
505860.300000000000
OU
Notional Amount
N/A
-763.680000000000
-0.0001704474
N/A
DFE
CORP
NZ
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
308759.419999999983702
USD
505860.299999999988358
NZD
2024-03-20
-763.680000000000
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PACIFIC PROPERTIES LP
44409MAC0
80000.000000000000
PA
USD
60129.900000000000
0.0134205225
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
3.250000000000
N
N
N
N
N
N
HUDSON YARDS HY_19-55HY
N/A
HY_19-55HY
44421MAN0
85000.000000000000
PA
USD
60642.320000000000
0.0135348906
Long
ABS-MBS
CORP
US
N
2
2041-12-10
Variable
2.942800000000
N
N
N
N
N
N
HYATT HOTELS CORP
T27JQIMTYSH41TCD5186
HYATT HOTELS CORP
448579AJ1
451000.000000000000
PA
USD
459571.310000000000
0.1025727150
Long
DBT
CORP
US
N
2
2030-04-23
Variable
5.750000000000
N
N
N
N
N
N
ICAHN ENTERPRISES LP
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP / FIN CORP
451102BW6
50000.000000000000
PA
USD
49746.260000000000
0.0111029754
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
4.7500
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SINGAPORE DOLLAR
000000000
1003970.750000000000
OU
Notional Amount
N/A
-1966.630000000000
-0.0004389364
N/A
DFE
CORP
SG
N
2
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
748653.089999999967404
USD
1003970.750000000000000
SGD
2024-03-20
-1966.630000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NATURAL GAS APR 24
000000000
-10.000000000000
NC
USD
-8387.000000000000
-0.0018719127
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
NATURAL GAS APR 24
NATURAL GAS APR 24
2024-03-26
-177613.000000000000
USD
-8387.000000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NATURAL GAS APR 24
000000000
-75.000000000000
NC
USD
-56584.760000000000
-0.0126292750
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
NATURAL GAS APR 24
NATURAL GAS APR 24
2024-03-26
-1338415.240000000000
USD
-56584.760000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
NATURAL GAS MAY 24
000000000
-10.000000000000
NC
USD
-10047.000000000000
-0.0022424117
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
NATURAL GAS MAY 24
NATURAL GAS MAY 24
2024-04-26
-190753.000000000000
USD
-10047.000000000000
N
N
N
ICAHN ENTERPRISES LP
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP / FIN CORP
451102BZ9
190000.000000000000
PA
USD
174462.940000000000
0.0389387610
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
5.2500
N
N
N
N
N
N
ICAHN ENTERPRISES LP
549300T0G4GS0SINS786
ICAHN ENTERPRISES LP
451102CC9
58000.000000000000
PA
USD
48920.910000000000
0.0109187637
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
4.375000000000
N
N
N
N
N
N
IMM_04-8
N/A
IMM_04-8
45254NKR7
131400.760000000000
PA
USD
130089.720000000000
0.0290350061
Long
ABS-CBDO
CORP
US
N
2
2034-10-25
Variable
6.135400000000
N
N
N
N
N
N
IMPAC SECURED ASSETS CORP IMSA_06-5
N/A
IMSA_06-5
45257EAC8
489835.630000000000
PA
USD
432323.690000000000
0.0964912597
Long
ABS-CBDO
CORP
US
N
2
2037-02-25
Variable
5.975400000000
N
N
N
N
N
N
INDIAN RAILWAY FINANCE CORP LTD
335800F2JHSOGXQEBY56
INDIAN RAILWAY FINANCE CORP LTD
45434L2A1
200000.000000000000
PA
USD
177322.200000000000
0.0395769255
Long
DBT
NUSS
IN
N
2
2030-02-13
Fixed
3.249000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
455780CS3
200000.000000000000
PA
USD
185931.140000000000
0.0414983734
Long
DBT
NUSS
ID
N
2
2030-10-15
Fixed
3.8500
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
455780CW4
200000.000000000000
PA
USD
139435.510000000000
0.0311209132
Long
DBT
NUSS
ID
N
2
2051-03-12
Fixed
3.050000000000
N
N
N
N
N
N
INABS_05-D
N/A
INABS_05-D
456606JN3
56473.860000000000
PA
USD
55639.620000000000
0.0124183272
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Variable
6.135400000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2
N/A
INDX_06-AR2
45661EAA2
647482.500000000000
PA
USD
525078.590000000000
0.1171934266
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Variable
5.875400000000
N
N
N
N
N
N
INDYMAC INDX MORTGAGE LOAN TRUST INDX_06-AR2
N/A
INDX_06-AR2
45661EAB0
596877.500000000000
PA
USD
484068.430000000000
0.1080402802
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Variable
5.855400000000
N
N
N
N
N
N
INTER-AMERICAN DEV BANK
VKU1UKDS9E7LYLMACP54
INTER-AMERICAN DEVELOPMENT BANK
458182EL2
230000.000000000000
PA
174620.840000000000
0.0389740031
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.600000000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE INC
5493000F4ZO33MV32P92
INTERCONTINENTAL EXCHANGE INC
45866FAN4
175000.000000000000
PA
USD
135057.730000000000
0.0301438270
Long
DBT
CORP
US
N
2
2032-09-15
Fixed
1.850000000000
N
N
N
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTL BANK RECON & DEVELOPMENT
459058KF9
150000.000000000000
PA
103578.870000000000
0.0231179921
Long
DBT
CORP
US
N
2
2027-01-19
Fixed
1.800000000000
N
N
N
N
N
N
INTL BANK FOR RECONSTRUCT
N/A
INTL BANK RECON & DEVELOPMENT
459058KV4
180000.000000000000
PA
134974.330000000000
0.0301252127
Long
DBT
CORP
US
N
2
2030-09-18
Fixed
4.250000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES
459506AE1
5000.000000000000
PA
USD
3736.390000000000
0.0008339330
Long
DBT
CORP
US
N
2
2047-06-01
Fixed
4.375000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES
459506AL5
180000.000000000000
PA
USD
150933.370000000000
0.0336871454
Long
DBT
CORP
US
N
2
2048-09-26
Fixed
5.000000000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL CORP
N/A
AMERICAN WATER CAPITAL CORP
03040WBB0
365000.000000000000
PA
USD
354050.000000000000
0.0790211855
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
3.625000000000
N
N
N
N
N
AMERICAN WATER WORKS COMPANY INC
American Water Works Co Inc
USD
XXXX
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_21-VOLT
N/A
BX_21-VOLT
05609VAQ8
245000.000000000000
PA
USD
241480.480000000000
0.0538965508
Long
ABS-MBS
CORP
US
N
2
2036-09-15
Variable
7.832100000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES
459506AQ4
455000.000000000000
PA
USD
372847.330000000000
0.0832166023
Long
DBT
CORP
US
N
2
2030-11-01
Fixed
2.300000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES
459506AR2
5000.000000000000
PA
USD
3495.220000000000
0.0007801057
Long
DBT
CORP
US
N
2
2040-11-15
Fixed
3.268000000000
N
N
N
N
N
N
BX TRUST BX_22-CLS
N/A
BX_22-CLS
05609XAA9
150000.000000000000
PA
USD
149144.020000000000
0.0332877765
Long
ABS-MBS
CORP
US
N
2
2027-10-13
Fixed
5.760000000000
N
N
N
N
N
N
BX COMMERCIAL MORTGAGE TRUST BX_24-BIO
N/A
BX_24-BIO
05612AAL0
463000.000000000000
PA
USD
462710.670000000000
0.1032733956
Long
ABS-MBS
CORP
US
N
2
2041-02-15
Variable
8.939000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORPORATION
058498AV8
86000.000000000000
PA
USD
85170.910000000000
0.0190094797
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
4.875000000000
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORPORATION
058498AW6
945000.000000000000
PA
USD
799896.600000000000
0.1785306528
Long
DBT
CORP
US
N
2
2030-08-15
Fixed
2.8750
N
N
N
N
N
N
BALL CORP
0BGI85ALH27ZJP15DY16
BALL CORPORATION
058498AY2
365000.000000000000
PA
USD
374027.320000000000
0.0834799668
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
6.875000000000
N
N
N
N
N
N
BANK OF AMERICA FUNDING CORPORATION BAFC_05-B
N/A
BAFC_05-B
05946XSG9
63660.800000000000
PA
USD
63464.550000000000
0.0141647902
Long
ABS-CBDO
CORP
US
N
2
2035-04-20
Variable
6.109300000000
N
N
N
N
N
N
MODIVCARE ESCROW ISSUER INC
N/A
MODIVCARE ESCROW ISSUER INC
60783XAA2
352000.000000000000
PA
USD
259498.320000000000
0.0579179915
Long
DBT
CORP
US
N
2
2029-10-01
Fixed
5.000000000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_15-C26
N/A
MSBAM_15-C26
61690VBA5
8790833.800000000000
PA
USD
67269.220000000000
0.0150139628
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Variable
0.961900000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL I TRUST MSC_18-MP
N/A
MSC_18-MP
61691DAA5
212000.000000000000
PA
USD
188079.430000000000
0.0419778549
Long
ABS-MBS
CORP
US
N
2
2040-07-11
Variable
4.276000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468Q5
415000.000000000000
PA
USD
399388.460000000000
0.0891403745
Long
DBT
CORP
US
N
2
2026-04-28
Variable
2.188000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
6174468U6
310000.000000000000
PA
USD
245464.670000000000
0.0547857908
Long
DBT
CORP
US
N
2
2032-02-13
Variable
1.794000000000
N
N
N
N
N
N
MORGAN STANLEY ABS CAPITAL I MSAC_05-WMC1
N/A
MSAC_05-WMC1
61744CLW4
213185.670000000000
PA
USD
207700.400000000000
0.0463571017
Long
ABS-CBDO
CORP
US
N
2
2035-01-25
Variable
6.215400000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YED3
165000.000000000000
PA
USD
133026.780000000000
0.0296905348
Long
DBT
CORP
US
N
2
2032-07-21
Variable
2.239000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEF8
85000.000000000000
PA
USD
66796.440000000000
0.0149084420
Long
DBT
CORP
US
N
2
2036-09-16
Variable
2.4840
N
N
N
N
N
N
BAFC_14-R6
N/A
BAFC_14-R6
05969KBB8
457465.520000000000
PA
USD
450034.310000000000
0.1004441313
Long
ABS-CBDO
CORP
US
N
2
2036-07-26
Variable
5.710300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_19-NQM1
N/A
CSMC_19-NQM1
12655VAA2
12972.760000000000
PA
USD
12493.290000000000
0.0027884044
Long
ABS-CBDO
CORP
US
N
2
2059-10-25
Variable
2.656000000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_20-RPL6
N/A
CSMC_20-RPL6
12656HAC8
589371.280000000000
PA
USD
587134.620000000000
0.1310438462
Long
ABS-CBDO
CORP
US
N
2
2059-03-25
Variable
3.385300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-B33
N/A
CSMC_21-B33
12658WAG4
423000.000000000000
PA
USD
358934.150000000000
0.0801112895
Long
ABS-MBS
CORP
US
N
2
2043-10-10
Variable
3.644900000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61747YEG6
310000.000000000000
PA
USD
300798.670000000000
0.0671359060
Long
DBT
CORP
US
N
2
2025-10-21
Variable
1.164000000000
N
N
N
N
N
N
MSM_05-5AR
N/A
MSM_05-5AR
61748HLN9
500000.000000000000
PA
USD
485043.550000000000
0.1082579194
Long
ABS-CBDO
CORP
US
N
2
2035-09-25
Variable
6.685400000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC MSAC_07-HE2
N/A
MSAC_07-HE2
61753EAB6
1181935.340000000000
PA
USD
548335.620000000000
0.1223842134
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Variable
5.615400000000
N
N
N
N
N
N
MORGAN STANLEY CAPITAL INC MSAC_07-NC3
N/A
MSAC_07-NC3
61755AAE6
635263.680000000000
PA
USD
467146.550000000000
0.1042634492
Long
ABS-CBDO
CORP
US
N
2
2037-05-25
Variable
5.955400000000
N
N
N
N
N
N
MORGAN STANLEY BAML TRUST MSBAM_
N/A
MSBAM_16-C31
61766RBA3
2049806.420000000000
PA
USD
51042.230000000000
0.0113922257
Long
ABS-MBS
CORP
US
N
2
2049-11-15
Variable
1.263100000000
N
N
N
N
N
N
MVW OWNER TRUST MVWOT_18-1A
N/A
MVWOT_18-1A
62848BAA9
16655.950000000000
PA
USD
16484.810000000000
0.0036792804
Long
ABS-MBS
CORP
US
N
2
2036-01-21
Fixed
3.450000000000
N
N
N
N
N
N
CSMC TRUST CSMC_21-980M
N/A
CSMC_21-980M
12659RAC3
6982000.000000000000
PA
USD
141804.420000000000
0.0316496353
Long
ABS-MBS
CORP
US
N
2
2031-07-15
Variable
0.991300000000
N
N
N
N
N
N
CREDIT SUISSE MORTGAGE TRUST CSMC_21-RPL4
N/A
CSMC_21-RPL4
12662GAC2
1218739.610000000000
PA
USD
1167651.510000000000
0.2606106668
Long
ABS-CBDO
CORP
US
N
2
2060-12-27
Variable
1.795600000000
N
N
N
N
N
N
NBM US HOLDINGS INC
5493008K1QMSP0J8UC24
NBM US HOLDINGS INC
62877VAA9
200000.000000000000
PA
USD
200009.690000000000
0.0446405954
Long
DBT
CORP
US
N
2
2026-05-14
Fixed
7.000000000000
N
N
N
N
N
N
NCR VOYIX CORP
549300YKTY8JX1DV2R67
NCR CORPORATION
62886EAZ1
75000.000000000000
PA
USD
67805.990000000000
0.0151337656
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
5.250000000000
N
N
N
N
N
N
COUNTRYWIDE ASSET_BACKED CERTIFI
N/A
CWL_05-17
126670RD2
119296.980000000000
PA
USD
117835.590000000000
0.0262999803
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
5.895400000000
N
N
N
N
N
N
CWL_04-10
N/A
CWL_04-10
126673JW3
807785.000000000000
PA
USD
759449.410000000000
0.1695031570
Long
ABS-CBDO
CORP
US
N
2
2034-12-25
Variable
7.010400000000
N
N
N
N
N
N
NGL ENERGY OPERATING LLC
5493008CQD36WWZJ3O79
NGL ENERGY OPERATING LLC
62922LAD0
70000.000000000000
PA
USD
71138.440000000000
0.0158775423
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
8.375000000000
N
N
N
N
N
N
NOMURA NLT_21-INV1
N/A
NLT_21-INV1
62923JAA0
712153.380000000000
PA
USD
579795.190000000000
0.1294057429
Long
ABS-CBDO
CORP
US
N
2
2056-05-25
Variable
1.185000000000
N
N
N
N
N
N
NATIONWIDE MUT INS CO
Z7LVXXWM8HZPKF5T2355
NATIONWIDE MUTUAL INSURANCE CO
638671AJ6
450000.000000000000
PA
USD
451487.250000000000
0.1007684162
Long
DBT
CORP
US
N
2
2024-12-15
Variable
7.936200000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_18-ALXA
N/A
NCMS_18-ALXA
63874GAL9
60000.000000000000
PA
USD
43498.750000000000
0.0097085801
Long
ABS-MBS
CORP
US
N
2
2043-01-15
Variable
4.315900000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
N/A
NCMS_20-2PAC
63875DAC5
937398.100000000000
PA
USD
6696.120000000000
0.0014945215
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
1.395000000000
N
N
N
N
N
N
NATIXIS COMMERCIAL MORTGAGE SECURITIES TRUST NCMS_20-2PAC
N/A
NCMS_20-2PAC
63875DAE1
2665000.000000000000
PA
USD
13441.990000000000
0.0030001468
Long
ABS-MBS
CORP
US
N
2
2038-12-15
Variable
0.956900000000
N
N
N
N
N
N
CWALT_05-43
N/A
CWALT_05-43
12667G5U3
160901.720000000000
PA
USD
136750.420000000000
0.0305216221
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
3.981300000000
N
N
N
N
N
N
COUNTRYWIDE ALTERNATIVE LOAN TRUST CWALT_05-59
N/A
CWALT_05-59
12668AEV3
702917.090000000000
PA
USD
624112.840000000000
0.1392970951
Long
ABS-CBDO
CORP
US
N
2
2035-11-20
Variable
6.090300000000
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13
N/A
CWL_07-13
126698AC3
129007.460000000000
PA
USD
115325.280000000000
0.0257396988
Long
ABS-CBDO
CORP
US
N
2
2047-10-25
Variable
6.335400000000
N
N
N
N
N
N
COUNTRYWIDE ASSET-BACKED CERTIFICATES CWL_07-13
N/A
CWL_07-13
126698AD1
256450.976000000000
PA
USD
229245.890000000000
0.0511658862
Long
ABS-CBDO
CORP
US
N
2
2047-10-25
Variable
6.235400000000
N
N
N
N
N
N
C&W SENIOR FINANCING DAC
5493009O8OIWZPZRY516
C&W SENIOR FINANCING DAC
12674TAA4
200000.000000000000
PA
USD
188547.430000000000
0.0420823088
Long
DBT
CORP
IE
N
2
2027-09-15
Fixed
6.875000000000
N
N
N
N
N
N
CABLE ONE INC
549300648QS85T0XSH18
CABLE ONE INC
12685JAC9
260000.000000000000
PA
USD
196307.220000000000
0.0438142332
Long
DBT
CORP
US
N
2
2030-11-15
Fixed
4.000000000000
N
N
N
N
N
N
CANADA (GOVERNMENT OF)
4BFD7AQU0A75QLAHK410
CANADA (GOVERNMENT OF)
135087J96
295000.000000000000
PA
213902.510000000000
0.0477413640
Long
DBT
NUSS
CA
N
2
2024-09-01
Fixed
1.500000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BS2
690000.000000000000
PA
USD
522526.330000000000
0.1166237821
Long
DBT
CORP
US
N
2
2049-07-01
Fixed
5.125000000000
N
N
N
N
N
N
NAVIENT CORP NAVSL_14-1
N/A
NAVSL_14-1
63938EAC8
269675.380000000000
PA
USD
260663.450000000000
0.0581780394
Long
ABS-MBS
CORP
US
N
2
2031-06-25
Variable
5.946100000000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
NETFLIX INC
64110LAL0
285000.000000000000
PA
USD
285899.240000000000
0.0638104699
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.875000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BU7
50000.000000000000
PA
USD
40338.210000000000
0.0090031724
Long
DBT
CORP
US
N
2
2031-04-01
Fixed
2.800000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175BV5
250000.000000000000
PA
USD
151398.050000000000
0.0337908583
Long
DBT
CORP
US
N
2
2051-04-01
Fixed
3.700000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT LLC/CAP
161175BX1
20000.000000000000
PA
USD
15192.730000000000
0.0033908983
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.300000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING
549300TPZNMN50BJ3745
CHARTER COMM OPT/OPT CAP
161175CK8
115000.000000000000
PA
USD
89229.340000000000
0.0199152895
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.250000000000
N
N
N
N
N
N
CHENIERE ENERGY PARTNERS LP
5493005UEC8AZ34LDV29
CHENIERE ENERGY PARTNERS LP
16411QAK7
735000.000000000000
PA
USD
656445.380000000000
0.1465134646
Long
DBT
CORP
US
N
2
2031-03-01
Fixed
4.0000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_23-SMRT
N/A
CGCMT_23-SMRT
17291NAA9
135000.000000000000
PA
USD
136461.230000000000
0.0304570772
Long
ABS-MBS
CORP
US
N
2
2028-06-10
Variable
6.014700000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MS7
10000.000000000000
PA
USD
8458.540000000000
0.0018878798
Long
DBT
CORP
US
N
2
2031-06-03
Variable
2.572000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967MX6
440000.000000000000
PA
USD
436153.500000000000
0.0973460433
Long
DBT
CORP
US
N
2
2025-05-01
Variable
0.981000000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967NE7
420000.000000000000
PA
USD
340861.140000000000
0.0760775353
Long
DBT
CORP
US
N
2
2032-11-03
Variable
2.520000000000
N
N
N
N
N
N
CINCOR PHARMA INC
N/A
CINCOR PHARMA INC RIGHTS
172CVR011
44405.000000000000
NS
USD
149707.020000000000
0.0334134337
Long
EC
CORP
US
Y
3
N
N
N
CITIGROUP MORTGAGE LOAN TRUST CMLTI_06-AR2
N/A
CMLTI_06-AR2
17307G6K9
224835.560000000000
PA
USD
168738.010000000000
0.0376610015
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Variable
5.293700000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17308CC53
100000.000000000000
PA
USD
88217.570000000000
0.0196894703
Long
DBT
CORP
US
N
2
2030-11-05
Variable
2.976000000000
N
N
N
N
N
N
CITIGROUP MORTGAGE LOAN TRUST INC CMLTI_06-WFH3
N/A
CMLTI_06-WFH3
17309QAF1
180245.010000000000
PA
USD
178876.520000000000
0.0399238375
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
5.885400000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
17327CAQ6
115000.000000000000
PA
USD
96621.960000000000
0.0215652643
Long
DBT
CORP
US
N
2
2033-01-25
Variable
3.057000000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
N/A
ONTARIO (PROVINCE OF)
68333ZAN7
1109000.000000000000
PA
689778.880000000000
0.1539532406
Long
DBT
MUN
CA
N
2
2030-12-02
Fixed
1.350000000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
N/A
ROCKIES EXPRESS PIPELINE LLC
77340RAR8
100000.000000000000
PA
USD
93535.250000000000
0.0208763348
Long
DBT
CORP
US
N
2
2029-07-15
Fixed
4.950000000000
N
N
N
N
N
N
ROCKIES EXPRESS PIPELINE LLC
N/A
ROCKIES EXPRESS PIPELINE LLC
77340RAT4
100000.000000000000
PA
USD
92633.010000000000
0.0206749619
Long
DBT
CORP
US
N
2
2030-05-15
Fixed
4.800000000000
N
N
N
N
N
N
ROCKFORD TOWER CLO LTD ROCKT_21-1A
N/A
ROCKT_21-1A
77341KAE1
448279.000000000000
PA
USD
447838.340000000000
0.0999540080
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
7.229400000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BG6
495000.000000000000
PA
USD
487205.130000000000
0.1087403671
Long
DBT
CORP
LR
N
2
2028-04-01
Fixed
5.5000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES LTD
K2NEH8QNVW44JIWK7Z55
ROYAL CARIBBEAN CRUISES LTD
780153BL5
63000.000000000000
PA
USD
68144.780000000000
0.0152093809
Long
DBT
CORP
LR
N
2
2027-08-15
Fixed
11.625000000000
N
N
N
N
N
N
SBA TOWER TRUST
N/A
SBA TOWER TRUST
78403DAZ3
240000.000000000000
PA
USD
242013.650000000000
0.0540155502
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
6.599000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAD6
890000.000000000000
PA
USD
840383.450000000000
0.1875670005
Long
DBT
CORP
US
N
2
2027-02-15
Fixed
3.8750
N
N
N
N
N
N
CIVITAS RESOURCES INC
IIVIHPH28S64K95M2381
CIVITAS RESOURCES INC
17888HAB9
395000.000000000000
PA
USD
420462.440000000000
0.0938439217
Long
DBT
CORP
US
N
2
2031-07-01
Fixed
8.7500
N
N
N
N
N
N
CLEARWATER PAPER CORP
549300HCVV19GXN4P292
CLEARWATER PAPER CORP
18538RAJ2
100000.000000000000
PA
USD
92524.910000000000
0.0206508348
Long
DBT
CORP
US
N
2
2028-08-15
Fixed
4.750000000000
N
N
N
N
N
N
SBA COMMUNICATIONS CORP
5299001HX8ZN8Y8QIT49
SBA COMMUNICATIONS CORP
78410GAG9
380000.000000000000
PA
USD
336442.940000000000
0.0750914277
Long
DBT
CORP
US
N
2
2029-02-01
Fixed
3.1250
N
N
N
N
N
N
SES GLOBAL AMERICAS HOLDINGS GP
5299000YGN3VJ3R60481
SES GLOBAL AMERICAS HLDG
78413KAB8
375000.000000000000
PA
USD
288091.570000000000
0.0642997808
Long
DBT
CORP
US
N
2
2044-03-25
Fixed
5.300000000000
N
N
N
N
N
N
CLEVELAND-CLIFFS INC
549300TM2WLI2BJMDD86
CLEVELAND-CLIFFS INC
185899AN1
1045000.000000000000
PA
USD
1037401.890000000000
0.2315399723
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
6.750000000000
N
N
N
N
N
N
CLYDESDALE ACQUISITION HOLDINGS INC
254900QKSDYFR3K5YD98
NOVOLEX
18972EAA3
94000.000000000000
PA
USD
93401.490000000000
0.0208464806
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
6.625000000000
N
N
N
N
N
N
SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
549300FIGODFFTOAAU64
SFAVE_15-5AVE
78413MAC2
425000.000000000000
PA
USD
331741.100000000000
0.0740420139
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
3.659000000000
N
N
N
N
N
N
SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
549300FIGODFFTOAAU64
SFAVE_15-5AVE
78413MAE8
35000.000000000000
PA
USD
27471.020000000000
0.0061313164
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.144000000000
N
N
N
N
N
N
SFAVE COMMERCIAL MORTGAGE SECURITIES SFAVE_15-5AVE
549300FIGODFFTOAAU64
SFAVE_15-5AVE
78413MAN8
345000.000000000000
PA
USD
215969.000000000000
0.0482025884
Long
ABS-MBS
CORP
US
N
2
2043-01-05
Variable
4.388000000000
N
N
N
N
N
N
SG CAPITAL PARTNERS SGR_21-2
N/A
SGR_21-2
78432YAA7
863588.650000000000
PA
USD
701717.080000000000
0.1566177533
Long
ABS-CBDO
CORP
US
N
2
2061-12-25
Variable
1.737000000000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST 2004-10
54930060UIG70QCSNY68
SLMA_04-10
78442GND4
272817.200000000000
PA
USD
248324.980000000000
0.0554241896
Long
ABS-MBS
CORP
US
N
2
2040-01-25
Variable
5.992500000000
N
N
N
N
N
N
SLMA_08-2
N/A
SLMA_08-2
784442AD7
740000.000000000000
PA
USD
708207.680000000000
0.1580664044
Long
ABS-MBS
CORP
US
N
2
2083-01-25
Variable
6.822500000000
N
N
N
N
N
N
DUKE ENERGY PROGRESS LLC
0NIFZ782LS46WOC9QK20
DUKE ENERGY PROGRESS LLC
26442UAQ7
215000.000000000000
PA
USD
214644.600000000000
0.0479069927
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.250000000000
N
N
N
N
N
N
DUTCHESS CNTY N Y LOC DEV CORP REV
N/A
Dutchess County Local Development Corp
267045NG3
25000.000000000000
PA
USD
24180.460000000000
0.0053968892
Long
DBT
MUN
US
N
2
2049-07-01
Fixed
4.000000000000
N
N
N
N
N
N
ELP 2021-ELP
N/A
ELP_21-ELP
26863LAG9
349593.080000000000
PA
USD
345769.410000000000
0.0771730227
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Variable
6.751900000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAN9
580000.000000000000
PA
USD
507362.810000000000
0.1132394033
Long
DBT
CORP
US
N
2
2031-05-15
Fixed
3.625000000000
N
N
N
N
N
N
SLMA_08-4
N/A
SLMA_08-4
78445AAD8
192278.420000000000
PA
USD
192431.760000000000
0.0429492609
Long
ABS-MBS
CORP
US
N
2
2026-07-25
Variable
7.272500000000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST SLMA_08-7
N/A
SLMA_08-7
78445FAE5
500000.000000000000
PA
USD
470059.400000000000
0.1049135745
Long
ABS-MBS
CORP
US
N
2
2083-07-26
Variable
7.472500000000
N
N
N
N
N
N
EQT CORP
4NT01YGM4X7ZX86ISY52
EQT CORP
26884LAR0
285000.000000000000
PA
USD
280326.740000000000
0.0625667316
Long
DBT
CORP
US
N
2
2034-02-01
Fixed
5.750000000000
N
N
N
N
N
N
Extra SpStrg
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP
30225VAG2
155000.000000000000
PA
USD
122887.650000000000
0.0274275605
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
2.350000000000
N
N
N
N
N
N
SLMA_12-1
N/A
SLMA_12-1
78446WAC1
295616.910000000000
PA
USD
289283.140000000000
0.0645657299
Long
ABS-MBS
CORP
US
N
2
2028-09-25
Variable
6.386100000000
N
N
N
N
N
N
SLM STUDENT LOAN TRUST SLMA_12-7
N/A
SLMA_12-7
78447KAD4
550000.000000000000
PA
USD
504572.480000000000
0.1126166235
Long
ABS-MBS
CORP
US
N
2
2043-09-25
Variable
7.236100000000
N
N
N
N
N
N
STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI
N/A
SMRT_22-MINI
78457JAG7
350000.000000000000
PA
USD
343875.000000000000
0.0767502053
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
6.667600000000
N
N
N
N
N
N
STORAGEMART COMMERCIAL MORTGAGE TRUST SMRT_22-MINI
N/A
SMRT_22-MINI
78457JAN2
350000.000000000000
PA
USD
337750.000000000000
0.0753831533
Long
ABS-MBS
CORP
US
N
2
2039-01-15
Variable
8.017600000000
N
N
N
N
N
N
STRUCTURED ASSET INVESTMENT LOAN TRUST SAIL_04-6
N/A
SAIL_04-6
86358EJS6
312912.710000000000
PA
USD
309046.050000000000
0.0689766565
Long
ABS-CBDO
CORP
US
N
2
2034-07-25
Variable
6.235400000000
N
N
N
N
N
N
STRUCTURED ASSET SECURITIES CORPORATION SASC_05-2XS
N/A
SASC_05-2XS
86359B2K6
756186.200000000000
PA
USD
687320.470000000000
0.1534045428
Long
ABS-CBDO
CORP
US
N
2
2035-02-25
Variable
6.140400000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWE58
466954.680000000000
PA
USD
429753.070000000000
0.0959175175
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
4.000000000000
N
N
N
N
N
N
Extra SpStrg
549300YNKSKNZFR8UC42
EXTRA SPACE STORAGE LP
30225VAQ0
30000.000000000000
PA
USD
24233.280000000000
0.0054086782
Long
DBT
CORP
US
N
2
2031-10-15
Fixed
2.400000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHLMC_19-KF71
N/A
FHLMC_19-KF71
30314GAA0
283850.260000000000
PA
USD
261272.870000000000
0.0583140571
Long
ABS-MBS
USGA
US
N
2
2029-10-25
Variable
7.745800000000
N
N
N
N
N
N
SAMI_06-AR7
N/A
SAMI_06-AR7
86361HAA2
673507.810000000000
PA
USD
532853.850000000000
0.1189288037
Long
ABS-CBDO
CORP
US
N
2
2036-08-25
Variable
5.855400000000
N
N
N
N
N
N
SAMI_06-AR8
N/A
SAMI_06-AR8
86361WAA9
277109.300000000000
PA
USD
234458.990000000000
0.0523294093
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
5.835400000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWEJ8
602065.880000000000
PA
USD
554240.940000000000
0.1237022345
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
4.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWER0
604732.700000000000
PA
USD
556665.930000000000
0.1242434733
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.000000000000
N
N
N
N
N
N
STRUCTURED ADJUSTABLE RATE MORTGAGE LOAN TRUST SARM_07-4
N/A
SARM_07-4
86363LAB9
752831.990000000000
PA
USD
639681.190000000000
0.1427718288
Long
ABS-CBDO
CORP
US
N
2
2037-05-25
Variable
5.875400000000
N
N
N
N
N
N
SUNOCO LP
54930001NJU8E40NQ561
SUNOCO LP
86765LAT4
225000.000000000000
PA
USD
207839.780000000000
0.0463882102
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
4.500000000000
N
N
N
N
N
N
TRITON INTERNAL FINANCE TIF_20-1
N/A
TIF_20-1A
872480AA6
159499.950000000000
PA
USD
143711.080000000000
0.0320751869
Long
ABS-MBS
CORP
US
N
2
2045-08-20
Fixed
2.090000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264AAV7
118000.000000000000
PA
USD
116110.460000000000
0.0259149448
Long
DBT
CORP
US
N
2
2028-02-01
Fixed
4.750000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWHZ9
1570005.290000000000
PA
USD
1522823.520000000000
0.3398822762
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132E0C26
322831.130000000000
PA
USD
322152.250000000000
0.0719018577
Long
ABS-MBS
USGA
US
N
2
2053-08-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS
3133C6EW5
464692.520000000000
PA
USD
450757.730000000000
0.1006055930
Long
ABS-MBS
USGA
US
N
2
2053-06-01
Fixed
5.000000000000
N
N
N
N
N
N
GSAMP TRUST GSAMP_07-FM2
N/A
GSAMP_07-FM2
3622MHAA4
739431.950000000000
PA
USD
422837.730000000000
0.0943740678
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Variable
5.715400000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABD6
20000.000000000000
PA
USD
19172.630000000000
0.0042791808
Long
DBT
CORP
US
N
2
2027-04-15
Fixed
3.750000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABS3
90000.000000000000
PA
USD
79933.060000000000
0.0178404326
Long
DBT
CORP
US
N
2
2029-02-15
Fixed
2.625000000000
N
N
N
N
N
N
FIRST FRANKLIN MORTGAGE LOAN ASSET BACKED CERTIFICATES FFML_06-F
N/A
FFML_06-FF4
362334FT6
66793.590000000000
PA
USD
66207.900000000000
0.0147770844
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Variable
5.715400000000
N
N
N
N
N
N
GSAMP TRUST GSAMP_05-WMC3
N/A
GSAMP_05-WMC3
362341L56
715657.670000000000
PA
USD
691612.140000000000
0.1543624099
Long
ABS-CBDO
CORP
US
N
2
2035-12-25
Variable
6.095400000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABT1
125000.000000000000
PA
USD
107528.300000000000
0.0239994739
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
2.875000000000
N
N
N
N
N
N
FARMERS EXCHANGE CAPITAL III
N/A
FARMERS EXCHANGE CAPITAL III
30958QAA9
300000.000000000000
PA
USD
246897.030000000000
0.0551054823
Long
DBT
CORP
US
N
2
2054-10-15
Variable
5.454000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DN5A7
182391.230000000000
PA
USD
178466.640000000000
0.0398323555
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.000000000000
N
N
N
N
N
N
GSAMP TRUST GSAMP_06-HE7
N/A
GSAMP_06-HE7
36245EAE8
49153.940000000000
PA
USD
48715.550000000000
0.0108729290
Long
ABS-CBDO
CORP
US
N
2
2046-10-25
Variable
5.895400000000
N
N
N
N
N
N
GS MORTGAGE SECURITIES TRUST GSMS_20-UPTN
N/A
GSMS_20-UPTN
36258PAC1
1750000.000000000000
PA
USD
3966.030000000000
0.0008851868
Long
ABS-MBS
CORP
US
N
2
2037-02-10
Variable
0.351600000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DNW82
122268.100000000000
PA
USD
119925.030000000000
0.0267663269
Long
ABS-MBS
USGA
US
N
2
2052-08-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DPAE8
97607.210000000000
PA
USD
95394.120000000000
0.0212912200
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DPAX6
246934.200000000000
PA
USD
242098.250000000000
0.0540344322
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DPD70
162109.650000000000
PA
USD
161833.830000000000
0.0361200427
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DQXA9
258721.730000000000
PA
USD
257666.190000000000
0.0575090744
Long
ABS-MBS
USGA
US
N
2
2053-07-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DVMN2
1294745.270000000000
PA
USD
1295559.550000000000
0.2891587390
Long
ABS-MBS
USGA
US
N
2
2053-09-01
Fixed
5.500000000000
N
N
N
N
N
N
GS MORTGAGE_BACKED SECURITIES GSMBS_20-RPL1
N/A
GSMBS_20-RPL1
36260AAG1
800000.000000000000
PA
USD
676421.920000000000
0.1509720718
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
3.830700000000
N
N
N
N
N
N
GS MORTGAGEBACKED SECURITIES TRUST GSMBS_21-PJ4
N/A
GSMBS_21-PJ4
36264PAD1
630573.890000000000
PA
USD
495862.620000000000
0.1106726510
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWDH3
1097561.690000000000
PA
USD
864333.260000000000
0.1929124104
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWDQ3
369008.110000000000
PA
USD
290381.400000000000
0.0648108529
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
2.000000000000
N
N
N
N
N
N
GALAXY PIPELINE ASSETS BIDCO LTD
549300L82YB0C6JQIC26
GALAXY PIPELINE ASSETS BIDCO LTD
36321PAD2
169888.000000000000
PA
USD
145724.390000000000
0.0325245419
Long
DBT
CORP
JE
N
2
2034-03-31
Fixed
2.160000000000
N
N
N
N
N
N
GARTNER INC
PP55B5R38BFB8O8HH686
GARTNER INC
366651AE7
140000.000000000000
PA
USD
123950.930000000000
0.0276648762
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.750000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWDR1
1373868.970000000000
PA
USD
1129671.610000000000
0.2521338508
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
2.500000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWDS9
752321.740000000000
PA
USD
644315.810000000000
0.1438062397
Long
ABS-MBS
USGA
US
N
2
2052-05-01
Fixed
3.000000000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION
S6XOOCT0IEG5ABCC6L87
FHLMC 30YR UMBS SUPER
3132DWE33
1243056.150000000000
PA
USD
1063821.280000000000
0.2374365732
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
3.000000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTS FHMS_K096
N/A
FHLMC_K096
3137FNBB5
3390000.000000000000
PA
USD
297926.080000000000
0.0664947664
Long
ABS-MBS
USGA
US
N
2
2029-07-25
Variable
2.042100000000
N
N
N
N
N
N
GE-WMC MORTGAGE SECURITIES LLC GEWMC_05-1
N/A
GEWMC_05-1
367910AE6
206556.980000000000
PA
USD
200846.630000000000
0.0448273939
Long
ABS-CBDO
CORP
US
N
2
2035-10-25
Variable
6.095400000000
N
N
N
N
N
N
GLOBAL PARTNERS LP
N/A
GLOBAL PARTNERS LP/GLP FIN
37954FAJ3
150000.000000000000
PA
USD
147853.590000000000
0.0329997626
Long
DBT
CORP
US
N
2
2029-01-15
Fixed
6.875000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH CERTIFICATES FHMS_KC07
N/A
FHLMC_KC07
3137FQK93
3846940.280000000000
PA
USD
44052.470000000000
0.0098321661
Long
ABS-MBS
USGA
US
N
2
2026-09-25
Variable
0.716100000000
N
N
N
N
N
N
FEDERAL HOME LOAN MORTGAGE CORPORATION FHLMC_19-P002
N/A
FHLMC_19-P002
3137FQKX0
705000.000000000000
PA
USD
52469.550000000000
0.0117107924
Long
ABS-MBS
USGA
US
N
2
2033-07-25
Variable
1.137500000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GXM1
1745000.000000000000
PA
USD
1616872.940000000000
0.3608733697
Long
DBT
CORP
US
N
2
2026-12-09
Variable
1.093000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141GXR0
500000.000000000000
PA
USD
400867.700000000000
0.0894705293
Long
DBT
CORP
US
N
2
2032-01-27
Variable
1.992000000000
N
N
N
N
N
N
FHLMC MULTIFAMILY STRUCTURED PASS THROUGH FHLMC_KLU3
N/A
FHLMC_KLU3
3137H0H76
1581258.050000000000
PA
USD
147961.640000000000
0.0330238786
Long
ABS-MBS
USGA
US
N
2
2031-01-25
Variable
1.934200000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QMTW4
1004516.420000000000
PA
USD
791097.520000000000
0.1765667671
Long
ABS-MBS
USGA
US
N
2
2051-12-01
Fixed
2.000000000000
N
N
N
N
N
N
GOLUB CAPITAL PARTNERS CLO LTD GOCAP_21-54A
N/A
GOCAP_21-54A
381743AA1
450000.000000000000
PA
USD
449434.350000000000
0.1003102250
Long
ABS-MBS
CORP
KY
N
2
2033-08-05
Variable
7.064200000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_12-4
N/A
GNMA_12-4
38378BBQ1
1703924.710000000000
PA
USD
17.040000000000
0.0000038032
Long
ABS-MBS
USGA
US
N
2
2052-05-16
Variable
0.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QQVF9
417961.420000000000
PA
USD
414805.800000000000
0.0925814040
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS
3140QR4G5
65792.463800000000
PA
USD
65608.600000000000
0.0146433254
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XGX46
456475.690000000000
PA
USD
359546.290000000000
0.0802479144
Long
ABS-MBS
USGA
US
N
2
2052-04-01
Fixed
2.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XJGY3
545320.785300000000
PA
USD
518255.550000000000
0.1156705775
Long
ABS-MBS
USGA
US
N
2
2052-09-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XJMB6
132880.690000000000
PA
USD
132790.060000000000
0.0296377008
Long
ABS-MBS
USGA
US
N
2
2052-10-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XJV26
340455.430000000000
PA
USD
339876.180000000000
0.0758577000
Long
ABS-MBS
USGA
US
N
2
2052-12-01
Fixed
5.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XJVP5
266672.140000000000
PA
USD
254769.710000000000
0.0568626028
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
4.500000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XJVZ3
184359.100000000000
PA
USD
180392.200000000000
0.0402621254
Long
ABS-MBS
USGA
US
N
2
2052-11-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XK6V7
258539.970000000000
PA
USD
252355.500000000000
0.0563237700
Long
ABS-MBS
USGA
US
N
2
2053-04-01
Fixed
5.000000000000
N
N
N
N
N
N
FEDERAL NATIONAL MORTGAGE ASSOCIATION
B1V7KEBTPIMZEU4LTD58
FNMA 30YR UMBS SUPER
3140XLPD4
1592784.750000000000
PA
USD
1312355.200000000000
0.2929073965
Long
ABS-MBS
USGA
US
N
2
2053-05-01
Fixed
2.500000000000
N
N
N
N
N
N
FORD MOTOR CREDIT COMPANY LLC
UDSQCVRUX5BONN0VY111
FORD MOTOR CREDIT COMPANY LLC
345397C27
430000.000000000000
PA
USD
418033.110000000000
0.0933017143
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
4.950000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-HQA3
N/A
STACR_22-HQA3
35564KE47
130000.000000000000
PA
USD
136388.410000000000
0.0304408243
Long
ABS-CBDO
CORP
US
N
2
2042-08-25
Variable
8.871700000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-DNA6
N/A
STACR_22-DNA6
35564KH36
141084.050000000000
PA
USD
142766.660000000000
0.0318643997
Long
ABS-CBDO
CORP
US
N
2
2042-09-25
Variable
7.471700000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA6
N/A
STACR_21-DNA6
35564KKY4
810000.000000000000
PA
USD
807975.000000000000
0.1803336884
Long
ABS-CBDO
CORP
US
N
2
2041-10-25
Variable
6.821700000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASS
N/A
GNMA_14-103
38378XDR9
1040053.880000000000
PA
USD
5912.080000000000
0.0013195299
Long
ABS-MBS
USGA
US
N
2
2055-05-16
Variable
0.191100000000
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_17-136
N/A
GNMA_17-136
38380HJF0
534912.840000000000
PA
USD
111468.350000000000
0.0248788622
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
5.000000000000
N
N
N
N
N
N
STRUCTURED AGENCY CREDIT RISK STACR_22-DNA7
N/A
STACR_22-DNA7
35564KL31
112326.170000000000
PA
USD
114346.990000000000
0.0255213521
Long
ABS-CBDO
CORP
US
N
2
2052-03-25
Variable
7.821700000000
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_22-DNA1
N/A
STACR_22-DNA1
35564KQC6
550000.000000000000
PA
USD
555493.130000000000
0.1239817135
Long
ABS-CBDO
CORP
US
N
2
2042-01-25
Variable
7.821700000000
N
N
N
N
N
N
HASC_05-I1
N/A
HASC_05-I1
40430HCN6
467454.520000000000
PA
USD
439346.810000000000
0.0980587651
Long
ABS-CBDO
CORP
US
N
2
2035-11-25
Variable
6.215400000000
N
N
N
N
N
N
HACKENSACK MERIDIAN HEALTH
5493001CB3OCWTEJY668
HACKENSACK MERIDIAN HEALTH
404530AA5
300000.000000000000
PA
USD
257027.390000000000
0.0573664993
Long
DBT
CORP
US
N
2
2057-07-01
Fixed
4.500000000000
N
N
N
N
N
N
HARBORVIEW MORTGAGE LOAN TRUST HVMLT_07-6
N/A
HVMLT_07-6
41165BAA8
440702.550000000000
PA
USD
376526.030000000000
0.0840376593
Long
ABS-CBDO
CORP
US
N
2
2037-08-19
Variable
5.834300000000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HLDGS
42225UAG9
35000.000000000000
PA
USD
30159.270000000000
0.0067313127
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.100000000000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HLDGS
42225UAH7
160000.000000000000
PA
USD
125375.350000000000
0.0279827956
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.000000000000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAK0
63000.000000000000
PA
USD
57635.410000000000
0.0128637719
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
3.6250
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE REALTY HOLDINGS LP
42225UAL8
40000.000000000000
PA
USD
32224.980000000000
0.0071923630
Long
DBT
CORP
US
N
2
2030-03-15
Fixed
2.400000000000
N
N
N
N
N
N
HEALTHCARE REALTY HOLDINGS LP
549300IYGAS4GE6VDL07
HEALTHCARE TRUST OF AMERICA HLDGS
42225UAM6
56000.000000000000
PA
USD
42622.210000000000
0.0095129433
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.050000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
H.J. HEINZ FINANCE COMPANY
42307TAH1
240000.000000000000
PA
USD
272892.120000000000
0.0609073827
Long
DBT
CORP
US
N
2
2039-08-01
Fixed
7.125000000000
N
N
N
N
N
N
HERTZ CORPORATION (THE)
N/A
HERTZ CORPORATION (THE)
428040DB2
224000.000000000000
PA
USD
171761.730000000000
0.0383358721
Long
DBT
CORP
US
N
2
2029-12-01
Fixed
5.000000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING COMPANY
432833AF8
351000.000000000000
PA
USD
333790.100000000000
0.0744993346
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.875000000000
N
N
N
N
N
N
HILTON DOMESTIC OPERATING COMPANY INC
5493003EG7H0N1E4XV50
HILTON DOMESTIC OPERATING CO
432833AN1
483000.000000000000
PA
USD
412617.500000000000
0.0920929926
Long
DBT
CORP
US
N
2
2032-02-15
Fixed
3.6250
N
N
N
N
N
N
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNMA_18-63
N/A
GNMA_18-63
38380WUG2
719901.540000000000
PA
USD
111893.140000000000
0.0249736720
Long
ABS-CBDO
USGA
US
N
2
2047-09-20
Fixed
4.000000000000
N
N
N
N
N
N
FINANCE DEPARTMENT GOVERNMENT OF SHARJAH
254900ZNL8O3F1CLJO24
SHARJAH (EMIRATE OF)
38381CAE2
200000.000000000000
PA
USD
205535.550000000000
0.0458739241
Long
DBT
NUSS
AE
N
2
2032-11-23
Fixed
6.500000000000
N
N
N
N
N
N
GRACECHURCH MORTGAGE FINANCE PLC GRACE_20-GRCE
N/A
GRACE_20-GRCE
38406JAE8
500000.000000000000
PA
USD
401800.350000000000
0.0896786894
Long
ABS-MBS
CORP
US
N
2
2040-12-10
Fixed
2.600000000000
N
N
N
N
N
N
GRAPHIC PACKAGING INTERNATIONAL LLC
N/A
GRAPHIC PACKAGING INTERNATIONAL
38869AAA5
93000.000000000000
PA
USD
90169.090000000000
0.0201250343
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
4.750000000000
N
N
N
N
N
N
HOME PARTNERS OF AMERICA TRUST HPA_19-1
N/A
HPA_19-1
43731QAC2
78321.390000000000
PA
USD
71803.560000000000
0.0160259919
Long
ABS-MBS
CORP
US
N
2
2039-09-17
Fixed
3.157000000000
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
N/A
HOST HOTELS & RESORTS LP
44107TAY2
315000.000000000000
PA
USD
278689.590000000000
0.0622013326
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
3.3750
N
N
N
N
N
N
HOST HOTELS & RESORTS LP
N/A
HOST HOTELS & RESORTS LP
44107TAZ9
115000.000000000000
PA
USD
101382.020000000000
0.0226276724
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
3.500000000000
N
N
N
N
N
N
HSI ASSET SECURITIZATION HASC_06
N/A
HASC_06-HE2
44328BAB4
1166793.500000000000
PA
USD
457090.540000000000
0.1020190266
Long
ABS-CBDO
CORP
US
N
2
2036-12-25
Variable
5.695400000000
N
N
N
N
N
N
GREEN TREE FINANCIAL CORPORATI G
N/A
GT_96-9
393505QZ8
8109.700000000000
PA
USD
8108.670000000000
0.0018097916
Long
ABS-MBS
CORP
US
N
2
2027-08-15
Variable
7.630000000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
GREENKO DUTCH BV
39530LAD2
185000.000000000000
PA
USD
174441.800000000000
0.0389340428
Long
DBT
NUSS
NL
N
2
2026-03-29
Fixed
3.850000000000
N
N
N
N
N
N
HUDSON PACIFIC PROPERTIES LP
5493007NTUGLGZ8T3526
HUDSON PACIFIC PROPERTIES LP
44409MAA4
197000.000000000000
PA
USD
170210.340000000000
0.0379896140
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
3.950000000000
N
N
N
N
N
N
INTERNATIONAL FLAVORS & FRAGRANCES INC
BZLRL03D3GPGMOGFO832
INTERNATIONAL FLAVORS & FRAGRANCES
459506AS0
25000.000000000000
PA
USD
16416.670000000000
0.0036640721
Long
DBT
CORP
US
N
2
2050-12-01
Fixed
3.468000000000
N
N
N
N
N
N
JPMORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST JPMCC_19-OSB
N/A
JPMCC_19-OSB
46651EAA2
375000.000000000000
PA
USD
334731.380000000000
0.0747094209
Long
ABS-MBS
CORP
US
N
2
2039-06-05
Fixed
3.397300000000
N
N
N
N
N
N
JANE STREET GROUP LLC
5493002N1IVX6KHGYO08
JANE STREET GROUP/JSG FINANCE INC
47077WAA6
195000.000000000000
PA
USD
179456.500000000000
0.0400532845
Long
DBT
CORP
US
N
2
2029-11-15
Fixed
4.500000000000
N
N
N
N
N
N
INTOWN MORTGAGE TRUST TOWN_22-STAY
N/A
TOWN_22-STAY
46117NAC6
150000.000000000000
PA
USD
150382.200000000000
0.0335641286
Long
ABS-MBS
CORP
US
N
2
2037-08-15
Variable
8.619500000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OP PARTNER LP
46188BAC6
190000.000000000000
PA
USD
147866.330000000000
0.0330026061
Long
DBT
CORP
US
N
2
2034-01-15
Fixed
2.700000000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OPERATING PARTNER
46188BAD4
13000.000000000000
PA
USD
11748.480000000000
0.0026221687
Long
DBT
CORP
US
N
2
2032-04-15
Fixed
4.150000000000
N
N
N
N
N
N
INVITATION HOMES OPERATING PARTNERSHIP LP
549300147YMUQB3GW319
INVITATION HOMES OP PARTNER LP
46188BAF9
60000.000000000000
PA
USD
59259.510000000000
0.0132262583
Long
DBT
CORP
US
N
2
2033-08-15
Fixed
5.500000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL
N/A
JBS USA LUX SA/JBS FOOD CO/JBS USA
47214BAA6
278000.000000000000
PA
USD
286258.320000000000
0.0638906138
Long
DBT
CORP
LU
N
2
2034-03-15
Fixed
6.7500
N
N
N
N
N
N
JERSEY CTL PWR & LT CO
N/A
JERSEY CENTRAL POWER & LIGHT CO
476556DB8
330000.000000000000
PA
USD
329647.960000000000
0.0735748414
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
4.700000000000
N
N
N
N
N
N
ITALY (REPUBLIC OF)
815600DE60799F5A9309
REPUBLIC OF ITALY GOVERNMENT INTER
465410CA4
200000.000000000000
PA
USD
184822.310000000000
0.0412508912
Long
DBT
NUSS
IT
N
2
2026-02-17
Fixed
1.250000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL
N/A
JBS USA LUX SA/JBS FOOD CO/JBS USA
46590XAM8
400000.000000000000
PA
USD
339921.220000000000
0.0758677525
Long
DBT
CORP
LU
N
2
2031-12-01
Fixed
3.750000000000
N
N
N
N
N
N
JETBLUE AIRWAYS CORPORATION 2020-1 PASS THROUGH TRUST JBLU_20-1
N/A
JETBLUE 2020-1 CLASS A PT
477164AA5
321475.600000000000
PA
USD
293466.590000000000
0.0654994432
Long
DBT
CORP
US
N
2
2032-11-15
Fixed
4.000000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
48128BAN1
85000.000000000000
PA
USD
79397.080000000000
0.0177208061
Long
DBT
CORP
US
N
2
N/A
Variable
3.650000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL
N/A
JBS USA LUX SA/JBS FOOD CO/JBS USA
46590XAU0
440000.000000000000
PA
USD
369982.730000000000
0.0825772460
Long
DBT
CORP
LU
N
2
2032-01-15
Fixed
3.625000000000
N
N
N
N
N
N
JBS USA HOLDING LUX SARL
N/A
JBS USA LUX SA/JBS FOOD CO/JBS USA
46590XAY2
170000.000000000000
PA
USD
164822.060000000000
0.0367869922
Long
DBT
CORP
LU
N
2
2033-04-01
Fixed
5.7500
N
N
N
N
N
N
Kedrion
81560047FA58E1BEDF67
KEVLAR SPA
49272YAB9
296000.000000000000
PA
USD
266401.270000000000
0.0594586758
Long
DBT
CORP
IT
N
2
2029-09-01
Fixed
6.500000000000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
N/A
KEYSPAN GAS EAST CORPORATION
49338CAD5
170000.000000000000
PA
USD
169183.450000000000
0.0377604202
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.994000000000
N
N
N
N
N
N
321 HENDERSON RECEIVABLES LLC HENDR_10-3A
N/A
HENDR_10-3A
46616MAA8
184404.910000000000
PA
USD
184230.570000000000
0.0411188195
Long
ABS-MBS
CORP
US
N
2
2048-12-15
Fixed
3.820000000000
N
N
N
N
N
N
321 HENDERSON RECEIVABLES LLC HE
N/A
HENDR_16-1A
46620DAB0
630606.460000000000
PA
USD
579514.410000000000
0.1293430750
Long
ABS-MBS
CORP
US
N
2
2069-06-17
Fixed
5.190000000000
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_06-FRE1
N/A
JPMAC_06-FRE1
46626LFN5
183784.440000000000
PA
USD
180202.150000000000
0.0402197077
Long
ABS-CBDO
CORP
US
N
2
2035-05-25
Variable
6.020400000000
N
N
N
N
N
N
JPALT_07-S1
N/A
JPALT_07-S1
466275AB0
147008.760000000000
PA
USD
138940.580000000000
0.0310104487
Long
ABS-CBDO
CORP
US
N
2
2047-04-25
Variable
6.115400000000
N
N
N
N
N
N
JP MORGAN ALTERNATIVE LOAN TRUST JPALT_06-A1
N/A
JPALT_06-A1
46627MCS4
231736.640000000000
PA
USD
209701.610000000000
0.0468037560
Long
ABS-CBDO
CORP
US
N
2
2036-03-25
Variable
5.895400000000
N
N
N
N
N
N
JP MORGAN MORTGAGE ACQUISITION CORP JPMAC_07-HE1
N/A
JPMAC_07-HE1
46630KAU0
1103000.000000000000
PA
USD
1011611.930000000000
0.2257838554
Long
ABS-CBDO
CORP
US
N
2
2047-03-25
Variable
5.995400000000
N
N
N
N
N
N
MABS_05-WF1
N/A
MABS_05-WF1
57643LKB1
672399.980000000000
PA
USD
671590.070000000000
0.1498936408
Long
ABS-CBDO
CORP
US
N
2
2035-06-25
Variable
6.425400000000
N
N
N
N
N
N
MATCH GROUP HOLDINGS II LLC
5493003RFFE030RC9167
MATCH GROUP INC
57665RAL0
150000.000000000000
PA
USD
132343.580000000000
0.0295380500
Long
DBT
CORP
US
N
2
2030-08-01
Fixed
4.125000000000
N
N
N
N
N
N
H-FOOD HOLDINGS LLC
549300JY2LK0EQ95YT44
H-FOOD HOLDINGS LLC
577088AA5
145000.000000000000
PA
USD
5823.040000000000
0.0012996569
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
8.500000000000
N
N
N
N
N
N
MEDCO OAK TREE PTE LTD
254900AU06KP3JTGZL51
MEDCO OAK TREE PTE LTD
58405FAA3
440000.000000000000
PA
USD
440058.900000000000
0.0982176980
Long
DBT
CORP
SG
N
2
2026-05-14
Fixed
7.375000000000
N
N
N
N
N
N
MIAMI DADE CNTY FL AVIATION REVENUE
N/A
County of Miami-Dade FL Aviation Revenue
59333P6L7
85000.000000000000
PA
USD
69058.430000000000
0.0154133004
Long
DBT
MUN
US
N
2
2035-10-01
Fixed
2.857000000000
N
N
N
N
N
N
UNITED AIRLINES HOLDINGS INC
98450079DA0B78DD6764
UNITED AIRLINES HOLDINGS TLB 5.25
59921PAB2
253750.000000000000
PA
USD
261103.680000000000
0.0582762953
Long
LON
CORP
US
N
2
2027-06-21
Variable
10.770390000000
N
N
N
N
N
N
MILL CITY MORTGAGE TRUST MCMLT_19-GS1
N/A
MCMLT_19-GS1
59981BAL8
800000.000000000000
PA
USD
559860.720000000000
0.1249565254
Long
ABS-CBDO
CORP
US
N
2
2059-07-25
Variable
0.000000000000
N
N
N
N
N
N
MISSOULA MT WTR SYS REVENUE
N/A
City of Missoula MT Water System Revenue
605871AY8
15000.000000000000
PA
USD
16034.870000000000
0.0035788573
Long
DBT
MUN
US
N
2
2039-07-01
Fixed
5.000000000000
N
N
N
N
N
N
NEW YORK AND PRESBYTERIAN HOSPITAL
N/A
NEW YORK AND PRESBYTERIAN HOSPITAL
649322AC8
390000.000000000000
PA
USD
333567.710000000000
0.0744496989
Long
DBT
CORP
US
N
2
2036-08-01
Fixed
3.563000000000
N
N
N
N
N
N
NEWELL BRANDS INC
549300LWGYFM1TVO1Z12
NEWELL RUBBERMAID INC
651229AY2
207000.000000000000
PA
USD
165412.020000000000
0.0369186666
Long
DBT
CORP
US
N
2
2046-04-01
Fixed
5.750000000000
N
N
N
N
N
N
NEWS CORP
549300ITS31QK8VRBQ14
NEWS CORP
65249BAA7
590000.000000000000
PA
USD
535289.320000000000
0.1194723815
Long
DBT
CORP
US
N
2
2029-05-15
Fixed
3.8750
N
N
N
N
N
N
NEXTERA ENERGY INC
254900RHL9MEUS5NKX63
NextEra Energy Inc
65339F713
18995.000000000000
NS
USD
661975.750000000000
0.1477477999
Long
EP
CORP
US
N
2
N
N
N
NORFOLK VA
N/A
VA NORFOLK
655867L31
105000.000000000000
PA
USD
85837.340000000000
0.0191582216
Long
DBT
MUN
US
N
2
2031-10-01
Fixed
1.804000000000
N
N
N
N
N
N
NORTHWEST FIBER LLC
254900LE3FBC16P2QY79
NORTHWEST FIBER LLC/FIN SUB
667449AC6
77000.000000000000
PA
USD
73951.630000000000
0.0165054243
Long
DBT
CORP
US
N
2
2028-02-15
Fixed
6.000000000000
N
N
N
N
N
N
NORTHWEST FIBER LLC
254900LE3FBC16P2QY79
NORTHWEST FIBER LLC
667449AD4
140000.000000000000
PA
USD
135114.690000000000
0.0301565400
Long
DBT
CORP
US
N
2
2027-04-30
Fixed
4.750000000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR ELECTRIC CO
67021CAM9
520000.000000000000
PA
USD
495382.610000000000
0.1105655165
Long
DBT
CORP
US
N
2
2027-05-15
Fixed
3.200000000000
N
N
N
N
N
N
OAK HILL CREDIT PARTNERS OAKC_20-7A
N/A
OAKC_20-7A
67098WAN1
475000.000000000000
PA
USD
475237.500000000000
0.1060692858
Long
ABS-MBS
CORP
KY
N
2
2037-02-24
Variable
6.609600000000
N
N
N
N
N
N
OCP CLO LTD OCP_21-21A
N/A
OCP_21-21A
671000AE7
300000.000000000000
PA
USD
300011.400000000000
0.0669601935
Long
ABS-MBS
CORP
KY
N
2
2034-07-20
Variable
7.279400000000
N
N
N
N
N
N
ONSLOW BAY FINANCIAL LLC OBX_21-NQM3
N/A
OBX_21-NQM3
67114JAA8
575676.230000000000
PA
USD
445175.670000000000
0.0993597210
Long
ABS-CBDO
CORP
US
N
2
2061-07-25
Variable
1.054000000000
N
N
N
N
N
N
OCCU AUTO RECEIVABLES TRUST OCCU_22-1
N/A
OCCU_22-1
67115YAC0
350000.000000000000
PA
USD
349448.910000000000
0.0779942583
Long
ABS-MBS
CORP
US
N
2
2027-10-15
Fixed
5.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599CR4
100000.000000000000
PA
USD
94150.260000000000
0.0210136002
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
3.200000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599DD4
195000.000000000000
PA
USD
215409.490000000000
0.0480777101
Long
DBT
CORP
US
N
2
2031-05-01
Fixed
7.500000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAG6
145000.000000000000
PA
USD
141313.790000000000
0.0315401305
Long
DBT
CORP
US
N
2
2034-12-01
Fixed
5.300000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT FOODS GROUP INC
50076QAR7
135000.000000000000
PA
USD
151191.180000000000
0.0337446866
Long
DBT
CORP
US
N
2
2039-01-26
Fixed
6.875000000000
N
N
N
N
N
N
KRAFT HEINZ FOODS CO
5493003STKEZ2S0RNU91
KRAFT HEINZ FOODS CO
50077LAB2
620000.000000000000
PA
USD
514301.380000000000
0.1147880377
Long
DBT
CORP
US
N
2
2046-06-01
Fixed
4.375000000000
N
N
N
N
N
N
LCM INVESTMENTS HOLDINGS II LLC
549300P5V78NNQTG4428
MORGAN AUTOMOTIVE GROUP
50190EAC8
88000.000000000000
PA
USD
90095.280000000000
0.0201085605
Long
DBT
CORP
US
N
2
2031-08-01
Fixed
8.250000000000
N
N
N
N
N
N
LCPR SENIOR SECURED FINANCING DAC
549300LE5FM8IKMXSP90
LCPR SENIOR SECURED FINANCING DAC
50201DAD5
200000.000000000000
PA
USD
168043.540000000000
0.0375060013
Long
DBT
CORP
IE
N
2
2029-07-15
Fixed
5.1250
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST 2023-2
N/A
LADAR_23-2A
505713AF4
550000.000000000000
PA
USD
538782.530000000000
0.1202520386
Long
ABS-MBS
CORP
US
N
2
2031-02-15
Fixed
6.300000000000
N
N
N
N
N
N
LEGACY MORTGAGE ASSET TRUST LMAT_20-GS2
N/A
LMAT_20-GS2
52475AAA2
554690.490000000000
PA
USD
554257.720000000000
0.1237059797
Long
ABS-CBDO
CORP
US
N
2
2060-03-25
Variable
2.750000000000
N
N
N
N
N
N
LMT_06-1
N/A
LMT_06-1
52520MFB4
519902.210000000000
PA
USD
252260.710000000000
0.0563026137
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Fixed
5.500000000000
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599ED3
580000.000000000000
PA
USD
610342.710000000000
0.1362237100
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
6.6250
N
N
N
N
N
N
OCCIDENTAL PETROLEUM CORPORATION
IM7X0T3ECJW4C1T7ON55
OCCIDENTAL PETROLEUM CORPORATION
674599EF8
285000.000000000000
PA
USD
291949.290000000000
0.0651607937
Long
DBT
CORP
US
N
2
2031-01-01
Fixed
6.125000000000
N
N
N
N
N
N
LXS_06-2N
N/A
LXS_06-2N
525221HD2
434355.080000000000
PA
USD
365341.010000000000
0.0815412505
Long
ABS-CBDO
CORP
US
N
2
2036-02-25
Variable
7.109200000000
N
N
N
N
N
N
LEHMAN XS TRUST LXS_06-15
N/A
LXS_06-15
52523MAD2
656526.200000000000
PA
USD
587688.640000000000
0.1311674991
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Variable
5.775400000000
N
N
N
N
N
N
LEHMAN XS TRUST LXS_06-19
N/A
LXS_06-19
52523YAC8
665778.350000000000
PA
USD
576192.480000000000
0.1286016463
Long
ABS-MBS
CORP
US
N
2
2036-12-25
Variable
5.935400000000
N
N
N
N
N
N
LEHMAN XS TRUST LXS_07-16N
N/A
LXS_07-16N
52525BAD4
492675.690000000000
PA
USD
421647.520000000000
0.0941084223
Long
ABS-CBDO
CORP
US
N
2
2047-09-25
Variable
7.135400000000
N
N
N
N
N
N
180 MEDICAL INC
254900ZB648OPWVFVX59
180 MEDICAL INC
682357AA6
201000.000000000000
PA
USD
179901.140000000000
0.0401525247
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
3.875000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
549300RHSHNRWI5LLA86
RESTAURANT BRANDS
68245XAH2
325000.000000000000
PA
USD
302719.810000000000
0.0675646894
Long
DBT
CORP
CA
N
2
2028-01-15
Fixed
3.8750
N
N
N
N
N
N
LXP INDUSTRIAL TRUST
549300S4MH2ICXDBFV43
LEXINGTON REALTY TRUST
529043AE1
135000.000000000000
PA
USD
111385.590000000000
0.0248603908
Long
DBT
CORP
US
N
2
2030-09-15
Fixed
2.7000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
LIBERTY BROADBAND CORP
530307AE7
755000.000000000000
PA
USD
711752.140000000000
0.1588575001
Long
DBT
CORP
US
N
2
2053-03-31
Fixed
3.125000000000
N
N
N
N
N
FORMER CHARTER COMMUNICATIONS PARENT INC
Charter Communications Inc
USD
XXXX
N
N
N
LIBERTY MEDIA CORP
549300ZKUTPIBZLWLL89
LIBERTY MEDIA CORP
531229AR3
185000.000000000000
PA
USD
203407.500000000000
0.0453989600
Long
DBT
CORP
US
N
2
2053-09-30
Fixed
2.375000000000
N
N
N
N
N
LIVE NATION ENTERTAINMENT INC
Live Nation Entertainment Inc
USD
XXXX
N
N
N
OPEN TEXT CORP
549300HP7ONDQODZJV16
OPEN TEXT CORP
683715AF3
70000.000000000000
PA
USD
72302.730000000000
0.0161374027
Long
DBT
CORP
CA
N
2
2027-12-01
Fixed
6.900000000000
N
N
N
N
N
N
OPTION ONE MORTGAGE LOAN TRUST OOMLT_06-3
N/A
OPCTS_06-3
68389BAN3
902715.110000000000
PA
USD
563589.330000000000
0.1257887219
Long
ABS-CBDO
CORP
US
N
2
2037-02-25
Variable
5.715400000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBQ7
255000.000000000000
PA
USD
194962.130000000000
0.0435140196
Long
DBT
CORP
US
N
2
2047-11-15
Fixed
4.000000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBU8
100000.000000000000
PA
USD
93273.010000000000
0.0208178049
Long
DBT
CORP
US
N
2
2027-04-01
Fixed
2.800000000000
N
N
N
N
N
N
OOMLT_07-5
N/A
OOMLT_07-5
68403HAC6
837903.260000000000
PA
USD
447469.250000000000
0.0998716300
Long
ABS-CBDO
CORP
US
N
2
2037-05-25
Variable
5.775400000000
N
N
N
N
N
N
OOMLT_07-5
N/A
OOMLT_07-5
68403HAD4
1525481.800000000000
PA
USD
798073.960000000000
0.1781238538
Long
ABS-CBDO
CORP
US
N
2
2037-05-25
Variable
5.895400000000
N
N
N
N
N
N
OPTION CARE HEALTH INC
549300DI3Q5ACSYJRI17
OPTION CARE HEALTH INC
68404LAA0
160000.000000000000
PA
USD
146080.500000000000
0.0326040229
Long
DBT
CORP
US
N
2
2029-10-31
Fixed
4.375000000000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
549300RHSHNRWI5LLA86
1011778 BC ULC/NEW RED FINANCE INC
68245XAM1
870000.000000000000
PA
USD
764374.310000000000
0.1706023560
Long
DBT
CORP
CA
N
2
2030-10-15
Fixed
4.0000
N
N
N
N
N
N
1011778 BC UNLIMITED LIABILITY CO
549300RHSHNRWI5LLA86
1011778 BC ULC/NEW RED FINANCE INC
68245XAP4
670000.000000000000
PA
USD
604199.910000000000
0.1348526852
Long
DBT
CORP
CA
N
2
2029-02-15
Fixed
3.500000000000
N
N
N
N
N
N
OT MERGER CORP
N/A
OT MERGER CORP
688777AA9
267000.000000000000
PA
USD
162055.970000000000
0.0361696226
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
7.875000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475BM6
310000.000000000000
PA
USD
297839.030000000000
0.0664753375
Long
DBT
CORP
US
N
2
2034-01-24
Variable
5.068000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475BU8
205000.000000000000
PA
USD
222213.620000000000
0.0495963386
Long
DBT
CORP
US
N
2
2034-10-20
Variable
6.875000000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES GROUP INC (THE)
CFGNEKW0P8842LEUIA51
PNC FINANCIAL SERVICES GROUP INC
693475BW4
50000.000000000000
PA
USD
50117.210000000000
0.0111857685
Long
DBT
CORP
US
N
2
2035-01-22
Variable
5.676000000000
N
N
N
N
N
N
PRESTON RIDGE PARTNERS MORTGAGE TRUST PRPM_22-4
N/A
PRPM_22-4
693588AB1
615000.000000000000
PA
USD
561803.480000000000
0.1253901342
Long
ABS-CBDO
CORP
US
N
2
2027-08-25
Variable
5.000000000000
N
N
N
N
N
N
PRKCM_21-AFC2 TRUST
N/A
PRKCM_21-AFC2
69361JAA4
1057190.350000000000
PA
USD
900068.500000000000
0.2008882359
Long
ABS-CBDO
CORP
US
N
2
2056-11-25
Variable
2.071000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PERTAMINA PERSERO PT
69370PAD3
200000.000000000000
PA
USD
185560.880000000000
0.0414157343
Long
DBT
NUSS
ID
N
2
2029-07-30
Fixed
3.650000000000
N
N
N
N
N
N
PERTAMINA PERSERO PT
N/A
PT PERTAMINA (PERSERO)
69370PAH4
200000.000000000000
PA
USD
176002.030000000000
0.0392822739
Long
DBT
NUSS
ID
N
2
2030-08-25
Fixed
3.100000000000
N
N
N
N
N
N
PRETIUM MORTGAGE CREDIT PARTNERS LLC PRET_22-RN2
N/A
PRET_22-RN2
69377NAB5
720000.000000000000
PA
USD
682941.890000000000
0.1524272780
Long
ABS-CBDO
CORP
US
N
2
2052-06-25
Variable
6.500000000000
N
N
N
N
N
N
PANAMA REPUBLIC OF (GOVERNMENT)
549300SHS4T08CL0LP14
PANAMA (REPUBLIC OF)
698299BK9
200000.000000000000
PA
USD
164339.670000000000
0.0366793265
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.1600
N
N
N
N
N
N
PARK AVENUE INSTITUTIONAL ADVISERS CLO PAIA_21-1A
N/A
PAIA_21-1A
70015QAC2
250000.000000000000
PA
USD
249991.000000000000
0.0557960322
Long
ABS-MBS
CORP
KY
N
2
2034-01-20
Variable
7.329400000000
N
N
N
N
N
N
PENN ENTERTAINMENT INC
N/A
PENN NATIONAL GAMING INC
707569AV1
185000.000000000000
PA
USD
155465.730000000000
0.0346987326
Long
DBT
CORP
US
N
2
2029-07-01
Fixed
4.125000000000
N
N
N
N
N
N
PERU (REPUBLIC OF)
N/A
PERU (REPUBLIC OF)
715638DF6
150000.000000000000
PA
USD
127594.080000000000
0.0284779988
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.7830
N
N
N
N
N
N
PERUSAHAAN PENERBIT SURAT BERHARGA SYARIAH NEGARA INDONESIA III
254900G208H6Q0L5B953
PERUSAHAAN PENERBIT SURAT BERHARGA
71567PAH3
270000.000000000000
PA
USD
263658.080000000000
0.0588464173
Long
DBT
NUSS
ID
N
2
2027-03-29
Fixed
4.150000000000
N
N
N
N
N
N
ONE NEW YORK PLAZA TRUST ONYP_20-1NYP
N/A
ONYP_20-1NYP
68249DAC3
372000.000000000000
PA
USD
354395.170000000000
0.0790982248
Long
ABS-MBS
CORP
US
N
2
2036-01-15
Variable
6.682100000000
N
N
N
N
N
N
1375209 BC LTD
N/A
1375209 BC LTD
68251PAA5
180000.000000000000
PA
USD
175824.820000000000
0.0392427220
Long
DBT
CORP
CA
N
2
2028-01-30
Fixed
9.000000000000
N
N
N
N
N
N
ONTARIO TEACHERS FINANCE TRUST
635400ZZE5J8OXXBBY26
ONTARIO TEACHERS FINANCE TRUST
68329AAJ7
465000.000000000000
PA
USD
388313.910000000000
0.0866686217
Long
DBT
NUSS
CA
N
2
2031-04-16
Fixed
2.000000000000
N
N
N
N
N
N
STARWOOD COMMERICAL MORTGAGE TRUST STWD_19-FL1
N/A
STWD_19-FL1
78485WAC3
398000.000000000000
PA
USD
392142.870000000000
0.0875232156
Long
ABS-MBS
CORP
KY
N
2
2038-07-15
Variable
6.835800000000
N
N
N
N
N
N
SABEY DATA CENTERS SDCP_20-1
N/A
SDCP_20-1
78520EAA4
470000.000000000000
PA
USD
454217.540000000000
0.1013777955
Long
ABS-MBS
CORP
US
N
2
2045-04-20
Fixed
3.812000000000
N
N
N
N
N
N
SAN ANTONIO TX
N/A
City of San Antonio TX Electric & Gas Systems Revenue
796253U91
60000.000000000000
PA
USD
61964.360000000000
0.0138299596
Long
DBT
MUN
US
N
2
2041-02-01
Fixed
5.718000000000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAN5
300000.000000000000
PA
USD
299437.220000000000
0.0668320410
Long
DBT
CORP
GB
N
2
2025-03-15
Variable
1.089000000000
N
N
N
N
N
N
SANTANDER UK GROUP HOLDINGS PLC
549300F5XIFGNNW4CF72
SANTANDER UK GROUP HOLDINGS PLC
80281LAQ8
110000.000000000000
PA
USD
99995.320000000000
0.0223181718
Long
DBT
CORP
GB
N
2
2027-06-14
Variable
1.673000000000
N
N
N
N
N
N
SAXON ASSET SECURITIES TRUST 2007 SAST_07-2
N/A
SAST_07-2
80556YAE5
558100.080000000000
PA
USD
387680.090000000000
0.0865271581
Long
ABS-MBS
CORP
US
N
2
2047-05-25
Variable
5.735400000000
N
N
N
N
N
N
SCAGO PUB FACS CORP FOR GEORGETOWN CNTY S C
N/A
Scago Public Facilities Corp for Georgetown County
80586ABL4
25000.000000000000
PA
USD
24779.660000000000
0.0055306259
Long
DBT
MUN
US
N
2
2043-06-01
Fixed
4.000000000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGARA (PERSERO) PT
N/A
PERUSAHAAN LISTRIK NEGARA PT
71568PAC3
485000.000000000000
PA
USD
466569.110000000000
0.1041345691
Long
DBT
NUSS
ID
N
2
2027-05-15
Fixed
4.125000000000
N
N
N
N
N
N
RAD CLO LTD RAD_23-22
N/A
RAD_23-22A
74923VAJ9
250000.000000000000
PA
USD
250559.500000000000
0.0559229169
Long
ABS-MBS
CORP
KY
N
2
2037-01-20
Variable
10.372400000000
N
N
N
N
N
N
SCOTT 2023-SFS SCOTT_23-SFS
N/A
SCOTT_23-SFS
810064AE5
100000.000000000000
PA
USD
98153.300000000000
0.0219070474
Long
ABS-MBS
CORP
US
N
2
2040-03-15
Fixed
6.204300000000
N
N
N
N
N
N
EW SCRIPPS CO
N/A
SCRIPPS ESCROW INC
81104PAA7
30000.000000000000
PA
USD
24899.920000000000
0.0055574670
Long
DBT
CORP
US
N
2
2027-07-15
Fixed
5.875000000000
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORPORATION
81211KAX8
357000.000000000000
PA
USD
356301.920000000000
0.0795237964
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
5.500000000000
N
N
N
N
N
N
SEALED AIR CORPORATION
Q0M0CZB4YN6JZ65WXI09
SEALED AIR CORPORATION
81211KBA7
100000.000000000000
PA
USD
95178.710000000000
0.0212431422
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
5.000000000000
N
N
N
N
N
N
SIMMONS FOODS INC
5493002Z1TVWRIL6NM97
SIMMONS FOODS INC/SIMMONS PREP
82873MAA1
197000.000000000000
PA
USD
172878.560000000000
0.0385851398
Long
DBT
CORP
US
N
2
2029-03-01
Fixed
4.625000000000
N
N
N
N
N
N
SIRIUS XM RADIO INC
WP5O65E6BMU84LNO4227
SIRIUS XM RADIO INC
82967NBG2
550000.000000000000
PA
USD
474770.810000000000
0.1059651243
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
4.125000000000
N
N
N
N
N
N
SKYMILES IP LTD
2549008L7P4I8VB90936
DELTA AIR LINES/SKYMILES IP LTD
830867AB3
1214000.000000000000
PA
USD
1186077.050000000000
0.2647231030
Long
DBT
CORP
KY
N
2
2028-10-20
Fixed
4.750000000000
N
N
N
N
N
N
SOUNDVIEW HOME EQUITY LOAN TRUST
N/A
SVHE_06-OPT5
83612CAA7
247541.590000000000
PA
USD
233604.110000000000
0.0521386067
Long
ABS-CBDO
CORP
US
N
2
2036-07-25
Variable
5.715400000000
N
N
N
N
N
N
SOUTH AFRICA (REPUBLIC OF)
N/A
SOUTH AFRICA (REPUBLIC OF)
836205AY0
200000.000000000000
PA
USD
185279.670000000000
0.0413529704
Long
DBT
NUSS
ZA
N
2
2030-06-22
Fixed
5.875000000000
N
N
N
N
N
N
SOUTH CAROLINA PUBLIC SERVICE AUTHORITY
N/A
SC ST PUB SVC AUTH SANTEE COOPER
8371477D3
65000.000000000000
PA
USD
66157.960000000000
0.0147659382
Long
DBT
MUN
US
N
2
2030-01-01
Fixed
5.740000000000
N
N
N
N
N
N
SOUTHERN COMPANY (THE)
549300FC3G3YU2FBZD92
SOUTHERN CO
842587CV7
184000.000000000000
PA
USD
176009.440000000000
0.0392839277
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
3.250000000000
N
N
N
N
N
N
SOUTHWEST AIRLINES CO
UDTZ87G0STFETI6HGH41
SOUTHWEST AIRLINES CO
844741BG2
390000.000000000000
PA
USD
419835.000000000000
0.0937038820
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
1.250000000000
N
N
N
N
N
SOUTHWEST AIRLINES CO
Southwest Airlines Co
USD
XXXX
N
N
N
RASC_07-KS1
N/A
RASC_07-KS1
74924SAD8
1183479.880000000000
PA
USD
1109407.530000000000
0.2476110669
Long
ABS-MBS
CORP
US
N
2
2037-01-25
Variable
5.875400000000
N
N
N
N
N
N
RAD CLO LTD RAD_24-7A
N/A
RAD_24-7A
74936GAC2
500000.000000000000
PA
USD
500476.500000000000
0.1117024329
Long
ABS-MBS
CORP
US
N
2
2036-04-17
Variable
7.250000000000
N
N
N
N
N
N
SOUTHWESTERN ELECTRIC POWER COMPANY
N/A
SOUTHWESTERN ELECTRIC POWER CO
845437BT8
85000.000000000000
PA
USD
55604.940000000000
0.0124105869
Long
DBT
CORP
US
N
2
2051-11-01
Fixed
3.250000000000
N
N
N
N
N
N
SOUTHWESTERN ENERGY CO
EFWMP121W54QV9MGOP87
SOUTHWESTERN ENERGY COMPANY
845467AL3
4000.000000000000
PA
USD
3977.950000000000
0.0008878473
Long
DBT
CORP
US
N
2
2025-01-23
Variable
5.7000
N
N
N
N
N
N
RESIDENTIAL FUNDING MORTGAGE SEC I RFMSI_06-S10
N/A
RFMSI_06-S10
74958DAA6
537441.810000000000
PA
USD
399550.960000000000
0.0891766432
Long
ABS-CBDO
CORP
US
N
2
2036-10-25
Fixed
6.000000000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC R
N/A
RALI_06-QO10
751153AA5
574068.070000000000
PA
USD
485216.170000000000
0.1082964468
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Variable
5.755400000000
N
N
N
N
N
N
RESIDENTIAL ACCREDIT LOANS INC RALI_07-QO1
N/A
RALI_07-QO1
75115YAA7
881730.950000000000
PA
USD
755085.460000000000
0.1685291575
Long
ABS-MBS
CORP
US
N
2
2047-02-25
Variable
5.735400000000
N
N
N
N
N
N
RESIDENTIAL ASSET MORTGAGE PRODU
N/A
RAMP_06-RZ2
75156UAD9
424739.370000000000
PA
USD
416852.550000000000
0.0930382225
Long
ABS-CBDO
CORP
US
N
2
2036-05-25
Variable
5.930400000000
N
N
N
N
N
N
REDE DOR FINANCE SARL
549300FDE772OLJUCP79
REDE DOR FINANCE SARL
75735GAA6
200000.000000000000
PA
USD
178761.970000000000
0.0398982709
Long
DBT
CORP
LU
N
2
2030-01-22
Fixed
4.500000000000
N
N
N
N
N
N
REYNOLDS AMERICAN INC
02S2RPPVO9RP4NEU2740
REYNOLDS AMERICAN INC
761713BB1
660000.000000000000
PA
USD
598094.580000000000
0.1334900233
Long
DBT
CORP
US
N
2
2045-08-15
Fixed
5.850000000000
N
N
N
N
N
N
RESOLUTE FOREST PRODUCTS
N/A
RESOLUTE FOREST PRODUCTS INC - RTS
761CVR042
76222.000000000000
NS
USD
152444.000000000000
0.0340243062
Long
EC
CORP
US
Y
3
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABU8
119000.000000000000
PA
USD
112740.430000000000
0.0251627805
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
2.625000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS HOLDINGS INC
84762LAW5
85000.000000000000
PA
USD
83302.700000000000
0.0185925098
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
5.500000000000
N
N
N
N
N
N
SPECTRUM BRANDS INC
549300VU3EH2E73C1Q04
SPECTRUM BRANDS INC
84762LAX3
45000.000000000000
PA
USD
42744.140000000000
0.0095401571
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
3.875000000000
N
N
N
N
N
N
SPRINT SPECTRUM CO LLC
N/A
SPRINT SPECTRUM CO I/ II /III/ LLC
85208NAE0
1066750.000000000000
PA
USD
1061188.070000000000
0.2368488613
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
5.152000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABV6
250000.000000000000
PA
USD
229620.180000000000
0.0512494248
Long
DBT
CORP
US
N
2
2029-04-15
Fixed
3.375000000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-MOBILE USA INC
87264ABW4
360000.000000000000
PA
USD
322149.970000000000
0.0719013488
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
3.500000000000
N
N
N
N
N
N
TMS ISSUER SARL
21380092DY1X4BHPMA32
TMS ISSUER SARL
87266GAA8
300000.000000000000
PA
USD
307816.580000000000
0.0687022485
Long
DBT
CORP
LU
N
2
2032-08-23
Fixed
5.780000000000
N
N
N
N
N
N
T-MOBILE US TRUST TMUST_22-1
N/A
TMUST_22-1A
87267WAA2
490000.000000000000
PA
USD
487679.460000000000
0.1088462338
Long
ABS-MBS
CORP
US
N
2
2028-05-22
Fixed
4.910000000000
N
N
N
N
N
N
TACO BELL FUNDING BELL_16-1A
N/A
BELL_16-1A
87342RAC8
553125.000000000000
PA
USD
544812.530000000000
0.1215978873
Long
ABS-MBS
CORP
US
N
2
2046-05-25
Fixed
4.970000000000
N
N
N
N
N
N
TAL ADVANTAGE LLC TAL_20-1A
N/A
TAL_20-1A
87407RAA4
294975.000000000000
PA
USD
266386.760000000000
0.0594554373
Long
ABS-MBS
CORP
US
N
2
2045-09-20
Fixed
2.050000000000
N
N
N
N
N
N
TEXAS NAT GAS SECURITIZATION FIN CORP REV
N/A
Texas Natural Gas Securitization Finance Corp
88258MAB1
460000.000000000000
PA
USD
466439.630000000000
0.1041056702
Long
DBT
MUN
US
N
2
2041-04-01
Fixed
5.169000000000
N
N
N
N
N
N
TEXAS (STATE OF)
N/A
State of Texas
882724V20
250000.000000000000
PA
USD
251121.900000000000
0.0560484402
Long
DBT
MUN
US
N
2
2043-10-01
Fixed
5.235000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS LIMITED TMCL_20-2
N/A
TMCL_20-2A
88315LAG3
207290.000000000000
PA
USD
187956.870000000000
0.0419505005
Long
ABS-MBS
CORP
BM
N
2
2045-09-20
Fixed
2.100000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS IV LTD TMCL_20-3A
N/A
TMCL_20-3A
88315LAJ7
248070.000000000000
PA
USD
222933.140000000000
0.0497569299
Long
ABS-MBS
CORP
US
N
2
2045-09-20
Fixed
2.110000000000
N
N
N
N
N
N
TEXTAINER MARINE CONTAINERS VII LTD TMCL_21-2A
N/A
TMCL_21-2A
88315LAQ1
599333.360000000000
PA
USD
529832.270000000000
0.1182544107
Long
ABS-MBS
CORP
US
N
2
2046-04-20
Fixed
2.230000000000
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
MEXICO (UNITED MEXICAN STATES)
91087BAM2
475000.000000000000
PA
USD
393293.980000000000
0.0877801343
Long
DBT
NUSS
MX
N
2
2031-05-24
Fixed
2.6590
N
N
N
N
N
N
MEXICO (UNITED MEXICAN STATES) (GOVERNMENT)
254900EGTWEU67VP6075
UNITED MEXICAN STATES
91087BAR1
200000.000000000000
PA
USD
165299.080000000000
0.0368934593
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.500000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911363AM1
345000.000000000000
PA
USD
305529.920000000000
0.0681918839
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.8750
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BG8
205000.000000000000
PA
USD
197812.470000000000
0.0441501932
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.875000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BN3
365000.000000000000
PA
USD
329911.660000000000
0.0736336972
Long
DBT
CORP
US
N
2
2030-07-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITED RENTALS (NORTH AMERICA) INC
NGIZXNT70J2LYT3FBI09
UNITED RENTALS NA INC
911365BQ6
300000.000000000000
PA
USD
300703.240000000000
0.0671146067
Long
DBT
CORP
US
N
2
2029-12-15
Fixed
6.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BILL
912797GQ4
8395000.000000000000
PA
USD
8386746.120000000000
1.8718560120
Long
DBT
UST
US
N
2
2024-03-07
Fixed
0.0000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810QY7
590000.000000000000
PA
USD
457250.000000000000
0.1020546168
Long
DBT
UST
US
N
2
2042-11-15
Fixed
2.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810SF6
2465000.000000000000
PA
USD
1910375.000000000000
0.4263807295
Long
DBT
UST
US
N
2
2049-02-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810SL3
1493000.000000000000
PA
USD
929859.060000000000
0.2075372554
Long
DBT
UST
US
N
2
2050-02-15
Fixed
2.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810TF5
655000.000000000000
PA
USD
481527.340000000000
0.1074731288
Long
DBT
UST
US
N
2
2042-02-15
Fixed
2.3750
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810TJ7
550000.000000000000
PA
USD
425476.560000000000
0.0949630340
Long
DBT
UST
US
N
2
2052-08-15
Fixed
3.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY BOND
912810TN8
1210000.000000000000
PA
USD
1058371.880000000000
0.2362203098
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
912828Z78
1485000.000000000000
PA
USD
1367128.130000000000
0.3051322852
Long
DBT
UST
US
N
2
2027-01-31
Fixed
1.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CBQ3
355000.000000000000
PA
USD
327265.630000000000
0.0730431240
Long
DBT
UST
US
N
2
2026-02-28
Fixed
0.500000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CDY4
396000.000000000000
PA
USD
332578.130000000000
0.0742288324
Long
DBT
UST
US
N
2
2032-02-15
Fixed
1.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CEP2
3440000.000000000000
PA
USD
3109975.000000000000
0.6941220490
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.875000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CET4
345000.000000000000
PA
USD
326617.970000000000
0.0728985714
Long
DBT
UST
US
N
2
2027-05-31
Fixed
2.625000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CFF3
1725000.000000000000
PA
USD
1540101.560000000000
0.3437385993
Long
DBT
UST
US
N
2
2032-08-15
Fixed
2.750000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CGM7
2060000.000000000000
PA
USD
1943481.250000000000
0.4337697851
Long
DBT
UST
US
N
2
2033-02-15
Fixed
3.5000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CHV6
455000.000000000000
PA
USD
456208.590000000000
0.1018221823
Long
DBT
UST
US
N
2
2025-08-31
Fixed
5.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CJT9
330000.000000000000
PA
USD
326132.810000000000
0.0727902875
Long
DBT
UST
US
N
2
2027-01-15
Fixed
4.000000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CJV4
1783000.000000000000
PA
USD
1769766.810000000000
0.3949980834
Long
DBT
UST
US
N
2
2026-01-31
Fixed
4.250000000000
N
N
N
N
N
N
UNITED STATES TREASURY
254900HROIFWPRGM1V77
TREASURY NOTE
91282CJW2
3044000.000000000000
PA
USD
3008803.750000000000
0.6715414188
Long
DBT
UST
US
N
2
2029-01-31
Fixed
4.000000000000
N
N
N
N
N
N
VIRGIN MEDIA FINANCE PLC
2138001LVYC87DDHT482
VIRGIN MEDIA FINANCE PLC
92769VAJ8
400000.000000000000
PA
USD
345104.990000000000
0.0770247294
Long
DBT
CORP
GB
N
2
2030-07-15
Fixed
5.000000000000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECURED FINANCE PLC
92769XAP0
510000.000000000000
PA
USD
478059.150000000000
0.1066990560
Long
DBT
CORP
GB
N
2
2029-05-15
Fixed
5.5000
N
N
N
N
N
N
VIRGIN MEDIA SECURED FINANCE PLC
213800X3RLP4NOTPY579
VIRGIN MEDIA SECURED FINANCE PLC
92769XAR6
200000.000000000000
PA
USD
174738.400000000000
0.0390002416
Long
DBT
CORP
GB
N
2
2030-08-15
Fixed
4.500000000000
N
N
N
N
N
N
VMED O2 UK FINANCING I PLC
213800MRR46ECNGZ7L69
VMED O2 UK FINANCING I PLC
92858RAA8
430000.000000000000
PA
USD
365976.760000000000
0.0816831449
Long
DBT
CORP
GB
N
2
2031-01-31
Fixed
4.250000000000
N
N
N
N
N
N
WAMU_05-AR8
N/A
WAMU_05-AR8
92922FS41
323534.360000000000
PA
USD
299617.340000000000
0.0668722424
Long
ABS-CBDO
CORP
US
N
2
2045-07-25
Variable
6.355400000000
N
N
N
N
N
N
WMG Acquisition
549300NAS11NXI33CP80
WMG ACQUISITION CORP
92933BAR5
655000.000000000000
PA
USD
550345.950000000000
0.1228329033
Long
DBT
CORP
US
N
2
2031-02-15
Fixed
3.000000000000
N
N
N
N
N
N
WFRBS_14-C24
N/A
WFRBS_14-C24
92939KAH1
2300953.410000000000
PA
USD
4351.560000000000
0.0009712341
Long
ABS-MBS
CORP
US
N
2
2047-11-15
Variable
0.832800000000
N
N
N
N
N
N
WMHE_07-HE1
N/A
WMHE_07-HE1
933631AE3
1079625.640000000000
PA
USD
498505.480000000000
0.1112625166
Long
ABS-CBDO
CORP
US
N
2
2037-01-25
Variable
5.665400000000
N
N
N
N
N
N
WAMU_07-OA4
N/A
WAMU_07-OA4
93364CAA6
540661.610000000000
PA
USD
427280.380000000000
0.0953656325
Long
ABS-CBDO
CORP
US
N
2
2047-05-25
Variable
5.859200000000
N
N
N
N
N
N
WASH MULTIFAMILY ACQUISITION INC
549300AS7PRY5PHG6L12
WASH MULTIFAMILY ACQUISITION INC
93710WAA3
145000.000000000000
PA
USD
140750.930000000000
0.0314145046
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
5.750000000000
N
N
N
N
N
N
WASHINGTON MUTUAL MORTGAGE PASS-
N/A
WMALT_06-AR2
93934FMN9
204715.974000000000
PA
USD
156692.680000000000
0.0349725783
Long
ABS-CBDO
CORP
US
N
2
2046-04-25
Variable
6.029200000000
N
N
N
N
N
N
WASTE PRO USA INC
549300BY1QXU5BI3UF28
WASTE PRO USA INC
94107JAA1
127000.000000000000
PA
USD
124501.520000000000
0.0277877636
Long
DBT
CORP
US
N
2
2026-02-15
Fixed
5.500000000000
N
N
N
N
N
N
WFMBS_07-7
N/A
WFMBS_07-7
94985JBQ2
810591.900000000000
PA
USD
710067.890000000000
0.1584815887
Long
ABS-CBDO
CORP
US
N
2
2037-06-25
Fixed
6.000000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2J1
180000.000000000000
PA
USD
153539.480000000000
0.0342688087
Long
DBT
CORP
US
N
2
2031-02-11
Variable
2.572000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2K8
545000.000000000000
PA
USD
527308.960000000000
0.1176912277
Long
DBT
CORP
US
N
2
2026-02-11
Variable
2.164000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2S1
140000.000000000000
PA
USD
127701.100000000000
0.0285018848
Long
DBT
CORP
US
N
2
2028-06-02
Variable
2.393000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
95000U2U6
820000.000000000000
PA
USD
703566.270000000000
0.1570304780
Long
DBT
CORP
US
N
2
2033-03-02
Variable
3.350000000000
N
N
N
N
N
N
WELLS FARGO COMMERCIAL MORTGAGE TRUST WFCM_19-JWDR
N/A
WFCM_19-JDWR
95002NAL1
425000.000000000000
PA
USD
389054.310000000000
0.0868338732
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Variable
3.326100000000
N
N
N
N
N
N
WESTERN MIDSTREAM OPERATING LP
L6D8A6MLSY454J2JXJ60
WESTERN MIDSTREAM OPERATING LP
958667AC1
445000.000000000000
PA
USD
411700.810000000000
0.0918883945
Long
DBT
CORP
US
N
2
2030-02-01
Variable
4.0500
N
N
N
N
N
N
WILSON N C
N/A
City of Wilson NC
972335AQ6
25000.000000000000
PA
USD
25520.720000000000
0.0056960247
Long
DBT
MUN
US
N
2
2040-10-01
Fixed
4.000000000000
N
N
N
N
N
N
WILSON N C
N/A
City of Wilson NC
972335AU7
20000.000000000000
PA
USD
20020.380000000000
0.0044683919
Long
DBT
MUN
US
N
2
2044-10-01
Fixed
4.000000000000
N
N
N
N
N
N
TRAVEL + LEISURE CO
T4VNTWMFQ7JQB65L7T35
WYNDHAM DESTINATIONS INC
98310WAS7
150000.000000000000
PA
USD
151541.570000000000
0.0338228909
Long
DBT
CORP
US
N
2
2026-07-31
Fixed
6.6250
N
N
N
N
N
N
YUM! BRANDS INC.
549300JE8XHZZ7OHN517
YUM! BRANDS INC
988498AL5
645000.000000000000
PA
USD
612109.710000000000
0.1366180905
Long
DBT
CORP
US
N
2
2030-01-15
Fixed
4.750000000000
N
N
N
N
N
N
IRELAND (GOVERNMENT)
549300KXBEJAOJ9OVF93
IRELAND (REPUBLIC OF)
000000000
235000.000000000000
PA
235385.520000000000
0.0525362035
Long
DBT
NUSS
IE
N
2
2029-05-15
Fixed
1.100000000000
N
N
N
N
N
N
KOMMUNALBANKEN AS
N/A
KOMMUNALBANKEN AS
000000000
184000.000000000000
PA
119861.790000000000
0.0267522122
Long
DBT
NUSS
NO
N
2
2024-07-15
Fixed
5.250000000000
N
N
N
N
N
N
BRAZIL FEDERATIVE REPUBLIC OF (GOVERNMENT)
254900ZFY40OYEADAP90
NOTA DO TESOURO NACIONAL
000000000
3775000.00
PA
771318.820000000000
0.1721523163
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.000000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
6127000000.000000000000
PA
390202.230000000000
0.0870900800
Long
DBT
NUSS
ID
N
2
2025-06-15
Fixed
6.500000000000
N
N
N
N
N
N
TREASURY CORPORATION OF VICTORIA
549300ZJM7BQW1P9UV75
TREASURY CORPORATION OF VICTORIA
000000000
215000.000000000000
PA
108575.170000000000
0.0242331271
Long
DBT
MUN
AU
N
2
2034-11-20
Fixed
2.250000000000
N
N
N
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
10YR MINI JGB MAR 24
000000000
1.000000000000
NC
-93.970000000000
-0.0000209734
N/A
DIR
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
10YR MINI JGB MAR 24
10YR MINI JGB MAR 24
2024-03-12
14638048.000000000000
JPY
-93.970000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
STOXX 600 BANK MAR 24
000000000
7.000000000000
NC
1102.420000000000
0.0002460515
N/A
DE
CORP
DE
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
STOXX 600 BANK MAR 24
STOXX 600 BANK MAR 24
2024-03-15
59773.190000000000
EUR
1102.420000000000
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
000000000
11000000.000000000000
PA
128878.450000000000
0.0287646601
Long
DBT
NUSS
IN
N
2
2029-10-07
Fixed
6.450000000000
N
N
N
N
N
N
QNB FINANCE LTD
549300MY0DXTHQEX5O57
QNB FINANCE LTD
000000000
200000.000000000000
PA
USD
199570.060000000000
0.0445424735
Long
DBT
NUSS
KY
N
2
2024-03-28
Fixed
3.500000000000
N
N
N
N
N
N
E.ON SE
Q9MAIUP40P25UFBFG033
E.ON SE
000000000
170000.000000000000
PA
147843.330000000000
0.0329974727
Long
DBT
CORP
DE
N
2
2031-11-07
Fixed
0.625000000000
N
N
N
N
N
N
MALAYSIA (GOVERNMENT OF)
254900GSIL471JOBYY43
MALAYSIA (GOVERNMENT OF)
000000000
1015000.000000000000
PA
212950.270000000000
0.0475288315
Long
DBT
NUSS
MY
N
2
2034-07-05
Fixed
3.828000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
535000.000000000000
PA
528026.260000000000
0.1178513234
Long
DBT
NUSS
PH
N
2
2027-05-17
Fixed
0.875000000000
N
N
N
N
N
N
INDIA (REPUBLIC OF)
335800IV7VCDQGIOI391
INDIA (REPUBLIC OF)
000000000
3500000.000000000000
PA
42398.360000000000
0.0094629817
Long
DBT
NUSS
IN
N
2
2026-04-08
Fixed
7.270000000000
N
N
N
N
N
N
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
JAPANESE YEN
000000000
21275713.000000000000
OU
Notional Amount
N/A
-1045.860000000000
-0.0002334278
N/A
DFE
CORP
JP
N
2
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
194500.000000000000000
CAD
21275713.000000000000000
JPY
2024-03-21
-1045.860000000000
N
N
N
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
US DOLLARS
000000000
-343376.180000000000
OU
Notional Amount
N/A
260.390000000000
0.0000581170
N/A
DFE
CORP
NO
N
2
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
343376.179999999993015
NOK
32602.759999999998399
USD
2024-03-20
260.390000000000
N
N
N
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
JAPANESE YEN
000000000
17049457.000000000000
OU
Notional Amount
N/A
-5356.390000000000
-0.0011955043
N/A
DFE
CORP
JP
N
2
BNY Capital Markets
VJW2DOOHGDT6PR0ZRO63
119394.630000000004657
USD
17049457.000000000000000
JPY
2024-03-21
-5356.390000000000
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
1095000000.000000000000
PA
74146.200000000000
0.0165488508
Long
DBT
NUSS
ID
N
2
2035-06-15
Fixed
7.500000000000
N
N
N
N
N
N
INDONESIA (REPUBLIC OF)
529900FWX0GRR7WG5W79
INDONESIA (REPUBLIC OF)
000000000
10212000000.000000000000
PA
647436.190000000000
0.1445026840
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.500000000000
N
N
N
N
N
N
THERMO FISHER
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
000000000
315000.000000000000
PA
304463.980000000000
0.0679539744
Long
DBT
CORP
US
N
2
2028-03-01
Fixed
0.500000000000
N
N
N
N
N
N
NEW SOUTH WALES TREASURY CORPORATION
N/A
NEW SOUTH WALES TREASURY CORPORATI
000000000
705000.000000000000
PA
368614.470000000000
0.0822718611
Long
DBT
MUN
AU
N
2
2033-03-08
Fixed
2.000000000000
N
N
N
N
N
N
PARAGUAY REPUBLIC OF (GOVERNMENT)
N/A
PARAGUAY (REPUBLIC OF)
000000000
200000.000000000000
PA
USD
191417.560000000000
0.0427228994
Long
DBT
NUSS
PY
N
2
2031-04-28
Fixed
4.950000000000
N
N
N
N
N
N
PHILIPPINES (REPUBLIC OF)
N/A
PHILIPPINES (REPUBLIC OF)
000000000
33665000.000000000000
PA
570159.730000000000
0.1272551837
Long
DBT
NUSS
PH
N
2
2025-08-12
Fixed
2.625000000000
N
N
N
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
BRENT CRUDE OIL LAST DAY MAY 24
000000000
6.000000000000
NC
USD
-2765.700000000000
-0.0006172826
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
BRENT CRUDE OIL LAST DAY MAY 24
BRENT CRUDE OIL LAST DAY MAY 24
2024-03-28
494225.700000000000
USD
-2765.700000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CORN MAY 24
000000000
-46.000000000000
NC
USD
-3201.200000000000
-0.0007144828
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CORN MAY 24
CORN MAY 24
2024-05-14
-984648.800000001000
USD
-3201.200000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CORN JUL 24
000000000
-32.000000000000
NC
USD
-8570.400000000000
-0.0019128461
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CORN JUL 24
CORN JUL 24
2024-07-12
-697429.600000000000
USD
-8570.400000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CORN JUL 24
000000000
-134.000000000000
NC
USD
119288.690000000000
0.0266243008
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
CORN JUL 24
CORN JUL 24
2024-07-12
-3075663.690000000000
USD
119288.690000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CORN SEP 24
000000000
-25.000000000000
NC
USD
-13480.000000000000
-0.0030086304
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CORN SEP 24
CORN SEP 24
2024-09-13
-549332.500000000000
USD
-13480.000000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CORN DEC 24
000000000
-17.000000000000
NC
USD
-4149.900000000000
-0.0009262252
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CORN DEC 24
CORN DEC 24
2024-12-13
-389612.600000000000
USD
-4149.900000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO STOXX BANK MAR 24
000000000
34.000000000000
NC
5130.780000000000
0.0011451499
N/A
DE
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
EURO STOXX BANK MAR 24
EURO STOXX BANK MAR 24
2024-03-15
203583.230000000000
EUR
5130.780000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
EURO STOXX BANK MAR 24
000000000
156.000000000000
NC
-2489.750000000000
-0.0005556927
N/A
DE
CORP
DE
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
EURO STOXX BANK MAR 24
EURO STOXX BANK MAR 24
2024-03-15
958197.560000000000
EUR
-2489.750000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
MILLING WHEAT MAY 24
000000000
-47.000000000000
NC
10981.380000000000
0.0024509580
N/A
DCO
CORP
FR
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
MILLING WHEAT MAY 24
MILLING WHEAT MAY 24
2024-05-10
-470766.250000000000
EUR
10981.380000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
MILLING WHEAT SEP 24
000000000
-23.000000000000
NC
2294.240000000000
0.0005120564
N/A
DCO
CORP
FR
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
MILLING WHEAT SEP 24
MILLING WHEAT SEP 24
2024-09-10
-237883.720000000000
EUR
2294.240000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
MILLING WHEAT DEC 24
000000000
-7.000000000000
NC
888.940000000000
0.0001984044
N/A
DCO
CORP
FR
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Short
MILLING WHEAT DEC 24
MILLING WHEAT DEC 24
2024-12-10
-74503.750000000000
EUR
888.940000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COCOA MAY 24
000000000
6.000000000000
NC
USD
38926.800000000000
0.0086881567
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
COCOA MAY 24
COCOA MAY 24
2024-05-15
324013.200000000000
USD
38926.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COCOA MAY 24
000000000
12.000000000000
NC
USD
166523.670000000000
0.0371667782
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COCOA MAY 24
COCOA MAY 24
2024-05-15
559356.330000000000
USD
166523.670000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COCOA JUL 24
000000000
7.000000000000
NC
USD
-2635.400000000000
-0.0005882006
N/A
DCO
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
COCOA JUL 24
COCOA JUL 24
2024-07-16
403735.400000000000
USD
-2635.400000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CAD/USD FUTURE (CME) MAR 24
000000000
-4.000000000000
NC
USD
945.600000000000
0.0002110505
N/A
DFE
CORP
US
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Short
CAD/USD FUTURE (CME) MAR 24
CAD/USD FUTURE (CME) MAR 24
2024-03-19
-295625.600000000000
USD
945.600000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CAD/USD FUTURE (CME) MAR 24
000000000
-25.000000000000
NC
USD
7011.700000000000
0.0015649565
N/A
DFE
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
CAD/USD FUTURE (CME) MAR 24
CAD/USD FUTURE (CME) MAR 24
2024-03-19
-1848761.700000000000
USD
7011.700000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CAC40 10 EURO MAR 24
000000000
34.000000000000
NC
24450.810000000000
0.0054572292
N/A
DE
CORP
FR
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
CAC40 10 EURO MAR 24
CAC40 10 EURO MAR 24
2024-03-15
2677297.330000000000
EUR
24450.810000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CAC40 10 EURO MAR 24
000000000
24.000000000000
NC
49666.540000000000
0.0110851825
N/A
DE
CORP
FR
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CAC40 10 EURO MAR 24
CAC40 10 EURO MAR 24
2024-03-15
1859861.480000000000
EUR
49666.540000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CAC40 10 EURO MAR 24
000000000
4.000000000000
NC
-602.810000000000
-0.0001345425
N/A
DE
CORP
FR
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CAC40 10 EURO MAR 24
CAC40 10 EURO MAR 24
2024-03-15
318199.840000000000
EUR
-602.810000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
USD/CNH PH (XCME) MAR 24
000000000
1.000000000000
NC
95.680000000000
0.0000213550
N/A
DFE
CORP
SG
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
USD/CNH PH (XCME) MAR 24
USD/CNH PH (XCME) MAR 24
2024-03-18
719459.190000000000
CNY
95.680000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE APR 24
000000000
8.000000000000
NC
USD
5177.200000000000
0.0011555105
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE APR 24
WTI CRUDE APR 24
2024-03-20
620902.800000000000
USD
5177.200000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE APR 24
000000000
6.000000000000
NC
USD
4168.110000000000
0.0009302895
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE APR 24
WTI CRUDE APR 24
2024-03-20
465391.890000000000
USD
4168.110000000000
N
N
N
Goldman Sachs
FOR8UP27PHTHYVLBNG30
WTI CRUDE MAY 24
000000000
6.000000000000
NC
USD
280.400000000000
0.0000625831
N/A
DCO
CORP
US
N
1
Goldman Sachs
FOR8UP27PHTHYVLBNG30
Long
WTI CRUDE MAY 24
WTI CRUDE MAY 24
2024-04-22
464419.600000000000
USD
280.400000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
-99999.850000000000
OU
Notional Amount
N/A
2074.670000000000
0.0004630501
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.850000000005821
USD
98646555.000000000000000
CLP
2024-03-11
2074.670000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
-99999.840000000000
OU
Notional Amount
N/A
-1928.770000000000
-0.0004304863
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.839999999996508
USD
94777552.000000000000000
CLP
2024-03-11
-1928.770000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
-199999.690000000000
OU
Notional Amount
N/A
3333.700000000000
0.0007440557
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
199999.690000000002328
USD
196515102.000000000000000
CLP
2024-03-12
3333.700000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
CHILEAN PESO
000000000
-199999.690000000000
OU
Notional Amount
N/A
4151.910000000000
0.0009266738
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
199999.690000000002328
USD
197461981.000000000000000
CLP
2024-03-27
4151.910000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-100000.000000000000
OU
Notional Amount
N/A
1189.040000000000
0.0002653844
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
397167000.000000000000000
COP
2024-03-01
1189.040000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-99999.810000000000
OU
Notional Amount
N/A
-475.500000000000
-0.0001061279
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.809999999997672
USD
390702030.079999983310699
COP
2024-03-05
-475.500000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-99999.820000000000
OU
Notional Amount
N/A
857.370000000000
0.0001913583
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.820000000006985
USD
396002912.220000028610229
COP
2024-03-06
857.370000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-200000.000000000000
OU
Notional Amount
N/A
2219.140000000000
0.0004952947
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
200000.000000000000000
USD
794128000.000000000000000
COP
2024-03-07
2219.140000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-99999.820000000000
OU
Notional Amount
N/A
1085.220000000000
0.0002422126
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.820000000006985
USD
397246909.980000019073486
COP
2024-03-11
1085.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-100000.000000000000
OU
Notional Amount
N/A
147.730000000000
0.0000329722
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
100000.000000000000000
USD
393770800.000000000000000
COP
2024-03-14
147.730000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-200000.000000000000
OU
Notional Amount
N/A
-285.420000000000
-0.0000637035
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
200000.000000000000000
USD
786086000.000000000000000
COP
2024-03-20
-285.420000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COLOMBIAN PESO
000000000
-99999.810000000000
OU
Notional Amount
N/A
165.290000000000
0.0000368914
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.809999999997672
USD
394670875.149999976158142
COP
2024-03-26
165.290000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
-1313648.510000000000
OU
Notional Amount
N/A
4513.220000000000
0.0010073153
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1313648.509999999776483
USD
109297026.769999995827675
INR
2024-03-01
4513.220000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
-1191503.750000000000
OU
Notional Amount
N/A
3021.950000000000
0.0006744756
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
1191503.750000000000000
USD
99045592.489999994635582
INR
2024-03-04
3021.950000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
-494842.060000000000
OU
Notional Amount
N/A
746.380000000000
0.0001665862
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
494842.059999999997672
USD
41094131.200000002980232
INR
2024-03-05
746.380000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
INDIAN RUPEE
000000000
-48464.910000000000
OU
Notional Amount
N/A
-7.520000000000
-0.0000016784
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
48464.910000000003492
USD
4021943.669999999925494
INR
2024-03-27
-7.520000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
TAIWAN NEW DOLLAR
000000000
-99999.780000000000
OU
Notional Amount
N/A
-546.720000000000
-0.0001220236
N/A
DFE
CORP
US
N
2
JPMorgan
ZBUT11V806EZRVTWT807
99999.779999999998836
USD
3144080.830000000074506
TWD
2024-03-27
-546.720000000000
N
N
N
JPMorgan
ZBUT11V806EZRVTWT807
COFFEE ROBUSTA MAY 24
000000000
11.000000000000
NC
USD
6568.240000000000
0.0014659797
N/A
DCO
CORP
GB
N
1
JPMorgan
ZBUT11V806EZRVTWT807
Long
COFFEE ROBUSTA MAY 24
COFFEE ROBUSTA MAY 24
2024-05-24
333881.760000000000
USD
6568.240000000000
N
N
N
2024-03-20
Columbia Funds Series Trust I
Martha Skinner
Martha Skinner
Assistant Treasurer