| Category/ Item | Listed at Cost or FMV | Book Value | End of Year Fair Market Value |
|---|---|---|---|
| 1011778 BC UNLIMITED LBLTY CO | FMV | 2,753,119 | 2,753,119 |
| 522 FUNDING CLO LTD | FMV | 247,965 | 247,965 |
| 522 FUNDING CLO LTD | FMV | 1,429,641 | 1,429,641 |
| 90DAY EUR FUTR MAR22 | FMV | 5,203 | 5,203 |
| AAMES MORTGAGE INVESTMENT TRUS | FMV | 1,979,417 | 1,979,417 |
| ABPCI DIRECT LENDING FUND CLO | FMV | 1,210,258 | 1,210,258 |
| ABU DHABI GOVT INT L | FMV | 1,095,876 | 1,095,876 |
| ABU DHABI GOVT INT L | FMV | 2,692,384 | 2,692,384 |
| ACADEMY LTD | FMV | 253,404 | 253,404 |
| ACCESS GROUP INC | FMV | 922,489 | 922,489 |
| ACE SECURITIES CORP. | FMV | 1,832,234 | 1,832,234 |
| ACE SECURITIES CORP. | FMV | 10,646 | 10,646 |
| ADEVINTA ASA | FMV | 1,196,711 | 1,196,711 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 260,594 | 260,594 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 17,166 | 17,166 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 125,463 | 125,463 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 681,004 | 681,004 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 18,344 | 18,344 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 97,847 | 97,847 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 553,000 | 553,000 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 303,634 | 303,634 |
| ADJUSTABLE RATE MORTGAGE TRUST | FMV | 218,237 | 218,237 |
| ADVANZ PHARMA CORP | FMV | 853,079 | 853,079 |
| AEGIS ASSET BACKED SECURITIES | FMV | 958,185 | 958,185 |
| AENOVA HOLDING GMBH | FMV | 600,820 | 600,820 |
| AIR CANADA | FMV | 348,562 | 348,562 |
| ALBEA BEAUTY HOLDINGS S.A | FMV | 315,129 | 315,129 |
| ALBEA BEAUTY HOLDINGS S.A | FMV | 1,123,462 | 1,123,462 |
| ALBION FINANCING 3 SARL | FMV | 2,145,637 | 2,145,637 |
| ALI GROUP | FMV | 764,656 | 764,656 |
| ALIGNED DATA CENTERS ISSUER LL | FMV | 722,974 | 722,974 |
| ALLIED UNIVERSAL HOLDCO LLC | FMV | 2,077,077 | 2,077,077 |
| ALLNEX LUXEMBOURG + CY S.C.A. | FMV | 1 | 1 |
| ALLOY TOPCO LIMITED | FMV | 1 | 1 |
| ALMONDE INC | FMV | 2,829,756 | 2,829,756 |
| ALPHA GROUP SARL | FMV | 2,243,638 | 2,243,638 |
| ALTERRA MOUNTAIN COMPANY | FMV | 650,433 | 650,433 |
| ALTICE FRANCE SA | FMV | 587,062 | 587,062 |
| AMC ENTMT INC SYNDICATED LNS | FMV | 1,691,934 | 1,691,934 |
| AMENTUM GOVERNMENT SRVCS HLDGS | FMV | 148,534 | 148,534 |
| AMENTUM GOVT SERVI HOLDGS LLC | FMV | 485,405 | 485,405 |
| AMER SPORTS OYJ | FMV | 1,647,291 | 1,647,291 |
| AMERICAN EXPRESS CREDIT ACCOUN | FMV | 7,368,689 | 7,368,689 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 22,184 | 22,184 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 3,030,054 | 3,030,054 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 1,484,409 | 1,484,409 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 4,149 | 4,149 |
| AMERICAN HOME MORTGAGE ASSETS | FMV | 535,048 | 535,048 |
| AMERICAN HOME MORTGAGE INVESTM | FMV | 11,429 | 11,429 |
| AMERICAN HOME MORTGAGE INVESTM | FMV | 114,699 | 114,699 |
| AMERICAN HOMES 4 RENT | FMV | 674,074 | 674,074 |
| AMERICAN MONEY MANAGEMENT CORP | FMV | 684,877 | 684,877 |
| AMERICREDIT AUTOMOBILE RECEIVA | FMV | 1,966,671 | 1,966,671 |
| AMERIQUEST MORTGAGE SECURITIES | FMV | 8,040,682 | 8,040,682 |
| AMERIQUEST MORTGAGE SECURITIES | FMV | 1,246,590 | 1,246,590 |
| AMMERAAL BELTECH HOLDING B.V. | FMV | 2,820,398 | 2,820,398 |
| AMORTIZING RESIDENTIAL COLLATE | FMV | 7,437 | 7,437 |
| AMPHORA FINANCE LIMITED | FMV | 2,608,454 | 2,608,454 |
| AMSR TRUST | FMV | 783,340 | 783,340 |
| ANTIGUA BIDCO LIMITED | FMV | 567,497 | 567,497 |
| APEX CREDIT CLO LLC | FMV | 499,449 | 499,449 |
| APEX GROUP TREASURY LIMITED | FMV | 908,459 | 908,459 |
| API GROUP DE INC | FMV | 961,606 | 961,606 |
| APOLLO COML REAL ESTATE FIN IN | FMV | 690,497 | 690,497 |
| APPLEBEES/IHOP FUNDING LLC | FMV | 2,952,684 | 2,952,684 |
| AREIT CRE TRUST | FMV | 1,498,096 | 1,498,096 |
| ARES CLO LTD | FMV | 243,418 | 243,418 |
| ARES CLO LTD | FMV | 1,068,383 | 1,068,383 |
| ARES CLO LTD | FMV | 630,193 | 630,193 |
| ARI FLEET LEASE TRUST | FMV | 1,159,344 | 1,159,344 |
| ARMOR MCP | FMV | 7,243,217 | 7,243,217 |
| ARVOS BIDCO S.A.R.L. | FMV | 363,205 | 363,205 |
| ARVOS BIDCO S.A.R.L. | FMV | 363,205 | 363,205 |
| ARVOS BIDCO S.A.R.L. | FMV | 1,325,783 | 1,325,783 |
| ASP TPI HLDGS INC | FMV | 479,626 | 479,626 |
| ASPLUNDH TREE EXPERT LLC | FMV | 363,946 | 363,946 |
| ASSET BACKED FUNDING CERTIFICA | FMV | 6,077,863 | 6,077,863 |
| ASSET BACKED SECURITIES CORP H | FMV | 1,810,293 | 1,810,293 |
| ASURION LLC | FMV | 873,570 | 873,570 |
| ASURION LLC | FMV | 493,300 | 493,300 |
| ASURION LLC | FMV | 711,916 | 711,916 |
| ASURION LLC | FMV | 335,088 | 335,088 |
| ATHENAHEALTH INC | FMV | 1,709,255 | 1,709,255 |
| AURIS LUXEMBOURG III SARL | FMV | 9,521,146 | 9,521,146 |
| AUST 10Y BOND FUT MAR22 | FMV | 937,021 | 937,021 |
| AVIS BUDGET RENTAL CAR FUNDING | FMV | 4,163,795 | 4,163,795 |
| AVIS BUDGET RENTAL CAR FUNDING | FMV | 2,320,890 | 2,320,890 |
| AVIS BUDGET RENTAL CAR FUNDING | FMV | 16,223,184 | 16,223,184 |
| AVIS BUDGET RENTAL CAR FUNDING | FMV | 1,414,366 | 1,414,366 |
| AVOLON TLB BORROWER 1 (US) LLC | FMV | 2,115,357 | 2,115,357 |
| BAHIA DE LAS ISLETAS SL | FMV | 549,256 | 549,256 |
| BALLYROCK LTD | FMV | 373,439 | 373,439 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 152,727 | 152,727 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 1,697,826 | 1,697,826 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 939,186 | 939,186 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 642,502 | 642,502 |
| BANC OF AMERICA ALTERNATIVE LO | FMV | 103,746 | 103,746 |
| BANC OF AMERICA COMMERCIAL MOR | FMV | 2,646,742 | 2,646,742 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 17,730 | 17,730 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 510,355 | 510,355 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 856,994 | 856,994 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 3,748 | 3,748 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 1,851,330 | 1,851,330 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 215,254 | 215,254 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 573,177 | 573,177 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 445,129 | 445,129 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 441,927 | 441,927 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 33,221 | 33,221 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 358,367 | 358,367 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 2,176,011 | 2,176,011 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 2,939,048 | 2,939,048 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 1,311,024 | 1,311,024 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 3,882,135 | 3,882,135 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 5,654,981 | 5,654,981 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 1,666,335 | 1,666,335 |
| BANC OF AMERICA FUNDING CORPOR | FMV | 134,793 | 134,793 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 47,560 | 47,560 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 107,711 | 107,711 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 38,817 | 38,817 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 109,120 | 109,120 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 92,514 | 92,514 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 285,623 | 285,623 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 204,706 | 204,706 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 23,566 | 23,566 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 59,246 | 59,246 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 59,422 | 59,422 |
| BANC OF AMERICA MORTGAGE SECUR | FMV | 26,191 | 26,191 |
| BANFF MERGER SUB INC | FMV | 1,689,381 | 1,689,381 |
| BANFF MERGER SUB INC | FMV | 1,320,186 | 1,320,186 |
| BANFF MERGER SUB INC | FMV | 412,311 | 412,311 |
| BANIJAY ENTERTAINMENT SAS | FMV | 1,990,000 | 1,990,000 |
| BANK | FMV | 1,215,067 | 1,215,067 |
| BANK | FMV | 1,210,845 | 1,210,845 |
| BANK | FMV | 522,803 | 522,803 |
| BANK 2021 BN35 | FMV | 6,283,758 | 6,283,758 |
| BANK 2021 BN35 | FMV | 1,201,378 | 1,201,378 |
| BANK ACCEPT FUTR DEC22 | FMV | 141,100 | 141,100 |
| BARCLAYS COMMERCIAL MORTGAGE S | FMV | 711,614 | 711,614 |
| BAYVIEW COMMERCIAL ASSET TRUST | FMV | 309,871 | 309,871 |
| BAYVIEW COMMERCIAL ASSET TRUST | FMV | 86,191 | 86,191 |
| BAYVIEW COMMERCIAL ASSET TRUST | FMV | 18,073,735 | 18,073,735 |
| BAYVIEW FINANCIAL ACQUISITION | FMV | 452,909 | 452,909 |
| BAYVIEW FINANCIAL ACQUISITION | FMV | 164,732 | 164,732 |
| BAYVIEW FINANCIAL ACQUISITION | FMV | 4,104,140 | 4,104,140 |
| BBCCRE TRUST | FMV | 1,847,648 | 1,847,648 |
| BCAP LLC TRUST | FMV | 791,515 | 791,515 |
| BCAP LLC TRUST | FMV | 1,180,965 | 1,180,965 |
| BCC FUNDING CORP | FMV | 1,101,816 | 1,101,816 |
| BCP V MODULAR SERV HOLD IV LTD | FMV | 2,231,804 | 2,231,804 |
| BDS LTD | FMV | 1,496,572 | 1,496,572 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 561,914 | 561,914 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 48,319 | 48,319 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 46,617 | 46,617 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 68,794 | 68,794 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 41,519 | 41,519 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 55,944 | 55,944 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 27,395 | 27,395 |
| BEAR STEARNS ADJUSTABLE RATE M | FMV | 31,821 | 31,821 |
| BEAR STEARNS ALT A TRUST | FMV | 78,611 | 78,611 |
| BEAR STEARNS ALT A TRUST | FMV | 255,509 | 255,509 |
| BEAR STEARNS ALT A TRUST | FMV | 573,765 | 573,765 |
| BEAR STEARNS ALT A TRUST | FMV | 64,390 | 64,390 |
| BEAR STEARNS ALT A TRUST | FMV | 1,841,361 | 1,841,361 |
| BEAR STEARNS ALT A TRUST | FMV | 607,413 | 607,413 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 41,342 | 41,342 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 1 | 1 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 3,458,177 | 3,458,177 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 3,131,299 | 3,131,299 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 103,121 | 103,121 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 1,307,135 | 1,307,135 |
| BEAR STEARNS ASSET BACKED SECU | FMV | 236,292 | 236,292 |
| BEAR STEARNS COMMERCIAL MORTGA | FMV | 5,242,954 | 5,242,954 |
| BEAR STEARNS COMMERCIAL MORTGA | FMV | 1,500,000 | 1,500,000 |
| BEAR STEARNS MORTGAGE FUNDING | FMV | 348,456 | 348,456 |
| BEAR STEARNS MORTGAGE FUNDING | FMV | 241,150 | 241,150 |
| BEAR STEARNS MORTGAGE FUNDING | FMV | 846,492 | 846,492 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 91 | 91 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 108 | 108 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 558 | 558 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 740 | 740 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 280 | 280 |
| BEAR STEARNS STRUCTURED PRODUC | FMV | 495 | 495 |
| BELLA VISTA MORTGAGE TRUST | FMV | 102,530 | 102,530 |
| BENCHMARK MORTGAGE TRUST | FMV | 793,588 | 793,588 |
| BENCHMARK MORTGAGE TRUST | FMV | 881,135 | 881,135 |
| BENCHMARK MORTGAGE TRUST | FMV | 771,056 | 771,056 |
| BENCHMARK MORTGAGE TRUST | FMV | 4,487,385 | 4,487,385 |
| BENEFIT STREET PARTNERS CLO LT | FMV | 510,371 | 510,371 |
| BERRY GLOBAL INC | FMV | 594,374 | 594,374 |
| BFLD TRUST | FMV | 1,290,845 | 1,290,845 |
| BHMS MORTGAGE TRUST | FMV | 2,395,625 | 2,395,625 |
| BLUEMOUNTAIN CLO LTD | FMV | 249,752 | 249,752 |
| BLUEMOUNTAIN CLO LTD | FMV | 561,622 | 561,622 |
| BONOS DE TESORERIA | FMV | 3,058,340 | 3,058,340 |
| BONOS DE TESORERIA | FMV | 1,877,403 | 1,877,403 |
| BOUGHT BRL/SOLD USD | FMV | 269,109 | 269,109 |
| BOUGHT EUR/SOLD USD | FMV | 99,459 | 99,459 |
| BOUGHT GBP/SOLD USD | FMV | 230,060 | 230,060 |
| BOUGHT IDR/SOLD USD | FMV | 57,704 | 57,704 |
| BOUGHT INR/SOLD USD | FMV | 42,882 | 42,882 |
| BOUGHT MXN/SOLD USD | FMV | 16,124,671 | 16,124,671 |
| BOUGHT NOK/SOLD EUR | FMV | 5,079,235 | 5,079,235 |
| BOUGHT NOK/SOLD USD | FMV | 196,176 | 196,176 |
| BOUGHT PEN/SOLD USD | FMV | 406 | 406 |
| BOUGHT SEK/SOLD USD | FMV | 417,817 | 417,817 |
| BOUGHT SGD/SOLD USD | FMV | 9,268 | 9,268 |
| BOUGHT USD/SOLD BRL | FMV | 1,275,338 | 1,275,338 |
| BOUGHT USD/SOLD CAD | FMV | 99,970 | 99,970 |
| BOUGHT USD/SOLD CLP | FMV | 137,178 | 137,178 |
| BOUGHT USD/SOLD COP | FMV | 149,385 | 149,385 |
| BOUGHT USD/SOLD HKD | FMV | 141 | 141 |
| BOUGHT USD/SOLD ILS | FMV | 5,689 | 5,689 |
| BOUGHT USD/SOLD JPY | FMV | 11,387,788 | 11,387,788 |
| BOUGHT USD/SOLD NZD | FMV | 21,080 | 21,080 |
| BOUGHT USD/SOLD SAR | FMV | 2,858 | 2,858 |
| BRICKMAN GROUP LTD | FMV | 661,968 | 661,968 |
| BRIDGEWATER PURE ALPHA LEAD | FMV | 85,888,939 | 85,888,939 |
| BRISTOL PARK CLO, LTD. | FMV | 498,131 | 498,131 |
| BROOKFIELD WEC HOLDINGS INC | FMV | 121,286 | 121,286 |
| BX COMMERCIAL MORTGAGE TRUST 2 | FMV | 1,256,708 | 1,256,708 |
| BX TRUST | FMV | 453,858 | 453,858 |
| BX TRUST | FMV | 3,431,033 | 3,431,033 |
| BX TRUST | FMV | 2,185,877 | 2,185,877 |
| BX TRUST | FMV | 1,835,711 | 1,835,711 |
| BX TRUST | FMV | 1,017,101 | 1,017,101 |
| BX TRUST | FMV | 3,783,341 | 3,783,341 |
| BX TRUST | FMV | 2,583,871 | 2,583,871 |
| BX TRUST | FMV | 734,486 | 734,486 |
| BX TRUST | FMV | 1,059,262 | 1,059,262 |
| BX TRUST | FMV | 1,201,907 | 1,201,907 |
| CAESARS RESORT COLLECTION LLC | FMV | 1,358,728 | 1,358,728 |
| CAESARS RESORT COLLECTION LLC | FMV | 1,204,770 | 1,204,770 |
| CAMB COMMERCIAL MORTGAGE TRUST | FMV | 1,240,947 | 1,240,947 |
| CAN 10YR BOND FUT MAR22 | FMV | 585,388 | 585,388 |
| CANADA HOUSING TRUST | FMV | 240,459,522 | 240,459,522 |
| CANADA HOUSING TRUST | FMV | 291,380,008 | 291,380,008 |
| CANADA HOUSING TRUST | FMV | 84,746,898 | 84,746,898 |
| CANADA T BILL | FMV | 166,241,397 | 166,241,397 |
| CANADIAN GOVERNMENT | FMV | 3,938,594 | 3,938,594 |
| CANADIAN GOVERNMENT | FMV | 2,973,445 | 2,973,445 |
| CANADIAN GOVERNMENT | FMV | 3,021,780 | 3,021,780 |
| CANADIAN GOVERNMENT | FMV | 2,438,159 | 2,438,159 |
| CANYON CAPITAL CLO LTD | FMV | 1,309,999 | 1,309,999 |
| CANYON CAPITAL CLO LTD | FMV | 315,600 | 315,600 |
| CANYON CAPITAL CLO LTD | FMV | 287,389 | 287,389 |
| CAPITAL ONE MULTI ASSET EXECUT | FMV | 2,032,491 | 2,032,491 |
| CAPITAL ONE MULTI ASSET EXECUT | FMV | 1,504,581 | 1,504,581 |
| CARLYLE GLOBAL MARKET STRATEGI | FMV | 465,905 | 465,905 |
| CARNIVAL CORPORATION | FMV | 2,244,324 | 2,244,324 |
| CARRINGTON MORTGAGE LOAN TRUST | FMV | 18,846,711 | 18,846,711 |
| CASINO GUICHARD PERRACHON SA | FMV | 5,481,664 | 5,481,664 |
| CASPER BIDCO SAS | FMV | 3,667,858 | 3,667,858 |
| CASTLELAKE AVIATION ONE DSGNTD | FMV | 406,803 | 406,803 |
| CATSKILL PARK CLO, LTD. | FMV | 1,185,286 | 1,185,286 |
| CAYUGA PARK CLO, LTD. | FMV | 998,885 | 998,885 |
| CBS COMMERCIAL SMALL BALANCE C | FMV | 173,472 | 173,472 |
| CD COMMERCIAL MORTGAGE TRUST | FMV | 838,346 | 838,346 |
| CDS USD | FMV | 145,285,997 | 145,285,997 |
| CENTEX HOME EQUITY | FMV | 48,830 | 48,830 |
| CENTEX HOME EQUITY | FMV | 32,438 | 32,438 |
| CENTEX HOME EQUITY | FMV | 502,287 | 502,287 |
| CEP IV INVESTMENT 16 S.A.R.L. | FMV | 2,924,240 | 2,924,240 |
| CEP IV INVESTMENT 16 S.A.R.L. | FMV | 2,443,011 | 2,443,011 |
| CERBERUS | FMV | 380,914 | 380,914 |
| CF HIPPOLYTA ISSUER LLC | FMV | 494,086 | 494,086 |
| CFK TRUST | FMV | 2,275,316 | 2,275,316 |
| CHANGE HEALTHCARE HLDGS INC | FMV | 1,286,530 | 1,286,530 |
| CHARTER COMMUNICATIONS OPERATI | FMV | 1,922,058 | 1,922,058 |
| CHARTER COMMUNICATIONS OPERATI | FMV | 87,961 | 87,961 |
| CHASE FUNDING LOAN ACQUISITION | FMV | 5,273,599 | 5,273,599 |
| CHEVY CHASE MORTGAGE FUNDING C | FMV | 25,079 | 25,079 |
| CHEVY CHASE MORTGAGE FUNDING C | FMV | 324,453 | 324,453 |
| CHINA GOVERNMENT BOND | FMV | 84,754,472 | 84,754,472 |
| CHINA GOVERNMENT BOND | FMV | 47,062,378 | 47,062,378 |
| CHINA GOVERNMENT BOND | FMV | 262,075,769 | 262,075,769 |
| CHINA TREASURY BILL | FMV | 62,399,090 | 62,399,090 |
| CHINA TREASURY BILL | FMV | 31,155,010 | 31,155,010 |
| CHINA TREASURY BILL | FMV | 30,964,877 | 30,964,877 |
| CHINA TREASURY BILL | FMV | 78,082,955 | 78,082,955 |
| CHINA TREASURY BILL | FMV | 31,170,813 | 31,170,813 |
| CHINA TREASURY BILL | FMV | 30,990,813 | 30,990,813 |
| CHINA TREASURY BILL | FMV | 31,188,625 | 31,188,625 |
| CHROMIUM FUND LP | FMV | 127,810,341 | 127,810,341 |
| CIM TRUST | FMV | 693,479 | 693,479 |
| CITADEL SECURITIES LP | FMV | 970,796 | 970,796 |
| CITICORP RESIDENTIAL MORTGAGE | FMV | 7,863,738 | 7,863,738 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 2,078,981 | 2,078,981 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 536,608 | 536,608 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 1,226,355 | 1,226,355 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 465,784 | 465,784 |
| CITIGROUP COMMERCIAL MORTGAGE | FMV | 976,676 | 976,676 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 128,237 | 128,237 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 57,494 | 57,494 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 31,488 | 31,488 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 92,149 | 92,149 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 714,745 | 714,745 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 780,377 | 780,377 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 48,175 | 48,175 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 193,534 | 193,534 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 71,941 | 71,941 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 1,758,296 | 1,758,296 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 109,497 | 109,497 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 760,126 | 760,126 |
| CITIGROUP MORTGAGE LOAN TRUST | FMV | 1,214,320 | 1,214,320 |
| CITIMORTGAGE ALTERNATIVE LOAN | FMV | 124,104 | 124,104 |
| CITY BREWING COMPANY, LLC | FMV | 942,219 | 942,219 |
| CITYCENTER HLDGS LLC | FMV | 1 | 1 |
| CLARIOS GLOBAL LP | FMV | 1,130,092 | 1,130,092 |
| CLOUDERA, INC. | FMV | 288,913 | 288,913 |
| COLOUROZ INVESTMENT 1 GMBH | FMV | 1,277,178 | 1,277,178 |
| COLOUROZ INVESTMENT 1 GMBH | FMV | 81,592 | 81,592 |
| COLOUROZ INVESTMENT 2 LLC | FMV | 625,848 | 625,848 |
| COMM MORTGAGE TRUST | FMV | 75,335 | 75,335 |
| COMM MORTGAGE TRUST | FMV | 924,538 | 924,538 |
| COMM MORTGAGE TRUST | FMV | 1,219,711 | 1,219,711 |
| COMM MORTGAGE TRUST | FMV | 1,860,919 | 1,860,919 |
| COMM MORTGAGE TRUST | FMV | 1,124,992 | 1,124,992 |
| COMM MORTGAGE TRUST | FMV | 2,030,015 | 2,030,015 |
| COMM MORTGAGE TRUST | FMV | 770,653 | 770,653 |
| COMM MORTGAGE TRUST | FMV | 105,391 | 105,391 |
| COMM MORTGAGE TRUST | FMV | 955,078 | 955,078 |
| COMM MORTGAGE TRUST | FMV | 526,459 | 526,459 |
| COMPASS IV LIMITED | FMV | 1,648,940 | 1,648,940 |
| CONSECO FINANCE SECURITIZATION | FMV | 138,624 | 138,624 |
| CONSECO FINANCIAL CORP | FMV | 415,541 | 415,541 |
| CONSTELLATION AUTOMOTIVE LTD | FMV | 2,570,238 | 2,570,238 |
| CONSTELLATION AUTOMOTIVE LTD | FMV | 1,435,058 | 1,435,058 |
| CONTIMORTGAGE HOME EQUITY LOAN | FMV | 75,351 | 75,351 |
| CONTIMORTGAGE HOME EQUITY LOAN | FMV | 118,663 | 118,663 |
| COOK PARK CLO, LTD | FMV | 242,348 | 242,348 |
| COTY INC | FMV | 1,259,002 | 1,259,002 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 136,430 | 136,430 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 599,218 | 599,218 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 61,054 | 61,054 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 1,857,050 | 1,857,050 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 207,795 | 207,795 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 201,449 | 201,449 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 924,133 | 924,133 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 81,019 | 81,019 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 96,120 | 96,120 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 210,397 | 210,397 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 101,112 | 101,112 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 209,975 | 209,975 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 1,059,410 | 1,059,410 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 64,656 | 64,656 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 298,563 | 298,563 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 229,412 | 229,412 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 872 | 872 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 6,659,555 | 6,659,555 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 1,854,743 | 1,854,743 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 23,211 | 23,211 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 414,246 | 414,246 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 54,387 | 54,387 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 2,877,938 | 2,877,938 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 3,445 | 3,445 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 1,073,098 | 1,073,098 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 175,536 | 175,536 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 14,977 | 14,977 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 162,912 | 162,912 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 34,422 | 34,422 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 52,525 | 52,525 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 78,306 | 78,306 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 25,152 | 25,152 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 56,031 | 56,031 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 228,201 | 228,201 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 382,556 | 382,556 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 2,816,708 | 2,816,708 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 135,694 | 135,694 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 4,524,635 | 4,524,635 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 71,139 | 71,139 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 884,037 | 884,037 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 206,605 | 206,605 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 197,689 | 197,689 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 304 | 304 |
| COUNTRYWIDE ALTERNATIVE LOAN T | FMV | 145,235 | 145,235 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 1 | 1 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 74,303 | 74,303 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 571,255 | 571,255 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 3,310,580 | 3,310,580 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 2,061,035 | 2,061,035 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 733,426 | 733,426 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 701,163 | 701,163 |
| COUNTRYWIDE ASSET BACKED CERTI | FMV | 1,830,172 | 1,830,172 |
| COUNTRYWIDE HOME EQUITY LOAN T | FMV | 84,869 | 84,869 |
| COUNTRYWIDE HOME EQUITY LOAN T | FMV | 667,855 | 667,855 |
| COUNTRYWIDE HOME LOANS | FMV | 510,878 | 510,878 |
| COUNTRYWIDE HOME LOANS | FMV | 154,663 | 154,663 |
| COUNTRYWIDE HOME LOANS | FMV | 323,244 | 323,244 |
| COUNTRYWIDE HOME LOANS | FMV | 2,456 | 2,456 |
| COUNTRYWIDE HOME LOANS | FMV | 2,466,596 | 2,466,596 |
| COUNTRYWIDE HOME LOANS | FMV | 201,119 | 201,119 |
| COUNTRYWIDE HOME LOANS | FMV | 411,119 | 411,119 |
| COUNTRYWIDE HOME LOANS | FMV | 110,677 | 110,677 |
| COUNTRYWIDE HOME LOANS | FMV | 10,450 | 10,450 |
| COUNTRYWIDE HOME LOANS | FMV | 11,129 | 11,129 |
| COUNTRYWIDE HOME LOANS | FMV | 56,902 | 56,902 |
| COUNTRYWIDE HOME LOANS | FMV | 614,609 | 614,609 |
| COUNTRYWIDE HOME LOANS | FMV | 3,376,470 | 3,376,470 |
| COUNTRYWIDE HOME LOANS | FMV | 103,416 | 103,416 |
| COUNTRYWIDE HOME LOANS | FMV | 27,360 | 27,360 |
| COUNTRYWIDE HOME LOANS | FMV | 231,944 | 231,944 |
| COUNTRYWIDE HOME LOANS | FMV | 133,050 | 133,050 |
| COUNTRYWIDE HOME LOANS | FMV | 50,150 | 50,150 |
| COUNTRYWIDE HOME LOANS | FMV | 80,427 | 80,427 |
| COUNTRYWIDE HOME LOANS | FMV | 111,733 | 111,733 |
| COUNTRYWIDE HOME LOANS | FMV | 484,004 | 484,004 |
| CREDIT BASED ASSET SERVICING A | FMV | 1,562,444 | 1,562,444 |
| CREDIT BASED ASSET SERVICING A | FMV | 7,518,142 | 7,518,142 |
| CREDIT SUISSE COMMERCIAL MORTG | FMV | 1,583,933 | 1,583,933 |
| CREDIT SUISSE FIRST BOSTON MOR | FMV | 133,679 | 133,679 |
| CREDIT SUISSE FIRST BOSTON MOR | FMV | 12,760 | 12,760 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 2,281,376 | 2,281,376 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 1,461,317 | 1,461,317 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 2,167,490 | 2,167,490 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 629,476 | 629,476 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 2,255,286 | 2,255,286 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 1,645,056 | 1,645,056 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 959,711 | 959,711 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 441,427 | 441,427 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 379,305 | 379,305 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 379,143 | 379,143 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 1,427,326 | 1,427,326 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 267,799 | 267,799 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 468,875 | 468,875 |
| CREDIT SUISSE MORTGAGE TRUST | FMV | 445,647 | 445,647 |
| CROWN FIN US INC | FMV | 1,425,132 | 1,425,132 |
| CROWN FIN US INC | FMV | 512,596 | 512,596 |
| CROWN FINANCE US INC | FMV | 15,015 | 15,015 |
| CROWN FINANCE US, INC | FMV | 1 | 1 |
| CSAB MORTGAGE BACKED TRUST | FMV | 631,448 | 631,448 |
| CSAB MORTGAGE BACKED TRUST | FMV | 1,105,312 | 1,105,312 |
| CSAIL COMMERCIAL MORTGAGE TRUS | FMV | 768,929 | 768,929 |
| CSC HOLDINGS LLC | FMV | 156,873 | 156,873 |
| CSC HOLDINGS, LLC | FMV | 174,418 | 174,418 |
| CTC ACQUICO GMBH | FMV | 3,968,540 | 3,968,540 |
| CURIUM BIDCO SARL | FMV | 2,012,500 | 2,012,500 |
| DB MASTER FINANCE LLC | FMV | 661,709 | 661,709 |
| DB MASTER FINANCE LLC | FMV | 1,560,466 | 1,560,466 |
| DCERT BUYER INC | FMV | 1,555,555 | 1,555,555 |
| DEERFIELD DAKOTA HOLDING LLC | FMV | 1,241,675 | 1,241,675 |
| DELTA 2 ( LUX ) SARL | FMV | 49,917 | 49,917 |
| DEOLEO FINANCIAL LIMITED | FMV | 1,238,423 | 1,238,423 |
| DEUTSCHE ALT A SECURITIES INC | FMV | 170,333 | 170,333 |
| DEUTSCHE ALT A SECURITIES INC | FMV | 594,172 | 594,172 |
| DEUTSCHE ALT A SECURITIES INC | FMV | 514,564 | 514,564 |
| DEUTSCHE ALT A SECURITIES INC | FMV | 159,175 | 159,175 |
| DEUTSCHE ALT A SECURITIES NIM | FMV | 2 | 2 |
| DEUTSCHE BANK COMMERCIAL MORTG | FMV | 5,575,304 | 5,575,304 |
| DEUTSCHE FINANCIAL CAPITAL SEC | FMV | 2,483,100 | 2,483,100 |
| DEUTSCHE MORTGAGE SECURITIES, | FMV | 45,755 | 45,755 |
| DEUTSCHE MORTGAGE SECURITIES, | FMV | 328,438 | 328,438 |
| DEXKO GLOBAL INC | FMV | 201,568 | 201,568 |
| DEXKO GLOBAL INC | FMV | 651,450 | 651,450 |
| DEXKO GLOBAL INC | FMV | 1,252,722 | 1,252,722 |
| DIEBOLD INC | FMV | 1,665,543 | 1,665,543 |
| DISCOVER CARD EXECUTION NOTE T | FMV | 5,829,122 | 5,829,122 |
| DISCOVER CARD EXECUTION NOTE T | FMV | 6,498,519 | 6,498,519 |
| DIVIDEND SOLAR LOANS LLC | FMV | 806,908 | 806,908 |
| DIVIDEND SOLAR LOANS LLC | FMV | 641,950 | 641,950 |
| DJIA MINI E-CBOT MAR22 | FMV | 2,745,256 | 2,745,256 |
| DOMINOS PIZZA MASTER ISSUER LL | FMV | 635,484 | 635,484 |
| DONCASTERS FINANCE US LLC | FMV | 589,804 | 589,804 |
| DONCASTERS FINANCE US LLC | FMV | 495,940 | 495,940 |
| DONCASTERS FINANCE US LLC | FMV | 1,018,866 | 1,018,866 |
| DRYDEN SENIOR LOAN FUND | FMV | 535,470 | 535,470 |
| DRYDEN SENIOR LOAN FUND | FMV | 1,875,855 | 1,875,855 |
| DRYDEN SENIOR LOAN FUND | FMV | 707,663 | 707,663 |
| DRYDEN SENIOR LOAN FUND | FMV | 1,228,839 | 1,228,839 |
| DSLA MORTGAGE LOAN TRUST | FMV | 130,337 | 130,337 |
| DSLA MORTGAGE LOAN TRUST | FMV | 190,292 | 190,292 |
| DSLA MORTGAGE LOAN TRUST | FMV | 34,995 | 34,995 |
| EAGLE BIDCO LIMITED | FMV | 807,843 | 807,843 |
| EAGLE BIDCO LIMITED | FMV | 773,411 | 773,411 |
| EAGLE BIDCO LIMITED | FMV | 693,403 | 693,403 |
| EATON VANCE CDO LTD | FMV | 889,248 | 889,248 |
| EATON VANCE CDO LTD | FMV | 756,321 | 756,321 |
| EDELMAN FINANCIAL CENTER LLC | FMV | 1,120,882 | 1,120,882 |
| EG GROUP LIMITED | FMV | 1,527,991 | 1,527,991 |
| ELEMENT MATERIALS TECH GROUP | FMV | 2,666,018 | 2,666,018 |
| ELLINGTON LOAN ACQUISITION TRU | FMV | 1,523,114 | 1,523,114 |
| ELP 2021 ELP | FMV | 785,329 | 785,329 |
| ELYSIUM HEALTHCARE HOLD 3 LTD | FMV | 4,112,288 | 4,112,288 |
| EMC MORTGAGE LOAN TRUST | FMV | 144,226 | 144,226 |
| EMC MORTGAGE LOAN TRUST | FMV | 910,165 | 910,165 |
| EMPIRE TODAY LLC | FMV | 980,044 | 980,044 |
| ENGINEERED MACHINERY HLGS INC | FMV | 501,250 | 501,250 |
| ENGINEERED MACHINERY HOLD INC | FMV | 1,099,538 | 1,099,538 |
| ENTERCOM MEDIA CORP | FMV | 251,682 | 251,682 |
| EQUIFIRST LOAN SECURITIZATION | FMV | 1,731,258 | 1,731,258 |
| EUR 1Y MIDCV OP JUN22P 98.25 | FMV | 239,850 | 239,850 |
| EUR 1Y MIDCV OP MAR22P 98.5 | FMV | 67,563 | 67,563 |
| EURO-BUND FUTURE MAR22 | FMV | 2,407,221 | 2,407,221 |
| EURO-BUXL 30Y BND MAR22 | FMV | 2,086,963 | 2,086,963 |
| EURO-OAT FUTURE MAR22 | FMV | 428,445 | 428,445 |
| EURO-SCHATZ FUT MAR22 | FMV | 55,379 | 55,379 |
| EXC HLDGS III CORP | FMV | 544,491 | 544,491 |
| FANNIE MAE | FMV | 3,289 | 3,289 |
| FANNIE MAE | FMV | 833 | 833 |
| FANNIE MAE | FMV | 3,172 | 3,172 |
| FANNIE MAE | FMV | 4,608 | 4,608 |
| FANNIE MAE | FMV | 74,793 | 74,793 |
| FANNIE MAE | FMV | 11,160 | 11,160 |
| FANNIE MAE | FMV | 6,548 | 6,548 |
| FANNIE MAE | FMV | 3,508 | 3,508 |
| FANNIE MAE | FMV | 2,499 | 2,499 |
| FANNIE MAE | FMV | 6 | 6 |
| FANNIE MAE | FMV | 14,200 | 14,200 |
| FANNIE MAE | FMV | 22,554 | 22,554 |
| FANNIE MAE | FMV | 391 | 391 |
| FANNIE MAE | FMV | 38,544 | 38,544 |
| FANNIE MAE | FMV | 2,720,195 | 2,720,195 |
| FANNIE MAE CAS | FMV | 794,941 | 794,941 |
| FANNIE MAE CAS | FMV | 212,701 | 212,701 |
| FANNIE MAE CAS | FMV | 820,772 | 820,772 |
| FANNIE MAE CAS | FMV | 484,574 | 484,574 |
| FANNIE MAE CAS | FMV | 1,209,536 | 1,209,536 |
| FANNIE MAE CAS | FMV | 473,020 | 473,020 |
| FANNIE MAE CAS | FMV | 2,033,042 | 2,033,042 |
| FANNIE MAE CAS | FMV | 2,101,121 | 2,101,121 |
| FANNIE MAE CAS | FMV | 1,204,688 | 1,204,688 |
| FANNIEMAE ACES | FMV | 124,538 | 124,538 |
| FANNIEMAE ACES | FMV | 248,840 | 248,840 |
| FANNIEMAE ACES | FMV | 198,089 | 198,089 |
| FANNIEMAE STRIP | FMV | 77 | 77 |
| FANNIEMAE STRIP | FMV | 1 | 1 |
| FANNIEMAE STRIP | FMV | 8,836 | 8,836 |
| FANNIEMAE STRIP | FMV | 403 | 403 |
| FANNIEMAE STRIP | FMV | 1,625 | 1,625 |
| FANNIEMAE STRIP | FMV | 3,617 | 3,617 |
| FANNIEMAE STRIP | FMV | 5,039 | 5,039 |
| FANNIEMAE STRIP | FMV | 1,437 | 1,437 |
| FEB22 215 PUT FSO | FMV | 425,011 | 425,011 |
| FED HM LN PC POOL 841088 | FMV | 464,080 | 464,080 |
| FED HM LN PC POOL 841089 | FMV | 468,680 | 468,680 |
| FED HM LN PC POOL C91981 | FMV | 289,150 | 289,150 |
| FED HM LN PC POOL G07921 | FMV | 1,431,962 | 1,431,962 |
| FED HM LN PC POOL G08784 | FMV | 872,046 | 872,046 |
| FED HM LN PC POOL G30615 | FMV | 113,053 | 113,053 |
| FED HM LN PC POOL G60596 | FMV | 947,779 | 947,779 |
| FED HM LN PC POOL G60722 | FMV | 1,521,212 | 1,521,212 |
| FED HM LN PC POOL Q22877 | FMV | 892,218 | 892,218 |
| FED HM LN PC POOL Q42019 | FMV | 1,659,648 | 1,659,648 |
| FED HM LN PC POOL Q50003 | FMV | 286,270 | 286,270 |
| FED HM LN PC POOL Q50962 | FMV | 299,002 | 299,002 |
| FED HM LN PC POOL Q56007 | FMV | 533,294 | 533,294 |
| FED HM LN PC POOL QA0127 | FMV | 954,766 | 954,766 |
| FED HM LN PC POOL QA2141 | FMV | 612,665 | 612,665 |
| FED HM LN PC POOL QA3570 | FMV | 3,358,526 | 3,358,526 |
| FED HM LN PC POOL QA4404 | FMV | 1,033,710 | 1,033,710 |
| FED HM LN PC POOL QA5485 | FMV | 898,679 | 898,679 |
| FED HM LN PC POOL QA5555 | FMV | 776,253 | 776,253 |
| FED HM LN PC POOL QA5557 | FMV | 2,729,519 | 2,729,519 |
| FED HM LN PC POOL QA5567 | FMV | 225,317 | 225,317 |
| FED HM LN PC POOL QA8518 | FMV | 238,550 | 238,550 |
| FED HM LN PC POOL QA8958 | FMV | 1,541,358 | 1,541,358 |
| FED HM LN PC POOL QB2668 | FMV | 2,537,877 | 2,537,877 |
| FED HM LN PC POOL QC1805 | FMV | 6,033,295 | 6,033,295 |
| FED HM LN PC POOL QC5416 | FMV | 4,123,024 | 4,123,024 |
| FED HM LN PC POOL RA2895 | FMV | 2,779,553 | 2,779,553 |
| FED HM LN PC POOL RA3575 | FMV | 3,202,389 | 3,202,389 |
| FED HM LN PC POOL RB5015 | FMV | 719,452 | 719,452 |
| FED HM LN PC POOL SD8142 | FMV | 1,686,567 | 1,686,567 |
| FED HM LN PC POOL SD8148 | FMV | 3,057,136 | 3,057,136 |
| FED HM LN PC POOL ZS4646 | FMV | 2,539,337 | 2,539,337 |
| FED HM LN PC POOL ZS4712 | FMV | 1,678,587 | 1,678,587 |
| FED HM LN PC POOL ZS8673 | FMV | 94,637 | 94,637 |
| FED HM LN PC POOL ZT0794 | FMV | 577,521 | 577,521 |
| FED HOME LN DISCOUNT NT | FMV | 2,985,310 | 2,985,310 |
| FED HOME LN DISCOUNT NT | FMV | 2,259,796 | 2,259,796 |
| FED HOME LN DISCOUNT NT | FMV | 6,659,316 | 6,659,316 |
| FED REPUBLIC OF BRAZIL | FMV | 1,417,508 | 1,417,508 |
| FED REPUBLIC OF BRAZIL | FMV | 203,500 | 203,500 |
| FED REPUBLIC OF BRAZIL | FMV | 646,530 | 646,530 |
| FHLMC MULTIFAMILY STRUCTURED P | FMV | 85,262 | 85,262 |
| FHLMC MULTIFAMILY STRUCTURED P | FMV | 122,760 | 122,760 |
| FINANCIERE SUN S.A.S | FMV | 1,225,063 | 1,225,063 |
| FINANCIERE VERDI I SAS | FMV | 3,352,264 | 3,352,264 |
| FINASTRA USA, INC. | FMV | 3,100,553 | 3,100,553 |
| FINCO I LLC | FMV | 44,718 | 44,718 |
| FIRST ALLIANCE MORTGAGE LOAN T | FMV | 43,027 | 43,027 |
| FIRST EAGLE HOLDINGS INC | FMV | 954,874 | 954,874 |
| FIRST FRANKLIN MTG LOAN ASSET | FMV | 17,488 | 17,488 |
| FIRST FRANKLIN MTG LOAN ASSET | FMV | 16,779,458 | 16,779,458 |
| FIRST HORIZON ALTERNATIVE MORT | FMV | 1,029,269 | 1,029,269 |
| FIRST HORIZON MORTGAGE PASS TH | FMV | 90,511 | 90,511 |
| FIRSTFED CORP MANUFACTURED HOU | FMV | 949 | 949 |
| FLAGSTAR MORTGAGE TRUST | FMV | 1,609,397 | 1,609,397 |
| FLAGSTAR MORTGAGE TRUST | FMV | 30,446 | 30,446 |
| FLINT GROUP GMBH | FMV | 780,415 | 780,415 |
| FLINT GROUP GMBH | FMV | 183,875 | 183,875 |
| FLINT GROUP GMBH | FMV | 292,491 | 292,491 |
| FLINT GROUP GMBH | FMV | 186,882 | 186,882 |
| FLINT GROUP GMBH | FMV | 1,157,089 | 1,157,089 |
| FLINT GROUP US LLC | FMV | 5,537,844 | 5,537,844 |
| FNMA POOL 387770 | FMV | 3,524,357 | 3,524,357 |
| FNMA POOL 890827 | FMV | 105,764 | 105,764 |
| FNMA POOL AL3471 | FMV | 1,487,394 | 1,487,394 |
| FNMA POOL AL3673 | FMV | 241,167 | 241,167 |
| FNMA POOL AL6598 | FMV | 1,341,064 | 1,341,064 |
| FNMA POOL AL7047 | FMV | 2,753,747 | 2,753,747 |
| FNMA POOL AL7501 | FMV | 3,747,149 | 3,747,149 |
| FNMA POOL AL9546 | FMV | 29,205 | 29,205 |
| FNMA POOL AM8674 | FMV | 83,487 | 83,487 |
| FNMA POOL AN5796 | FMV | 2,884,844 | 2,884,844 |
| FNMA POOL AS0044 | FMV | 2,035,341 | 2,035,341 |
| FNMA POOL AS6789 | FMV | 823,765 | 823,765 |
| FNMA POOL AS7372 | FMV | 1,112,698 | 1,112,698 |
| FNMA POOL AS8740 | FMV | 29,549 | 29,549 |
| FNMA POOL AT2016 | FMV | 2,012,133 | 2,012,133 |
| FNMA POOL AT2032 | FMV | 262,024 | 262,024 |
| FNMA POOL AZ2953 | FMV | 1,749,892 | 1,749,892 |
| FNMA POOL BC0791 | FMV | 1,036,477 | 1,036,477 |
| FNMA POOL BC1747 | FMV | 1,237,233 | 1,237,233 |
| FNMA POOL BC9468 | FMV | 1,428,567 | 1,428,567 |
| FNMA POOL BD3029 | FMV | 1,746,698 | 1,746,698 |
| FNMA POOL BE2369 | FMV | 1,577,402 | 1,577,402 |
| FNMA POOL BF0104 | FMV | 208,385 | 208,385 |
| FNMA POOL BF0183 | FMV | 116,683 | 116,683 |
| FNMA POOL BF0301 | FMV | 56,167 | 56,167 |
| FNMA POOL BJ4604 | FMV | 1,322,309 | 1,322,309 |
| FNMA POOL BM1948 | FMV | 183,204 | 183,204 |
| FNMA POOL BM4801 | FMV | 1,432,408 | 1,432,408 |
| FNMA POOL BM5024 | FMV | 2,264,568 | 2,264,568 |
| FNMA POOL BM6482 | FMV | 596,238 | 596,238 |
| FNMA POOL BM6781 | FMV | 1,628,907 | 1,628,907 |
| FNMA POOL BN6691 | FMV | 450,002 | 450,002 |
| FNMA POOL BO2200 | FMV | 613,744 | 613,744 |
| FNMA POOL BP8593 | FMV | 1,140,385 | 1,140,385 |
| FNMA POOL BQ1327 | FMV | 1,786,750 | 1,786,750 |
| FNMA POOL BR7225 | FMV | 3,379,818 | 3,379,818 |
| FNMA POOL BT0764 | FMV | 6,832,719 | 6,832,719 |
| FNMA POOL BT1314 | FMV | 2,303,300 | 2,303,300 |
| FNMA POOL BT3243 | FMV | 5,008,729 | 5,008,729 |
| FNMA POOL CA4435 | FMV | 483,311 | 483,311 |
| FNMA POOL CA6871 | FMV | 2,467,864 | 2,467,864 |
| FNMA POOL CA8021 | FMV | 2,909,011 | 2,909,011 |
| FNMA POOL CB0101 | FMV | 99,283 | 99,283 |
| FNMA POOL CB0114 | FMV | 97,561 | 97,561 |
| FNMA POOL CB0470 | FMV | 195,089 | 195,089 |
| FNMA POOL CB0502 | FMV | 7,404,031 | 7,404,031 |
| FNMA POOL CB1784 | FMV | 4,794,637 | 4,794,637 |
| FNMA POOL CB2093 | FMV | 1,380,996 | 1,380,996 |
| FNMA POOL FM1219 | FMV | 633,207 | 633,207 |
| FNMA POOL FM1756 | FMV | 920,334 | 920,334 |
| FNMA POOL FM3123 | FMV | 140,115 | 140,115 |
| FNMA POOL FM4532 | FMV | 928,013 | 928,013 |
| FNMA POOL FM4795 | FMV | 4,046,837 | 4,046,837 |
| FNMA POOL FM4959 | FMV | 2,988,994 | 2,988,994 |
| FNMA POOL FM5013 | FMV | 478,771 | 478,771 |
| FNMA POOL FM5229 | FMV | 2,381,188 | 2,381,188 |
| FNMA POOL FM5265 | FMV | 2,071,870 | 2,071,870 |
| FNMA POOL FM5754 | FMV | 71,497 | 71,497 |
| FNMA POOL FM6015 | FMV | 70,820 | 70,820 |
| FNMA POOL FM6134 | FMV | 137,645 | 137,645 |
| FNMA POOL FM7154 | FMV | 6,252,007 | 6,252,007 |
| FNMA POOL FM7321 | FMV | 451,507 | 451,507 |
| FNMA POOL FM7784 | FMV | 635,289 | 635,289 |
| FNMA POOL FM7948 | FMV | 4,429,565 | 4,429,565 |
| FNMA POOL FM8121 | FMV | 3,849,748 | 3,849,748 |
| FNMA POOL FM8411 | FMV | 2,641,566 | 2,641,566 |
| FNMA POOL FM8968 | FMV | 724,645 | 724,645 |
| FNMA POOL FM8972 | FMV | 5,273,353 | 5,273,353 |
| FNMA POOL FM9174 | FMV | 99,680 | 99,680 |
| FNMA POOL FM9412 | FMV | 3,032,033 | 3,032,033 |
| FNMA POOL MA1029 | FMV | 487,122 | 487,122 |
| FNMA POOL MA1200 | FMV | 681,664 | 681,664 |
| FNMA POOL MA1417 | FMV | 359,693 | 359,693 |
| FNMA POOL MA2523 | FMV | 75,792 | 75,792 |
| FNMA POOL MA2579 | FMV | 70,516 | 70,516 |
| FNMA POOL MA2737 | FMV | 881,143 | 881,143 |
| FNMA POOL MA2773 | FMV | 62,169 | 62,169 |
| FNMA POOL MA2832 | FMV | 518,074 | 518,074 |
| FNMA POOL MA2866 | FMV | 765,424 | 765,424 |
| FNMA POOL MA3937 | FMV | 618,622 | 618,622 |
| FNMA POOL MA4124 | FMV | 3,728,663 | 3,728,663 |
| FNMA POOL MA4181 | FMV | 1,764,145 | 1,764,145 |
| FNMA POOL MA4280 | FMV | 2,129,457 | 2,129,457 |
| FNMA POOL MA4281 | FMV | 7,811,384 | 7,811,384 |
| FOCUS FINANCIAL PARTNERS LLC | FMV | 1,851,691 | 1,851,691 |
| FORD CREDIT AUTO OWNER TRUST/F | FMV | 1,120,067 | 1,120,067 |
| FORD CREDIT FLOORPLAN MASTER O | FMV | 1,030,515 | 1,030,515 |
| FORTRESS CREDIT BSL LIMITED | FMV | 750,373 | 750,373 |
| FOUNDATION FINANCE TRUST | FMV | 1,465,135 | 1,465,135 |
| FRAZIER HEALTHCARE V1 | FMV | 675,831 | 675,831 |
| FREDDIE MAC | FMV | 593 | 593 |
| FREDDIE MAC | FMV | 1,933 | 1,933 |
| FREDDIE MAC | FMV | 8,521 | 8,521 |
| FREDDIE MAC | FMV | 62 | 62 |
| FREDDIE MAC | FMV | 108,553 | 108,553 |
| FREDDIE MAC | FMV | 13,637 | 13,637 |
| FREDDIE MAC | FMV | 11,682 | 11,682 |
| FREDDIE MAC | FMV | 3,310 | 3,310 |
| FREDDIE MAC | FMV | 3,314 | 3,314 |
| FREDDIE MAC | FMV | 31,772 | 31,772 |
| FREDDIE MAC | FMV | 7 | 7 |
| FREDDIE MAC SCRT | FMV | 695,311 | 695,311 |
| FREDDIE MAC SCRT | FMV | 1,306,576 | 1,306,576 |
| FREDDIE MAC SCRT | FMV | 1,733,264 | 1,733,264 |
| FREDDIE MAC SCRT | FMV | 1,096,124 | 1,096,124 |
| FREDDIE MAC SCRT | FMV | 3,989,254 | 3,989,254 |
| FREDDIE MAC SCRT | FMV | 460,870 | 460,870 |
| FREDDIE MAC SCRT | FMV | 928,136 | 928,136 |
| FREDDIE MAC SCRT | FMV | 418,137 | 418,137 |
| FREDDIE MAC SCRT | FMV | 648,972 | 648,972 |
| FREDDIE MAC SCRT | FMV | 1,288,313 | 1,288,313 |
| FREDDIE MAC SCRT | FMV | 597,623 | 597,623 |
| FREDDIE MAC STACR | FMV | 4,115,742 | 4,115,742 |
| FREDDIE MAC STACR | FMV | 297,448 | 297,448 |
| FREDDIE MAC STACR | FMV | 1,265,642 | 1,265,642 |
| FREDDIE MAC STACR | FMV | 1,048,823 | 1,048,823 |
| FREDDIE MAC STACR | FMV | 267,079 | 267,079 |
| FREDDIE MAC STACR | FMV | 502,141 | 502,141 |
| FREDDIE MAC STACR | FMV | 1,059,359 | 1,059,359 |
| FREDDIE MAC STACR | FMV | 263,044 | 263,044 |
| FREDDIEMAC STRIP | FMV | 1,005 | 1,005 |
| FREDDIEMAC STRIP | FMV | 10,768 | 10,768 |
| FREDDIEMAC STRIP | FMV | 4,839 | 4,839 |
| FREMF MORTGAGE TRUST | FMV | 404,454 | 404,454 |
| FRESB MULTIFAMILY MORTGAGE PAS | FMV | 438,688 | 438,688 |
| FRONERI INTERNATIONAL PLC | FMV | 1,174,926 | 1,174,926 |
| FRONERI INTERNATIONAL PLC | FMV | 2,780,397 | 2,780,397 |
| FTSE 100 IDX FUT MAR22 | FMV | 1,882,783 | 1,882,783 |
| FUGUE FINANCE B.V. | FMV | 4,541,042 | 4,541,042 |
| GAINWELL ACQUISITION CORP. | FMV | 307,627 | 307,627 |
| GARDA WORLD SECURITY CORP | FMV | 410,866 | 410,866 |
| GCAT | FMV | 2,166,829 | 2,166,829 |
| GCI FUNDING I LLC | FMV | 1,338,452 | 1,338,452 |
| GENESEE + WYOMING INC NEW | FMV | 1,844,612 | 1,844,612 |
| GENESIS SPECIALIST CARE FIN UK | FMV | 1,748,842 | 1,748,842 |
| GENESIS SPECIALIST CARE FIN UK | FMV | 1,471,892 | 1,471,892 |
| GFL ENVIRONMENTAL INC | FMV | 804,409 | 804,409 |
| GLOBAL GARDEN PRODUCTS C SARL | FMV | 1,556,258 | 1,556,258 |
| GLOBAL GOOD FUND I | FMV | 1 | 1 |
| GLOBAL MEDICAL RESPONSE INC | FMV | 237,218 | 237,218 |
| GLOBAL TIMBER INVESTORS 7 | FMV | 198,118 | 198,118 |
| GM FINANCIAL SECURITIZED TERM | FMV | 15,116,314 | 15,116,314 |
| GMAC COMMERCIAL MORTGAGE SECUR | FMV | 1,295 | 1,295 |
| GMAC MORTGAGE CORPORATION LOAN | FMV | 234,973 | 234,973 |
| GMAC MORTGAGE CORPORATION LOAN | FMV | 696,378 | 696,378 |
| GMAC MORTGAGE CORPORATION LOAN | FMV | 161,873 | 161,873 |
| GMRF MORTGAGE ACQUISITION CO., | FMV | 181,854 | 181,854 |
| GNMA II POOL 783298 | FMV | 64,606 | 64,606 |
| GNMA II POOL 784106 | FMV | 19,025 | 19,025 |
| GNMA II POOL 784849 | FMV | 2,163,482 | 2,163,482 |
| GNMA II POOL 784905 | FMV | 829,715 | 829,715 |
| GNMA II POOL 785283 | FMV | 527,247 | 527,247 |
| GNMA II POOL 892950 | FMV | 272,415 | 272,415 |
| GNMA II POOL 892951 | FMV | 245,753 | 245,753 |
| GNMA II POOL BC1919 | FMV | 939,975 | 939,975 |
| GNMA II POOL BS8546 | FMV | 277,113 | 277,113 |
| GNMA II POOL BT0810 | FMV | 800,013 | 800,013 |
| GNMA II POOL BT1888 | FMV | 368,284 | 368,284 |
| GNMA II POOL MA2961 | FMV | 2,073,208 | 2,073,208 |
| GNMA II POOL MA3035 | FMV | 1,094,411 | 1,094,411 |
| GNMA II POOL MA3104 | FMV | 4,356,520 | 4,356,520 |
| GNMA II POOL MA3376 | FMV | 1,781,225 | 1,781,225 |
| GNMA II POOL MA3735 | FMV | 1,080,234 | 1,080,234 |
| GNMA II POOL MA3873 | FMV | 1,679,274 | 1,679,274 |
| GNMA II POOL MA4720 | FMV | 944,473 | 944,473 |
| GNMA II POOL MA5192 | FMV | 826,470 | 826,470 |
| GNMA II POOL MA5193 | FMV | 41,450 | 41,450 |
| GNMA II POOL MA5529 | FMV | 98,714 | 98,714 |
| GNMA POOL 416602 | FMV | 66,921 | 66,921 |
| GNMA POOL 458371 | FMV | 1,194 | 1,194 |
| GNMA POOL 464846 | FMV | 1,083 | 1,083 |
| GNMA POOL 466087 | FMV | 3,016 | 3,016 |
| GNMA POOL 471947 | FMV | 14,689 | 14,689 |
| GNMA POOL 484261 | FMV | 3,617 | 3,617 |
| GNMA POOL 490736 | FMV | 4,793 | 4,793 |
| GNMA POOL 780873 | FMV | 1,776 | 1,776 |
| GNMA POOL AB2583 | FMV | 495,909 | 495,909 |
| GO DADDY OPER CO LLC | FMV | 68,083 | 68,083 |
| GOLD BARS CMDTY | FMV | 821,300,580 | 821,300,580 |
| GOLD SPOT WARRANT | FMV | 1,046,310,264 | 1,046,310,264 |
| GOLDEN NUGGET, LLC | FMV | 50,762 | 50,762 |
| GOLUB CAPITAL PARTNERS CLO LTD | FMV | 250,128 | 250,128 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 168,358 | 168,358 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 45,399 | 45,399 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 873,501 | 873,501 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 2,226,800 | 2,226,800 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 295,742 | 295,742 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 284,057 | 284,057 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 2,909,699 | 2,909,699 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 1,262,428 | 1,262,428 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 35,032 | 35,032 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 25,813 | 25,813 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 14 | 14 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 58,844 | 58,844 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 6,959,990 | 6,959,990 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 4,599 | 4,599 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 46,816 | 46,816 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 240,513 | 240,513 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 86,657 | 86,657 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 19,739 | 19,739 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 1,511 | 1,511 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 12,255 | 12,255 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 44,046 | 44,046 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 198,170 | 198,170 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 26,720 | 26,720 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 9,956,903 | 9,956,903 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 4,319,764 | 4,319,764 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 3,837,726 | 3,837,726 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 1,355,694 | 1,355,694 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 528,638 | 528,638 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 1,025,183 | 1,025,183 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 6,401,211 | 6,401,211 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 983,002 | 983,002 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 4,021,296 | 4,021,296 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 2,135,574 | 2,135,574 |
| GOVERNMENT NATIONAL MORTGAGE A | FMV | 491,706 | 491,706 |
| GREENBRIAR CO INVESTMENT UF A | FMV | 46,255,227 | 46,255,227 |
| GREENBRIAR EQUITY FUND III, LP | FMV | 64,110,745 | 64,110,745 |
| GREENBRIAR EQUITY FUND IV A | FMV | 390,720,442 | 390,720,442 |
| GREENBRIAR EQUITY FUND V LP | FMV | 258,493,146 | 258,493,146 |
| GREENBRIAR III A | FMV | 88,827,295 | 88,827,295 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 1 | 1 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 924,964 | 924,964 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 104,159 | 104,159 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 114,219 | 114,219 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 89,017 | 89,017 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 108,561 | 108,561 |
| GREENPOINT MORTGAGE FUNDING TR | FMV | 80,994 | 80,994 |
| GREYWOLF CLO LTD | FMV | 500,254 | 500,254 |
| GREYWOLF CLO LTD | FMV | 620,363 | 620,363 |
| GRIPPEN PARK CLO LTD | FMV | 246,950 | 246,950 |
| GRIPPEN PARK CLO LTD | FMV | 999,949 | 999,949 |
| GRMT MORTGAGE LOAN TRUST | FMV | 21,643 | 21,643 |
| GS MORTGAGE BACKED SECURITIES | FMV | 499,506 | 499,506 |
| GS MORTGAGE BACKED SECURITIES | FMV | 421,731 | 421,731 |
| GS MORTGAGE BACKED SECURITIES | FMV | 585,268 | 585,268 |
| GS MORTGAGE SECURITIES CORP. | FMV | 12,903 | 12,903 |
| GS MORTGAGE SECURITIES TRUST | FMV | 2,282,312 | 2,282,312 |
| GS MORTGAGE SECURITIES TRUST | FMV | 842,843 | 842,843 |
| GS MORTGAGE SECURITIES TRUST | FMV | 824,210 | 824,210 |
| GS MORTGAGE SECURITIES TRUST | FMV | 13,136 | 13,136 |
| GS MORTGAGE SECURITIES TRUST | FMV | 710,183 | 710,183 |
| GSAA HOME EQUITY TRUST | FMV | 3,403,978 | 3,403,978 |
| GSAA HOME EQUITY TRUST | FMV | 3,244,418 | 3,244,418 |
| GSAA HOME EQUITY TRUST | FMV | 3,281,641 | 3,281,641 |
| GSAA HOME EQUITY TRUST | FMV | 306,490 | 306,490 |
| GSAMP TRUST | FMV | 320,047 | 320,047 |
| GSAMP TRUST | FMV | 4,791,036 | 4,791,036 |
| GSMPS MORTGAGE LOAN TRUST | FMV | 314,495 | 314,495 |
| GSMPS MORTGAGE LOAN TRUST | FMV | 292,152 | 292,152 |
| GSR MORTGAGE LOAN TRUST | FMV | 1,704 | 1,704 |
| GSR MORTGAGE LOAN TRUST | FMV | 413,309 | 413,309 |
| GSR MORTGAGE LOAN TRUST | FMV | 299,276 | 299,276 |
| GSR MORTGAGE LOAN TRUST | FMV | 45,254 | 45,254 |
| GSR MORTGAGE LOAN TRUST | FMV | 4,026,727 | 4,026,727 |
| GSR MORTGAGE LOAN TRUST | FMV | 698,743 | 698,743 |
| GSR MORTGAGE LOAN TRUST | FMV | 21,825 | 21,825 |
| GSR MORTGAGE LOAN TRUST | FMV | 7,917 | 7,917 |
| GTI 8 INSTITUTIONAL INVESTORS | FMV | 92,693,261 | 92,693,261 |
| GTT COMMUNICATIONS INC | FMV | 1 | 1 |
| GVC HOLDINGS GIBRALTAR LIMITED | FMV | 218,134 | 218,134 |
| HALCYON LOAN ADVISORS FUNDING | FMV | 20,167 | 20,167 |
| HALSEYPOINT CLO 3, LTD. | FMV | 461,747 | 461,747 |
| HALSEYPOINT CLO I, LTD. | FMV | 249,996 | 249,996 |
| HALSEYPOINT CLO I, LTD. | FMV | 272,193 | 272,193 |
| HARBOR FREIGHT TOOLS USA INC | FMV | 839,215 | 839,215 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 210,262 | 210,262 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 37,538 | 37,538 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 6,169 | 6,169 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 1,930,327 | 1,930,327 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 38,185 | 38,185 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 39,225 | 39,225 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 79,184 | 79,184 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 933,674 | 933,674 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 77,179 | 77,179 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 176,736 | 176,736 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 14,322 | 14,322 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 404,265 | 404,265 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 97,113 | 97,113 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 953,980 | 953,980 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 642,431 | 642,431 |
| HARBORVIEW MORTGAGE LOAN TRUST | FMV | 741,893 | 741,893 |
| HELIOS ISSUER, LLC | FMV | 410,344 | 410,344 |
| HELIOS SOFTWARE HOLDINGS INC | FMV | 1,402,922 | 1,402,922 |
| HERTZ VEHICLE FINANCING LLC | FMV | 16,849,973 | 16,849,973 |
| HIGHBRIDGE LOAN MANAGEMENT LTD | FMV | 889,463 | 889,463 |
| HILDENE COMMUNITY FUNDING CLO | FMV | 1,568,150 | 1,568,150 |
| HILDING ANDERS INTERNATIONAL A | FMV | 2,685,755 | 2,685,755 |
| HILTON WORLDWIDE FINANCE LLC | FMV | 1,097,966 | 1,097,966 |
| HNVR HOLDCO LIMITED | FMV | 3,382,827 | 3,382,827 |
| HOME EQUITY ASSET TRUST | FMV | 8,818 | 8,818 |
| HOME EQUITY ASSET TRUST | FMV | 4,986,245 | 4,986,245 |
| HOME EQUITY ASSET TRUST | FMV | 1,965,919 | 1,965,919 |
| HOMEBANC MORTGAGE TRUST | FMV | 26,496 | 26,496 |
| HONY CAPITAL FUND III | FMV | 3,307,803 | 3,307,803 |
| HOTELBEDS GROUP | FMV | 3,252,191 | 3,252,191 |
| HRA PHARMA | FMV | 849,437 | 849,437 |
| HSI ASSET SECURITIZATION CORPO | FMV | 46,951 | 46,951 |
| ICON LUXEMBOURG SARL | FMV | 1,001,409 | 1,001,409 |
| ICON LUXEMBOURG SARL | FMV | 249,502 | 249,502 |
| IHEARTCOMMUNICATIONS INC | FMV | 440,302 | 440,302 |
| II VI INCORPORATED | FMV | 478,800 | 478,800 |
| IMM EUR FUT OPT JUN22P 99.5 | FMV | 108,800 | 108,800 |
| IMM EUR FUT OPT MAR22C 99.875 | FMV | 1,863 | 1,863 |
| IMM EUR FUT OPT MAR22P 99.625 | FMV | 64,600 | 64,600 |
| IMPAC CMB TRUST | FMV | 16,810 | 16,810 |
| IMPAC CMB TRUST | FMV | 21,834 | 21,834 |
| IMPAC CMB TRUST | FMV | 22,351 | 22,351 |
| IMPAC CMB TRUST | FMV | 27,285 | 27,285 |
| IMPAC SECURED ASSETS CORP. | FMV | 92,834 | 92,834 |
| INDONESIA GOVERNMENT | FMV | 3,310,326 | 3,310,326 |
| INDONESIA GOVERNMENT | FMV | 2,423,058 | 2,423,058 |
| INDONESIA GOVERNMENT | FMV | 3,878,996 | 3,878,996 |
| INDONESIA GOVERNMENT | FMV | 826,684 | 826,684 |
| INDONESIA GOVERNMENT | FMV | 1,930,002 | 1,930,002 |
| INDONESIA GOVERNMENT | FMV | 12,054,470 | 12,054,470 |
| INDONESIA GOVERNMENT | FMV | 1,140,174 | 1,140,174 |
| INDONESIA GOVERNMENT | FMV | 1,898,607 | 1,898,607 |
| INDYMAC IMSC MORTGAGE LOAN TRU | FMV | 3,594,908 | 3,594,908 |
| INDYMAC INDA MORTGAGE LOAN TRU | FMV | 75,290 | 75,290 |
| INDYMAC INDA MORTGAGE LOAN TRU | FMV | 317,493 | 317,493 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 256,573 | 256,573 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 193,501 | 193,501 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 740,485 | 740,485 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 32,927 | 32,927 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 66,927 | 66,927 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 1 | 1 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 220,870 | 220,870 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 1,119,566 | 1,119,566 |
| INDYMAC INDX MORTGAGE LOAN TRU | FMV | 258,425 | 258,425 |
| INEOS 226 LIMITED | FMV | 1,127,488 | 1,127,488 |
| INEOS STYROLUTION US HOLDG LLC | FMV | 376,762 | 376,762 |
| INFINITAS LERNG HLDNG BV | FMV | 1,481,139 | 1,481,139 |
| INTERNATIONAL PARK HOLDINGS B. | FMV | 2,580,969 | 2,580,969 |
| ION TRADING TECHNOLOGIES SARL | FMV | 3,406,656 | 3,406,656 |
| IRIS BIDCO GMBH | FMV | 3,133,804 | 3,133,804 |
| IRIS BIDCO LIMITED | FMV | 2,287,599 | 2,287,599 |
| IRS HUF | FMV | 1,331,720 | 1,331,720 |
| IRS MXN | FMV | 19,206 | 19,206 |
| IVC ACQUISITION LTD | FMV | 1,349,561 | 1,349,561 |
| IVC ACQUISITION LTD | FMV | 2,002,889 | 2,002,889 |
| JAPAN (20 YEAR ISSUE) | FMV | 623,308 | 623,308 |
| JAPAN TREASURY DISC BILL | FMV | 521,039,708 | 521,039,708 |
| JAPAN TREASURY DISC BILL | FMV | 447,259,739 | 447,259,739 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 2,113,590 | 2,113,590 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 19,620 | 19,620 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 4,875,993 | 4,875,993 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 1,795,154 | 1,795,154 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 238,400 | 238,400 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 4,228,096 | 4,228,096 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 398,146 | 398,146 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 551,339 | 551,339 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 930,454 | 930,454 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 977,287 | 977,287 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 476,196 | 476,196 |
| JP MORGAN CHASE COMMERCIAL MOR | FMV | 1,098,904 | 1,098,904 |
| JP MORGAN MORTGAGE ACQUISITION | FMV | 4,209,570 | 4,209,570 |
| JP MORGAN MORTGAGE TRUST | FMV | 40,535 | 40,535 |
| JP MORGAN MORTGAGE TRUST | FMV | 525,538 | 525,538 |
| JP MORGAN MORTGAGE TRUST | FMV | 18,177 | 18,177 |
| JP MORGAN MORTGAGE TRUST | FMV | 365,954 | 365,954 |
| JP MORGAN MORTGAGE TRUST | FMV | 1,028,508 | 1,028,508 |
| JP MORGAN MORTGAGE TRUST | FMV | 47,461 | 47,461 |
| JP MORGAN MORTGAGE TRUST | FMV | 656 | 656 |
| JP MORGAN MORTGAGE TRUST | FMV | 330,238 | 330,238 |
| JP MORGAN MORTGAGE TRUST | FMV | 46,960 | 46,960 |
| JP MORGAN MORTGAGE TRUST | FMV | 427,214 | 427,214 |
| JP MORGAN MORTGAGE TRUST | FMV | 152,725 | 152,725 |
| JP MORGAN MORTGAGE TRUST | FMV | 476,680 | 476,680 |
| JP MORGAN MORTGAGE TRUST | FMV | 464,391 | 464,391 |
| JP MORGAN MORTGAGE TRUST | FMV | 1,001,041 | 1,001,041 |
| JP MORGAN MORTGAGE TRUST | FMV | 3,753,285 | 3,753,285 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 909,543 | 909,543 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 1,341,856 | 1,341,856 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 168,059 | 168,059 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 1,085,504 | 1,085,504 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 408,360 | 408,360 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 513,727 | 513,727 |
| JPMBB COMMERCIAL MORTGAGE SECU | FMV | 458,527 | 458,527 |
| JPN 10Y BOND(OSE) MAR22 | FMV | 348,687 | 348,687 |
| KCAP SENIOR FUNDING I LLC | FMV | 2,041,348 | 2,041,348 |
| KKR FINANCIAL CLO LTD | FMV | 491,327 | 491,327 |
| KKR INDUSTRIAL PORTFOLIO TRUST | FMV | 591,469 | 591,469 |
| KNDR TRUST 2021 KIND | FMV | 744,361 | 744,361 |
| KOREA TREASURY BOND | FMV | 3,576,342 | 3,576,342 |
| KOUTI B V | FMV | 2,504,191 | 2,504,191 |
| KREF 2021 FL2 LTD | FMV | 1,068,716 | 1,068,716 |
| KURAMO AFRICA COINV III LP | FMV | 12,078,641 | 12,078,641 |
| KURAMO AFRICA FUND II L.P. | FMV | 18,212,419 | 18,212,419 |
| KURAMO AFRICA FUND III LP | FMV | 3,026,265 | 3,026,265 |
| KURAMO AFRICA OPPORTUNITY OFFS | FMV | 14,624,759 | 14,624,759 |
| LAVENDER TRUST | FMV | 2,493,384 | 2,493,384 |
| LCM LTD PARTNERSHIP | FMV | 116,161 | 116,161 |
| LEGACY MORTGAGE ASSET TRUST | FMV | 1,853,866 | 1,853,866 |
| LEGACY MORTGAGE ASSET TRUST | FMV | 1,459,784 | 1,459,784 |
| LEHMAN BANKRUPTCY BLACKROCK | FMV | 1 | 1 |
| LEHMAN MORTGAGE TRUST | FMV | 26,422 | 26,422 |
| LEHMAN MORTGAGE TRUST | FMV | 185,542 | 185,542 |
| LEHMAN MORTGAGE TRUST | FMV | 702,855 | 702,855 |
| LEHMAN XS TRUST | FMV | 1 | 1 |
| LEHMAN XS TRUST | FMV | 4,363,559 | 4,363,559 |
| LEHMAN XS TRUST | FMV | 591,911 | 591,911 |
| LERNEN BIDCO LIMITED | FMV | 6,049,313 | 6,049,313 |
| LERNEN BIDCO LIMITED | FMV | 2,261,754 | 2,261,754 |
| LERNEN BIDCO LIMITED | FMV | 908,623 | 908,623 |
| LETRA TESOURO NACIONAL | FMV | 129,910,233 | 129,910,233 |
| LETRA TESOURO NACIONAL | FMV | 2,762,469 | 2,762,469 |
| LETRA TESOURO NACIONAL | FMV | 116,126,890 | 116,126,890 |
| LEVEL 3 FINANCING INC | FMV | 1,014,366 | 1,014,366 |
| LIFESCAN GLOBAL CORP | FMV | 2,687,911 | 2,687,911 |
| LINEAGE LOGISTICS | FMV | 44,735,293 | 44,735,293 |
| LINEAGE LOGISTICS | FMV | 246,080,000 | 246,080,000 |
| LINEAGE LOGISTICS CLASS A 20 | FMV | 11,576,994 | 11,576,994 |
| LONG BEACH MORTGAGE LOAN TRUST | FMV | 1,283,522 | 1,283,522 |
| LONG GILT FUTURE MAR22 | FMV | 1,570,806 | 1,570,806 |
| LORCA FINCO PLC | FMV | 3,013,579 | 3,013,579 |
| LSF10 XL BIDCO SCA | FMV | 3,638,275 | 3,638,275 |
| LSF11 FOLIO BIDCO GMBH | FMV | 1,421,144 | 1,421,144 |
| LUMINENT MORTGAGE TRUST | FMV | 64,326 | 64,326 |
| LUMINENT MORTGAGE TRUST | FMV | 261,321 | 261,321 |
| LUMINENT MORTGAGE TRUST | FMV | 1,825,142 | 1,825,142 |
| LUMINENT MORTGAGE TRUST | FMV | 572 | 572 |
| LUMINENT MORTGAGE TRUST | FMV | 2,579,923 | 2,579,923 |
| LUMINENT MORTGAGE TRUST | FMV | 123,294 | 123,294 |
| MA FINANCECO., LLC | FMV | 1,320,072 | 1,320,072 |
| MADISON PARK FUNDING LTD | FMV | 248,008 | 248,008 |
| MAGNETITE CLO LTD | FMV | 500,662 | 500,662 |
| MAGNETITE CLO LTD | FMV | 1,049,447 | 1,049,447 |
| MALAYSIA GOVERNMENT | FMV | 1,050,087 | 1,050,087 |
| MALAYSIA GOVERNMENT | FMV | 2,136,373 | 2,136,373 |
| MALAYSIA GOVERNMENT | FMV | 1,803,180 | 1,803,180 |
| MALAYSIA GOVERNMENT | FMV | 2,337,483 | 2,337,483 |
| MALAYSIA GOVERNMENT | FMV | 573,090 | 573,090 |
| MALAYSIA GOVERNMENT | FMV | 1,596,944 | 1,596,944 |
| MALAYSIA GOVERNMENT | FMV | 1,196,288 | 1,196,288 |
| MALAYSIA GOVERNMENT | FMV | 2,382,063 | 2,382,063 |
| MARATHON CLO LTD | FMV | 479,755 | 479,755 |
| MARKERMEER FINANCE BV | FMV | 1,126,715 | 1,126,715 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 387,980 | 387,980 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 1,631,266 | 1,631,266 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 3,368 | 3,368 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 2,510,202 | 2,510,202 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 1,720,555 | 1,720,555 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 6,568 | 6,568 |
| MASTR ADJUSTABLE RATE MORTGAGE | FMV | 313,728 | 313,728 |
| MASTR ALTERNATIVE LOANS TRUST | FMV | 3,527,707 | 3,527,707 |
| MASTR ALTERNATIVE LOANS TRUST | FMV | 193,476 | 193,476 |
| MASTR ASSET BACKED SECURITIES | FMV | 2,623,956 | 2,623,956 |
| MASTR REPERFORMING LOAN TRUST | FMV | 111,159 | 111,159 |
| MATTERHORN TELECOM SA | FMV | 1,681,287 | 1,681,287 |
| MCAFEE LLC | FMV | 208,754 | 208,754 |
| MEDIAN B V | FMV | 2,800,354 | 2,800,354 |
| MELLON RESIDENTIAL FUNDING COR | FMV | 64,783 | 64,783 |
| MELLON RESIDENTIAL FUNDING COR | FMV | 123,431 | 123,431 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 21,590 | 21,590 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 1,964,739 | 1,964,739 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 128,344 | 128,344 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 75,678 | 75,678 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 273,486 | 273,486 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 444,753 | 444,753 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 6,969,558 | 6,969,558 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 221,303 | 221,303 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 190,336 | 190,336 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 9 | 9 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 5,523,973 | 5,523,973 |
| MERRILL LYNCH MORTGAGE INVESTO | FMV | 80,168 | 80,168 |
| MEX BONOS DESARR FIX RT | FMV | 1,190,386 | 1,190,386 |
| MEX BONOS DESARR FIX RT | FMV | 13,613,430 | 13,613,430 |
| MEX BONOS DESARR FIX RT | FMV | 859,589 | 859,589 |
| MEX BONOS DESARR FIX RT | FMV | 22,836,702 | 22,836,702 |
| MEX BONOS DESARR FIX RT | FMV | 5,139,767 | 5,139,767 |
| MEX BONOS DESARR FIX RT | FMV | 8,712,862 | 8,712,862 |
| MEX BONOS DESARR FIX RT | FMV | 604,150 | 604,150 |
| MEX BONOS DESARR FIX RT | FMV | 5,599,547 | 5,599,547 |
| MEX BONOS DESARR FIX RT | FMV | 178,407 | 178,407 |
| MICHAELS COMPANIES, INC. | FMV | 272,852 | 272,852 |
| MILL CITY SOLAR LOAN LTD. | FMV | 224,163 | 224,163 |
| MISTER CAR WASH HLDNGS INC | FMV | 1,093,730 | 1,093,730 |
| MKS CLO LTD | FMV | 499,387 | 499,387 |
| ML CFC COMMERCIAL MORTGAGE TRU | FMV | 32,513 | 32,513 |
| ML CFC COMMERCIAL MORTGAGE TRU | FMV | 56,859 | 56,859 |
| ML CFC COMMERCIAL MORTGAGE TRU | FMV | 21,190 | 21,190 |
| MLCC MORTGAGE INVESTORS INC | FMV | 135,637 | 135,637 |
| MLCC MORTGAGE INVESTORS INC | FMV | 132,189 | 132,189 |
| MLCC MORTGAGE INVESTORS INC | FMV | 405,525 | 405,525 |
| MLCC MORTGAGE INVESTORS INC | FMV | 89,009 | 89,009 |
| MLCC MORTGAGE INVESTORS INC | FMV | 5,893 | 5,893 |
| MLCC MORTGAGE INVESTORS INC | FMV | 35,160 | 35,160 |
| MMAF EQUIPMENT FINANCE LLC | FMV | 1,864,084 | 1,864,084 |
| MORGAN STANLEY BAML TRUST | FMV | 859,954 | 859,954 |
| MORGAN STANLEY CAPITAL I TRUST | FMV | 293,748 | 293,748 |
| MORGAN STANLEY CAPITAL INC | FMV | 538,142 | 538,142 |
| MORGAN STANLEY CAPITAL INC | FMV | 741,022 | 741,022 |
| MORGAN STANLEY CAPITAL INC | FMV | 36,564 | 36,564 |
| MORGAN STANLEY CAPITAL INC | FMV | 8,316,148 | 8,316,148 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 831,356 | 831,356 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 36,152 | 36,152 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 167,046 | 167,046 |
| MORGAN STANLEY MORTGAGE LOAN T | FMV | 142,561 | 142,561 |
| MORGAN STANLEY REREMIC TRUST | FMV | 554,567 | 554,567 |
| MORGAN STANLEY REREMIC TRUST | FMV | 4,387,978 | 4,387,978 |
| MORTGAGEIT TRUST | FMV | 28,277 | 28,277 |
| MORTGAGEIT TRUST | FMV | 182,624 | 182,624 |
| MORTGAGEIT TRUST | FMV | 879,679 | 879,679 |
| MORTGAGEIT TRUST | FMV | 7,657 | 7,657 |
| MORTGAGEIT TRUST | FMV | 70,646 | 70,646 |
| MORTGAGEIT TRUST | FMV | 149,182 | 149,182 |
| MOSAIC SOLAR LOANS LLC | FMV | 1,801,839 | 1,801,839 |
| MOTEL 6 TRUST | FMV | 1,069,677 | 1,069,677 |
| MOTION FINCO SARL | FMV | 3,040,423 | 3,040,423 |
| MRCD 2019 PRKC MORTGAGE TRUST | FMV | 1,382,639 | 1,382,639 |
| MSCG TRUST | FMV | 1,804,286 | 1,804,286 |
| MSG III SECURITIZATION TRUST | FMV | 1,968,570 | 1,968,570 |
| NATIXIS COMMERCIAL MORTGAGE SE | FMV | 1,331,373 | 1,331,373 |
| NATIXIS COMMERCIAL MORTGAGE SE | FMV | 1,414,909 | 1,414,909 |
| NAVIENT STUDENT LOAN TRUST | FMV | 936,148 | 936,148 |
| NAVIENT STUDENT LOAN TRUST | FMV | 664,264 | 664,264 |
| NAVIERA ARMAS SA | FMV | 127,292 | 127,292 |
| NAVIERA ARMAS SA | FMV | 70,430 | 70,430 |
| NAVIERA ARMAS SA | FMV | 300,461 | 300,461 |
| NEW CENTURY HOME EQUITY LOAN T | FMV | 402,638 | 402,638 |
| NEW CENTURY HOME EQUITY LOAN T | FMV | 92,163 | 92,163 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 831,966 | 831,966 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 1,343,941 | 1,343,941 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 1,031,984 | 1,031,984 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 6,560,009 | 6,560,009 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 979,519 | 979,519 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 1,019,068 | 1,019,068 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 1,053,241 | 1,053,241 |
| NEW RESIDENTIAL MORTGAGE LOAN | FMV | 433,052 | 433,052 |
| NEWARK BSL CLO 2 LTD. | FMV | 1,130,304 | 1,130,304 |
| NEXSTAR BROADCASTING INC | FMV | 1,818,349 | 1,818,349 |
| NEXUS BUYER LLC | FMV | 275,591 | 275,591 |
| NIDDA HEALTHCARE HOLDING AG | FMV | 4,295,681 | 4,295,681 |
| NISSAN AUTO RECEIVABLES OWNER | FMV | 1,102,314 | 1,102,314 |
| NOBIAN FINANCE BV | FMV | 1,381,684 | 1,381,684 |
| NOMURA ASSET ACCEPTANCE CORPOR | FMV | 270,368 | 270,368 |
| NOMURA ASSET ACCEPTANCE CORPOR | FMV | 367,081 | 367,081 |
| NOMURA ASSET ACCEPTANCE CORPOR | FMV | 617,748 | 617,748 |
| NOMURA HOME EQUITY LOAN INC | FMV | 5,377,101 | 5,377,101 |
| NORWEGIAN GOVERNMENT | FMV | 4,672,823 | 4,672,823 |
| NOTA DO TESOURO NACIONAL | FMV | 37,948,312 | 37,948,312 |
| NOTA DO TESOURO NACIONAL | FMV | 2,879,523 | 2,879,523 |
| NOTA DO TESOURO NACIONAL | FMV | 4,317,477 | 4,317,477 |
| NOTA DO TESOURO NACIONAL | FMV | 5,077,463 | 5,077,463 |
| OAK HILL CREDIT PARTNERS | FMV | 410,027 | 410,027 |
| OAK STREET INVESTMENT GRADE NE | FMV | 709,547 | 709,547 |
| OAK STREET INVESTMENT GRADE NE | FMV | 608,226 | 608,226 |
| OAKTREE CLO LTD | FMV | 829,714 | 829,714 |
| OAKWOOD MORTGAGE INVESTORS INC | FMV | 416,464 | 416,464 |
| OASIS SECURITISATION | FMV | 417,538 | 417,538 |
| OCP CLO LTD | FMV | 794,234 | 794,234 |
| OCTAGON INVESTMENT PARTNERS 45 | FMV | 900,286 | 900,286 |
| OCTAGON INVESTMENT PARTNERS XX | FMV | 650,023 | 650,023 |
| ODEON CINEMAS GROUP LIMITED | FMV | 382,244 | 382,244 |
| ODEON CINEMAS GROUP LIMITED | FMV | 679,034 | 679,034 |
| OLYMPUS WATER US HOLDING CORP | FMV | 1,012,745 | 1,012,745 |
| ONSLOW BAY FINANCIAL LLC | FMV | 453,234 | 453,234 |
| ONSLOW BAY FINANCIAL LLC | FMV | 476,476 | 476,476 |
| OPG TRUST | FMV | 1,753,531 | 1,753,531 |
| OPTION ONE MORTGAGE LOAN TRUST | FMV | 611,015 | 611,015 |
| ORIGEN MANUFACTURED HOUSING | FMV | 554,351 | 554,351 |
| OWL ROCK CLO LTD | FMV | 871,569 | 871,569 |
| OWNIT MORTGAGE LOAN ASSET BACK | FMV | 1,279,343 | 1,279,343 |
| OWNIT MORTGAGE LOAN ASSET BACK | FMV | 1,013,904 | 1,013,904 |
| OZLM LTD | FMV | 240,553 | 240,553 |
| PACIFIC BC BIDCO LTD | FMV | 1,694,712 | 1,694,712 |
| PALMER SQUARE CLO LTD | FMV | 823,720 | 823,720 |
| PALMER SQUARE CLO LTD | FMV | 1,180,150 | 1,180,150 |
| PANGAEA ONE | FMV | 670,531 | 670,531 |
| PAREXEL INTERNATIONAL CORP | FMV | 99,955 | 99,955 |
| PARK AVENUE TRUST | FMV | 1,001,311 | 1,001,311 |
| PARK PLACE SECURITIES INC | FMV | 4,981,674 | 4,981,674 |
| PARQUES REUNIDOS SAU | FMV | 2,985,235 | 2,985,235 |
| PEER HOLDING B.V. | FMV | 1,520,666 | 1,520,666 |
| PEOPLES REPUBLIC OF CHINA T BI | FMV | 109,246,503 | 109,246,503 |
| PEOPLES REPUBLIC OF CHINA T BI | FMV | 31,031,718 | 31,031,718 |
| PETSMART INC | FMV | 269,495 | 269,495 |
| PHOENIX GUARANTOR INC | FMV | 849,013 | 849,013 |
| PHOENIX GUARANTOR INC | FMV | 256,695 | 256,695 |
| PHOENIX TRUST | FMV | 3,502,164 | 3,502,164 |
| PICNIC INTL BV ORDINARY SHARES | FMV | 341,159,921 | 341,159,921 |
| PILOT TRAVEL CENTERS LLC | FMV | 1,519,611 | 1,519,611 |
| PIMENTE INVESTISSEMENT SASU | FMV | 1,417,349 | 1,417,349 |
| PIOLIN BIDCO SAU | FMV | 740,104 | 740,104 |
| POINT AU ROCHE PARK CLO, LTD | FMV | 1,539,492 | 1,539,492 |
| POLARIS NEWCO LLC | FMV | 2,763,920 | 2,763,920 |
| POPULAR ABS MORTGAGE PASS THRO | FMV | 5,001,313 | 5,001,313 |
| PRIME MORTGAGE TRUST | FMV | 53,810 | 53,810 |
| PRIME SECURITY SERV BOROWR LLC | FMV | 1,612,502 | 1,612,502 |
| PRKCM TRUST | FMV | 1,174,590 | 1,174,590 |
| PROGRESS RESIDENTIAL TRUST | FMV | 1 | 1 |
| PROGRESS RESIDENTIAL TRUST | FMV | 1,181,913 | 1,181,913 |
| PROGRESS RESIDENTIAL TRUST | FMV | 711,352 | 711,352 |
| PROVINCE OF QUEBEC | FMV | 3,171,703 | 3,171,703 |
| PROVINCE OF QUEBEC | FMV | 2,408,014 | 2,408,014 |
| PROVINCIA DE BUENOS AIRE | FMV | 1,057,052 | 1,057,052 |
| QUIKRETE HOLDINGS INC | FMV | 388,916 | 388,916 |
| RAAC SERIES | FMV | 14,323,302 | 14,323,302 |
| RAAC SERIES | FMV | 4,311,683 | 4,311,683 |
| RAAC SERIES | FMV | 2,923,579 | 2,923,579 |
| RAAC SERIES | FMV | 337,520 | 337,520 |
| RAAC SERIES | FMV | 186,861 | 186,861 |
| RAAC SERIES | FMV | 322,627 | 322,627 |
| RAAC SERIES | FMV | 1,379,452 | 1,379,452 |
| RACKSPACE TECHNOLOGY GLOBAL | FMV | 570,889 | 570,889 |
| RBSGC MORTGAGE PASS THROUGH CE | FMV | 96,866 | 96,866 |
| RBSGC MORTGAGE PASS THROUGH CE | FMV | 972,904 | 972,904 |
| REALPAGE, INC. | FMV | 926,661 | 926,661 |
| RECETTE CLO LLC | FMV | 419,892 | 419,892 |
| REDSTONE HOLDCO 2 LP | FMV | 457,349 | 457,349 |
| REESE PARK CLO, LTD. | FMV | 1,738,984 | 1,738,984 |
| REGIONALCARE HOSPITAL PARTNERS | FMV | 863,606 | 863,606 |
| RENAISSANCE HOME EQUITY LOAN T | FMV | 95,544 | 95,544 |
| RENAISSANCE HOME EQUITY LOAN T | FMV | 379,581 | 379,581 |
| REPUBLIC OF ARGENTINA | FMV | 1,218,290 | 1,218,290 |
| REPUBLIC OF ARGENTINA | FMV | 264,350 | 264,350 |
| REPUBLIC OF ARGENTINA | FMV | 1,032,825 | 1,032,825 |
| REPUBLIC OF ARGENTINA | FMV | 82,370 | 82,370 |
| REPUBLIC OF COLOMBIA | FMV | 1,280,519 | 1,280,519 |
| REPUBLIC OF COLOMBIA | FMV | 1,940,651 | 1,940,651 |
| REPUBLIC OF COLOMBIA | FMV | 538,638 | 538,638 |
| REPUBLIC OF INDONESIA | FMV | 262,306 | 262,306 |
| REPUBLIC OF INDONESIA | FMV | 538,659 | 538,659 |
| REPUBLIC OF INDONESIA | FMV | 2,211,053 | 2,211,053 |
| REPUBLIC OF INDONESIA | FMV | 1,230,675 | 1,230,675 |
| REPUBLIC OF INDONESIA | FMV | 590,941 | 590,941 |
| REPUBLIC OF INDONESIA | FMV | 483,905 | 483,905 |
| REPUBLIC OF INDONESIA | FMV | 423,725 | 423,725 |
| REPUBLIC OF INDONESIA | FMV | 234,798 | 234,798 |
| REPUBLIC OF INDONESIA | FMV | 919,202 | 919,202 |
| REPUBLIC OF KENYA | FMV | 676,013 | 676,013 |
| REPUBLIC OF PANAMA | FMV | 3,810,961 | 3,810,961 |
| REPUBLIC OF PERU | FMV | 449,628 | 449,628 |
| REPUBLIC OF PERU | FMV | 758,705 | 758,705 |
| REPUBLIC OF POLAND | FMV | 2,262,489 | 2,262,489 |
| REPUBLIC OF SOUTH AFRICA | FMV | 1,671,725 | 1,671,725 |
| REPUBLICA ORIENT URUGUAY | FMV | 2,440,671 | 2,440,671 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 689,237 | 689,237 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 120,624 | 120,624 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 1,016,409 | 1,016,409 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 987,300 | 987,300 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 788,463 | 788,463 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 39,331 | 39,331 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 547,581 | 547,581 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 570,173 | 570,173 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 1,062,717 | 1,062,717 |
| RESIDENTIAL ACCREDIT LOANS, IN | FMV | 3,138,505 | 3,138,505 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 87,554 | 87,554 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 94,495 | 94,495 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 84,566 | 84,566 |
| RESIDENTIAL ASSET MORTGAGE PRO | FMV | 1,070,371 | 1,070,371 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 111,832 | 111,832 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 1,349,889 | 1,349,889 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 1 | 1 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 1 | 1 |
| RESIDENTIAL ASSET SECURITIES C | FMV | 4,470,518 | 4,470,518 |
| RESIDENTIAL FUNDING MORTGAGE S | FMV | 1 | 1 |
| RESIDENTIAL FUNDING MORTGAGE S | FMV | 366,838 | 366,838 |
| RESIDENTIAL FUNDING MORTGAGE S | FMV | 323,719 | 323,719 |
| RESIDENTIAL FUNDING MTG SEC I | FMV | 32,493 | 32,493 |
| RESIDENTIAL FUNDING MTG SEC I | FMV | 617,651 | 617,651 |
| RESIDENTIAL FUNDING SECURITIES | FMV | 158,133 | 158,133 |
| REYNOLDS CONSUMER PRODUCTS LLC | FMV | 1,061,489 | 1,061,489 |
| REYNOLDS GROUP HLDGS INC | FMV | 1 | 1 |
| RICHMOND UK BIDCO LIMITED | FMV | 5,130,281 | 5,130,281 |
| S+P500 EMINI FUT MAR22 | FMV | 8,857,237 | 8,857,237 |
| SABEY DATA CENTER ISSUER LLC | FMV | 510,989 | 510,989 |
| SACO I TRUST | FMV | 23,544 | 23,544 |
| SACO I TRUST | FMV | 108,651 | 108,651 |
| SACO I TRUST | FMV | 274,424 | 274,424 |
| SANDY BIDCO B V | FMV | 1,724,580 | 1,724,580 |
| SANTANDER REVOLVING AUTO LOAN | FMV | 3,132,864 | 3,132,864 |
| SARANAC CLO LTD | FMV | 889,082 | 889,082 |
| SASCO NET INTEREST MARGIN TRUS | FMV | 1,095,672 | 1,095,672 |
| SAUDI INTERNATIONAL BOND | FMV | 307,064 | 307,064 |
| SAXON ASSET SECURITIES TRUST | FMV | 5,046,423 | 5,046,423 |
| SAXON ASSET SECURITIES TRUST | FMV | 7,125,157 | 7,125,157 |
| SCIENTIFIC GAMES INTL INC | FMV | 1,431,720 | 1,431,720 |
| SECURITIZED ASSET BACKED RECEI | FMV | 250,360 | 250,360 |
| SECURITIZED ASSET BACKED RECEI | FMV | 81,358 | 81,358 |
| SECURITIZED ASSET BACKED RECEI | FMV | 182,829 | 182,829 |
| SECURITIZED ASSET BACKED RECEI | FMV | 177,033 | 177,033 |
| SEDGWICK CLAIMS MGMT SVCS INC | FMV | 581,390 | 581,390 |
| SEQENS GROUP BIDCO SASU | FMV | 2,132,591 | 2,132,591 |
| SEQUOIA MORTGAGE TRUST | FMV | 456,936 | 456,936 |
| SEQUOIA MORTGAGE TRUST | FMV | 12,402 | 12,402 |
| SEQUOIA MORTGAGE TRUST | FMV | 568,184 | 568,184 |
| SEQUOIA MORTGAGE TRUST | FMV | 84,339 | 84,339 |
| SEQUOIA MORTGAGE TRUST | FMV | 267,345 | 267,345 |
| SEQUOIA MORTGAGE TRUST | FMV | 11,687 | 11,687 |
| SEQUOIA MORTGAGE TRUST | FMV | 355,664 | 355,664 |
| SETANTA AIRCRAFT LEASING DAC | FMV | 878,900 | 878,900 |
| SGB SMIT MANAGEMENT GMBH | FMV | 1,829,106 | 1,829,106 |
| SIGULER GUFF BSS II LP | FMV | 32,322,339 | 32,322,339 |
| SILICA BIDCO | FMV | 1,990,100 | 1,990,100 |
| SILK BIDCO AS | FMV | 1,741,186 | 1,741,186 |
| SILVER ROCK CLO LTD | FMV | 1,275,923 | 1,275,923 |
| SILVER SPOT WARRANT | FMV | 155,853,862 | 155,853,862 |
| SINGAPORE GOVERNMENT | FMV | 3,834,012 | 3,834,012 |
| SINGAPORE GOVERNMENT | FMV | 5,085,689 | 5,085,689 |
| SINGAPORE GOVERNMENT | FMV | 1,497,702 | 1,497,702 |
| SINGAPORE GOVERNMENT | FMV | 1,213,857 | 1,213,857 |
| SINGAPORE GOVERNMENT | FMV | 1,643,121 | 1,643,121 |
| SINGAPORE GOVERNMENT | FMV | 731,184 | 731,184 |
| SINGAPORE GOVERNMENT | FMV | 3,623,419 | 3,623,419 |
| SINGAPORE GOVERNMENT | FMV | 2,069,220 | 2,069,220 |
| SINGAPORE GOVERNMENT | FMV | 3,575,028 | 3,575,028 |
| SINGAPORE GOVERNMENT | FMV | 1,700,974 | 1,700,974 |
| SK SPICE S.A.R.L. | FMV | 794,710 | 794,710 |
| SKYMILES IP LTD. | FMV | 401,375 | 401,375 |
| SLM STUDENT LOAN TRUST | FMV | 471,262 | 471,262 |
| SLM STUDENT LOAN TRUST | FMV | 1,252,346 | 1,252,346 |
| SLM STUDENT LOAN TRUST | FMV | 1,409,301 | 1,409,301 |
| SMALL BUSINESS ADMINISTRATION | FMV | 1,020,798 | 1,020,798 |
| SMALL BUSINESS ADMINISTRATION | FMV | 1,080,947 | 1,080,947 |
| SMALL BUSINESS ADMINISTRATION | FMV | 735,432 | 735,432 |
| SMALL BUSINESS ADMINISTRATION | FMV | 729,592 | 729,592 |
| SMALL BUSINESS ADMINISTRATION | FMV | 76,862 | 76,862 |
| SMALL BUSINESS ADMINISTRATION | FMV | 27,367 | 27,367 |
| SMALL BUSINESS ADMINISTRATION | FMV | 109,551 | 109,551 |
| SMALL BUSINESS ADMINISTRATION | FMV | 144,943 | 144,943 |
| SMALL BUSINESS ADMINISTRATION | FMV | 313,561 | 313,561 |
| SMALL BUSINESS ADMINISTRATION | FMV | 249,342 | 249,342 |
| SMALL BUSINESS ADMINISTRATION | FMV | 610,575 | 610,575 |
| SMALL BUSINESS ADMINISTRATION | FMV | 524,513 | 524,513 |
| SMALL BUSINESS ADMINISTRATION | FMV | 465,908 | 465,908 |
| SMALL BUSINESS ADMINISTRATION | FMV | 338,042 | 338,042 |
| SMALL BUSINESS ADMINISTRATION | FMV | 406,668 | 406,668 |
| SMALL BUSINESS ADMINISTRATION | FMV | 355,892 | 355,892 |
| SMALL BUSINESS ADMINISTRATION | FMV | 373,307 | 373,307 |
| SMALL BUSINESS ADMINISTRATION | FMV | 500,798 | 500,798 |
| SMALL BUSINESS ADMINISTRATION | FMV | 1,374,082 | 1,374,082 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 240,463 | 240,463 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 2,824,295 | 2,824,295 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 770,324 | 770,324 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 1,960,913 | 1,960,913 |
| SMB PRIVATE EDUCATION LOAN TRU | FMV | 1,017,644 | 1,017,644 |
| SOHO TRUST 2021 SOHO | FMV | 2,287,286 | 2,287,286 |
| SONIC CAPITAL LLC | FMV | 958,475 | 958,475 |
| SOTERA HEALTH HOLDINGS LLC | FMV | 268,734 | 268,734 |
| SOUNDVIEW HOME EQUITY LOAN TRU | FMV | 227,494 | 227,494 |
| SOUNDVIEW HOME EQUITY LOAN TRU | FMV | 77,267 | 77,267 |
| SOUNDVIEW HOME EQUITY LOAN TRU | FMV | 815,766 | 815,766 |
| SOUTHERN PACIFIC SECURED ASSET | FMV | 13,513 | 13,513 |
| SOUTHOLD PROPERTIES INC | FMV | 5,750 | 5,750 |
| SPRINGER NATRE DEUTSCHLND GMBH | FMV | 1,070,986 | 1,070,986 |
| SREIT TRUST | FMV | 1,767,643 | 1,767,643 |
| STACK INFRASTRUCTURE ISSUER LL | FMV | 638,277 | 638,277 |
| STACK INFRASTRUCTURE ISSUER LL | FMV | 702,728 | 702,728 |
| STARFRUIT FINCO B V | FMV | 1,484,723 | 1,484,723 |
| STARWOOD RETAIL PROPERTY TRUST | FMV | 25 | 25 |
| STATE OF QATAR | FMV | 2,079,300 | 2,079,300 |
| STONEPEAK | FMV | 1,856,079 | 1,856,079 |
| STORE MASTER FUNDING LLC | FMV | 581,566 | 581,566 |
| STORE MASTER FUNDING LLC | FMV | 508,479 | 508,479 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 14,481 | 14,481 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 1,097,818 | 1,097,818 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 622,758 | 622,758 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 310,152 | 310,152 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 627,390 | 627,390 |
| STRUCTURED ADJUSTABLE RATE MOR | FMV | 1,620,743 | 1,620,743 |
| STRUCTURED ASSET INVESTMENT LO | FMV | 1,433,605 | 1,433,605 |
| STRUCTURED ASSET INVESTMENT LO | FMV | 842,712 | 842,712 |
| STRUCTURED ASSET INVESTMENT LO | FMV | 2,402,889 | 2,402,889 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 31,345 | 31,345 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 4,029,368 | 4,029,368 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 423,544 | 423,544 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 628,806 | 628,806 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 113,218 | 113,218 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 177,059 | 177,059 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 46,316 | 46,316 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 482,053 | 482,053 |
| STRUCTURED ASSET MORTGAGE INVE | FMV | 8,529,986 | 8,529,986 |
| STRUCTURED ASSET SECURITIES CO | FMV | 1,793,118 | 1,793,118 |
| STRUCTURED ASSET SECURITIES CO | FMV | 69,305 | 69,305 |
| STRUCTURED ASSET SECURITIES CO | FMV | 617,109 | 617,109 |
| STRUCTURED ASSET SECURITIES CO | FMV | 77,432 | 77,432 |
| STRUCTURED ASSET SECURITIES CO | FMV | 213,681 | 213,681 |
| STRUCTURED ASSET SECURITIES CO | FMV | 607,038 | 607,038 |
| STRUCTURED ASSET SECURITIES CO | FMV | 2,816,245 | 2,816,245 |
| STRUCTURED ASSET SECURITIES CO | FMV | 7,126,750 | 7,126,750 |
| STRUCTURED ASSET SECURITIES CO | FMV | 1,706,448 | 1,706,448 |
| SUMMER BC HOLDCO B SARL | FMV | 3,723,866 | 3,723,866 |
| SUMMIT MATERIALS LLC | FMV | 237,354 | 237,354 |
| SUNSHINE INVESTMENTS BV | FMV | 665,164 | 665,164 |
| SUNSHINE INVESTMENTS BV | FMV | 839,987 | 839,987 |
| SUNTRUST ADJUSTABLE RATE MORTG | FMV | 1,093,731 | 1,093,731 |
| SUNTRUST ALTERNATIVE LOAN TRUS | FMV | 831,704 | 831,704 |
| SW AIRLINES 07 1 TRUST | FMV | 160,682 | 160,682 |
| SYMPHONY CLO LTD | FMV | 999,474 | 999,474 |
| SYMPHONY CLO LTD | FMV | 333,368 | 333,368 |
| TACO BELL FUNDING, LLC | FMV | 484,375 | 484,375 |
| TBA WESTERN/LEHMAN RECEIVABLE | FMV | 1 | 1 |
| TCI FLATIRON CLO LTD | FMV | 1,620,420 | 1,620,420 |
| TCI SYMPHONY CLO | FMV | 838,249 | 838,249 |
| TDC AS | FMV | 3,386,626 | 3,386,626 |
| TEAM BLUE FINCO SARL | FMV | 101,191 | 101,191 |
| TEAMBLUE FINCO SARL | FMV | 1,770,836 | 1,770,836 |
| TECHEM VERWALSELLCHAFT 675 MBH | FMV | 2,282,778 | 2,282,778 |
| TECHNICOLOR SA | FMV | 579,610 | 579,610 |
| TECHNICOLOR SA | FMV | 853,964 | 853,964 |
| TECHNICOLOR SA | FMV | 731,677 | 731,677 |
| TECHNICOLOR SA | FMV | 2,959,176 | 2,959,176 |
| TEKNI PLEX INC | FMV | 2,399,696 | 2,399,696 |
| TERWIN MORTGAGE TRUST | FMV | 1,071,284 | 1,071,284 |
| TERWIN MORTGAGE TRUST | FMV | 1,495,603 | 1,495,603 |
| THG OPERATIONS HOLDINGS LTD | FMV | 1 | 1 |
| THORNBURG MORTGAGE SECURITIES | FMV | 1,050,098 | 1,050,098 |
| THORNBURG MORTGAGE SECURITIES | FMV | 129,497 | 129,497 |
| TICP CLO LTD | FMV | 749,615 | 749,615 |
| TITULOS DE TESORERIA | FMV | 9,188,065 | 9,188,065 |
| TITULOS DE TESORERIA | FMV | 2,964,108 | 2,964,108 |
| TMF GROUP HOLDING B.V. | FMV | 1,473,747 | 1,473,747 |
| TMF GROUP HOLDING B.V. | FMV | 1,801,161 | 1,801,161 |
| TOWD POINT MORTGAGE TRUST | FMV | 46,588 | 46,588 |
| TOWD POINT MORTGAGE TRUST | FMV | 374,044 | 374,044 |
| TOWER SQUARE CAPITAL | FMV | 236,359 | 236,359 |
| TOWER SQUARE CAPITAL III | FMV | 5,227,806 | 5,227,806 |
| TOYOTA AUTO LOAN EXTENDED NOTE | FMV | 710,212 | 710,212 |
| TOYOTA AUTO RECEIVABLES OWNER | FMV | 591,677 | 591,677 |
| TPG REAL ESTATE FINANCE | FMV | 297,188 | 297,188 |
| TRANS UNION LLC | FMV | 1 | 1 |
| TRANSDIGM INC | FMV | 1,488,766 | 1,488,766 |
| TRICON RESIDENTIAL | FMV | 1,119,470 | 1,119,470 |
| TRITON WATER HOLDINGS, INC. | FMV | 1,376,845 | 1,376,845 |
| TUNSTALL GROUP HOLDINGS LTD | FMV | 2,567,017 | 2,567,017 |
| U.S. RENAL CARE, INC. | FMV | 455,302 | 455,302 |
| UBS BARCLAYS COMMERCIAL MORTGA | FMV | 720,239 | 720,239 |
| UBS COMMERCIAL MORTGAGE TRUST | FMV | 30,134 | 30,134 |
| UBS COMMERCIAL MORTGAGE TRUST | FMV | 712,472 | 712,472 |
| UCFC MANUFACTURED HOUSING CONT | FMV | 40,673 | 40,673 |
| UFC HOLDINGS LLC | FMV | 1,631,501 | 1,631,501 |
| UNILABS HOLDING AB | FMV | 1 | 1 |
| UNITED AIRLINES, INC. | FMV | 973,973 | 973,973 |
| UNITED MEXICAN STATES | FMV | 2,526,024 | 2,526,024 |
| UNITED MEXICAN STATES | FMV | 1,028,025 | 1,028,025 |
| UNIVISION COMMUNICATIONS INC | FMV | 1 | 1 |
| UNIVISION COMMUNICATIONS INC | FMV | 958,402 | 958,402 |
| US 10Y NOTE W1 OP JAN22P 130.5 | FMV | 55,469 | 55,469 |
| US 10YR FUT OPTN FEB22C 131 | FMV | 48,469 | 48,469 |
| US 10YR FUT OPTN FEB22C 139 | FMV | 354 | 354 |
| US 10YR NOTE (CBT)MAR22 | FMV | 1,128,010 | 1,128,010 |
| US 10YR ULTRA FUT MAR22 | FMV | 22,933 | 22,933 |
| US 5YR FUTR OPTN FEB22P 116.5 | FMV | 3,490 | 3,490 |
| US 5YR NOTE (CBT) MAR22 | FMV | 16,597,310 | 16,597,310 |
| US FOODS INC | FMV | 1 | 1 |
| US LONG BND W1 OP JAN22P 159 | FMV | 50,672 | 50,672 |
| US ULTRA BOND CBT MAR22 | FMV | 11,913,559 | 11,913,559 |
| USQ RAIL I LLC | FMV | 507,404 | 507,404 |
| VACALIANS GROUP | FMV | 1,387,894 | 1,387,894 |
| VANTAGE DATA CENTERS LLC | FMV | 1,443,872 | 1,443,872 |
| VENTURE CDO LTD | FMV | 650,211 | 650,211 |
| VENTURE CDO LTD | FMV | 704,913 | 704,913 |
| VERISURE HOLDING AB | FMV | 2,963,089 | 2,963,089 |
| VERITAS US INC | FMV | 983,888 | 983,888 |
| VERITAS US INC | FMV | 4,000,155 | 4,000,155 |
| VERSCEND HOLDING CORP | FMV | 313,182 | 313,182 |
| VFH PARENT LLC | FMV | 519,046 | 519,046 |
| VIRGIN MEDIA BRISTOL LLC | FMV | 1,444,886 | 1,444,886 |
| VIRGIN MEDIA BRISTOL LLC | FMV | 139,847 | 139,847 |
| VIRGIN MEDIA INVT HLDGS LTD | FMV | 4,006,016 | 4,006,016 |
| VIRGIN MEDIA INVT HLDGS LTD | FMV | 4,798,297 | 4,798,297 |
| VIRGIN PULSE INC | FMV | 737,838 | 737,838 |
| VNO MORTGAGE TRUST | FMV | 2,139,146 | 2,139,146 |
| VOYA CLO LTD | FMV | 599,849 | 599,849 |
| VOYA CLO LTD | FMV | 396,454 | 396,454 |
| VOYA CLO LTD | FMV | 971,245 | 971,245 |
| VUE INTERNATIONAL BIDCO PLC | FMV | 4,525,015 | 4,525,015 |
| WAMU ASSET BACKED CERTIFICATES | FMV | 5,353 | 5,353 |
| WAMU ASSET BACKED CERTIFICATES | FMV | 891,932 | 891,932 |
| WAMU ASSET BACKED CERTIFICATES | FMV | 3,364,174 | 3,364,174 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 124,200 | 124,200 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 117,082 | 117,082 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 180,288 | 180,288 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 1,745,844 | 1,745,844 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 270,934 | 270,934 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 155,083 | 155,083 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 324,675 | 324,675 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 252,243 | 252,243 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 4,122,348 | 4,122,348 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 697,073 | 697,073 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 9,238 | 9,238 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 334,216 | 334,216 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 5,138,570 | 5,138,570 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 174,265 | 174,265 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 64,377 | 64,377 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 143,044 | 143,044 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 72,460 | 72,460 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 1,918,782 | 1,918,782 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 277,955 | 277,955 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 857,613 | 857,613 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 85,258 | 85,258 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 114,712 | 114,712 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 26,378 | 26,378 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 676,122 | 676,122 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 83,190 | 83,190 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 1 | 1 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 1,096,178 | 1,096,178 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 834,644 | 834,644 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 290,685 | 290,685 |
| WAMU MORTGAGE PASS THROUGH CER | FMV | 66,438 | 66,438 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 802,120 | 802,120 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 1,494,486 | 1,494,486 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 1,651,227 | 1,651,227 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 271,342 | 271,342 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 2,845,486 | 2,845,486 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 505,794 | 505,794 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 1,780,156 | 1,780,156 |
| WASHINGTON MUTUAL MORTGAGE PAS | FMV | 584,274 | 584,274 |
| WASHINGTON MUTUAL MSC MORTGAGE | FMV | 1 | 1 |
| WASHINGTON MUTUAL MSC MORTGAGE | FMV | 107,749 | 107,749 |
| WATERFALL COMMERCIAL MORTGAGE | FMV | 181,089 | 181,089 |
| WEBSTER PARK CLO LTD | FMV | 490,265 | 490,265 |
| WELLS FARGO ALTERNATIVE LOAN T | FMV | 425,079 | 425,079 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 2,961,181 | 2,961,181 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 719,081 | 719,081 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 628,210 | 628,210 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 2,324,859 | 2,324,859 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 341,631 | 341,631 |
| WELLS FARGO COMMERCIAL MORTGAG | FMV | 2,218,784 | 2,218,784 |
| WELLS FARGO MORTGAGE BACKED SE | FMV | 1 | 1 |
| WELLS FARGO MORTGAGE BACKED SE | FMV | 1 | 1 |
| WELLS FARGO MORTGAGE BACKED SE | FMV | 56,523 | 56,523 |
| WENDYS FUNDING LLC | FMV | 859,741 | 859,741 |
| WESTERN DIGITAL CORP | FMV | 1 | 1 |
| WESTWOOD GLOBAL INVESTMENTS SM | FMV | 84,588,786 | 84,588,786 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 6,415,832 | 6,415,832 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 533,662 | 533,662 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 6,022,833 | 6,022,833 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 3,451,704 | 3,451,704 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 38,857 | 38,857 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 965,041 | 965,041 |
| WF RBS COMMERCIAL MORTGAGE TRU | FMV | 46,259 | 46,259 |
| WHATABRANDS LLC | FMV | 796,360 | 796,360 |
| WHEELS SPV LLC | FMV | 82,349 | 82,349 |
| WHITEBOX CLO I LTD | FMV | 991,607 | 991,607 |
| WHITEBOX CLO III LTD | FMV | 971,031 | 971,031 |
| WHITEHORSE LTD | FMV | 593,313 | 593,313 |
| WINTERFELL FINANCING SARL | FMV | 1,628,889 | 1,628,889 |
| WOODWARD CAPITAL MANAGEMENT | FMV | 3,592,034 | 3,592,034 |
| WORLD OMNI AUTO RECEIVABLES TR | FMV | 10,050,209 | 10,050,209 |
| WW INTERNATIONAL, INC. | FMV | 1,308,116 | 1,308,116 |
| Z CAPITAL CREDIT PARTNERS CLO | FMV | 716,585 | 716,585 |
| ZAIS CLO 13, LIMITED | FMV | 547,319 | 547,319 |
| ZAYO GROUP HOLDINGS INC | FMV | 552,065 | 552,065 |
| ZH TRUST | FMV | 496,144 | 496,144 |
| ZIGGO B V | FMV | 3,272,997 | 3,272,997 |
| ZIGGO FINANCE PARTNERSHIP BV | FMV | 721,481 | 721,481 |