| Holding | Sep 19 | Dec 19 | Mar 20 | Jun 20 | Sep 20 | Dec 20 | Mar 21 | Jun 21 | Sep 21 | Dec 21 | Mar 22 | Jun 22 | Sep 22 | Dec 22 | Mar 23 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 280 Park Avenue Mortgage Trust | |||||||||||||||
| Arbor Multifamily Mortgage Securities Trust | |||||||||||||||
| AREIT Trust | |||||||||||||||
| BANK BANK, Series 2021-BN33, Class XA | |||||||||||||||
| BANK BANK, Series 2022-BNK40, Class A4 | |||||||||||||||
| BANK BANK, Series 2020-BN26, Class B | |||||||||||||||
| BANK BANK, Series 2020-BN25, Class B | |||||||||||||||
| BANK BANK 2020-BNK26, Series 2020-BN26, Class A4 | |||||||||||||||
| Benchmark Mortgage Trust Benchmark Mortgage Trust, Series 2020-B20, Class XA | |||||||||||||||
| Benchmark Mortgage Trust Benchmark Mortgage Trust, Series 2022-B33, Class A5 | |||||||||||||||
| Benchmark Mortgage Trust Benchmark Mortgage Trust, Series 2020-B20, Class B | |||||||||||||||
| Benchmark Mortgage Trust Benchmark Mortgage Trust, Series 2020-B17, Class A5 | |||||||||||||||
| BFLD Trust | |||||||||||||||
| BlackRock Liquidity Funds | |||||||||||||||
| BPR Trust | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2020-VIV4, Class A | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2019-XL, Class D | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2021-CIP, Class A | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2019-XL, Class A | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2020-FOX, Class B | |||||||||||||||
| BX Commercial Mortgage Trust BX Commercial Mortgage Trust, Series 2021-VINO, Class A | |||||||||||||||
| BX Trust BX Trust, Series 2021-MFM1, Class C | |||||||||||||||
| BX Trust BX Trust, Series 2021-VIEW, Class A | |||||||||||||||
| BX Trust BX Trust, Series 2019-OC11, Class A | |||||||||||||||
| Cantor Commercial Real Estate Lending | |||||||||||||||
| Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust, Series 2016-P6, Class B | |||||||||||||||
| Citigroup Commercial Mortgage Trust Citigroup Commercial Mortgage Trust, Series 2020-420K, Class A | |||||||||||||||
| Commercial Mortgage Trust Commercial Mortgage Trust, Series 2017-COR2, Class AM | |||||||||||||||
| Commercial Mortgage Trust Commercial Mortgage Trust, Series 2017-PANW, Class A | |||||||||||||||
| Core Industrial Trust Core Industrial Trust, Series 2015-WEST, Class XA | |||||||||||||||
| Core Industrial Trust Core Industrial Trust, Series 2015-TEXW, Class XA | |||||||||||||||
| Credit Suisse AG | |||||||||||||||
| Credit Suisse Mortgage Capital Certificates Credit Suisse Mortgage Capital Certificates, Series 2021-980M, Class A | |||||||||||||||
| Credit Suisse Mortgage Capital Certificates Credit Suisse Mortgage Capital Certificates, Series 2020-NET, Class A | |||||||||||||||
| CSAIL Commercial Mortgage Trust CSAIL Commercial Mortgage Trust, Series 2018-CX11, Class A5 | |||||||||||||||
| CSAIL Commercial Mortgage Trust CSAIL Commercial Mortgage Trust, Series 2019-C16, Class XA | |||||||||||||||
| CSAIL Commercial Mortgage Trust CSAIL Commercial Mortgage Trust, Series 2019-C16, Class A3 | |||||||||||||||
| CSAIL Commercial Mortgage Trust CSAIL Commercial Mortgage Trust, Series 2019-C17, Class C | |||||||||||||||
| CSMC Trust | |||||||||||||||
| Deutsche Bank Securities, Inc. | |||||||||||||||
| Dryden XXVIII Senior Loan Fund | |||||||||||||||
| Federal Home Loan Bank | |||||||||||||||
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp. Multifamily Structured Pass-Through Certificates Variable Rate Notes, Series K122, Class X1 | |||||||||||||||
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2019-SB60, Class A10F | |||||||||||||||
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2019-SB61, Class A10F | |||||||||||||||
| Federal Home Loan Mortgage Corp. Federal Home Loan Mortgage Corp., Series 2015-K718, Class X2A | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| Federal National Mortgage Association or Federal Home Loan Mortgage Corp. Uniform Mortgage-Backed Securities | |||||||||||||||
| GCT Commercial Mortgage Trust | |||||||||||||||
| Government National Mortgage Association | |||||||||||||||
| Great Wolf Trust | |||||||||||||||
| GS Mortgage Securities Corp. Trust GS Mortgage Securities Corp. Trust, Series 2020-TWN3, Class A | |||||||||||||||
| GS Mortgage Securities Corp. Trust GS Mortgage Securities Corp. Trust, Series 2021-DM, Class A | |||||||||||||||
| GS Mortgage Securities Corp. Trust GS Mortgage Securities Corp. Trust, Series 2021-STAR, Class A | |||||||||||||||
| Hudson Yards Mortgage Trust | |||||||||||||||
| JPMCC Commercial Mortgage Securities Trust | |||||||||||||||
| JPMDB Commercial Mortgage Securities Trust | |||||||||||||||
| JPMorgan Chase Commercial Mortgage Securities Trust JPMorgan Chase Commercial Mortgage Securities Trust, Series 2020-609M, Class A | |||||||||||||||
| JPMorgan Chase Commercial Mortgage Securities Trust JPMorgan Chase Commercial Mortgage Securities Trust, Series 2022-ACB, Class A | |||||||||||||||
| JPMorgan Trust II | |||||||||||||||
| Kingdom of Spain | |||||||||||||||
| KKR Industrial Portfolio Trust | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| Lehman Brothers Holdings, Inc. Lehman Brothers Holdings, Inc., Term Loan | |||||||||||||||
| LMREC, Inc. | |||||||||||||||
| Macquarie Bank Ltd. | |||||||||||||||
| Med Trust | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2018-H3, Class B | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2018-SUN, Class A | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2020-HR8, Class AS | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2018-H3, Class A5 | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2020-HR8, Class B | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2019-H7, Class A4 | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2019-H6, Class A4 | |||||||||||||||
| Morgan Stanley Capital I Trust Morgan Stanley Capital I Trust, Series 2019-L3, Class A4 | |||||||||||||||
| MTN Commercial Mortgage Trust | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A CDS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Euro-Bund | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Euro-BTP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A 3 Month SOFTR Interest Futures | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Euro-Bund | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A Euro-BTP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A CDS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USD/RUB One-touch barrier option; Barrier price USD 67.00000 | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Euro-buxl 30y Bnd Bond | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A USD/CNH One-touch barrier option; Barrier price USD 6.70000 | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A USD/RUB Instant-One-touch barrier option; Barrier price USD 65.00000 | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A NDIRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A Euro-Buxl | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A USD Currency | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A GBP Currency | |||||||||||||||
| N/A USD/CNH One-touch barrier option; Barrier price USD 6.70000 | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Mid-Curve 2-Year Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A AUD Currency | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A 90-day Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A EUR Currency | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Mid-Curve 2-Year Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A Mid-curve 1-year Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Mid-Curve 1-Year Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A OIS | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A RPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Mid-Curve 2-Year Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A EUR Currency | |||||||||||||||
| N/A U.S. Treasury Ultra Bond | |||||||||||||||
| N/A U.S. Treasury 2 Year Note | |||||||||||||||
| N/A U.S. Treasury 10 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A AUD Currency | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A AUD Currency | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A U.S. Treasury 5 Year Note | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A U.S. Treasury Long Bond | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Mid-Curve 3-Year Eurodollar | |||||||||||||||
| N/A 3 Month Eurodollar | |||||||||||||||
| N/A U.S. Treasury 10 Year Ultra Note | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A EUR/USD One-touch barrier option; Barrier price EUR 1.15500 | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A SOP | |||||||||||||||
| N/A Mid-Curve 1-Year Eurodollar | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A USCPI | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Mid-Curve 1-Year Eurodollar | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A EUR Currency | |||||||||||||||
| N/A Forward Foreign Currency Contract | |||||||||||||||
| N/A IRS | |||||||||||||||
| One Bryant Park Trust | |||||||||||||||
| People's Republic of China | |||||||||||||||
| Progress Residential Trust | |||||||||||||||
| RAIT Trust | |||||||||||||||
| Republic of Austria | |||||||||||||||
| Republic of Panama | |||||||||||||||
| Republic of Peru | |||||||||||||||
| Romania | |||||||||||||||
| Romark WM-R Ltd. | |||||||||||||||
| Russian Federation | |||||||||||||||
| Seasoned Credit Risk Transfer Trust Seasoned Credit Risk Transfer Trust, Series 2018-2, Class MA | |||||||||||||||
| Seasoned Credit Risk Transfer Trust Seasoned Credit Risk Transfer Trust, Series 2018-3, Class MA | |||||||||||||||
| Seasoned Credit Risk Transfer Trust Seasoned Credit Risk Transfer Trust, Series 2019-2, Class MA | |||||||||||||||
| UBS Commercial Mortgage Trust UBS Commercial Mortgage Trust, Series 2019-C17, Class XA | |||||||||||||||
| UBS Commercial Mortgage Trust UBS Commercial Mortgage Trust, Series 2019-C18, Class A4 | |||||||||||||||
| UBS Commercial Mortgage Trust UBS Commercial Mortgage Trust, Series 2019-C17, Class A4 | |||||||||||||||
| United Mexican States | |||||||||||||||
| United States of America | |||||||||||||||
| Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2021-FCMT, Class A | |||||||||||||||
| Wells Fargo Commercial Mortgage Trust Wells Fargo Commercial Mortgage Trust, Series 2019-C54, Class A4 |
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