| Category/ Item | Listed at Cost or FMV | Book Value | End of Year Fair Market Value |
|---|---|---|---|
| 1011778 BC UNLIMITED LBLTY CO | FMV | 2,780,336 | 2,780,336 |
| 522 FUNDING CLO LTD | FMV | 247,516 | 247,516 |
| 90DAY EUR FUTR JUN21 | FMV | 109,229 | 109,229 |
| 90DAY EUR FUTR DEC21 | FMV | 152,578 | 152,578 |
| 90DAY EUR FUTR MAR21 | FMV | 41,991 | 41,991 |
| AAMES MORTGAGE INVESTMENT TRUS | FMV | 1,726,153 | 1,726,153 |
| ABU DHABI GOVT INT L | FMV | 4,946,099 | 4,946,099 |
| ACADEMY LTD | FMV | 338,385 | 338,385 |
| ACCESS GROUP INC | FMV | 1,285,330 | 1,285,330 |
| ACE SECURITIES CORP. | FMV | 2,191,248 | 2,191,248 |
| ADEVINTA ASA | FMV | 1,285,614 | 1,285,614 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 3,558,946 | 3,558,946 |
| AEGIS ASSET BACKED SECURITIES | FMV | 1,248,404 | 1,248,404 |
| AFFIDEA BV | FMV | 972,419 | 972,419 |
| AGL CLO 1 LTD. | FMV | 611,477 | 611,477 |
| AGL CLO 6 LTD | FMV | 733,121 | 733,121 |
| AI ALPINE AT BIDCO | FMV | 590,620 | 590,620 |
| ALBEA BEAUTY HOLDINGS S.A | FMV | 308,966 | 308,966 |
| ALISON BIDCO S A R L | FMV | 1,779,004 | 1,779,004 |
| ALISON BIDCO SARL | FMV | 367,892 | 367,892 |
| ALLEN MEDIA LLC | FMV | 1,243,574 | 1,243,574 |
| ALLIED UNIVERSAL HOLDCO LLC | FMV | 1,628,190 | 1,628,190 |
| ALLNEX LUXEMBOURG + CY S.C.A. | FMV | 2,849,324 | 2,849,324 |
| ALMONDE INC | FMV | 4,184,267 | 4,184,267 |
| ALPHA GROUP SARL | FMV | 2,378,878 | 2,378,878 |
| ALTICE FRANCE SA | FMV | 592,093 | 592,093 |
| AMC ENTMT INC SYNDICATED LNS | FMV | 317,452 | 317,452 |
| AMENTUM GOVERNMENT SRVCS HLDGS | FMV | 150,750 | 150,750 |
| AMENTUM GOVT SERVI HOLDGS LLC | FMV | 496,877 | 496,877 |
| AMER AIRLN 13 1 A PASS T | FMV | 3,430,997 | 3,430,997 |
| AMER SPORTS OYJ | FMV | 2,619,137 | 2,619,137 |
| AMERICAN AIRLS INC | FMV | 1 | 1 |
| AMERICAN EXPRESS CREDIT ACCOUN | FMV | 7,378,335 | 7,378,335 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 6,402,904 | 6,402,904 |
| AMERICAN HOME MORTGAGE INVESTM | FMV | 282,420 | 282,420 |
| AMERICAN HOMES 4 RENT | FMV | 711,987 | 711,987 |
| AMERICAN MONEY MANAGEMENT CORP | FMV | 1,221,887 | 1,221,887 |
| AMERICREDIT AUTOMOBILE RECEIVA | FMV | 3,449,474 | 3,449,474 |
| AMERIQUEST MORTGAGE SECURITIES | FMV | 9,106,916 | 9,106,916 |
| AMMERAAL BELTECH HOLDING B.V. | FMV | 3,003,693 | 3,003,693 |
| AMORTIZING RESIDENTIAL COLLATE | FMV | 9,632 | 9,632 |
| AMPHORA FINANCE LIMITED | FMV | 2,528,856 | 2,528,856 |
| AMSR TRUST | FMV | 1,449,172 | 1,449,172 |
| AMWINS GROUP INC | FMV | 19,855 | 19,855 |
| APCOA PARKING HOLDINGS GMBH | FMV | 1,256,708 | 1,256,708 |
| APEX CREDIT CLO LLC | FMV | 891,603 | 891,603 |
| API GROUP DE INC | FMV | 631,224 | 631,224 |
| APOLLO COML REAL ESTATE FIN IN | FMV | 679,874 | 679,874 |
| APPLEBEES/IHOP FUNDING LLC | FMV | 3,640,261 | 3,640,261 |
| ARES CLO LTD | FMV | 911,359 | 911,359 |
| ARI FLEET LEASE TRUST | FMV | 1,177,498 | 1,177,498 |
| ARMOR MCP | FMV | 6,470,125 | 6,470,125 |
| ASP TPI HLDGS INC | FMV | 477,832 | 477,832 |
| ASPLUNDH TREE EXPERT LLC | FMV | 249,844 | 249,844 |
| ASSET BACKED FUNDING CERTIFICA | FMV | 5,500,942 | 5,500,942 |
| ASSET BACKED SECURITIES CORP H | FMV | 2,346,382 | 2,346,382 |
| ASURION LLC | FMV | 4,207,916 | 4,207,916 |
| ATHENAHEALTH INC | FMV | 1,719,154 | 1,719,154 |
| AURIS LUXEMBOURG III SARL | FMV | 8,314,756 | 8,314,756 |
| AUST 10Y BOND FUT MAR21 | FMV | 244,216 | 244,216 |
| AVAYA INC | FMV | 1,217,105 | 1,217,105 |
| AVERY POINT CLO LTD | FMV | 1,216,718 | 1,216,718 |
| AVERYS | FMV | 691,424 | 691,424 |
| AVIS BUDGET RENTAL CAR FUNDING | FMV | 28,769,258 | 28,769,258 |
| AVOLON TLB BORROWER 1 US LLC | FMV | 880,000 | 880,000 |
| AVS HOLDING GMBH | FMV | 1 | 1 |
| AZELIS FINANCE SA | FMV | 1,697,707 | 1,697,707 |
| BAHIA DE LAS ISLETAS SL | FMV | 756,552 | 756,552 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 4,228,316 | 4,228,316 |
| BANC OF AMERICA COMMERCIAL MOR | FMV | 2,780,395 | 2,780,395 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 26,064,682 | 26,064,682 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 1,426,128 | 1,426,128 |
| BANFF MERGER SUB INC | FMV | 3,353,973 | 3,353,973 |
| BANIJAY ENTERTAINMENT SAS | FMV | 1,217,738 | 1,217,738 |
| BANK | FMV | 555,896 | 555,896 |
| BANNISTER HOLDGINGS LLC | FMV | 16,193 | 16,193 |
| BAYVIEW COMMERCIAL ASSET TRUST | FMV | 17,468,903 | 17,468,903 |
| BAYVIEW FINANCIAL ACQUISITION | FMV | 5,032,289 | 5,032,289 |
| BBCCRE TRUST | FMV | 1,656,752 | 1,656,752 |
| BCA MARKETPLACE PLC | FMV | 6,722,452 | 6,722,452 |
| BCAP LLC TRUST | FMV | 2,938,456 | 2,938,456 |
| BCC FUNDING CORP | FMV | 1,112,731 | 1,112,731 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 1,088,268 | 1,088,268 |
| BEAR STEARNS ALT A TRUST | FMV | 4,403,125 | 4,403,125 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 1,803,638 | 1,803,638 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 8,861,456 | 8,861,456 |
| BEAR STEARNS COMMERCIAL MORTGA | FMV | 11,618,749 | 11,618,749 |
| BEAR STEARNS MORTGAGE FUNDING | FMV | 1,713,394 | 1,713,394 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 2,779 | 2,779 |
| BEAVER VISITEC INT INC | FMV | 1,680,132 | 1,680,132 |
| BELLA VISTA MORTGAGE TRUST | FMV | 97,619 | 97,619 |
| BENEFIT STREET PARTNERS CLO LT | FMV | 522,679 | 522,679 |
| BERRY GLOBAL INC | FMV | 337,378 | 337,378 |
| BETEILIGUNGSGESELLSCHAFT S.A.R | FMV | 960,183 | 960,183 |
| BFLD TRUST | FMV | 1,291,682 | 1,291,682 |
| BHMS MORTGAGE TRUST | FMV | 1,987,849 | 1,987,849 |
| BJS WHOLESALE CLUB INC | FMV | 110,255 | 110,255 |
| BLUEMOUNTAIN CLO LTD | FMV | 241,324 | 241,324 |
| BNG BANK NV | FMV | 4,832,982 | 4,832,982 |
| BOLUDA CORPORACION MARITIMA SL | FMV | 2,312,145 | 2,312,145 |
| BONCER | FMV | 128,946 | 128,946 |
| BONOS DE TESORERIA | FMV | 6,330,442 | 6,330,442 |
| BONOS Y OBLIG DEL ESTADO | FMV | 4,670,909 | 4,670,909 |
| BOUGHT AUD/SOLD USD | FMV | 136,261 | 136,261 |
| BOUGHT CAD/SOLD USD | FMV | 357,178 | 357,178 |
| BOUGHT CHF/SOLD USD | FMV | 64,433 | 64,433 |
| BOUGHT COP/SOLD USD | FMV | 858,352 | 858,352 |
| BOUGHT GBP/SOLD USD | FMV | 476,731 | 476,731 |
| BOUGHT IDR/SOLD USD | FMV | 265,654 | 265,654 |
| BOUGHT INR/SOLD USD | FMV | 62,199 | 62,199 |
| BOUGHT JPY/SOLD USD | FMV | 216,497 | 216,497 |
| BOUGHT KRW/SOLD USD | FMV | 149,612 | 149,612 |
| BOUGHT MXN/SOLD USD | FMV | 112,042,133 | 112,042,133 |
| BOUGHT NOK/SOLD USD | FMV | 16,566,710 | 16,566,710 |
| BOUGHT NZD/SOLD USD | FMV | 69,534 | 69,534 |
| BOUGHT SEK/SOLD USD | FMV | 20,964,017 | 20,964,017 |
| BOUGHT THB/SOLD USD | FMV | 12,725 | 12,725 |
| BOUGHT USD/SOLD BRL | FMV | 2,113,492 | 2,113,492 |
| BOUGHT USD/SOLD PEN | FMV | 133,365 | 133,365 |
| BOUGHT ZAR/SOLD USD | FMV | 284,722 | 284,722 |
| BOWMAN PARK CLO LTD | FMV | 79,335 | 79,335 |
| BRICKMAN GROUP LTD | FMV | 668,828 | 668,828 |
| BRIDGEWATER PURE ALPHA LEAD | FMV | 81,131,550 | 81,131,550 |
| BRISTOL PARK CLO, LTD. | FMV | 500,070 | 500,070 |
| BROOKFIELD WEC HOLDINGS INC | FMV | 481,828 | 481,828 |
| BX COMMERCIAL MORTGAGE TRUST 2 | FMV | 1,432,308 | 1,432,308 |
| BX TRUST | FMV | 9,875,341 | 9,875,341 |
| CAESARS RESORT COLLECTION LLC | FMV | 2,440,354 | 2,440,354 |
| CALIFORNIA REPUBLIC AUTO RECEI | FMV | 1,237,103 | 1,237,103 |
| CAMB COMMERCIAL MORTGAGE TRUST | FMV | 1,242,549 | 1,242,549 |
| CANADA HOUSING TRUST | FMV | 520,459,536 | 520,459,536 |
| CANADA T BILL | FMV | 251,162,323 | 251,162,323 |
| CANADIAN GOVERNMENT | FMV | 12,685,242 | 12,685,242 |
| CANO HEALTH LLC | FMV | 298,875 | 298,875 |
| CAPITAL ONE MULTI ASSET EXECUT | FMV | 2,029,120 | 2,029,120 |
| CARLYLE GLOBAL MARKET STRATEGI | FMV | 465,929 | 465,929 |
| CARNIVAL CORPORATION | FMV | 4,603,336 | 4,603,336 |
| CARRINGTON MORTGAGE LOAN TRUST | FMV | 17,695,404 | 17,695,404 |
| CASINO GUICHARD PERRACHON SA | FMV | 790,583 | 790,583 |
| CASPER BIDCO SAS | FMV | 1,358,933 | 1,358,933 |
| CATSKILL PARK CLO, LTD. | FMV | 1,148,495 | 1,148,495 |
| CBS COMMERCIAL SMALL BALANCE C | FMV | 203,592 | 203,592 |
| CCP LUX HOLDING S.A. R.L. | FMV | 1,636,710 | 1,636,710 |
| CD COMMERCIAL MORTGAGE TRUST | FMV | 881,395 | 881,395 |
| CDS USD | FMV | 13,861,019 | 13,861,019 |
| CEDAR FUNDING LTD | FMV | 248,977 | 248,977 |
| CENT CLO LP | FMV | 2,191,460 | 2,191,460 |
| CENTEX HOME EQUITY | FMV | 686,400 | 686,400 |
| CEP IV INVESTMENT 16 S.A.R.L. | FMV | 1,967,351 | 1,967,351 |
| CERBA HEALTHCARE SAS | FMV | 2,404,276 | 2,404,276 |
| CERBERUS | FMV | 381,045 | 381,045 |
| CF HIPPOLYTA ISSUER LLC | FMV | 525,930 | 525,930 |
| CFCRE COMMERCIAL MORTGAGE TRUS | FMV | 957,711 | 957,711 |
| CFK TRUST | FMV | 2,229,755 | 2,229,755 |
| CHANGE HEALTHCARE HLDGS INC | FMV | 1,369,833 | 1,369,833 |
| CHARTER COMMUNICATIONS OPERATI | FMV | 2,027,967 | 2,027,967 |
| CHASE FUNDING LOAN ACQUISITION | FMV | 6,815,478 | 6,815,478 |
| CHEVY CHASE MORTGAGE FUNDING C | FMV | 361,713 | 361,713 |
| CHINA GOVERNMENT BOND | FMV | 298,209,912 | 298,209,912 |
| CHINA TREASURY BILL | FMV | 517,969,543 | 517,969,543 |
| CIM TRUST | FMV | 758,075 | 758,075 |
| CIT GROUP HOME EQUITY LOAN TRU | FMV | 10,718 | 10,718 |
| CITADEL SECURITIES LP | FMV | 1,575,398 | 1,575,398 |
| CITICORP RESIDENTIAL MORTGAGE | FMV | 8,066,285 | 8,066,285 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 3,406,206 | 3,406,206 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 4,500,632 | 4,500,632 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 3,604,481 | 3,604,481 |
| CITIMORTGAGE ALTERNATIVE LOAN | FMV | 188,990 | 188,990 |
| CITYCENTER HLDGS LLC | FMV | 115,929 | 115,929 |
| COACH AMERICA HOLDINGS INC. | FMV | 1 | 1 |
| COLOUROZ INVESTMENT 1 GMBH | FMV | 1,382,541 | 1,382,541 |
| COLOUROZ INVESTMENT 2 LLC | FMV | 454,101 | 454,101 |
| COMM MORTGAGE TRUST | FMV | 11,037,272 | 11,037,272 |
| COMPASS IV LIMITED | FMV | 3,920,294 | 3,920,294 |
| CONSECO FINANCE SECURITIZATION | FMV | 161,888 | 161,888 |
| CONSECO FINANCIAL CORP | FMV | 317,833 | 317,833 |
| CONTIMORTGAGE HOME EQUITY LOAN | FMV | 314,965 | 314,965 |
| COOK PARK CLO, LTD | FMV | 234,403 | 234,403 |
| COTY INC | FMV | 2,823,862 | 2,823,862 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 37,389,064 | 37,389,064 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 11,124,799 | 11,124,799 |
| COUNTRYWIDE HOME EQUITY LOAN T | FMV | 972,340 | 972,340 |
| COUNTRYWIDE HOME LOANS | FMV | 9,030,956 | 9,030,956 |
| COVENTRY REAL ESTATE FUND LP | FMV | 69 | 69 |
| CREDIT BASED ASSET SERVICING A | FMV | 11,634,377 | 11,634,377 |
| CREDIT SUISSE COMMERCIAL MORTG | FMV | 1,470,315 | 1,470,315 |
| CREDIT SUISSE FIRST BOSTON MOR | FMV | 150,614 | 150,614 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 9,658,194 | 9,658,194 |
| CROWN FIN US INC | FMV | 2,105,233 | 2,105,233 |
| CROWN FINANCE US INC | FMV | 656,395 | 656,395 |
| CSAB MORTGAGE BACKED TRUST | FMV | 1,985,527 | 1,985,527 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FMV | 807,905 | 807,905 |
| CSC HOLDINGS, LLC | FMV | 275,004 | 275,004 |
| CSMC 2019 RIO | FMV | 2,244,139 | 2,244,139 |
| CTC ACQUICO GMBH | FMV | 2,964,317 | 2,964,317 |
| CUMBERLAND PARK CLO LTD | FMV | 962,327 | 962,327 |
| CURIUM BIDCO SARL | FMV | 1,995,000 | 1,995,000 |
| CWGS GROUP LLC | FMV | 746,785 | 746,785 |
| DB MASTER FINANCE LLC | FMV | 1,823,936 | 1,823,936 |
| DCERT BUYER INC | FMV | 594,118 | 594,118 |
| DEERFIELD DAKOTA HOLDING LLC | FMV | 1,253,901 | 1,253,901 |
| DELL INTERNATIONAL LLC | FMV | 1,385,063 | 1,385,063 |
| DELTA 2 ( LUX ) SARL | FMV | 3,521,430 | 3,521,430 |
| DELTA AIR LINES INC | FMV | 1,473,678 | 1,473,678 |
| DEOLEO FINANCIAL LIMITED | FMV | 469,043 | 469,043 |
| DEUTSCHE ALT A SECURITIES INC | FMV | 1,739,861 | 1,739,861 |
| DEUTSCHE ALT A SECURITIES NIM | FMV | 2 | 2 |
| DEUTSCHE BANK COMMERCIAL MORTG | FMV | 5,150,839 | 5,150,839 |
| DEUTSCHE FINANCIAL CAPITAL SEC | FMV | 3,595,684 | 3,595,684 |
| DEUTSCHE MORTGAGE SECURITIES, | FMV | 436,970 | 436,970 |
| DEUTSCHLAND I/L BOND | FMV | 5,611,512 | 5,611,512 |
| DEXKO GLOBAL INC | FMV | 1,685,579 | 1,685,579 |
| DIAMOND (BC) B V | FMV | 3,678,839 | 3,678,839 |
| DISCOVER CARD EXECUTION NOTE T | FMV | 12,339,114 | 12,339,114 |
| DIVIDEND SOLAR LOANS LLC | FMV | 1,699,873 | 1,699,873 |
| DLG ACQUISITIONS LIMITED | FMV | 1,875,167 | 1,875,167 |
| DOMINOS PIZZA MASTER ISSUER LL | FMV | 527,226 | 527,226 |
| DONCASTERS FINANCE US LLC | FMV | 860,099 | 860,099 |
| DORNA SPORTS S.L. | FMV | 4,760,344 | 4,760,344 |
| DRIVE AUTO RECEIVABLES TRUST | FMV | 4,170,122 | 4,170,122 |
| DRYDEN SENIOR LOAN FUND | FMV | 1,129,957 | 1,129,957 |
| DSLA MORTGAGE LOAN TRUST | FMV | 488,670 | 488,670 |
| DT AUTO OWNER TRUST | FMV | 3,022,661 | 3,022,661 |
| EDELMAN FINL CTR LLC | FMV | 1,112,362 | 1,112,362 |
| EG GROUP LIMITED | FMV | 1,632,519 | 1,632,519 |
| ELEMENT MATERIALS TECH GROUP | FMV | 1,323,808 | 1,323,808 |
| ELLINGTON LOAN ACQUISITION TRU | FMV | 2,976,491 | 2,976,491 |
| ELYSIUM HEALTHCARE HOLD 3 LTD | FMV | 2,814,601 | 2,814,601 |
| EMC MORTGAGE LOAN TRUST | FMV | 1,199,595 | 1,199,595 |
| ENTERCOM MEDIA CORP | FMV | 299,622 | 299,622 |
| EQUIFIRST LOAN SECURITIZATION | FMV | 2,034,867 | 2,034,867 |
| ERH1P99.6250 | FMV | 1,255,059 | 1,255,059 |
| EURO STOXX 50 MAR21 | FMV | 2,679,536 | 2,679,536 |
| EURO-BOBL FUTURE MAR21 | FMV | 495,556 | 495,556 |
| EURO-BTP FUTURE MAR21 | FMV | 4,222,648 | 4,222,648 |
| EUROPEAN CAMPING GROUP SAS | FMV | 1,703,144 | 1,703,144 |
| EURO-SCHATZ FUT MAR21 | FMV | 164,806 | 164,806 |
| EXC HLDGS III CORP | FMV | 584,520 | 584,520 |
| FANNIE MAE | FMV | 3,193,705 | 3,193,705 |
| FANNIE MAE CAS | FMV | 7,710,061 | 7,710,061 |
| FANNIEMAE ACES | FMV | 2,427,889 | 2,427,889 |
| FANNIEMAE STRIP | FMV | 23,250 | 23,250 |
| FED HM LN PC POOL C91981 | FMV | 566,238 | 566,238 |
| FED HM LN PC POOL E04124 | FMV | 382,894 | 382,894 |
| FED HM LN PC POOL G07921 | FMV | 2,249,505 | 2,249,505 |
| FED HM LN PC POOL G08784 | FMV | 1,709,163 | 1,709,163 |
| FED HM LN PC POOL G30615 | FMV | 173,479 | 173,479 |
| FED HM LN PC POOL G60596 | FMV | 1,289,087 | 1,289,087 |
| FED HM LN PC POOL G60722 | FMV | 2,191,059 | 2,191,059 |
| FED HM LN PC POOL G61374 | FMV | 427,380 | 427,380 |
| FED HM LN PC POOL G67713 | FMV | 123,434 | 123,434 |
| FED HM LN PC POOL G67721 | FMV | 285,857 | 285,857 |
| FED HM LN PC POOL J14240 | FMV | 97 | 97 |
| FED HM LN PC POOL Q22877 | FMV | 1,263,562 | 1,263,562 |
| FED HM LN PC POOL Q42019 | FMV | 2,689,793 | 2,689,793 |
| FED HM LN PC POOL Q50003 | FMV | 678,344 | 678,344 |
| FED HM LN PC POOL Q50962 | FMV | 502,698 | 502,698 |
| FED HM LN PC POOL Q56007 | FMV | 840,567 | 840,567 |
| FED HM LN PC POOL QA0127 | FMV | 1,712,351 | 1,712,351 |
| FED HM LN PC POOL QA2141 | FMV | 1,354,262 | 1,354,262 |
| FED HM LN PC POOL QA3570 | FMV | 4,234,268 | 4,234,268 |
| FED HM LN PC POOL QA4404 | FMV | 1,557,055 | 1,557,055 |
| FED HM LN PC POOL QA5485 | FMV | 1,691,878 | 1,691,878 |
| FED HM LN PC POOL QA5555 | FMV | 1,522,854 | 1,522,854 |
| FED HM LN PC POOL QA5557 | FMV | 2,208,280 | 2,208,280 |
| FED HM LN PC POOL QA5567 | FMV | 392,628 | 392,628 |
| FED HM LN PC POOL QA8518 | FMV | 358,234 | 358,234 |
| FED HM LN PC POOL QA8791 | FMV | 285,526 | 285,526 |
| FED HM LN PC POOL QA8958 | FMV | 2,003,317 | 2,003,317 |
| FED HM LN PC POOL QB2634 | FMV | 5,080,605 | 5,080,605 |
| FED HM LN PC POOL QB2668 | FMV | 3,511,895 | 3,511,895 |
| FED HM LN PC POOL QB3716 | FMV | 4,506,489 | 4,506,489 |
| FED HM LN PC POOL RA2141 | FMV | 476,464 | 476,464 |
| FED HM LN PC POOL RA2658 | FMV | 490,824 | 490,824 |
| FED HM LN PC POOL RA2895 | FMV | 3,989,622 | 3,989,622 |
| FED HM LN PC POOL RA2959 | FMV | 3,371,149 | 3,371,149 |
| FED HM LN PC POOL RA2970 | FMV | 2,586,654 | 2,586,654 |
| FED HM LN PC POOL RA3474 | FMV | 313,953 | 313,953 |
| FED HM LN PC POOL RB5015 | FMV | 1,402,493 | 1,402,493 |
| FED HM LN PC POOL RD5034 | FMV | 10,681,927 | 10,681,927 |
| FED HM LN PC POOL SD0247 | FMV | 165,502 | 165,502 |
| FED HM LN PC POOL SD0422 | FMV | 99,291 | 99,291 |
| FED HM LN PC POOL SD8082 | FMV | 2,883,309 | 2,883,309 |
| FED HM LN PC POOL SD8104 | FMV | 586,510 | 586,510 |
| FED HM LN PC POOL ZM2846 | FMV | 95,013 | 95,013 |
| FED HM LN PC POOL ZS4646 | FMV | 4,312,528 | 4,312,528 |
| FED HM LN PC POOL ZS4697 | FMV | 222,041 | 222,041 |
| FED HM LN PC POOL ZS4712 | FMV | 2,706,515 | 2,706,515 |
| FED HM LN PC POOL ZS8673 | FMV | 152,947 | 152,947 |
| FED HM LN PC POOL ZT0794 | FMV | 925,063 | 925,063 |
| FED HOME LN DISCOUNT NT | FMV | 749,964 | 749,964 |
| FED REPUBLIC OF BRAZIL | FMV | 3,394,898 | 3,394,898 |
| FEDERAL HOME LOAN BANK | FMV | 4,597,915 | 4,597,915 |
| FHLMC MULTIFAMILY STRUCTURED P | FMV | 1,942,681 | 1,942,681 |
| FINANCIAL RISK US HLDGS INC | FMV | 1,289,211 | 1,289,211 |
| FINANCIERE MENDEL SAS | FMV | 2,208,689 | 2,208,689 |
| FINANCIERE SUN S.A.S | FMV | 1,252,303 | 1,252,303 |
| FINASTRA USA, INC. | FMV | 3,083,004 | 3,083,004 |
| FINCO I LLC | FMV | 45,327 | 45,327 |
| FIRST ALLIANCE MORTGAGE LOAN T | FMV | 45,675 | 45,675 |
| FIRST EAGLE HOLDINGS INC | FMV | 990,483 | 990,483 |
| FIRST FRANKLIN MTG LOAN ASSET | FMV | 15,785,646 | 15,785,646 |
| FIRST HORIZON ALTERNATIVE MORT | FMV | 1,049,581 | 1,049,581 |
| FIRST HORIZON MORTGAGE PASS TH | FMV | 124,782 | 124,782 |
| FIRSTFED CORP MANUFACTURED HOU | FMV | 18,446 | 18,446 |
| FIRSTKEY HOMES 2020 SFR1 TRUST | FMV | 1,363,310 | 1,363,310 |
| FLAGSTAR MORTGAGE TRUST | FMV | 494,865 | 494,865 |
| FLINT GROUP GMBH | FMV | 2,481,704 | 2,481,704 |
| FLINT GROUP US LLC | FMV | 3,833,765 | 3,833,765 |
| FNMA POOL 100235 | FMV | 1 | 1 |
| FNMA POOL 387770 | FMV | 3,677,583 | 3,677,583 |
| FNMA POOL AL3471 | FMV | 2,297,763 | 2,297,763 |
| FNMA POOL AL3673 | FMV | 242,833 | 242,833 |
| FNMA POOL AL6598 | FMV | 1,985,853 | 1,985,853 |
| FNMA POOL AL7047 | FMV | 3,946,514 | 3,946,514 |
| FNMA POOL AL7501 | FMV | 5,551,351 | 5,551,351 |
| FNMA POOL AL9546 | FMV | 46,027 | 46,027 |
| FNMA POOL AM8674 | FMV | 86,784 | 86,784 |
| FNMA POOL AN5796 | FMV | 3,008,237 | 3,008,237 |
| FNMA POOL AR4792 | FMV | 38,310 | 38,310 |
| FNMA POOL AS0044 | FMV | 3,203,010 | 3,203,010 |
| FNMA POOL AS0070 | FMV | 40,064 | 40,064 |
| FNMA POOL AS0645 | FMV | 1,631,150 | 1,631,150 |
| FNMA POOL AS6789 | FMV | 1,364,502 | 1,364,502 |
| FNMA POOL AS7372 | FMV | 1,744,947 | 1,744,947 |
| FNMA POOL AS9588 | FMV | 450,992 | 450,992 |
| FNMA POOL AT1929 | FMV | 102,129 | 102,129 |
| FNMA POOL AT2016 | FMV | 3,104,419 | 3,104,419 |
| FNMA POOL AT2032 | FMV | 387,848 | 387,848 |
| FNMA POOL AT7420 | FMV | 71,185 | 71,185 |
| FNMA POOL AT7427 | FMV | 55,331 | 55,331 |
| FNMA POOL AU8600 | FMV | 100,816 | 100,816 |
| FNMA POOL AY6181 | FMV | 193,303 | 193,303 |
| FNMA POOL AZ2953 | FMV | 2,531,435 | 2,531,435 |
| FNMA POOL BC0791 | FMV | 1,685,570 | 1,685,570 |
| FNMA POOL BC1747 | FMV | 1,959,313 | 1,959,313 |
| FNMA POOL BC9468 | FMV | 2,116,540 | 2,116,540 |
| FNMA POOL BE2369 | FMV | 2,842,538 | 2,842,538 |
| FNMA POOL BF0104 | FMV | 263,079 | 263,079 |
| FNMA POOL BF0183 | FMV | 146,668 | 146,668 |
| FNMA POOL BF0301 | FMV | 80,275 | 80,275 |
| FNMA POOL BH4519 | FMV | 120,320 | 120,320 |
| FNMA POOL BJ0258 | FMV | 255,816 | 255,816 |
| FNMA POOL BJ2763 | FMV | 41,095 | 41,095 |
| FNMA POOL BJ4604 | FMV | 2,010,102 | 2,010,102 |
| FNMA POOL BJ6133 | FMV | 59,432 | 59,432 |
| FNMA POOL BK7700 | FMV | 738,280 | 738,280 |
| FNMA POOL BM1948 | FMV | 251,903 | 251,903 |
| FNMA POOL BM4781 | FMV | 131,725 | 131,725 |
| FNMA POOL BM4801 | FMV | 2,420,771 | 2,420,771 |
| FNMA POOL BM4951 | FMV | 839,964 | 839,964 |
| FNMA POOL BM5024 | FMV | 4,139,822 | 4,139,822 |
| FNMA POOL BM5507 | FMV | 1,427,022 | 1,427,022 |
| FNMA POOL BN2509 | FMV | 328,672 | 328,672 |
| FNMA POOL BN6691 | FMV | 743,089 | 743,089 |
| FNMA POOL BO0329 | FMV | 1,777,344 | 1,777,344 |
| FNMA POOL BO2110 | FMV | 1,905,932 | 1,905,932 |
| FNMA POOL BO2200 | FMV | 1,136,284 | 1,136,284 |
| FNMA POOL BP1423 | FMV | 1,628,517 | 1,628,517 |
| FNMA POOL BP7009 | FMV | 309,401 | 309,401 |
| FNMA POOL BP8593 | FMV | 1,836,074 | 1,836,074 |
| FNMA POOL BQ1327 | FMV | 2,252,513 | 2,252,513 |
| FNMA POOL CA1053 | FMV | 474,810 | 474,810 |
| FNMA POOL CA1565 | FMV | 97,292 | 97,292 |
| FNMA POOL CA2047 | FMV | 241,838 | 241,838 |
| FNMA POOL CA2471 | FMV | 405,011 | 405,011 |
| FNMA POOL CA2482 | FMV | 311,591 | 311,591 |
| FNMA POOL CA3055 | FMV | 50,234 | 50,234 |
| FNMA POOL CA3842 | FMV | 64,130 | 64,130 |
| FNMA POOL CA4033 | FMV | 65,442 | 65,442 |
| FNMA POOL CA4435 | FMV | 932,138 | 932,138 |
| FNMA POOL CA5164 | FMV | 818,265 | 818,265 |
| FNMA POOL CA5561 | FMV | 872,208 | 872,208 |
| FNMA POOL CA6053 | FMV | 1,100,069 | 1,100,069 |
| FNMA POOL CA6871 | FMV | 3,225,932 | 3,225,932 |
| FNMA POOL FM1219 | FMV | 1,316,107 | 1,316,107 |
| FNMA POOL FM1241 | FMV | 72,510 | 72,510 |
| FNMA POOL FM1458 | FMV | 61,926 | 61,926 |
| FNMA POOL FM1468 | FMV | 225,636 | 225,636 |
| FNMA POOL FM1727 | FMV | 1,962,765 | 1,962,765 |
| FNMA POOL FM1756 | FMV | 1,305,549 | 1,305,549 |
| FNMA POOL FM2158 | FMV | 166,271 | 166,271 |
| FNMA POOL FM2804 | FMV | 940,401 | 940,401 |
| FNMA POOL FM3023 | FMV | 76,842 | 76,842 |
| FNMA POOL FM3158 | FMV | 252,471 | 252,471 |
| FNMA POOL FM3542 | FMV | 84,514 | 84,514 |
| FNMA POOL FM3753 | FMV | 179,626 | 179,626 |
| FNMA POOL FM3957 | FMV | 485,353 | 485,353 |
| FNMA POOL FM4165 | FMV | 1,891,085 | 1,891,085 |
| FNMA POOL FM4281 | FMV | 1,550,959 | 1,550,959 |
| FNMA POOL FM4532 | FMV | 1,407,303 | 1,407,303 |
| FNMA POOL FM4795 | FMV | 4,509,385 | 4,509,385 |
| FNMA POOL FM4959 | FMV | 3,423,223 | 3,423,223 |
| FNMA POOL FM5265 | FMV | 2,342,796 | 2,342,796 |
| FNMA POOL MA1029 | FMV | 721,306 | 721,306 |
| FNMA POOL MA1200 | FMV | 979,434 | 979,434 |
| FNMA POOL MA1417 | FMV | 517,907 | 517,907 |
| FNMA POOL MA1547 | FMV | 46,504 | 46,504 |
| FNMA POOL MA2737 | FMV | 1,538,657 | 1,538,657 |
| FNMA POOL MA2866 | FMV | 1,212,763 | 1,212,763 |
| FNMA POOL MA3088 | FMV | 608,647 | 608,647 |
| FNMA POOL MA3149 | FMV | 443,786 | 443,786 |
| FNMA POOL MA4012 | FMV | 2,626,384 | 2,626,384 |
| FNMA POOL MA4031 | FMV | 77,829 | 77,829 |
| FNMA POOL MA4119 | FMV | 4,490,802 | 4,490,802 |
| FNMA POOL MA4126 | FMV | 28,853,094 | 28,853,094 |
| FNMA POOL MA4148 | FMV | 2,372,729 | 2,372,729 |
| FNMA POOL MA4210 | FMV | 3,469,060 | 3,469,060 |
| FNMA TBA 15 YR 1.5 | FMV | 7,938 | 7,938 |
| FNMA TBA 30 YR 2 | FMV | 14,537 | 14,537 |
| FNMA TBA 30 YR 2.5 | FMV | 7,046 | 7,046 |
| FOCUS FINANCIAL PARTNERS LLC | FMV | 1,873,618 | 1,873,618 |
| FORD CREDIT AUTO OWNER TRUST/F | FMV | 1,159,605 | 1,159,605 |
| FORD CREDIT FLOORPLAN MASTER O | FMV | 3,301,184 | 3,301,184 |
| FORTRESS CREDIT BSL LIMITED | FMV | 771,859 | 771,859 |
| FRAZIER HEALTHCARE V1 | FMV | 1,003,205 | 1,003,205 |
| FREDDIE MAC | FMV | 278,516 | 278,516 |
| FREDDIE MAC SCRT | FMV | 13,392,608 | 13,392,608 |
| FREDDIE MAC STACR | FMV | 8,007,810 | 8,007,810 |
| FREDDIEMAC STRIP | FMV | 16,976 | 16,976 |
| FREMF MORTGAGE TRUST | FMV | 410,310 | 410,310 |
| FRESB MULTIFAMILY MORTGAGE PAS | FMV | 2,173,178 | 2,173,178 |
| FRONERI INTERNATIONAL PLC | FMV | 1,190,707 | 1,190,707 |
| FTSE 100 IDX FUT MAR21 | FMV | 5,563,466 | 5,563,466 |
| FUGUE FINANCE B.V. | FMV | 4,882,930 | 4,882,930 |
| GAMMA INFRASTRUCTURE III B.V. | FMV | 1,202,138 | 1,202,138 |
| GARDA WORLD SECURITY CORPORATI | FMV | 412,239 | 412,239 |
| GCAT | FMV | 2,204,810 | 2,204,810 |
| GENESEE + WYOMING INC NEW | FMV | 1,726,296 | 1,726,296 |
| GFL ENVIRONMENTAL INC | FMV | 907,114 | 907,114 |
| GHD GESUNDHEITS GMBH DEUTCHLND | FMV | 606,422 | 606,422 |
| GLOBAL GARDEN PRODUCTS C SARL | FMV | 1,582,356 | 1,582,356 |
| GLOBAL GOOD FUND I | FMV | 1 | 1 |
| GLOBAL MEDICAL RESPONSE INC | FMV | 317,334 | 317,334 |
| GLOBAL TIMBER INV LTD | FMV | 1 | 1 |
| GLOBAL TIMBER INVESTORS 7 | FMV | 199,052 | 199,052 |
| GM FINANCIAL SECURITIZED TERM | FMV | 15,205,833 | 15,205,833 |
| GMAC COMMERCIAL MORTGAGE SECUR | FMV | 1,648 | 1,648 |
| GMAC MORTGAGE CORPORATION LOAN | FMV | 828,110 | 828,110 |
| GMAC MORTGAGE CORPORATION LOAN | FMV | 567,371 | 567,371 |
| GMRF MORTGAGE ACQUISITION CO., | FMV | 486,808 | 486,808 |
| GNMA II POOL 783298 | FMV | 95,024 | 95,024 |
| GNMA II POOL 784849 | FMV | 2,950,932 | 2,950,932 |
| GNMA II POOL 784905 | FMV | 1,082,206 | 1,082,206 |
| GNMA II POOL 892950 | FMV | 349,518 | 349,518 |
| GNMA II POOL 892951 | FMV | 308,538 | 308,538 |
| GNMA II POOL BC1919 | FMV | 1,625,030 | 1,625,030 |
| GNMA II POOL BS8546 | FMV | 323,452 | 323,452 |
| GNMA II POOL BT0810 | FMV | 1,973,388 | 1,973,388 |
| GNMA II POOL MA2961 | FMV | 3,598,358 | 3,598,358 |
| GNMA II POOL MA3035 | FMV | 1,851,191 | 1,851,191 |
| GNMA II POOL MA3104 | FMV | 7,263,377 | 7,263,377 |
| GNMA II POOL MA3375 | FMV | 154,435 | 154,435 |
| GNMA II POOL MA3376 | FMV | 3,116,176 | 3,116,176 |
| GNMA II POOL MA3735 | FMV | 1,968,258 | 1,968,258 |
| GNMA II POOL MA3873 | FMV | 3,067,804 | 3,067,804 |
| GNMA II POOL MA4261 | FMV | 148,801 | 148,801 |
| GNMA II POOL MA4381 | FMV | 49,700 | 49,700 |
| GNMA II POOL MA4720 | FMV | 1,824,608 | 1,824,608 |
| GNMA II POOL MA5192 | FMV | 1,804,172 | 1,804,172 |
| GNMA II POOL MA5193 | FMV | 1,138,834 | 1,138,834 |
| GNMA II POOL MA5529 | FMV | 224,360 | 224,360 |
| GNMA II POOL MA5530 | FMV | 1,301,338 | 1,301,338 |
| GNMA II POOL MA5712 | FMV | 265,306 | 265,306 |
| GNMA II POOL MA6409 | FMV | 2,061,118 | 2,061,118 |
| GNMA II POOL MA6656 | FMV | 6,340,709 | 6,340,709 |
| GNMA II POOL MA6932 | FMV | 1,258,377 | 1,258,377 |
| GNMA II TBA 30 YR 2 | FMV | 8,074 | 8,074 |
| GNMA II TBA 30 YR 2.5 | FMV | 7,500 | 7,500 |
| GNMA POOL 416602 | FMV | 89,763 | 89,763 |
| GNMA POOL 458371 | FMV | 1,349 | 1,349 |
| GNMA POOL 464846 | FMV | 1,236 | 1,236 |
| GNMA POOL 466087 | FMV | 3,653 | 3,653 |
| GNMA POOL 471947 | FMV | 16,405 | 16,405 |
| GNMA POOL 484261 | FMV | 4,034 | 4,034 |
| GNMA POOL 490627 | FMV | 7,120 | 7,120 |
| GNMA POOL 490736 | FMV | 5,318 | 5,318 |
| GNMA POOL 780873 | FMV | 2,432 | 2,432 |
| GNMA POOL AB2583 | FMV | 788,386 | 788,386 |
| GO DADDY OPER CO LLC | FMV | 69,433 | 69,433 |
| GOLD BARS CMDTY | FMV | 860,072,280 | 860,072,280 |
| GOLDEN NUGGET, INC. | FMV | 107,686 | 107,686 |
| GOLUB CAPITAL PARTNERS CLO LTD | FMV | 250,595 | 250,595 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 21,938,636 | 21,938,636 |
| GREAT WOLF TRUST | FMV | 5,243,930 | 5,243,930 |
| GREEN TREE HOME IMPROVEMENT LO | FMV | 45 | 45 |
| GREENBRIAR CO INVESTMENT | FMV | 39,261,862 | 39,261,862 |
| GREENBRIAR COINVEST TP | FMV | 1 | 1 |
| GREENBRIAR EQUITY FUND III, LP | FMV | 147,433,483 | 147,433,483 |
| GREENBRIAR EQUITY FUND IV A | FMV | 149,298,009 | 149,298,009 |
| GREENBRIAR III A | FMV | 204,273,839 | 204,273,839 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 1,890,318 | 1,890,318 |
| GREYWOLF CLO LTD | FMV | 1,177,195 | 1,177,195 |
| GRIPPEN PARK CLO LTD | FMV | 1,000,136 | 1,000,136 |
| GRMT MORTGAGE LOAN TRUST | FMV | 28,617 | 28,617 |
| GS MORTGAGE BACKED SECURITIES | FMV | 2,466,730 | 2,466,730 |
| GS MORTGAGE SECURITIES CORP. | FMV | 17,493 | 17,493 |
| GS MORTGAGE SECURITIES TRUST | FMV | 6,464,546 | 6,464,546 |
| GSAA HOME EQUITY TRUST | FMV | 11,113,018 | 11,113,018 |
| GSAMP TRUST | FMV | 5,262,274 | 5,262,274 |
| GSMPS MORTGAGE LOAN TRUST | FMV | 661,893 | 661,893 |
| GSR MORTGAGE LOAN TRUST | FMV | 6,559,283 | 6,559,283 |
| GTI 8 INSTITUTIONAL INVESTORS | FMV | 114,367,700 | 114,367,700 |
| GTT COMMUNICATIONS INC | FMV | 1,086,594 | 1,086,594 |
| HALCYON LOAN ADVISORS FUNDING | FMV | 339,365 | 339,365 |
| HALSEYPOINT CLO 3, LTD. | FMV | 461,746 | 461,746 |
| HALSEYPOINT CLO I, LTD. | FMV | 505,361 | 505,361 |
| HARBOR FREIGHT TOOLS USA INC | FMV | 758,731 | 758,731 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 7,533,917 | 7,533,917 |
| HC GROUP HOLDINGS II INC | FMV | 592,764 | 592,764 |
| HCA INC | FMV | 74,924 | 74,924 |
| HELIOS SOFTWARE HOLDINGS INC | FMV | 2,304,286 | 2,304,286 |
| HERTZ VEHICLE FINANCING LLC | FMV | 7,701,330 | 7,701,330 |
| HILDENE COMMUNITY FUNDING CLO | FMV | 1,970,000 | 1,970,000 |
| HILDING ANDERS INTERNATIONAL A | FMV | 1,227,282 | 1,227,282 |
| HILTON WORLDWIDE FINANCE LLC | FMV | 1,093,822 | 1,093,822 |
| HNVR HOLDCO LIMITED | FMV | 2,176,181 | 2,176,181 |
| HOMAIR VACANCES | FMV | 334,904 | 334,904 |
| HOME EQUITY ASSET TRUST | FMV | 6,932,480 | 6,932,480 |
| HOMEBANC MORTGAGE TRUST | FMV | 109,868 | 109,868 |
| HONY CAPITAL FUND III | FMV | 2,682,996 | 2,682,996 |
| HOTELBEDS GROUP | FMV | 2,978,355 | 2,978,355 |
| HSI ASSET SECURITIZATION CORPO | FMV | 156,888 | 156,888 |
| IFCO MANAGEMENT GMBH | FMV | 2,437,703 | 2,437,703 |
| IHEARTCOMMUNICATIONS INC | FMV | 48,464 | 48,464 |
| IMAGINA MEDIA AUDIOVISUAL SL | FMV | 3,197,136 | 3,197,136 |
| IMM EUR FUT OPT MAR21P 99.8125 | FMV | 15,031 | 15,031 |
| IMM EUR FUT OPT MAR22P 99.625 | FMV | 38,238 | 38,238 |
| IMPAC CMB TRUST | FMV | 124,499 | 124,499 |
| IMPAC SECURED ASSETS CORP. | FMV | 103,532 | 103,532 |
| INDONESIA GOVERNMENT | FMV | 12,005,551 | 12,005,551 |
| INDYMAC IMSC MORTGAGE LOAN TRU | FMV | 3,798,835 | 3,798,835 |
| INDYMAC INDA MORTGAGE LOAN TRU | FMV | 4,390,813 | 4,390,813 |
| INEOS STYROLUTION GROUP GMBH | FMV | 2,675,906 | 2,675,906 |
| INFORMATICA LLC | FMV | 1,443,885 | 1,443,885 |
| INTERNATIONAL PARK HOLDINGS B. | FMV | 2,684,333 | 2,684,333 |
| INTRAWEST RESORTS HLDGS INC | FMV | 646,953 | 646,953 |
| ION TRADING TECHNOLOGIES SARL | FMV | 4,927,462 | 4,927,462 |
| IRIS BIDCO LIMITED | FMV | 950,482 | 950,482 |
| IRS MXN | FMV | 311,008 | 311,008 |
| IRS USD | FMV | 5,608,143 | 5,608,143 |
| JACKSON MILL CLO LTD | FMV | 1,498,897 | 1,498,897 |
| JAGUAR HLDG CO II | FMV | 1,044,757 | 1,044,757 |
| JAMESTOWN CLO LTD | FMV | 750,014 | 750,014 |
| JANE STREET GROUP LLC | FMV | 981,317 | 981,317 |
| JAPAN (20 YEAR ISSUE) | FMV | 698,337 | 698,337 |
| JAPAN GOVT CPI LINKED | FMV | 15,515,388 | 15,515,388 |
| JETBLUE AIRWAYS CORPORATION | FMV | 1,469,455 | 1,469,455 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 23,068,165 | 23,068,165 |
| JP MORGAN MORTGAGE ACQUISITION | FMV | 4,164,334 | 4,164,334 |
| JP MORGAN MORTGAGE TRUST | FMV | 5,407,969 | 5,407,969 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 5,385,497 | 5,385,497 |
| JPN 10Y BOND(OSE) MAR21 | FMV | 295,650 | 295,650 |
| KIRK BEAUTY ONE GMBH | FMV | 2,394,257 | 2,394,257 |
| KKR FINANCIAL CLO LTD | FMV | 1,820,269 | 1,820,269 |
| KURAMO AFRICA COINV III LP | FMV | 5,710,472 | 5,710,472 |
| KURAMO AFRICA FUND II L.P. | FMV | 15,448,078 | 15,448,078 |
| KURAMO AFRICA FUND III LP | FMV | 2,138,931 | 2,138,931 |
| KURAMO AFRICA OPPORTUNITY OFFS | FMV | 15,110,826 | 15,110,826 |
| LAVENDER TRUST | FMV | 3,171,944 | 3,171,944 |
| LCM LTD PARTNERSHIP | FMV | 236,240 | 236,240 |
| LEGACY MORTGAGE ASSET TRUST | FMV | 2,142,981 | 2,142,981 |
| LEGACY MORTGAGE ASSET TRUST | FMV | 1,926,631 | 1,926,631 |
| LEHMAN BANKRUPTCY BLACKROCK | FMV | 1 | 1 |
| LEHMAN MORTGAGE TRUST | FMV | 230,900 | 230,900 |
| LEHMAN XS NET INTEREST MARGIN | FMV | 1 | 1 |
| LEHMAN XS TRUST | FMV | 5,675,748 | 5,675,748 |
| LERNEN BIDCO LIMITED | FMV | 5,103,044 | 5,103,044 |
| LEVEL 3 FINANCING INC | FMV | 705,784 | 705,784 |
| LINEAGE LOGISTICS | FMV | 214,080,000 | 214,080,000 |
| LONG BEACH MORTGAGE LOAN TRUST | FMV | 1,524,466 | 1,524,466 |
| LORCA FINCO PLC | FMV | 3,247,141 | 3,247,141 |
| LSF10 IMPALA INV S.A R.L. | FMV | 109,707 | 109,707 |
| LSF10 XL BIDCO SCA | FMV | 3,217,519 | 3,217,519 |
| LUMINENT MORTGAGE TRUST | FMV | 5,785,206 | 5,785,206 |
| MA FINANCECO., LLC | FMV | 2,074,145 | 2,074,145 |
| MAGNETITE CLO LTD | FMV | 1,540,157 | 1,540,157 |
| MALAYSIA GOVERNMENT | FMV | 14,002,941 | 14,002,941 |
| MARATHON CLO LTD | FMV | 479,291 | 479,291 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 8,021,515 | 8,021,515 |
| MASTR ALTERNATIVE LOANS TRUST | FMV | 3,893,905 | 3,893,905 |
| MASTR ASSET BACKED SECURITIES | FMV | 4,690,033 | 4,690,033 |
| MASTR REPERFORMING LOAN TRUST | FMV | 120,404 | 120,404 |
| MCAFEE LLC | FMV | 1,369,636 | 1,369,636 |
| MEDIQ N.V. | FMV | 1,758,150 | 1,758,150 |
| MELLON RESIDENTIAL FUNDING COR | FMV | 251,236 | 251,236 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 9,767,500 | 9,767,500 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 7,383,219 | 7,383,219 |
| MEX BONOS DESARR FIX RT | FMV | 36,683,751 | 36,683,751 |
| MICHAELS STORES INC | FMV | 893,962 | 893,962 |
| MISTER CAR WASH HLDNGS INC | FMV | 1,451,692 | 1,451,692 |
| MKS CLO LTD | FMV | 497,482 | 497,482 |
| ML CFC COMMERCIAL MORTGAGE TRU | FMV | 165,755 | 165,755 |
| MLCC MORTGAGE INVESTORS INC | FMV | 966,359 | 966,359 |
| MMAF EQUIPMENT FINANCE LLC | FMV | 1,919,800 | 1,919,800 |
| MONROE CAPITAL BSL CLO LTD | FMV | 298,542 | 298,542 |
| MORGAN STANLEY BAML TRUST | FMV | 3,565,848 | 3,565,848 |
| MORGAN STANLEY CAPITAL I TRUST | FMV | 45,201 | 45,201 |
| MORGAN STANLEY CAPITAL INC | FMV | 6,216,627 | 6,216,627 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 1,503,013 | 1,503,013 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 3,091 | 3,091 |
| MORGAN STANLEY REREMIC TRUST | FMV | 5,548,913 | 5,548,913 |
| MORTGAGEIT TRUST | FMV | 2,164,006 | 2,164,006 |
| MOTION FINCO SARL | FMV | 3,190,367 | 3,190,367 |
| MPH ACQUISITION HLDGS LLC | FMV | 832,972 | 832,972 |
| MRCD 2019 PRKC MORTGAGE TRUST | FMV | 3,166,855 | 3,166,855 |
| MSCG TRUST | FMV | 1,714,283 | 1,714,283 |
| NASSAU LTD | FMV | 360,066 | 360,066 |
| NATIONSTAR HOME EQUITY LOAN TR | FMV | 769,160 | 769,160 |
| NATIXIS COMMERCIAL MORTGAGE SE | FMV | 2,936,369 | 2,936,369 |
| NAVIENT STUDENT LOAN TRUST | FMV | 2,126,360 | 2,126,360 |
| NEUBERGER BERMAN CLO LTD | FMV | 553,621 | 553,621 |
| NEW CENTURY HOME EQUITY LOAN T | FMV | 12,525,776 | 12,525,776 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 11,967,592 | 11,967,592 |
| NEWARK BSL CLO 2 LTD. | FMV | 898,958 | 898,958 |
| NEXSTAR BROADCASTING INC | FMV | 1,710,018 | 1,710,018 |
| NEXTGEAR FLOORPLAN MASTER OWNE | FMV | 2,627,558 | 2,627,558 |
| NEXUS BUYER LLC | FMV | 278,323 | 278,323 |
| NISSAN AUTO RECEIVABLES OWNER | FMV | 1,238,547 | 1,238,547 |
| NOMURA ASSET ACCEPTANCE CORPOR | FMV | 1,703,476 | 1,703,476 |
| NOMURA HOME EQUITY LOAN INC | FMV | 6,404,551 | 6,404,551 |
| NOTA DO TESOURO NACIONAL | FMV | 2,626,253 | 2,626,253 |
| NOVACAP S.A. | FMV | 3,429,576 | 3,429,576 |
| OAK HILL CREDIT PARTNERS | FMV | 410,359 | 410,359 |
| OAK STREET INVESTMENT GRADE NE | FMV | 731,921 | 731,921 |
| OAKTREE CLO LTD | FMV | 773,715 | 773,715 |
| OAKWOOD MORTGAGE INVESTORS INC | FMV | 410,558 | 410,558 |
| OCEAN TRAILS CLO | FMV | 629,119 | 629,119 |
| OCEAN TRAILS CLO IX | FMV | 1,625,722 | 1,625,722 |
| OCP CLO LTD | FMV | 790,983 | 790,983 |
| OCTAGON INVESTMENT PARTNERS 45 | FMV | 900,856 | 900,856 |
| OHA LOAN FUNDING LTD | FMV | 520,628 | 520,628 |
| OPTION ONE MORTGAGE LOAN TRUST | FMV | 551,544 | 551,544 |
| ORBITER GROUP S.A R.L. | FMV | 3,584,671 | 3,584,671 |
| ORIGEN MANUFACTURED HOUSING | FMV | 755,986 | 755,986 |
| ORTHO CLINICAL DIAGNOSTICS SA | FMV | 1,254,053 | 1,254,053 |
| OWL ROCK CLO LTD | FMV | 869,996 | 869,996 |
| OWNIT MORTGAGE LOAN ASSET BACK | FMV | 2,578,376 | 2,578,376 |
| OZLM LTD | FMV | 237,960 | 237,960 |
| PANGAEA ONE | FMV | 1,060,930 | 1,060,930 |
| PARK PLACE SECURITIES INC | FMV | 4,522,822 | 4,522,822 |
| PARQUES REUNIDOS SAU | FMV | 3,041,776 | 3,041,776 |
| PARTY CITY HLDGS INC | FMV | 138,683 | 138,683 |
| PEER HOLDING B.V. | FMV | 1,627,874 | 1,627,874 |
| PET ACQUISITION MERGER SUB LLC | FMV | 1,533,750 | 1,533,750 |
| PETSMART INC | FMV | 89,746 | 89,746 |
| PHOENIX GUARANTOR INC | FMV | 858,039 | 858,039 |
| PHOENIX TRUST | FMV | 4,171,646 | 4,171,646 |
| PI LUX FINCO S.A R.L. | FMV | 3,032,874 | 3,032,874 |
| POPULAR ABS MORTGAGE PASS THRO | FMV | 4,751,119 | 4,751,119 |
| PRIME MORTGAGE TRUST | FMV | 66,079 | 66,079 |
| PRIME SECURITY SVCS BRWR LLC | FMV | 1,400,588 | 1,400,588 |
| PROGRESS RESIDENTIAL TRUST | FMV | 2,085,658 | 2,085,658 |
| PROVINCE OF QUEBEC | FMV | 5,844,512 | 5,844,512 |
| PROVINCIA DE BUENOS AIRE | FMV | 921,584 | 921,584 |
| RAAC SERIES | FMV | 26,187,265 | 26,187,265 |
| RACKSPACE HOSTING INC | FMV | 368,214 | 368,214 |
| RADNET MGMT INC | FMV | 149,550 | 149,550 |
| RBSGC MORTGAGE PASS THROUGH CE | FMV | 1,100,156 | 1,100,156 |
| REALOGY CORP | FMV | 136,645 | 136,645 |
| RECETTE CLO LLC | FMV | 252,732 | 252,732 |
| REGATTA VI FUNDING LTD. | FMV | 979,319 | 979,319 |
| REGIONALCARE HOSPITAL PARTNERS | FMV | 1,559,167 | 1,559,167 |
| RENAISSANCE HOME EQUITY LOAN T | FMV | 336,894 | 336,894 |
| REPUBLIC OF ARGENTINA | FMV | 2,915,844 | 2,915,844 |
| REPUBLIC OF COLOMBIA | FMV | 5,024,373 | 5,024,373 |
| REPUBLIC OF INDONESIA | FMV | 7,352,928 | 7,352,928 |
| REPUBLIC OF KENYA | FMV | 700,589 | 700,589 |
| REPUBLIC OF PANAMA | FMV | 4,499,661 | 4,499,661 |
| REPUBLIC OF PERU | FMV | 1,349,928 | 1,349,928 |
| REPUBLIC OF POLAND | FMV | 4,673,052 | 4,673,052 |
| REPUBLICA ORIENT URUGUAY | FMV | 2,599,671 | 2,599,671 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 11,239,939 | 11,239,939 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 1,463,584 | 1,463,584 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 327,848 | 327,848 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 6,452,558 | 6,452,558 |
| RESIDENTIAL ASSET SECURITIZATI | FMV | 32,343 | 32,343 |
| RESIDENTIAL FUNDING MORTGAGE S | FMV | 1,380,960 | 1,380,960 |
| RESIDENTIAL FUNDING MTG SEC I | FMV | 1,835,205 | 1,835,205 |
| RESIDENTIAL FUNDING SECURITIES | FMV | 180,118 | 180,118 |
| REYNOLDS CONSUMER PRODUCTS LLC | FMV | 488,899 | 488,899 |
| REYNOLDS GROUP HLDGS INC | FMV | 21,767 | 21,767 |
| RICHMOND UK BIDCO LIMITED | FMV | 4,286,109 | 4,286,109 |
| RODENSTOCK GMBH | FMV | 3,111,258 | 3,111,258 |
| ROY BIDCO APS | FMV | 3,391,680 | 3,391,680 |
| SABEY DATA CENTER ISSUER LLC | FMV | 523,024 | 523,024 |
| SACO I TRUST | FMV | 565,551 | 565,551 |
| SANTANDER DRIVE AUTO RECEIVABL | FMV | 2,398,974 | 2,398,974 |
| SANTANDER REVOLVING AUTO LOAN | FMV | 3,455,037 | 3,455,037 |
| SARANAC CLO LTD | FMV | 846,343 | 846,343 |
| SASCO NET INTEREST MARGIN TRUS | FMV | 1,126,977 | 1,126,977 |
| SAUDI INTERNATIONAL BOND | FMV | 314,040 | 314,040 |
| SAXON ASSET SECURITIES TRUST | FMV | 11,254,478 | 11,254,478 |
| SCIENTIFIC GAMES INTL INC | FMV | 2,131,456 | 2,131,456 |
| SECURITIZED ASSET BACKED RECEI | FMV | 733,480 | 733,480 |
| SEDGWICK CLAIMS MGMT SVCS INC | FMV | 582,324 | 582,324 |
| SEQUOIA MORTGAGE TRUST | FMV | 3,763,230 | 3,763,230 |
| SGB SMIT MANAGEMENT GMBH | FMV | 1,555,373 | 1,555,373 |
| SIGULER GUFF BSS II LP | FMV | 12,516,896 | 12,516,896 |
| SILK BIDCO AS | FMV | 1,755,659 | 1,755,659 |
| SILVER ROCK CLO LTD | FMV | 1,284,057 | 1,284,057 |
| SINGAPORE GOVERNMENT | FMV | 26,699,483 | 26,699,483 |
| SK SPICE S.A.R.L. | FMV | 820,084 | 820,084 |
| SKYMILES IP LTD. | FMV | 393,429 | 393,429 |
| SLM STUDENT LOAN TRUST | FMV | 2,466,360 | 2,466,360 |
| SMALL BUSINESS ADMINISTRATION | FMV | 10,199,712 | 10,199,712 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 5,511,313 | 5,511,313 |
| SOCIAL PROFESSIONAL LOAN PROGR | FMV | 659,085 | 659,085 |
| SONIC CAPITAL LLC | FMV | 994,603 | 994,603 |
| SOTERA HEALTH HOLDINGS LLC | FMV | 1,251,119 | 1,251,119 |
| SOUND POINT CLO LTD | FMV | 250,034 | 250,034 |
| SOUNDVIEW HOME EQUITY LOAN TRU | FMV | 1,248,050 | 1,248,050 |
| SOUTHERN PACIFIC SECURED ASSET | FMV | 18,898 | 18,898 |
| SOUTHOLD PROPERTIES INC | FMV | 5,750 | 5,750 |
| SPECIALTY UNDERWRITING + RESID | FMV | 129,353 | 129,353 |
| SPRINGER NATURE DEUTSCHLAND GM | FMV | 4,584,211 | 4,584,211 |
| STACK INFRASTRUCTURE ISSUER LL | FMV | 1,389,144 | 1,389,144 |
| STARFRUIT FINCO B V | FMV | 1,608,508 | 1,608,508 |
| STARS GROUP HLDGS BV | FMV | 134,108 | 134,108 |
| STARWOOD RETAIL PROPERTY TRUST | FMV | 25,200 | 25,200 |
| STATE OF QATAR | FMV | 2,149,600 | 2,149,600 |
| STORE MASTER FUNDING LLC | FMV | 1,121,214 | 1,121,214 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 4,043,952 | 4,043,952 |
| STRUCTURED ASSET INVESTMENT LO | FMV | 6,152,682 | 6,152,682 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 17,301,917 | 17,301,917 |
| STRUCTURED ASSET SECURITIES CO | FMV | 656,958 | 656,958 |
| STRUCTURED ASSET SECURITIES CO | FMV | 12,319,522 | 12,319,522 |
| SUMMIT MATERIALS LLC | FMV | 237,638 | 237,638 |
| SUNSHINE INVESTMENTS BV | FMV | 2,794,417 | 2,794,417 |
| SUNSHINE LUXEMBOURG VII SARL | FMV | 3,136,743 | 3,136,743 |
| SUNTRUST ADJUSTABLE RATE MORTG | FMV | 1,135,618 | 1,135,618 |
| SUNTRUST ALTERNATIVE LOAN TRUS | FMV | 1,230,369 | 1,230,369 |
| SW AIRLINES 07 1 TRUST | FMV | 317,913 | 317,913 |
| SYMPHONY CLO LTD | FMV | 1,311,696 | 1,311,696 |
| SYNLAB BONDCO PLC | FMV | 1,828,644 | 1,828,644 |
| TACKLE S.A.R.L | FMV | 3,667,850 | 3,667,850 |
| TBA WESTERN/LEHMAN RECEIVABLE | FMV | 1 | 1 |
| TCI FLATIRON CLO LTD | FMV | 3,120,005 | 3,120,005 |
| TCI SYMPHONY CLO | FMV | 733,852 | 733,852 |
| TDC AS | FMV | 2,430,533 | 2,430,533 |
| TECHEM VERWALSELLCHAFT 675 MBH | FMV | 2,474,888 | 2,474,888 |
| TECHNICOLOR SA | FMV | 3,593,063 | 3,593,063 |
| TEKNI PLEX INC | FMV | 2,591,469 | 2,591,469 |
| TELE COLUMBUS AG | FMV | 4,124,409 | 4,124,409 |
| TELENET INT FINANCE SARL | FMV | 1,464,780 | 1,464,780 |
| TERWIN MORTGAGE TRUST | FMV | 2,816,856 | 2,816,856 |
| THAYER PARK CLO, LTD. | FMV | 673,616 | 673,616 |
| THG OPERATIONS HOLDINGS LTD | FMV | 1,532,940 | 1,532,940 |
| THOM EUROPE S.A.S | FMV | 1,058,248 | 1,058,248 |
| THORNBURG MORTGAGE SECURITIES | FMV | 1,554,270 | 1,554,270 |
| TITULOS DE TESORERIA | FMV | 13,958,520 | 13,958,520 |
| TKC HLDGS INC | FMV | 1,563,398 | 1,563,398 |
| TMF GROUP HOLDING B.V. | FMV | 2,248,526 | 2,248,526 |
| TOWD POINT MORTGAGE TRUST | FMV | 413,058 | 413,058 |
| TOWER SQUARE CAPITAL | FMV | 236,359 | 236,359 |
| TOWER SQUARE CAPITAL III | FMV | 4,441,818 | 4,441,818 |
| TOYOTA AUTO LOAN EXTENDED NOTE | FMV | 3,055,082 | 3,055,082 |
| TOYOTA AUTO RECEIVABLES OWNER | FMV | 635,772 | 635,772 |
| TRALEE CDO LTD | FMV | 959,030 | 959,030 |
| TRANS UNION LLC | FMV | 1,571,852 | 1,571,852 |
| TRANSDIGM INC | FMV | 1,444,754 | 1,444,754 |
| TRICON AMERICAN HOMES | FMV | 764,055 | 764,055 |
| TRS CHF | FMV | 168,700,649 | 168,700,649 |
| TRS USD | FMV | 80,527,367 | 80,527,367 |
| TRS USD | FMV | 236,684,836 | 236,684,836 |
| TUNSTALL GROUP HOLDINGS LTD | FMV | 1,454,047 | 1,454,047 |
| U.S. RENAL CARE, INC. | FMV | 471,038 | 471,038 |
| UBS BARCLAYS COMMERCIAL MORTGA | FMV | 462,443 | 462,443 |
| UBS COMMERCIAL MORTGAGE TRUST | FMV | 2,660,498 | 2,660,498 |
| UCFC MANUFACTURED HOUSING CONT | FMV | 61,119 | 61,119 |
| UFC HOLDINGS, LLC | FMV | 1,782,771 | 1,782,771 |
| ULTIMATE SOFTWARE GROUP INC | FMV | 265,412 | 265,412 |
| UNILABS HOLDING AB | FMV | 2,657,731 | 2,657,731 |
| UNIT4 NV | FMV | 2,135,483 | 2,135,483 |
| UNITED MEXICAN STATES | FMV | 14,443,640 | 14,443,640 |
| UNIVISION COMMUNICATIONS INC | FMV | 972,296 | 972,296 |
| US 10YR FUT OPTN FEB21C | FMV | 184,829 | 184,829 |
| US 2YR FUTR OPTN MAR21P 110.1 | FMV | 74 | 74 |
| US 5YR FUTR OPTN MAR21C 128.5 | FMV | 2,063 | 2,063 |
| US FOODS INC | FMV | 1,212,789 | 1,212,789 |
| US LONG BOND(CBT) MAR21 | FMV | 2,222,012 | 2,222,012 |
| US ULTRA BOND CBT MAR21 | FMV | 17,909 | 17,909 |
| VACALIANS GROUP | FMV | 1,986,494 | 1,986,494 |
| VALEO F1 COMPANY LTD IRELAND | FMV | 795,307 | 795,307 |
| VANTAGE DATA CENTERS LLC | FMV | 1,247,795 | 1,247,795 |
| VENTURE CDO LTD | FMV | 2,299,598 | 2,299,598 |
| VERISURE HOLDING AB | FMV | 7,032,915 | 7,032,915 |
| VERITAS US INC. | FMV | 4,897,306 | 4,897,306 |
| VERIZON OWNER TRUST | FMV | 898,438 | 898,438 |
| VERSCEND HLDG CORP | FMV | 315,326 | 315,326 |
| VFH PARENT LLC | FMV | 519,296 | 519,296 |
| VICI PPTYS 1 LLC | FMV | 530,415 | 530,415 |
| VIETNAM AZALEA FUND LIMITED | FMV | 1 | 1 |
| VIRGIN MEDIA BRISTOL LLC | FMV | 1,584,090 | 1,584,090 |
| VIRGIN MEDIA INVT HLDGS LTD | FMV | 7,465,506 | 7,465,506 |
| VIRGIN MEDIA SFA FINANCE LIMIT | FMV | 1 | 1 |
| VNO MORTGAGE TRUST | FMV | 2,181,916 | 2,181,916 |
| VOYA CLO LTD | FMV | 2,660,074 | 2,660,074 |
| VUE INTERNATIONAL BIDCO PLC | FMV | 3,431,318 | 3,431,318 |
| WAMU ASSET BACKED CERTIFICATES | FMV | 4,650,549 | 4,650,549 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 26,408,513 | 26,408,513 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 14,693,134 | 14,693,134 |
| WASHINGTON MUTUAL MSC MORTGAGE | FMV | 223,173 | 223,173 |
| WATERFALL COMMERCIAL MORTGAGE | FMV | 293,788 | 293,788 |
| WEBSTER PARK CLO LTD | FMV | 492,718 | 492,718 |
| WELLFLEET CLO LTD | FMV | 1,025,505 | 1,025,505 |
| WELLS FARGO ALTERNATIVE LOAN T | FMV | 605,675 | 605,675 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 9,044,485 | 9,044,485 |
| WELLS FARGO MORTGAGE BACKED SE | FMV | 84,960 | 84,960 |
| WENDYS FUNDING LLC | FMV | 471,348 | 471,348 |
| WESTERN DIGITAL CORP | FMV | 342,066 | 342,066 |
| WESTWOOD GLOBAL INVESTMENTS SM | FMV | 76,040,243 | 76,040,243 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 16,686,592 | 16,686,592 |
| WHATABRANDS LLC | FMV | 1,538,797 | 1,538,797 |
| WHEELS SPV LLC | FMV | 422,503 | 422,503 |
| WHITEBOX CLO I LTD | FMV | 934,715 | 934,715 |
| WHITEHORSE LTD | FMV | 570,483 | 570,483 |
| WORLD OMNI AUTO RECEIVABLES TR | FMV | 10,109,985 | 10,109,985 |
| WYNN RESORTS LIMITED | FMV | 1,678,359 | 1,678,359 |
| ZAIS CLO 13, LIMITED | FMV | 544,650 | 544,650 |
| ZAIS MATRIX CDO I | FMV | 550,550 | 550,550 |
| ZAXBYS OPERATING COMPANY LLC | FMV | 1,510,000 | 1,510,000 |
| ZIGGO B V | FMV | 2,343,469 | 2,343,469 |
| ZIGGO FINANCE PARTNERSHIP BV | FMV | 724,751 | 724,751 |