Product description
| Symbol | Cusip | Name | Amount | Value | Title Of Class | Pay of profile | |
|---|---|---|---|---|---|---|---|
| 404121AJ4 | 404121AJ4 | HCA Inc | 3650000.0 | 3735410.0 | CORP | Long | |
| 67091GAE3 | 67091GAE3 | OCI NV | 1043000.0 | 1016309.63 | CORP | Long | |
| 00831TAC5 | 00831TAC5 | AFRICAN EXPORT-IMPORT BA | 1130000.0 | 957878.4 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6649.37 | NUSS | N/A | |
| 123918AA2 | 123918AA2 | BX Trust | 1500000.0 | 1496362.62 | CORP | Long | |
| 29364GAM5 | 29364GAM5 | ENTERGY CORP | 2800000.0 | 2607108.0 | CORP | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | 1493.0 | 2422455.01 | CORP | N/A | |
| 83088MAK8 | 83088MAK8 | SKYWORKS SOLUTIONS INC | 2425000.0 | 2259299.75 | CORP | Long | |
| 013092AA9 | 013092AA9 | ALBERTSONS COS/SAFEWAY | 110000.0 | 112081.2 | CORP | Long | |
| 89119AMC9 | 89119AMC9 | Toronto-Dominion Bank/The | 2028000.0 | 1931109.38 | CORP | Long | |
| 3140X9GK5 | 3140X9GK5 | Fannie Mae | 4864594.62 | 4691716.17 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 7054.72 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 71950000.0 | 2626398.43 | USGSE | N/A | |
| 3136BAA87 | 3136BAA87 | Fannie Mae | 348155.0 | 69806.23 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 4390000.0 | 166887.34 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 1610000.0 | -22373.3 | USGSE | N/A | |
| 36179UEA6 | 36179UEA6 | Government National Mortgage Association | 720515.33 | 710266.0 | USGA | Long | |
| 80281LAN5 | 80281LAN5 | SANTANDER UK GROUP HLDGS | 9700000.0 | 9590487.0 | CORP | Long | |
| 22823RAJ8 | 22823RAJ8 | Crown City CLO I | 2500000.0 | 2491082.5 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 18387.72 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 17290000.0 | 198617.15 | CORP | N/A | |
| 000000000 | 000000000 | Sunac Services Holdings Ltd | 22377.0 | 5367.38 | CORP | Long | |
| 3136B06N1 | 3136B06N1 | Fannie Mae | 1548433.95 | 27856.48 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -63649.32 | USGSE | N/A | |
| 34528QHF4 | 34528QHF4 | Ford Credit Floorplan Master Owner Trust | 3750000.0 | 3670739.51 | CORP | Long | |
| 00914AAH5 | 00914AAH5 | AIR LEASE CORP | 1100000.0 | 1065372.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -76972.28 | CORP | N/A | |
| 3133KQK62 | 3133KQK62 | Freddie Mac | 931552.94 | 960602.02 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 380388.45 | USGSE | N/A | |
| 71567RAN6 | 71567RAN6 | PERUSAHAAN PENERBIT SBSN | 4310000.0 | 4141910.0 | NUSS | Long | |
| 879360AC9 | 879360AC9 | TELEDYNE TECHNOLOGIES IN | 9375000.0 | 8695406.25 | CORP | Long | |
| 38378WUZ4 | 38378WUZ4 | Government National Mortgage Association | 224239.16 | 24334.46 | USGA | Long | |
| 23311VAG2 | 23311VAG2 | DCP MIDSTREAM OPERATING | 4645000.0 | 4649970.15 | CORP | Long | |
| 64110DAL8 | 64110DAL8 | NETAPP INC | 1300000.0 | 1236703.0 | CORP | Long | |
| 95000U2V4 | 95000U2V4 | WELLS FARGO & COMPANY | 7000000.0 | 6680450.0 | CORP | Long | |
| 404119BS7 | 404119BS7 | HCA Inc | 6000000.0 | 6055860.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -2401.67 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -35679.09 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 56372.87 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 10580000.0 | 36659.37 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 18880000.0 | -814781.5 | CORP | N/A | |
| 06051GLC1 | 06051GLC1 | BANK OF AMERICA CORP | 7000000.0 | 7309890.0 | CORP | Long | |
| 92538WAA5 | 92538WAA5 | Verus Securitization Trust | 4215288.53 | 3783322.2 | CORP | Long | |
| 254683CY9 | 254683CY9 | Discover Card Execution Note Trust | 3800000.0 | 3769778.94 | CORP | Long | |
| 402512AC1 | 402512AC1 | RRX Ltd | 3000000.0 | 3000000.0 | CORP | Long | |
| 3136A9EA2 | 3136A9EA2 | Fannie Mae | 9478.2 | 10277.89 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 1806000000.0 | -94264.24 | USGSE | N/A | |
| 46647PBH8 | 46647PBH8 | JPMORGAN CHASE & CO | 22175000.0 | 21303966.0 | CORP | Long | |
| 21H042612 | 21H042612 | Government National Mortgage Association | -9000000.0 | -8786414.7 | USGA | Short | |
| 000000000 | 000000000 | LCH Limited | 23500000.0 | 80395.85 | USGA | N/A | |
| 715638DE9 | 715638DE9 | REPUBLIC OF PERU | 2120000.0 | 2012675.0 | NUSS | Long | |
| 71567PAR1 | 71567PAR1 | PERUSAHAAN PENERBIT SBSN | 7550000.0 | 6969593.75 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 19646.63 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -2253.27 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6419.89 | NUSS | N/A | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 14949.0 | 3363.53 | CORP | Long | |
| 72132UBA0 | 72132UBA0 | Pikes Peak CLO | 4000000.0 | 3995496.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 3420000.0 | -156017.27 | CORP | N/A | |
| 15135BAR2 | 15135BAR2 | CENTENE CORP | 1900000.0 | 1835134.0 | CORP | Long | |
| 097023BP9 | 097023BP9 | BOEING CO | 5400000.0 | 5161914.0 | CORP | Long | |
| 17324DAY0 | 17324DAY0 | Citigroup Commercial Mortgage Trust | 1949000.0 | 1762160.64 | CORP | Long | |
| 35564KFV6 | 35564KFV6 | Freddie Mac - STACR | 1150000.0 | 1138864.55 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -4911.1 | USGSE | N/A | |
| 928668BE1 | 928668BE1 | VOLKSWAGEN GROUP AMERICA | 2955000.0 | 2877253.95 | CORP | Long | |
| 207942AB9 | 207942AB9 | Fannie Mae - CAS | 560000.0 | 584673.43 | USGSE | Long | |
| 77586RAK6 | 77586RAK6 | ROMANIA | 1500000.0 | 1395000.0 | NUSS | Long | |
| 65473PAK1 | 65473PAK1 | NISOURCE INC | 10050000.0 | 9394740.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -972.24 | CORP | N/A | |
| 455780DQ6 | 455780DQ6 | REPUBLIC OF INDONESIA | 6030000.0 | 6011156.25 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 32987.0 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -45219.61 | NUSS | N/A | |
| 26884LAH2 | 26884LAH2 | EQT CORP | 2625000.0 | 2633872.5 | CORP | Long | |
| 06051GFP9 | 06051GFP9 | Bank of America Corp | 23950000.0 | 23549316.5 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6947.48 | CORP | N/A | |
| 98421MAA4 | 98421MAA4 | XEROX HOLDINGS CORP | 4495000.0 | 4405144.95 | CORP | Long | |
| 302154DV8 | 302154DV8 | EXPORT-IMPORT BANK KOREA | 720000.0 | 732974.4 | NUSS | Long | |
| 552953CG4 | 552953CG4 | MGM RESORTS INTL | 2040000.0 | 2048731.2 | CORP | Long | |
| 71376LAD2 | 71376LAD2 | PERFORMANCE FOOD GROUP I | 3020000.0 | 3035281.2 | CORP | Long | |
| 3140X6J77 | 3140X6J77 | Fannie Mae | 11184645.08 | 10795474.24 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 52230000.0 | 555189.23 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -5921.68 | USGSE | N/A | |
| 378272AX6 | 378272AX6 | GLENCORE FUNDING LLC | 4200000.0 | 3969966.0 | CORP | Long | |
| 86614RAM9 | 86614RAM9 | SUMMIT MATERIALS LLC/FIN | 115000.0 | 115227.7 | CORP | Long | |
| 31371M4U8 | 31371M4U8 | Fannie Mae | 4356.21 | 4324.38 | USGSE | Long | |
| 36179T4Q5 | 36179T4Q5 | Government National Mortgage Association | 677481.38 | 668267.63 | USGA | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6116.66 | USGA | N/A | |
| 06738EBL8 | 06738EBL8 | BARCLAYS PLC | 3600000.0 | 3475080.0 | CORP | Long | |
| 01F042616 | 01F042616 | UMBS, TBA | 22000000.0 | 21343427.6 | USGSE | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 10000000.0 | 82703.0 | USGSE | N/A | |
| 013092AF8 | 013092AF8 | ALBERTSONS COS/SAFEWAY | 3630000.0 | 3433435.5 | CORP | Long | |
| 320517AD7 | 320517AD7 | FIRST HORIZON CORP | 1500000.0 | 1455990.0 | CORP | Long | |
| 87165BAS2 | 87165BAS2 | SYNCHRONY FINANCIAL | 4260000.0 | 4186131.6 | CORP | Long | |
| 04685A2U4 | 04685A2U4 | ATHENE GLOBAL FUNDING | 305000.0 | 280859.25 | CORP | Long | |
| 39530LAD2 | 39530LAD2 | GREENKO DUTCH BV | 185000.0 | 172512.5 | CORP | Long | |
| 14040HBG9 | 14040HBG9 | CAPITAL ONE FINANCIAL CO | 4491000.0 | 4383979.47 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -3650.5 | CORP | N/A | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 24374.0 | 2132.73 | CORP | Long | |
| 38382EML8 | 38382EML8 | Government National Mortgage Association | 7948443.83 | 925776.71 | USGA | Long | |
| 00831TAB7 | 00831TAB7 | AFRICAN EXPORT-IMPORT BA | 1050000.0 | 969696.0 | NUSS | Long | |
| 17326DAM4 | 17326DAM4 | Citigroup Commercial Mortgage Trust | 1500000.0 | 1036385.4 | CORP | Long | |
| 83001WAC8 | 83001WAC8 | SIX FLAGS THEME PARKS | 1125000.0 | 1131131.25 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 4740000.0 | 231645.35 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 97380000.0 | 7804.7 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -149702.13 | CORP | N/A | |
| 35564KLU1 | 35564KLU1 | Freddie Mac - STACR | 2046000.0 | 2085534.45 | USGSE | Long | |
| 668771AK4 | 668771AK4 | GEN DIGITAL INC | 3110000.0 | 3163336.5 | CORP | Long | |
| 3140X6J69 | 3140X6J69 | Fannie Mae | 8734561.97 | 8443259.09 | USGSE | Long | |
| 38382BUQ4 | 38382BUQ4 | Government National Mortgage Association | 7101804.44 | 1319052.94 | USGA | Long | |
| 35565WBD3 | 35565WBD3 | Freddie Mac - STACR | 408788.42 | 448049.73 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 44535.31 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -2912.03 | USGSE | N/A | |
| 46647PBK1 | 46647PBK1 | JPMORGAN CHASE & CO | 6360000.0 | 6095042.4 | CORP | Long | |
| 92936UAC3 | 92936UAC3 | WP Carey Inc | 230000.0 | 226586.8 | CORP | Long | |
| 00946AAG9 | 00946AAG9 | AIRPORT AUTHORITY HK | 660000.0 | 666164.4 | NUSS | Long | |
| 552953CE9 | 552953CE9 | MGM RESORTS INTL | 3511000.0 | 3503591.79 | CORP | Long | |
| 225401AQ1 | 225401AQ1 | UBS GROUP AG | 9600000.0 | 9134880.0 | CORP | Long | |
| 71567PAN0 | 71567PAN0 | PERUSAHAAN PENERBIT SBSN | 3530000.0 | 3392330.0 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 29325.11 | NUSS | N/A | |
| 09659W2L7 | 09659W2L7 | BNP PARIBAS | 3275000.0 | 3126740.75 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 102530000.0 | 480640.13 | CORP | N/A | |
| 871969AC5 | 871969AC5 | TCW Gem Ltd | 7900000.0 | 7860823.9 | CORP | Long | |
| 05553RAC4 | 05553RAC4 | Barclays Commercial Mortgage Securities LLC | 2900000.0 | 2996983.92 | CORP | Long | |
| 05369AAK7 | 05369AAK7 | AVIATION CAPITAL GROUP | 1725000.0 | 1598040.0 | CORP | Long | |
| 87250CAL1 | 87250CAL1 | TICP CLO Ltd | 8000000.0 | 7991056.0 | CORP | Long | |
| 01F040610 | 01F040610 | UMBS, TBA | 1000000.0 | 946405.8 | USGSE | Long | |
| 36179UMM1 | 36179UMM1 | Government National Mortgage Association | 678748.99 | 668669.57 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 26780000.0 | 998272.7 | USGA | N/A | |
| 74166MAB2 | 74166MAB2 | PRIME SECSRVC BRW/FINANC | 987000.0 | 983861.34 | CORP | Long | |
| 29278GAM0 | 29278GAM0 | ENEL FINANCE INTL NV | 7875000.0 | 7178928.75 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 4200000.0 | -141383.09 | CORP | N/A | |
| 3140QRXE8 | 3140QRXE8 | Fannie Mae | 954458.34 | 968837.25 | USGSE | Long | |
| 3622ABGZ9 | 3622ABGZ9 | Government National Mortgage Association | 4766194.65 | 4290875.4 | USGA | Long | |
| 98876NAA2 | 98876NAA2 | Zais CLO 13, Limited | 3000000.0 | 2991153.0 | CORP | Long | |
| 000000000 | 000000000 | ZHENRO PROPERTIES GROUP | 200000.0 | 1000.0 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | 25810000.0 | 245.04 | CORP | N/A | |
| 3140QRXS7 | 3140QRXS7 | Fannie Mae | 947050.28 | 979838.11 | USGSE | Long | |
| 65023TAJ1 | 65023TAJ1 | Newark BSL CLO 1 Ltd. | 2376918.76 | 2376842.7 | CORP | Long | |
| 01F042616 | 01F042616 | UMBS, TBA | -21000000.0 | -20373271.8 | USGSE | Short | |
| 09261HAT4 | 09261HAT4 | BLACKSTONE PRIVATE CRE | 6000000.0 | 5895660.0 | CORP | Long | |
| 91282CJR3 | 91282CJR3 | WI TREAS. NT/BD | 15440000.0 | 15372977.58 | UST | Long | |
| 38379QCY9 | 38379QCY9 | Government National Mortgage Association | 145074.49 | 16437.87 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 9300000.0 | 788315.67 | USGA | N/A | |
| 000000000 | 000000000 | LCH Limited | 6120010000.0 | 131614.94 | USGA | N/A | |
| 70959WAJ2 | 70959WAJ2 | PENSKE AUTOMOTIVE GROUP | 3310000.0 | 3212024.0 | CORP | Long | |
| 40434PJ98 | 40434PJ98 | HSBC USA Inc | 1939000.0 | 1864098.45 | CORP | Long | |
| 42704MAA0 | 42704MAA0 | HERBALIFE/HLF FINANCING | 7435000.0 | 7376189.15 | CORP | Long | |
| 65535HBE8 | 65535HBE8 | NOMURA HOLDINGS INC | 2695000.0 | 2678210.15 | CORP | Long | |
| 62886HBE0 | 62886HBE0 | NCL CORPORATION LTD | 2245000.0 | 2218127.35 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -28434.76 | CORP | N/A | |
| 000000000 | 000000000 | Citibank NA | -50340000.0 | -5651.76 | CORP | N/A | |
| 04942FAA7 | 04942FAA7 | Atlas Senior Loan Fund LTD | 8200000.0 | 8199672.0 | CORP | Long | |
| 05401AAH4 | 05401AAH4 | AVOLON HOLDINGS FNDG LTD | 2075000.0 | 2003786.0 | CORP | Long | |
| 36170HAA8 | 36170HAA8 | GCAT | 474998.14 | 477635.57 | CORP | Long | |
| 3140QQWC5 | 3140QQWC5 | Fannie Mae | 4695914.26 | 4870231.29 | USGSE | Long | |
| 95000U3A9 | 95000U3A9 | WELLS FARGO & COMPANY | 7000000.0 | 6953100.0 | CORP | Long | |
| 12556LBJ4 | 12556LBJ4 | FIRST-CITIZENS BANK/TRST | 1050000.0 | 1024674.0 | CORP | Long | |
| 05602QAY9 | 05602QAY9 | BMO Mortgage Trust | 575000.0 | 585793.77 | CORP | Long | |
| 92564RAF2 | 92564RAF2 | VICI PROPERTIES / NOTE | 3830000.0 | 3821037.8 | CORP | Long | |
| 36179TXV2 | 36179TXV2 | Government National Mortgage Association | 1873668.05 | 1813453.23 | USGA | Long | |
| 06051GKW8 | 06051GKW8 | BANK OF AMERICA CORP | 7000000.0 | 6993910.0 | CORP | Long | |
| 28137RAA5 | 28137RAA5 | Educational Services of America Inc | 187713.79 | 185484.75 | CORP | Long | |
| 013817AW1 | 013817AW1 | HOWMET AEROSPACE INC | 290000.0 | 289063.3 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -56289.95 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -31396.76 | CORP | N/A | |
| 86765KAA7 | 86765KAA7 | SUNOCO LP/FINANCE CORP | 2300000.0 | 2374336.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -8973.13 | CORP | N/A | |
| 29449WAA5 | 29449WAA5 | EQUITABLE FINANCIAL LIFE | 1550000.0 | 1460162.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 7691.2 | CORP | N/A | |
| 03329FAN4 | 03329FAN4 | Anchorage Capital CLO LTD | 7600000.0 | 7581144.4 | CORP | Long | |
| 577081BD3 | 577081BD3 | MATTEL INC | 2815000.0 | 2812635.4 | CORP | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 12187.0 | 1249.17 | CORP | Long | |
| 24703TAC0 | 24703TAC0 | DELL INT LLC / EMC CORP | 9665000.0 | 9764549.5 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 20480000.0 | 516370.43 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -21222.55 | CORP | N/A | |
| 55336VBR0 | 55336VBR0 | MPLX LP | 8300000.0 | 7765148.0 | CORP | Long | |
| 3136BBVK5 | 3136BBVK5 | Fannie Mae | 554320.8 | 109332.13 | USGSE | Long | |
| 91282CBW0 | 91282CBW0 | United States Treasury | 492000.0 | 455215.31 | UST | Long | |
| 05493QAB1 | 05493QAB1 | Barclays Commercial Mortgage Securities LLC | 4150000.0 | 4424766.11 | CORP | Long | |
| 91282CEX5 | 91282CEX5 | United States Treasury | 3000000.0 | 2968125.0 | UST | Long | |
| 000000000 | 000000000 | LCH Limited | 390000.0 | 41718.12 | UST | N/A | |
| 77313LAA1 | 77313LAA1 | ROCKETMTGE CO-ISSUER INC | 10460000.0 | 9695897.0 | CORP | Long | |
| 00914AAM4 | 00914AAM4 | AIR LEASE CORP | 5175000.0 | 4765554.0 | CORP | Long | |
| 000000000 | 000000000 | Eurex Deutschland | 3.0 | 11354.91 | CORP | N/A | |
| 21H050615 | 21H050615 | Government National Mortgage Association | 5000000.0 | 4969639.5 | USGA | Long | |
| 13607LSL8 | 13607LSL8 | CANADIAN IMPERIAL BANK | 3860000.0 | 3933996.2 | CORP | Long | |
| 95001FAC9 | 95001FAC9 | Wells Fargo Commercial Mortgage Trust | 900000.0 | 689079.53 | CORP | Long | |
| 3136BBWT5 | 3136BBWT5 | Fannie Mae | 2677160.91 | 517150.92 | USGSE | Long | |
| 36179TUD5 | 36179TUD5 | Government National Mortgage Association | 195799.79 | 197618.81 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 22690000.0 | 426515.54 | USGA | N/A | |
| 606822BS2 | 606822BS2 | MITSUBISHI UFJ FIN GRP | 1279000.0 | 1207964.34 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 3847.54 | CORP | N/A | |
| 35566AAH2 | 35566AAH2 | Freddie Mac - STACR | 491811.91 | 498968.27 | USGSE | Long | |
| 172967NS6 | 172967NS6 | CITIGROUP INC | 7000000.0 | 6956040.0 | CORP | Long | |
| 161175AY0 | 161175AY0 | CHARTER COMM OPT LLC/CAP | 8925000.0 | 8841729.75 | CORP | Long | |
| 9128284V9 | 9128284V9 | United States Treasury | 850000.0 | 813410.16 | UST | Long | |
| 05530QAN0 | 05530QAN0 | BAT INTL FINANCE PLC | 8000000.0 | 7430000.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 2040.56 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -117151.24 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 5225000.0 | 88215.77 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 23540000.0 | 152376.77 | CORP | N/A | |
| 3136AQC57 | 3136AQC57 | Fannie Mae | 319911.7 | 37266.67 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -12062.11 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6297.64 | USGSE | N/A | |
| 475795AD2 | 475795AD2 | Jeld-Wen Inc | 125000.0 | 119845.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 3836.03 | CORP | N/A | |
| 55903VAZ6 | 55903VAZ6 | WARNERMEDIA HOLDINGS INC | 6900000.0 | 6754824.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 51020000.0 | 1159363.17 | CORP | N/A | |
| 88161KAC9 | 88161KAC9 | Tesla Auto Lease Trust | 8697945.07 | 8572810.34 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 35380000.0 | 1271511.21 | CORP | N/A | |
| 22550L2C4 | 22550L2C4 | CREDIT SUISSE NEW YORK | 675000.0 | 654048.0 | CORP | Long | |
| 67059TAG0 | 67059TAG0 | NUSTAR LOGISTICS LP | 7500000.0 | 7482450.0 | CORP | Long | |
| 64829CAA6 | 64829CAA6 | New Residential Mortgage Loan Trust | 79519.38 | 75024.93 | CORP | Long | |
| 3140QC6X9 | 3140QC6X9 | Fannie Mae | 46897.64 | 46100.61 | USGSE | Long | |
| 3142GQGE6 | 3142GQGE6 | Freddie Mac | 6932000.95 | 7206745.26 | USGSE | Long | |
| 17328CAD4 | 17328CAD4 | Citigroup Commercial Mortgage Trust | 740000.0 | 663706.06 | CORP | Long | |
| 404119BR9 | 404119BR9 | HCA Inc | 7810000.0 | 7806797.9 | CORP | Long | |
| 168863CA4 | 168863CA4 | Republic of Chile | 2060000.0 | 1993693.75 | NUSS | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 36562.0 | 2650.75 | CORP | Long | |
| 80413TAS8 | 80413TAS8 | SAUDI INTERNATIONAL BOND | 800000.0 | 771750.0 | NUSS | Long | |
| 55342UAG9 | 55342UAG9 | MPT OPER PARTNERSP/FINL | 7785000.0 | 6958855.8 | NUSS | Long | |
| 000000000 | 000000000 | LCH Limited | 119890000.0 | -723469.44 | NUSS | N/A | |
| 06742LAX1 | 06742LAX1 | Barclays Dryrock Issuance Trust | 7300000.0 | 7290035.06 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 30600000.0 | 640282.7 | CORP | N/A | |
| 12659UAA0 | 12659UAA0 | CQS US CLO 2021-1, Ltd. | 4500000.0 | 4477617.0 | CORP | Long | |
| 46149MAA4 | 46149MAA4 | INVESCO CLO LTD | 4300000.0 | 4290871.1 | CORP | Long | |
| 36168QAK0 | 36168QAK0 | GFL ENVIRONMENTAL INC | 3880000.0 | 3786763.6 | CORP | Long | |
| 3140QRXT5 | 3140QRXT5 | Fannie Mae | 940827.86 | 970166.17 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 83629.44 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 42460000.0 | -1058507.11 | USGSE | N/A | |
| 345397ZJ5 | 345397ZJ5 | Ford Motor Credit Co LLC | 250000.0 | 245430.0 | CORP | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 17177.0 | 1159.45 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -62978.07 | CORP | N/A | |
| 01F032617 | 01F032617 | UMBS, TBA | 5000000.0 | 4589844.0 | USGSE | Long | |
| 12598SAA9 | 12598SAA9 | CIFC Funding Ltd | 2025000.0 | 2025000.0 | CORP | Long | |
| 31329KCM4 | 31329KCM4 | Freddie Mac | 2315.25 | 2295.35 | USGSE | Long | |
| 06051GJG5 | 06051GJG5 | BANK OF AMERICA CORP | 10079000.0 | 9729964.23 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 13600000.0 | -653057.88 | CORP | N/A | |
| 3137FVA93 | 3137FVA93 | Freddie Mac | 3681632.71 | 715581.65 | USGSE | Long | |
| 92332LAF6 | 92332LAF6 | Venture CDO Ltd | 2500000.0 | 2348782.5 | CORP | Long | |
| 62954HAW8 | 62954HAW8 | NXP BV/NXP FDG/NXP USA | 250000.0 | 240902.5 | CORP | Long | |
| 000000000 | 000000000 | Sunac China Holdings Ltd | 10465.0 | 2011.91 | CORP | Long | |
| 172967KJ9 | 172967KJ9 | Citigroup Inc | 1800000.0 | 1777050.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 1078000000.0 | -84638.29 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 870.88 | CORP | N/A | |
| 391399AA0 | 391399AA0 | GREAT-WEST LIFECO US FI | 2000000.0 | 1857100.0 | CORP | Long | |
| 46654VAA1 | 46654VAA1 | JP Morgan Mortgage Trust | 4373483.73 | 3552145.23 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 7260000.0 | 238899.39 | CORP | N/A | |
| 3140QS5D9 | 3140QS5D9 | Fannie Mae | 2955080.03 | 3043574.93 | USGSE | Long | |
| 05351WAC7 | 05351WAC7 | AVANGRID INC | 1375000.0 | 1336981.25 | CORP | Long | |
| 3137FW6P0 | 3137FW6P0 | Freddie Mac | 596875.74 | 117725.5 | USGSE | Long | |
| 455780DM5 | 455780DM5 | REPUBLIC OF INDONESIA | 8750000.0 | 8599609.38 | NUSS | Long | |
| 37940XAE2 | 37940XAE2 | GLOBAL PAYMENTS INC | 3175000.0 | 2917444.0 | CORP | Long | |
| 91282CCW9 | 91282CCW9 | United States Treasury | 42270000.0 | 38762910.94 | UST | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -6157.29 | UST | N/A | |
| 000000000 | 000000000 | Citibank NA | -51620000.0 | -906.08 | UST | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | 107.0 | 162013.29 | UST | N/A | |
| 28470RAH5 | 28470RAH5 | CAESARS ENTERTAIN INC | 1895000.0 | 1894242.0 | CORP | Long | |
| 87927YAA0 | 87927YAA0 | TELECOM ITALIA SPA | 5615000.0 | 5586925.0 | CORP | Long | |
| 75513ECT6 | 75513ECT6 | RTX CORP | 6820000.0 | 7004344.6 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 51150000.0 | -1118890.9 | CORP | N/A | |
| 22536WEH5 | 22536WEH5 | CREDIT INDL ET COML INSTL CTF | 5204000.0 | 5211290.49 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 23552.15 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 13051.64 | CORP | N/A | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 3475000.0 | 32096.49 | CORP | N/A | |
| 06742LBB8 | 06742LBB8 | Barclays Dryrock Issuance Trust | 2425000.0 | 2428271.3 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 2938160000.0 | 66439.93 | CORP | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | 34.0 | 172111.32 | CORP | N/A | |
| 76132FAC1 | 76132FAC1 | RETAIL OPPORTUNITY IN | 3250000.0 | 3417472.5 | CORP | Long | |
| 01F040610 | 01F040610 | UMBS, TBA | -34000000.0 | -32177797.2 | USGSE | Short | |
| 25470XAW5 | 25470XAW5 | DISH DBS Corp | 5065000.0 | 4772091.05 | CORP | Long | |
| 62912XAF1 | 62912XAF1 | NGPL PipeCo LLC | 410000.0 | 401242.4 | CORP | Long | |
| 01F062614 | 01F062614 | UMBS, TBA | 8000000.0 | 8196244.0 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 30441.33 | USGSE | N/A | |
| 000000000 | 000000000 | Chicago Board of Trade | -41.0 | -233496.75 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 17827.33 | USGSE | N/A | |
| 827048AX7 | 827048AX7 | SILGAN HOLDINGS INC | 1925000.0 | 1760316.25 | CORP | Long | |
| 05609XAA9 | 05609XAA9 | BX Trust | 3900000.0 | 3888694.8 | CORP | Long | |
| 3137BJMU4 | 3137BJMU4 | Freddie Mac | 337835.82 | 36703.7 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -31990.46 | USGSE | N/A | |
| 55361AAR5 | 55361AAR5 | MSWF Commercial Mortgage Trust | 3150000.0 | 3297971.57 | CORP | Long | |
| 89238JAC9 | 89238JAC9 | Toyota Auto Receivables Owner Trust | 6791159.35 | 6592230.13 | CORP | Long | |
| 629377CK6 | 629377CK6 | NRG Energy Inc | 4525000.0 | 4468030.25 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -33968.34 | CORP | N/A | |
| 22550L2H3 | 22550L2H3 | CREDIT SUISSE NEW YORK | 11225000.0 | 10994101.75 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 21444.69 | CORP | N/A | |
| 431571AD0 | 431571AD0 | HILLENBRAND INC | 890000.0 | 888469.2 | CORP | Long | |
| 06644EAG3 | 06644EAG3 | Bank5 | 3610000.0 | 3743657.04 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 69440000.0 | 2442843.41 | CORP | N/A | |
| 000000000 | 000000000 | Republic of Indonesia | 250000.0 | 272504.58 | NUSS | Long | |
| 36179U4E9 | 36179U4E9 | Government National Mortgage Association | 487652.29 | 480715.44 | USGA | Long | |
| 651229BB1 | 651229BB1 | NEWELL BRANDS INC | 2770000.0 | 2724433.5 | CORP | Long | |
| 00774CAB3 | 00774CAB3 | AECOM | 2750000.0 | 2730887.5 | CORP | Long | |
| 718286CQ8 | 718286CQ8 | REPUBLIC OF PHILIPPINES | 2000000.0 | 1914375.0 | NUSS | Long | |
| 20754RAF3 | 20754RAF3 | Fannie Mae - CAS | 2311000.0 | 2341267.63 | USGSE | Long | |
| 95001KSD7 | 95001KSD7 | WELLS FARGO BANK NA | 2901000.0 | 2903105.95 | CORP | Long | |
| 22822VAS0 | 22822VAS0 | CROWN CASTLE INC | 1750000.0 | 1652437.5 | CORP | Long | |
| 3140QQWD3 | 3140QQWD3 | Fannie Mae | 4428156.08 | 4580079.47 | USGSE | Long | |
| 233331BG1 | 233331BG1 | DTE ENERGY CO | 2375000.0 | 2238390.0 | CORP | Long | |
| 47048RAC9 | 47048RAC9 | Jamestown CLO Ltd | 3000000.0 | 2994297.0 | CORP | Long | |
| 38141W273 | 38141W273 | Goldman Sachs Financial Square Government Fund | 5066786.0 | 5066786.0 | RF | Long | |
| 626738AD0 | 626738AD0 | Murphy Oil USA Inc | 3670000.0 | 3658035.8 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 15944000000.0 | 64827.62 | CORP | N/A | |
| 69338YAA1 | 69338YAA1 | Pennsylvania Higher Education Assistance Agency | 16168.94 | 16082.63 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -15527.51 | CORP | N/A | |
| 23311VAJ6 | 23311VAJ6 | DCP MIDSTREAM OPERATING | 2690000.0 | 2757895.6 | CORP | Long | |
| 35564K2G3 | 35564K2G3 | Freddie Mac - STACR | 1074000.0 | 1132448.15 | USGSE | Long | |
| 86746BAA1 | 86746BAA1 | Sunnova Hestia I Issuer, LLC | 368939.77 | 376639.8 | CORP | Long | |
| 35564KUW7 | 35564KUW7 | Freddie Mac - STACR | 1684869.25 | 1700991.26 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 83732.55 | USGSE | N/A | |
| 38381WVB1 | 38381WVB1 | Government National Mortgage Association | 141477.11 | 13596.46 | USGA | Long | |
| 35564KAH2 | 35564KAH2 | Freddie Mac - STACR | 180093.96 | 181430.89 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 41183.73 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -1133.72 | USGSE | N/A | |
| 73730EAD5 | 73730EAD5 | POSCO | 310000.0 | 317288.1 | CORP | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 12187.0 | 1462.44 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 225000.0 | 974.99 | CORP | N/A | |
| 382550BH3 | 382550BH3 | GOODYEAR TIRE & RUBBER | 3235000.0 | 3291936.0 | CORP | Long | |
| 06054YAB3 | 06054YAB3 | Bank of America Auto Trust | 2500000.0 | 2514565.03 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 2127.21 | CORP | N/A | |
| 05971KAE9 | 05971KAE9 | BANCO SANTANDER SA | 1600000.0 | 1544480.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -11424.02 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -15880.76 | CORP | N/A | |
| 06211FAV0 | 06211FAV0 | Bank5 | 1500000.0 | 1585855.35 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | 25810000.0 | 182.35 | CORP | N/A | |
| 05682CAA5 | 05682CAA5 | Bain Capital Credit CLO, Limited | 3600000.0 | 3621582.0 | CORP | Long | |
| 71654QDH2 | 71654QDH2 | PETROLEOS MEXICANOS | 210000.0 | 206507.7 | CORP | Long | |
| 87612BBN1 | 87612BBN1 | TARGA RESOURCES PARTNERS | 2720000.0 | 2809297.6 | CORP | Long | |
| 08576PAH4 | 08576PAH4 | BERRY GLOBAL INC | 3200000.0 | 2975744.0 | CORP | Long | |
| 000000000 | 000000000 | Intercontinental Exchange, Inc. | 19049340.0 | 383082.23 | CORP | N/A | |
| 92564RAC9 | 92564RAC9 | VICI PROPERTIES / NOTE | 4590000.0 | 4470063.3 | CORP | Long | |
| 60689WAJ0 | 60689WAJ0 | Venture CDO Ltd | 3641938.57 | 3627053.97 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -12737.99 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 11572.56 | CORP | N/A | |
| 21H060614 | 21H060614 | Government National Mortgage Association | 9000000.0 | 9147177.9 | USGA | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -8752.2 | USGA | N/A | |
| 03027XBB5 | 03027XBB5 | AMERICAN TOWER CORP | 1400000.0 | 1312024.0 | USGA | Long | |
| 21H062610 | 21H062610 | Government National Mortgage Association | 11000000.0 | 11258145.8 | USGA | Long | |
| 714295AC6 | 714295AC6 | PERRIGO FINANCE UNLIMITD | 1184000.0 | 1149344.32 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 200385.38 | CORP | N/A | |
| 96122FAA5 | 96122FAA5 | WESTPAC NEW ZEALAND LTD | 2265000.0 | 2262372.6 | CORP | Long | |
| 3136BAC36 | 3136BAC36 | Fannie Mae | 2569888.68 | 294716.63 | USGSE | Long | |
| 05553RAD2 | 05553RAD2 | Barclays Commercial Mortgage Securities LLC | 800000.0 | 816859.51 | CORP | Long | |
| 38381BZG2 | 38381BZG2 | Government National Mortgage Association | 312397.26 | 30771.91 | USGA | Long | |
| 21H050615 | 21H050615 | Government National Mortgage Association | -3000000.0 | -2981783.7 | USGA | Short | |
| 14448CAT1 | 14448CAT1 | CARRIER GLOBAL CORP | 1805000.0 | 1830017.3 | CORP | Long | |
| 161175BP8 | 161175BP8 | CHARTER COMM OPT LLC/CAP | 1275000.0 | 1275000.0 | CORP | Long | |
| 61747YEB7 | 61747YEB7 | MORGAN STANLEY | 4109000.0 | 4096919.54 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -151255.52 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -7889.9 | CORP | N/A | |
| 91087BAU4 | 91087BAU4 | UNITED MEXICAN STATES | 1940000.0 | 1985468.75 | NUSS | Long | |
| 95000U2N2 | 95000U2N2 | WELLS FARGO & COMPANY | 7200000.0 | 6900840.0 | CORP | Long | |
| 36179UCC4 | 36179UCC4 | Government National Mortgage Association | 1035840.65 | 1021753.22 | USGA | Long | |
| 80386WAA3 | 80386WAA3 | SASOL Financing USA LLC | 450000.0 | 446490.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 148.9 | CORP | N/A | |
| 000000000 | 000000000 | ICE Futures Europe - Financial Products Division | 1.0 | 9188.56 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 48653.38 | CORP | N/A | |
| 38380TZK5 | 38380TZK5 | Government National Mortgage Association | 139477.09 | 12337.59 | USGA | Long | |
| 6174468R3 | 6174468R3 | MORGAN STANLEY | 2125000.0 | 2041551.25 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 3982.29 | CORP | N/A | |
| 459506AN1 | 459506AN1 | INTL FLAVOR & FRAGRANCES | 5225000.0 | 4836155.5 | CORP | Long | |
| 000000000 | 000000000 | QATAR ENERGY | 2160000.0 | 1979942.4 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 15880000.0 | -500139.01 | CORP | N/A | |
| 45674CAA1 | 45674CAA1 | INFOR INC | 1075000.0 | 1014724.75 | CORP | Long | |
| 21H030617 | 21H030617 | Government National Mortgage Association | 8000000.0 | 7247747.2 | USGA | Long | |
| 03465JAA8 | 03465JAA8 | Angel Oak Mortgage Trust | 818664.86 | 656853.62 | CORP | Long | |
| 36179VBK5 | 36179VBK5 | Government National Mortgage Association | 878718.49 | 885687.23 | USGA | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | -146070000.0 | -22027.29 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 33532.62 | USGA | N/A | |
| 3138WLC27 | 3138WLC27 | Fannie Mae | 74824.12 | 74014.65 | USGSE | Long | |
| 91282CGD7 | 91282CGD7 | United States Treasury | 13770000.0 | 13699536.29 | UST | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 1211.89 | UST | N/A | |
| 92840VAF9 | 92840VAF9 | VISTRA CORP | 2965000.0 | 2887109.45 | CORP | Long | |
| 35566ABD0 | 35566ABD0 | Freddie Mac - STACR | 3231000.0 | 3618714.18 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 1121.78 | USGSE | N/A | |
| 000000000 | 000000000 | LCH Limited | 89120000.0 | 684998.87 | USGSE | N/A | |
| 000000000 | 000000000 | Credit Agricole SA | 5700000.0 | 5609256.0 | CORP | Long | |
| 45569KAA1 | 45569KAA1 | PRA Health Sciences Inc | 3144000.0 | 2941809.36 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | 25810000.0 | 1584.21 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 61370000.0 | -368809.15 | CORP | N/A | |
| 7846ELAD9 | 7846ELAD9 | SNF GROUP SACA | 1650000.0 | 1502556.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 37950000.0 | 711689.76 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 12259.93 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 35329.94 | CORP | N/A | |
| 3140QRXU2 | 3140QRXU2 | Fannie Mae | 954818.92 | 980117.8 | USGSE | Long | |
| 01F070625 | 01F070625 | UMBS, TBA | 19000000.0 | 19590050.7 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -1659.64 | USGSE | N/A | |
| 50064YAQ6 | 50064YAQ6 | KOREA HYDRO & NUCLEAR PO | 3950000.0 | 3883521.5 | NUSS | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -1.0 | 60.6 | NUSS | N/A | |
| 000000000 | 000000000 | LCH Limited | 42120000.0 | -1301652.42 | NUSS | N/A | |
| 000000000 | 000000000 | Eurex Deutschland | 2.0 | 18631.52 | NUSS | N/A | |
| 456837AU7 | 456837AU7 | ING GROEP NV | 4750000.0 | 4469037.5 | CORP | Long | |
| 00774MAN5 | 00774MAN5 | AERCAP IRELAND CAP/GLOBA | 640000.0 | 649523.2 | CORP | Long | |
| 55608JAR9 | 55608JAR9 | MACQUARIE GROUP LTD | 2100000.0 | 1929102.0 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | -50340000.0 | -5112.7 | CORP | N/A | |
| 44810RAA6 | 44810RAA6 | HUSKY III HOLDING LTD | 1104000.0 | 1101361.44 | CORP | Long | |
| 17327CAN3 | 17327CAN3 | CITIGROUP INC | 15075000.0 | 14484964.5 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -1050.8 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -72591.63 | CORP | N/A | |
| 64110LAY2 | 64110LAY2 | NETFLIX INC | 2189000.0 | 2150057.69 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 10220000.0 | -27305.4 | CORP | N/A | |
| 44891ACF2 | 44891ACF2 | HYUNDAI CAPITAL AMERICA | 2350000.0 | 2363583.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 75510000.0 | 40825.42 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -7171.61 | CORP | N/A | |
| 361886CD4 | 361886CD4 | General Motors | 2785000.0 | 2762510.09 | CORP | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 36562.0 | 2833.56 | CORP | Long | |
| 91282CCF6 | 91282CCF6 | United States Treasury | 65360000.0 | 60340556.58 | UST | Long | |
| 3133KQK88 | 3133KQK88 | Freddie Mac | 2772339.43 | 2839730.84 | USGSE | Long | |
| 36179TZ65 | 36179TZ65 | Government National Mortgage Association | 670788.96 | 662085.47 | USGA | Long | |
| 6174468V4 | 6174468V4 | MORGAN STANLEY | 4025000.0 | 3704368.5 | CORP | Long | |
| 36179VFT2 | 36179VFT2 | Government National Mortgage Association | 55298.41 | 55812.14 | USGA | Long | |
| 74727PBC4 | 74727PBC4 | STATE OF QATAR | 690000.0 | 676117.2 | NUSS | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -2926.63 | NUSS | N/A | |
| 21H040616 | 21H040616 | Government National Mortgage Association | -1000000.0 | -955330.9 | USGA | Short | |
| 698299BE3 | 698299BE3 | Republic of Panama | 2010000.0 | 1950956.25 | NUSS | Long | |
| 000000000 | 000000000 | Citibank NA | 25810000.0 | 1156.82 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 3842.55 | NUSS | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -173344.48 | NUSS | N/A | |
| 345397B85 | 345397B85 | FORD MOTOR CREDIT CO LLC | 5639000.0 | 5423984.93 | CORP | Long | |
| 74365PAG3 | 74365PAG3 | PROSUS NV | 7030000.0 | 6461009.38 | CORP | Long | |
| 35565TAH2 | 35565TAH2 | Freddie Mac - STACR | 1954429.64 | 1988629.42 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 62580.29 | USGSE | N/A | |
| 36179TE35 | 36179TE35 | Government National Mortgage Association | 1211024.2 | 1205150.73 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 4280000.0 | 225959.69 | USGA | N/A | |
| 38382ET31 | 38382ET31 | Government National Mortgage Association | 1806656.24 | 351156.7 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 16120000.0 | -62379.78 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 64856.88 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -4082.25 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 30386.44 | USGA | N/A | |
| 6174468Q5 | 6174468Q5 | MORGAN STANLEY | 20275000.0 | 19472515.5 | CORP | Long | |
| 74727PAZ4 | 74727PAZ4 | State of Qatar | 1840000.0 | 1827635.2 | NUSS | Long | |
| 38382FV84 | 38382FV84 | Government National Mortgage Association | 1392859.23 | 269273.95 | USGA | Long | |
| 03027XAZ3 | 03027XAZ3 | AMERICAN TOWER CORP | 1150000.0 | 1112360.5 | USGA | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -7190.45 | USGA | N/A | |
| 000000000 | 000000000 | LCH Limited | 780450000.0 | 1252404.8 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. International PLC | 11000000.0 | -197807.5 | USGA | N/A | |
| 68389XBT1 | 68389XBT1 | ORACLE CORP | 1825000.0 | 1767695.0 | CORP | Long | |
| 80282KBD7 | 80282KBD7 | SANTANDER HOLDINGS USA | 4171000.0 | 4117194.1 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 30021.13 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 469660000.0 | 454201.75 | CORP | N/A | |
| 3140XJZE6 | 3140XJZE6 | Fannie Mae | 5417707.26 | 5586650.33 | USGSE | Long | |
| 37045XDK9 | 37045XDK9 | GENERAL MOTORS FINL CO | 8800000.0 | 8068192.0 | CORP | Long | |
| 69343FAA5 | 69343FAA5 | Pennsylvania Higher Education Assistance Agency | 576062.27 | 576939.44 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 4250000.0 | 15923.68 | CORP | N/A | |
| 69370CAB6 | 69370CAB6 | PTC Inc | 2085000.0 | 2035648.05 | CORP | Long | |
| 097023CT0 | 097023CT0 | BOEING CO | 10068000.0 | 10022291.28 | CORP | Long | |
| 17180WAA3 | 17180WAA3 | CIFC Funding Ltd | 2810128.04 | 2809970.67 | CORP | Long | |
| 53944YAA1 | 53944YAA1 | Lloyds Banking Group PLC | 1525000.0 | 1505266.5 | CORP | Long | |
| 000000000 | 000000000 | SAUDI ARABIAN OIL CO | 2130000.0 | 2000868.75 | CORP | Long | |
| 172967NG2 | 172967NG2 | CITIGROUP INC | 7000000.0 | 6596590.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -401.47 | CORP | N/A | |
| 303250AE4 | 303250AE4 | Fair Isaac Corp | 2705000.0 | 2686470.75 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -78.3 | CORP | N/A | |
| 316773CY4 | 316773CY4 | FIFTH THIRD BANCORP | 690000.0 | 667575.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -9994.63 | CORP | N/A | |
| 404280CJ6 | 404280CJ6 | HSBC HOLDINGS PLC | 8675000.0 | 8244893.5 | CORP | Long | |
| 84859BAA9 | 84859BAA9 | SPIRIT LOYALTY KY LTD/IP | 3030000.0 | 2168207.4 | CORP | Long | |
| 05611GAA2 | 05611GAA2 | BX Trust | 2675000.0 | 2672061.3 | CORP | Long | |
| 35564KPU7 | 35564KPU7 | Freddie Mac - STACR | 1566871.27 | 1561733.03 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -17191.83 | USGSE | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 22941.18 | USGSE | N/A | |
| 88430TAA9 | 88430TAA9 | 37 Capital CLO Ltd | 3700000.0 | 3681992.1 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | -50340000.0 | -393572.48 | CORP | N/A | |
| 01F052615 | 01F052615 | UMBS, TBA | 11000000.0 | 11054146.4 | USGSE | Long | |
| 000000000 | 000000000 | Eurex Deutschland | 3.0 | 5614.37 | USGSE | N/A | |
| 38379GV20 | 38379GV20 | Government National Mortgage Association | 82920.18 | 6986.59 | USGA | Long | |
| 000000000 | 000000000 | BANCO DO BRASIL (CAYMAN) | 3350000.0 | 3328861.5 | CORP | Long | |
| 05593FAD0 | 05593FAD0 | BMO Mortgage Trust | 5000000.0 | 5425693.5 | CORP | Long | |
| 81725WAJ2 | 81725WAJ2 | Sensata Technologies BV | 3000000.0 | 3003360.0 | CORP | Long | |
| 928668BR2 | 928668BR2 | VOLKSWAGEN GROUP AMERICA | 5800000.0 | 5686610.0 | CORP | Long | |
| 15135BAY7 | 15135BAY7 | CENTENE CORP | 8410000.0 | 7511727.9 | CORP | Long | |
| 06541DBH6 | 06541DBH6 | Bank | 4100000.0 | 4324416.86 | CORP | Long | |
| 87264ABB0 | 87264ABB0 | T-MOBILE USA INC | 18761000.0 | 18372834.91 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 1622.39 | CORP | N/A | |
| 36179UH54 | 36179UH54 | Government National Mortgage Association | 897681.11 | 884911.6 | USGA | Long | |
| 000000000 | 000000000 | LCH Limited | 1665000000.0 | -27174.92 | USGA | N/A | |
| 3137FWXZ8 | 3137FWXZ8 | Freddie Mac | 1559105.87 | 255935.18 | USGSE | Long | |
| 91740PAC2 | 91740PAC2 | USA COM PART/USA COM FIN | 120000.0 | 119733.6 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 3590.2 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 13170.76 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 3910000.0 | -47925.1 | CORP | N/A | |
| 452281JD1 | 452281JD1 | Illinois Student Assistance Commision | 574379.87 | 574384.01 | CORP | Long | |
| 06211FBA5 | 06211FBA5 | Bank5 | 821000.0 | 857898.7 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | -50340000.0 | -405887.43 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 54637.22 | CORP | N/A | |
| 06406RBQ9 | 06406RBQ9 | BANK OF NY MELLON CORP | 4600000.0 | 4599080.0 | CORP | Long | |
| 56606CAA1 | 56606CAA1 | Marble Point CLO LTD | 6000000.0 | 5994024.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 3490000.0 | 242801.39 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 14658.59 | CORP | N/A | |
| 20753AAA2 | 20753AAA2 | Fannie Mae - CAS | 298099.0 | 319122.43 | USGSE | Long | |
| 3137BPDJ5 | 3137BPDJ5 | Freddie Mac | 235326.44 | 26662.74 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -29080.92 | USGSE | N/A | |
| 46647PCT1 | 46647PCT1 | JPMORGAN CHASE & CO | 3446000.0 | 3317843.26 | CORP | Long | |
| 31398SH97 | 31398SH97 | Fannie Mae | 63318.66 | 5118.33 | USGSE | Long | |
| 000000000 | 000000000 | LCH Limited | 129370000.0 | -1862589.92 | USGSE | N/A | |
| 38381YWG5 | 38381YWG5 | Government National Mortgage Association | 3085155.45 | 356103.76 | USGA | Long | |
| 38380YR64 | 38380YR64 | Government National Mortgage Association | 318210.41 | 34304.58 | USGA | Long | |
| 00914AAF9 | 00914AAF9 | AIR LEASE CORP | 1500000.0 | 1447335.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 47020000.0 | 105381.15 | CORP | N/A | |
| 98164QAB4 | 98164QAB4 | World Omni Auto Receivables Trust | 3089320.34 | 3083543.16 | CORP | Long | |
| 92338CAA1 | 92338CAA1 | VERALTO CORP | 3650000.0 | 3710809.0 | CORP | Long | |
| 49461MAB6 | 49461MAB6 | KINETIK HOLDINGS LP | 1700000.0 | 1735734.0 | CORP | Long | |
| 443201AA6 | 443201AA6 | HOWMET AEROSPACE INC | 1265000.0 | 1283026.25 | CORP | Long | |
| 01F052615 | 01F052615 | UMBS, TBA | -13000000.0 | -13063991.2 | USGSE | Short | |
| 172967MQ1 | 172967MQ1 | CITIGROUP INC | 14275000.0 | 13880010.75 | CORP | Long | |
| 38382KVX8 | 38382KVX8 | Government National Mortgage Association | 3760221.14 | 510700.45 | USGA | Long | |
| 000000000 | 000000000 | SUNAC CHINA HOLDINGS LTD | 21739.0 | 1630.43 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 86660000.0 | -394727.77 | CORP | N/A | |
| 16411QAG6 | 16411QAG6 | CHENIERE ENERGY PARTNERS | 2835000.0 | 2708077.05 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 20501.78 | CORP | N/A | |
| 38379VUJ1 | 38379VUJ1 | Government National Mortgage Association | 80738.42 | 10186.35 | USGA | Long | |
| 05554FAD7 | 05554FAD7 | Barclays Commercial Mortgage Securities LLC | 2850000.0 | 3250277.51 | CORP | Long | |
| 05493QAD7 | 05493QAD7 | Barclays Commercial Mortgage Securities LLC | 1450000.0 | 1546605.67 | CORP | Long | |
| 87122CAA1 | 87122CAA1 | Sycamore Tree CLO Ltd | 2200000.0 | 2203080.0 | CORP | Long | |
| 40638UAA7 | 40638UAA7 | HalseyPoint CLO 3, Ltd. | 5775000.0 | 5777263.8 | CORP | Long | |
| 45685NAA4 | 45685NAA4 | ING Groep NV | 5000000.0 | 4969800.0 | CORP | Long | |
| 67117DAA8 | 67117DAA8 | Onslow Bay Financial LLC | 473213.69 | 472658.8 | CORP | Long | |
| 03969YAC2 | 03969YAC2 | ARDAGH METAL PACKAGING | 1165000.0 | 1159804.1 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -2350.87 | CORP | N/A | |
| 14919HAJ2 | 14919HAJ2 | Cathedral Lake LTD | 750000.0 | 740112.75 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 48690000.0 | 18812.97 | CORP | N/A | |
| 92840VAD4 | 92840VAD4 | VISTRA OPERATIONS CO LLC | 2325000.0 | 2289846.0 | CORP | Long | |
| 406375AA3 | 406375AA3 | HalseyPoint CLO I, Ltd. | 3500000.0 | 3495765.0 | CORP | Long | |
| 38380YR23 | 38380YR23 | Government National Mortgage Association | 296054.72 | 31439.0 | USGA | Long | |
| 38379EW73 | 38379EW73 | Government National Mortgage Association | 153306.77 | 7955.84 | USGA | Long | |
| 39531JAA2 | 39531JAA2 | GREENKO WIND PROJECTS MU | 200000.0 | 196000.0 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 1260400000.0 | 20720.62 | CORP | N/A | |
| 3136ABDT7 | 3136ABDT7 | Fannie Mae | 31804.76 | 34739.28 | USGSE | Long | |
| 3140X6JR3 | 3140X6JR3 | Fannie Mae | 9020070.29 | 8722064.31 | USGSE | Long | |
| 36168QAF1 | 36168QAF1 | GFL ENVIRONMENTAL INC | 4860000.0 | 4790356.2 | CORP | Long | |
| 66860MAN1 | 66860MAN1 | Northwoods Capital Ltd | 10600000.0 | 10558660.0 | CORP | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 2870.23 | CORP | N/A | |
| 000000000 | 000000000 | Eurex Deutschland | -176.0 | -315301.06 | CORP | N/A | |
| 21H030617 | 21H030617 | Government National Mortgage Association | -12000000.0 | -10871620.8 | USGA | Short | |
| 000000000 | 000000000 | LCH Limited | 91290000.0 | 166547.48 | USGA | N/A | |
| 136385AZ4 | 136385AZ4 | CANADIAN NATL RESOURCES | 1875000.0 | 1786987.5 | CORP | Long | |
| 50200FAC3 | 50200FAC3 | LCM Ltd Partnership | 6194973.66 | 6194701.08 | CORP | Long | |
| 61747YEA9 | 61747YEA9 | MORGAN STANLEY | 2200000.0 | 2150500.0 | CORP | Long | |
| 00774MAC9 | 00774MAC9 | AERCAP IRELAND CAP/GLOBA | 5925000.0 | 5795598.0 | CORP | Long | |
| 01F070617 | 01F070617 | UMBS, TBA | 8000000.0 | 8250942.4 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -4186.87 | USGSE | N/A | |
| 858119BL3 | 858119BL3 | STEEL DYNAMICS INC | 345000.0 | 330465.15 | CORP | Long | |
| 80287DAB3 | 80287DAB3 | Santander Drive Auto Receivables Trust | 4200000.0 | 4214816.17 | CORP | Long | |
| 3137B9HA6 | 3137B9HA6 | Freddie Mac | 204531.12 | 20810.12 | USGSE | Long | |
| 31329KGZ1 | 31329KGZ1 | Freddie Mac | 4499.05 | 4470.9 | USGSE | Long | |
| 3140QQ3G8 | 3140QQ3G8 | Fannie Mae | 1880675.64 | 1920174.53 | USGSE | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 18711.15 | USGSE | N/A | |
| 46647PBT2 | 46647PBT2 | JPMORGAN CHASE & CO | 9200000.0 | 8519016.0 | CORP | Long | |
| 05583JAH5 | 05583JAH5 | BPCE SA | 3675000.0 | 3420763.5 | CORP | Long | |
| 95000U3C5 | 95000U3C5 | WELLS FARGO & COMPANY | 9910000.0 | 9812089.2 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 5450000.0 | -196707.94 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -12959.26 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 616.99 | CORP | N/A | |
| 68389XCF0 | 68389XCF0 | ORACLE CORP | 3575000.0 | 3633558.5 | CORP | Long | |
| 65480WAB7 | 65480WAB7 | Nissan Auto Receivables Owner Trust | 3585096.95 | 3580203.19 | CORP | Long | |
| 000000000 | 000000000 | LCH Limited | 28130000.0 | -689134.34 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -266712.62 | CORP | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -24079.61 | CORP | N/A | |
| 05581KAA9 | 05581KAA9 | BNP PARIBAS | 10000000.0 | 9781100.0 | CORP | Long | |
| 98877DAC9 | 98877DAC9 | ZF NA CAPITAL | 900000.0 | 888579.0 | CORP | Long | |
| 00176AAX3 | 00176AAX3 | American Money Management Corporation | 2936832.73 | 2936697.64 | CORP | Long | |
| 709599BL7 | 709599BL7 | PENSKE TRUCK LEASING/PTL | 4950000.0 | 4589392.5 | CORP | Long | |
| 3136AWKF3 | 3136AWKF3 | Fannie Mae | 392940.28 | 45996.76 | USGSE | Long | |
| 36179UKY7 | 36179UKY7 | Government National Mortgage Association | 2197705.13 | 2165755.99 | USGA | Long | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 4214.7 | USGA | N/A | |
| 032177AH0 | 032177AH0 | AMSTED INDUSTRIES | 2754000.0 | 2761876.44 | CORP | Long | |
| 000000000 | 000000000 | Citibank NA | -51620000.0 | -1236.59 | CORP | N/A | |
| 000000000 | 000000000 | LCH Limited | 42460000.0 | 1081433.05 | CORP | N/A | |
| 36179UPB2 | 36179UPB2 | Government National Mortgage Association | 915034.81 | 901732.49 | USGA | Long | |
| 000000000 | 000000000 | Chicago Board of Trade | -141.0 | -716370.38 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | -25683.2 | USGA | N/A | |
| 000000000 | 000000000 | Morgan Stanley & Co. LLC | 1.0 | 5426.55 | USGA | N/A |