NPORT-P
false
0001413032
XXXXXXXX
S000040393
C000125454
C000125455
Columbia Funds Variable Series Trust II
811-22127
0001413032
54930017CSZ4UCL7G406
290 Congress Street
Boston
02110
800-345-6611
Columbia Variable Portfolio - Commodity Strategy Fund
S000040393
549300Z29G7RR3VNK255
2022-12-31
2022-03-31
N
153833143.720000000000
3214123.940000000000
150619019.780000000000
0.000000000000
30360159.120000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
0.000000000000
16045192.860000000000
USD
N
QUALCOMM INC
H1J8DDZKZP6H7RWC0H53
QUALCOMM INC
747525AS2
425000.000000000000
PA
USD
426833.280000000000
0.2833860429
Long
DBT
CORP
US
N
2
2023-01-30
Variable
1.029000000000
N
N
N
N
N
N
QUEBEC (PROVINCE OF)
N/A
QUEBEC (PROVINCE OF)
748149AG6
342000.000000000000
PA
USD
344506.470000000000
0.2287270695
Long
DBT
MUN
CA
N
2
2023-02-13
Fixed
2.625000000000
N
N
N
N
N
N
RELX CAPITAL INC
N/A
RELX CAPITAL INC
74949LAB8
335000.000000000000
PA
USD
337885.520000000000
0.2243312435
Long
DBT
CORP
US
N
2
2023-03-16
Fixed
3.500000000000
N
N
N
N
N
N
RAYTHEON TECHNOLOGIES CORPORATION
I07WOS4YJ0N7YRFE7309
RAYTHEON TECHNOLOGIES CORPORATION
75513ECG4
350000.000000000000
PA
USD
353892.130000000000
0.2349584604
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.200000000000
N
N
N
N
N
N
ROCHE HOLDINGS INC
N/A
ROCHE HOLDINGS INC
771196BZ4
350000.000000000000
PA
USD
349883.430000000000
0.2322969772
Long
DBT
CORP
US
N
2
2023-09-11
Variable
.62
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
ROYAL BANK OF CANADA
78013XW61
349000.000000000000
PA
USD
349867.680000000000
0.2322865203
Long
DBT
CORP
CA
N
2
2023-10-05
Variable
0.869100000000
N
N
N
N
N
N
SANTANDER RETAIL AUTO LEASE TRUST SRT_21-B
N/A
SRT_21-B
80286DAB4
359701.830000000000
PA
USD
356733.210000000000
0.2368447295
Long
ABS-MBS
CORP
US
N
2
2024-01-22
Fixed
0.310000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_19-2
N/A
SDART_19-2
80286GAG6
200000.000000000000
PA
USD
200803.580000000000
0.1333188732
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
3.220000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_22-2
N/A
SDART_22-2
80286MAB4
575000.000000000000
PA
USD
574517.350000000000
0.3814374512
Long
ABS-MBS
CORP
US
N
2
2026-10-15
Fixed
2.120000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-2
N/A
SDART_21-2
80286XAC8
200000.000000000000
PA
USD
199193.780000000000
0.1322500839
Long
ABS-MBS
CORP
US
N
2
2025-02-18
Fixed
0.340000000000
N
N
N
N
N
N
SANTANDER DRIVE AUTO RECEIVABLES TRUST SDART_21-3
N/A
SDART_21-3
80287EAB1
408124.420000000000
PA
USD
407490.970000000000
0.2705441654
Long
ABS-MBS
CORP
US
N
2
2024-05-15
Fixed
0.290000000000
N
N
N
N
N
N
SHELL INTERNATIONAL FINANCE BV
N/A
SHELL INTERNATIONAL FINANCE BV
822582CA8
425000.000000000000
PA
USD
425976.100000000000
0.2828169381
Long
DBT
CORP
NL
N
2
2023-11-13
Variable
0.794900000000
N
N
N
N
N
N
SIEMENS FINANCIERINGSMAATSCHAPPIJ N.V.
N/A
SIEMENS FINANCIERINGSMAATSCHAPPIJ
82620KAV5
400000.000000000000
PA
USD
393773.740000000000
0.2614369291
Long
DBT
CORP
NL
N
2
2023-03-11
Fixed
0.400000000000
N
N
N
N
N
N
SKANDINAVISKA ENSKILDA BANKEN AB
F3JS33DEI6XQ4ZBPTN86
SKANDINAVISKA ENSKILDA BANKEN AB
83051GAP3
350000.000000000000
PA
USD
349326.120000000000
0.2319269641
Long
DBT
CORP
SE
N
2
2023-09-01
Variable
0.843000000000
N
N
N
N
N
N
SOUTHERN NATURAL GAS COMPANY LLC
N/A
SOUTHERN NATURAL GAS COMPANY
84346LAC4
200000.000000000000
PA
USD
195804.610000000000
0.1299999232
Long
DBT
CORP
US
N
2
2023-04-28
Fixed
0.625000000000
N
N
N
N
N
N
SVENSKA HANDELSBANKEN AB
NHBDILHZTYCNBV5UYZ31
SVENSKA HANDELSBANKEN AB
86959LAF0
375000.000000000000
PA
USD
366986.680000000000
0.2436522828
Long
DBT
CORP
SE
N
2
2023-06-30
Fixed
0.625000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_21-1
N/A
THRM_21-1A
88339VAA6
208672.650000000000
PA
USD
205730.280000000000
0.1365898412
Long
ABS-MBS
CORP
US
N
2
2027-12-15
Fixed
1.210000000000
N
N
N
N
N
N
THEOREM FUNDING TRUST THRM_22-1
N/A
THRM_22-1A
88339XAA2
663858.430000000000
PA
USD
655462.550000000000
0.4351791367
Long
ABS-MBS
CORP
US
N
2
2028-02-15
Fixed
1.850000000000
N
N
N
N
N
N
THERMO FISHER
HCHV7422L5HDJZCRFL38
THERMO FISHER SCIENTIFIC INC
883556CN0
400000.000000000000
PA
USD
399526.330000000000
0.2652562277
Long
DBT
CORP
US
N
2
2023-04-18
Variable
.64
N
N
N
N
N
N
TORONTO-DOMINION BANK/THE
PT3QB789TSUIDF371261
TORONTO-DOMINION BANK/THE
89114TZS4
450000.000000000000
PA
USD
451966.280000000000
0.3000725145
Long
DBT
CORP
CA
N
2
2024-03-08
Variable
1.2
N
N
N
N
N
N
TOWD POINT MORTGAGE TRUST TPMT_21-SJ1
N/A
TPMT_21-SJ1
89180FCD1
745618.680000000000
PA
USD
734615.290000000000
0.4877307601
Long
ABS-CBDO
CORP
US
N
2
2068-07-25
Variable
2.250000000000
N
N
N
N
N
N
TOYOTA MOTOR CREDIT CORP
N/A
TOYOTA MOTOR CREDIT CORP
89236TJG1
490000.000000000000
PA
USD
449059.980000000000
0.2981429441
Long
DBT
CORP
US
N
2
2024-06-14
Fixed
0.500000000000
N
N
N
N
N
N
TRICOLOR AUTO SECURITIZATION TAST_21-1
N/A
TAST_21-1A
89615BAA3
95963.910000000000
PA
USD
95609.240000000000
0.0634775343
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
0.740000000000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
TRUIST FINANCIAL CORP
89788JAD1
400000.000000000000
PA
USD
398469.970000000000
0.2645548820
Long
DBT
CORP
US
N
2
2024-01-17
Variable
.49
N
N
N
N
N
N
TYSON FOODS INC
WD6L6041MNRW1JE49D58
TYSON FOODS INC
902494BG7
296000.000000000000
PA
USD
300463.410000000000
0.1994857027
Long
DBT
CORP
US
N
2
2023-09-28
Fixed
3.900000000000
N
N
N
N
N
N
UBS AG (LONDON BRANCH)
N/A
UBS AG LONDON
902674YB0
450000.000000000000
PA
USD
430785.370000000000
0.2860099413
Long
DBT
CORP
GB
N
2
2024-02-09
Fixed
0.450000000000
N
N
N
N
N
N
US BANK NATIONAL ASSOCIATION
N/A
US BANK NA
90331HPM9
463000.000000000000
PA
USD
453619.750000000000
0.3011702975
Long
DBT
CORP
US
N
2
2023-06-02
Variable
0.665500000000
N
N
N
N
N
N
UNION PACIFIC CORPORATION
549300LMMRSZZCZ8CL11
UNION PACIFIC CORPORATION
907818DM7
335000.000000000000
PA
USD
337308.590000000000
0.2239482042
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
2.950000000000
N
N
N
N
N
N
UNITED AUTO CREDIT SECURITIZATION TRUST UACST_22-1
N/A
UACST_22-1
90944DAA9
180300.650000000000
PA
USD
179633.950000000000
0.1192637890
Long
ABS-MBS
CORP
US
N
2
2024-07-10
Fixed
1.110000000000
N
N
N
N
N
N
UNITED PARCEL SERVICE INC
D01LMJZU09ULLNCY6Z23
UNITED PARCEL SERVICE INC
911312BB1
50000.000000000000
PA
USD
50033.020000000000
0.0332182616
Long
DBT
CORP
US
N
2
2022-05-16
Variable
0.838600000000
N
N
N
N
N
N
UNITED STATES TREASURY
N/A
TREASURY BILL
912796H44
700000.000000000000
PA
USD
699719.970000000000
0.4645628228
Long
DBT
UST
US
N
1
2022-05-19
Fixed
0.000000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_21-3
N/A
UPST_21-3
91679LAA0
484745.590000000000
PA
USD
476771.430000000000
0.3165413178
Long
ABS-MBS
CORP
US
N
2
2031-07-20
Fixed
0.830000000000
N
N
N
N
N
N
UPSTART SECURITIZATION TRUST UPST_20-3
N/A
UPST_20-3
91680EAA3
90372.030000000000
PA
USD
90072.980000000000
0.0598018631
Long
ABS-MBS
CORP
US
N
2
2030-11-20
Fixed
1.702000000000
N
N
N
N
N
N
UPSTART PASS-THROUGH TRUST UPSPT_21-ST6
N/A
UPSPT_21-ST6
91680VAA5
98017.240000000000
PA
USD
94673.630000000000
0.0628563578
Long
ABS-MBS
CORP
US
N
2
2027-08-20
Fixed
1.850000000000
N
N
N
N
N
N
VCAT VCAT_21-NPL4
N/A
VCAT_21-NPL4
91823DAA3
622904.700000000000
PA
USD
596040.810000000000
0.3957274525
Long
ABS-CBDO
CORP
US
N
2
2051-08-25
Variable
1.867700000000
N
N
N
N
N
N
VCAT VCAT_21-NPL5
N/A
VCAT_21-NPL5
91824AAA8
256572.190000000000
PA
USD
246349.560000000000
0.1635580688
Long
ABS-CBDO
CORP
US
N
2
2051-08-25
Variable
1.867700000000
N
N
N
N
N
N
VFI CORPORATE FINANCE VFI_22-1
N/A
VFI_22-1A
91824CAA4
258410.730000000000
PA
USD
255936.810000000000
0.1699233008
Long
ABS-MBS
CORP
US
N
2
2028-03-24
Fixed
2.230000000000
N
N
N
N
N
N
VWH CAPITAL VCAT_21-NPL6
N/A
VCAT_21-NPL6
91824WAA0
954306.930000000000
PA
USD
910839.490000000000
0.6047307248
Long
ABS-CBDO
CORP
US
N
2
2051-09-25
Variable
1.917300000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS INC
2S72QS2UO2OESLG6Y829
VERIZON COMMUNICATIONS INC
92343VGD0
500000.000000000000
PA
USD
499162.120000000000
0.3314070963
Long
DBT
CORP
US
N
2
2024-03-22
Variable
.79
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRUST
N/A
WFRBS_13-C14
92890PAE4
700000.000000000000
PA
USD
701080.590000000000
0.4654661749
Long
ABS-MBS
CORP
US
N
2
2046-06-15
Fixed
3.337000000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
WELLS FARGO & COMPANY
949746SJ1
685000.000000000000
PA
USD
688142.750000000000
0.4568763965
Long
DBT
CORP
US
N
2
2023-10-31
Variable
1.529000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_20-2
N/A
WLAKE_20-2A
96042PAD4
275000.000000000000
PA
USD
274376.080000000000
0.1821656258
Long
ABS-MBS
CORP
US
N
2
2025-07-15
Fixed
1.320000000000
N
N
N
N
N
N
WESTLAKE AUTOMOBILE RECEIVABLES TRUST WLAKE_21-2A
N/A
WLAKE_21-2A
96042RAD0
300000.000000000000
PA
USD
291116.280000000000
0.1932798928
Long
ABS-MBS
CORP
US
N
2
2026-07-15
Fixed
0.620000000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
WESTPAC BANKING CORP
961214EB5
350000.000000000000
PA
USD
351819.570000000000
0.2335824324
Long
DBT
CORP
AU
N
2
2024-02-26
Variable
1.277900000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
WILLIAMS COMPANIES INC
96950FAL8
279000.000000000000
PA
USD
284958.290000000000
0.1891914384
Long
DBT
CORP
US
N
2
2023-11-15
Fixed
4.500000000000
N
N
N
N
N
N
WORLD OMNI AUTOMOBILE LEASE SECURITIZATION TRUST WOLS_21-A
N/A
WOLS_21-A
98163JAB1
887233.350000000000
PA
USD
880907.290000000000
0.5848579358
Long
ABS-MBS
CORP
US
N
2
2024-04-15
Fixed
0.210000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN OIL MAY 22
000000000
7.000000000000
NC
USD
58672.930000000000
0.0389545292
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN OIL MAY 22
SOYBEAN OIL MAY 22
2022-05-13
235075.070000000000
USD
58672.930000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN OIL MAY 22
000000000
11.000000000000
NC
USD
-24924.810000000000
-0.0165482487
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN OIL MAY 22
SOYBEAN OIL MAY 22
2022-05-13
486528.810000000000
USD
-24924.810000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN OIL JUL 22
000000000
25.000000000000
NC
USD
155236.540000000000
0.1030656953
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN OIL JUL 22
SOYBEAN OIL JUL 22
2022-07-14
874363.460000000000
USD
155236.540000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN OIL DEC 22
000000000
81.000000000000
NC
USD
264425.870000000000
0.1755594150
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN OIL DEC 22
SOYBEAN OIL DEC 22
2022-12-14
2823618.130000000000
USD
264425.870000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CORN MAY 22
000000000
35.000000000000
NC
USD
306149.370000000000
0.2032607638
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CORN MAY 22
CORN MAY 22
2022-05-13
1004163.130000000000
USD
306149.370000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CORN JUL 22
000000000
72.000000000000
NC
USD
486127.480000000000
0.3227530499
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CORN JUL 22
CORN JUL 22
2022-07-14
2152672.520000000000
USD
486127.480000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CORN SEP 22
000000000
54.000000000000
NC
USD
353806.800000000000
0.2349018076
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CORN SEP 22
CORN SEP 22
2022-09-14
1526068.200000000000
USD
353806.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
CORN DEC 22
000000000
111.000000000000
NC
USD
377164.600000000000
0.2504096764
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
CORN DEC 22
CORN DEC 22
2022-12-14
3417647.900000000000
USD
377164.600000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) JAN 23
000000000
7.000000000000
NC
USD
16240.870000000000
0.0107827484
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) JAN 23
BRENT CRUDE (ICE) JAN 23
2022-11-30
644209.130000000000
USD
16240.870000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) JAN 23
000000000
19.000000000000
NC
USD
-41032.090000000000
-0.0272423032
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) JAN 23
BRENT CRUDE (ICE) JAN 23
2022-11-30
1833682.090000000000
USD
-41032.090000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) JUL 22
000000000
22.000000000000
NC
USD
749052.440000000000
0.4973159705
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) JUL 22
BRENT CRUDE (ICE) JUL 22
2022-05-31
1511007.560000000000
USD
749052.440000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) SEP 22
000000000
40.000000000000
NC
USD
586252.050000000000
0.3892284327
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) SEP 22
BRENT CRUDE (ICE) SEP 22
2022-07-29
3390947.950000000000
USD
586252.050000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) SEP 22
000000000
9.000000000000
NC
USD
-1977.810000000000
-0.0013131210
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) SEP 22
BRENT CRUDE (ICE) SEP 22
2022-07-29
896847.810000000000
USD
-1977.810000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) NOV 22
000000000
24.000000000000
NC
USD
467525.690000000000
0.3104028234
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) NOV 22
BRENT CRUDE (ICE) NOV 22
2022-09-30
1854474.310000000000
USD
467525.690000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
BRENT CRUDE (ICE) NOV 22
000000000
1.000000000000
NC
USD
-65.590000000000
-0.0000435470
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
BRENT CRUDE (ICE) NOV 22
BRENT CRUDE (ICE) NOV 22
2022-09-30
96815.590000000000
USD
-65.590000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COTTON NO.2 MAY 22
000000000
25.000000000000
NC
USD
253457.910000000000
0.1682774927
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COTTON NO.2 MAY 22
COTTON NO.2 MAY 22
2022-05-06
1442667.090000000000
USD
253457.910000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COTTON NO.2 MAY 22
000000000
11.000000000000
NC
USD
-18644.780000000000
-0.0123787686
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COTTON NO.2 MAY 22
COTTON NO.2 MAY 22
2022-05-06
764939.780000000000
USD
-18644.780000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COTTON NO.2 JUL 22
000000000
7.000000000000
NC
USD
102239.370000000000
0.0678794552
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COTTON NO.2 JUL 22
COTTON NO.2 JUL 22
2022-07-07
360005.630000000000
USD
102239.370000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COTTON NO.2 DEC 22
000000000
25.000000000000
NC
USD
190363.360000000000
0.1263873316
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COTTON NO.2 DEC 22
COTTON NO.2 DEC 22
2022-12-07
1200636.640000000000
USD
190363.360000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE MAY 22
000000000
38.000000000000
NC
USD
1124183.820000000000
0.7463757377
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE MAY 22
WTI CRUDE MAY 22
2022-04-19
2686456.180000000000
USD
1124183.820000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE JUL 22
000000000
29.000000000000
NC
USD
626740.500000000000
0.4161097987
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE JUL 22
WTI CRUDE JUL 22
2022-06-17
2182779.500000000000
USD
626740.500000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE JUL 22
000000000
15.000000000000
NC
USD
-34049.130000000000
-0.0226061291
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE JUL 22
WTI CRUDE JUL 22
2022-06-17
1487249.130000000000
USD
-34049.130000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE SEP 22
000000000
47.000000000000
NC
USD
1014659.120000000000
0.6736593569
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE SEP 22
WTI CRUDE SEP 22
2022-08-19
3371380.880000000000
USD
1014659.120000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WTI CRUDE NOV 22
000000000
32.000000000000
NC
USD
268574.130000000000
0.1783135559
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WTI CRUDE NOV 22
WTI CRUDE NOV 22
2022-10-19
2631905.870000000000
USD
268574.130000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GOLD 100 OZ JUN 22
000000000
12.000000000000
NC
USD
229295.990000000000
0.1522357471
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GOLD 100 OZ JUN 22
GOLD 100 OZ JUN 22
2022-06-28
2115504.010000000000
USD
229295.990000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GOLD 100 OZ AUG 22
000000000
22.000000000000
NC
USD
352645.700000000000
0.2341309222
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GOLD 100 OZ AUG 22
GOLD 100 OZ AUG 22
2022-08-29
3958254.300000000000
USD
352645.700000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GOLD 100 OZ DEC 22
000000000
59.000000000000
NC
USD
522531.530000000000
0.3469226734
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GOLD 100 OZ DEC 22
GOLD 100 OZ DEC 22
2022-12-28
11115218.470000000000
USD
522531.530000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GOLD 100 OZ DEC 22
000000000
7.000000000000
NC
USD
-5421.160000000000
-0.0035992533
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GOLD 100 OZ DEC 22
GOLD 100 OZ DEC 22
2022-12-28
1386171.160000000000
USD
-5421.160000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COPPER MAY 22
000000000
14.000000000000
NC
USD
42720.800000000000
0.0283634830
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COPPER MAY 22
COPPER MAY 22
2022-05-26
1620129.200000000000
USD
42720.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COPPER JUL 22
000000000
13.000000000000
NC
USD
159088.370000000000
0.1056230284
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COPPER JUL 22
COPPER JUL 22
2022-07-27
1386449.130000000000
USD
159088.370000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COPPER SEP 22
000000000
13.000000000000
NC
USD
144586.150000000000
0.0959946162
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COPPER SEP 22
COPPER SEP 22
2022-09-28
1400138.850000000000
USD
144586.150000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COPPER DEC 22
000000000
13.000000000000
NC
USD
84623.700000000000
0.0561839402
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COPPER DEC 22
COPPER DEC 22
2022-12-28
1457826.300000000000
USD
84623.700000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NY HARBOR ULSD (HEAT OIL) MAY 22
000000000
14.000000000000
NC
USD
446595.520000000000
0.2965067232
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NY HARBOR ULSD (HEAT OIL) MAY 22
NY HARBOR ULSD (HEAT OIL) MAY 22
2022-04-29
1529613.680000000000
USD
446595.520000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NY HARBOR ULSD (HEAT OIL) JUL 22
000000000
6.000000000000
NC
USD
182463.900000000000
0.1211426686
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NY HARBOR ULSD (HEAT OIL) JUL 22
NY HARBOR ULSD (HEAT OIL) JUL 22
2022-06-30
601029.300000000000
USD
182463.900000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NY HARBOR ULSD (HEAT OIL) SEP 22
000000000
6.000000000000
NC
USD
207017.770000000000
0.1374446403
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NY HARBOR ULSD (HEAT OIL) SEP 22
NY HARBOR ULSD (HEAT OIL) SEP 22
2022-08-31
546487.430000000000
USD
207017.770000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NY HARBOR ULSD (HEAT OIL) NOV 22
000000000
13.000000000000
NC
USD
63626.330000000000
0.0422432241
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NY HARBOR ULSD (HEAT OIL) NOV 22
NY HARBOR ULSD (HEAT OIL) NOV 22
2022-10-31
1528618.870000000000
USD
63626.330000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE MAY 22
000000000
2.000000000000
NC
USD
32638.730000000000
0.0216697267
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE MAY 22
COFFEE MAY 22
2022-05-18
137161.270000000000
USD
32638.730000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE JUL 22
000000000
8.000000000000
NC
USD
68341.290000000000
0.0453736122
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE JUL 22
COFFEE JUL 22
2022-07-19
611008.710000000000
USD
68341.290000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE SEP 22
000000000
1.000000000000
NC
USD
4251.880000000000
0.0028229370
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE SEP 22
COFFEE SEP 22
2022-09-20
80385.620000000000
USD
4251.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE SEP 22
000000000
7.000000000000
NC
USD
-11062.710000000000
-0.0073448294
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE SEP 22
COFFEE SEP 22
2022-09-20
603525.210000000000
USD
-11062.710000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
COFFEE DEC 22
000000000
17.000000000000
NC
USD
-64656.690000000000
-0.0429273076
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
COFFEE DEC 22
COFFEE DEC 22
2022-12-19
1490744.190000000000
USD
-64656.690000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE MAY 22
000000000
4.000000000000
NC
USD
63211.290000000000
0.0419676679
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE MAY 22
WHEAT KCBT FUTURE MAY 22
2022-05-13
142738.710000000000
USD
63211.290000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE MAY 22
000000000
6.000000000000
NC
USD
-19361.630000000000
-0.0128547046
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE MAY 22
WHEAT KCBT FUTURE MAY 22
2022-05-13
328286.630000000000
USD
-19361.630000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE JUL 22
000000000
26.000000000000
NC
USD
190647.210000000000
0.1265757872
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE JUL 22
WHEAT KCBT FUTURE JUL 22
2022-07-14
1148027.790000000000
USD
190647.210000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE JUL 22
000000000
1.000000000000
NC
USD
-754.320000000000
-0.0005008132
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE JUL 22
WHEAT KCBT FUTURE JUL 22
2022-07-14
52241.820000000000
USD
-754.320000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE SEP 22
000000000
12.000000000000
NC
USD
134625.690000000000
0.0893816001
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE SEP 22
WHEAT KCBT FUTURE SEP 22
2022-09-14
480524.310000000000
USD
134625.690000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE DEC 22
000000000
12.000000000000
NC
USD
107248.020000000000
0.0712048320
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE DEC 22
WHEAT KCBT FUTURE DEC 22
2022-12-14
505201.980000000000
USD
107248.020000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT KCBT FUTURE DEC 22
000000000
12.000000000000
NC
USD
-23955.790000000000
-0.0159048904
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT KCBT FUTURE DEC 22
WHEAT KCBT FUTURE DEC 22
2022-12-14
636405.790000000000
USD
-23955.790000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME PRI ALUM MAY 22
000000000
19.000000000000
NC
USD
84115.080000000000
0.0558462538
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME PRI ALUM MAY 22
LME PRI ALUM MAY 22
2022-05-17
1572262.170000000000
USD
84115.080000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME PRI ALUM JUL 22
000000000
16.000000000000
NC
USD
342649.620000000000
0.2274942570
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME PRI ALUM JUL 22
LME PRI ALUM JUL 22
2022-07-19
1054550.380000000000
USD
342649.620000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME PRI ALUM SEP 22
000000000
16.000000000000
NC
USD
320355.870000000000
0.2126928395
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME PRI ALUM SEP 22
LME PRI ALUM SEP 22
2022-09-20
1073644.130000000000
USD
320355.870000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME PRI ALUM NOV 22
000000000
16.000000000000
NC
USD
135472.120000000000
0.0899435677
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME PRI ALUM NOV 22
LME PRI ALUM NOV 22
2022-11-15
1251127.880000000000
USD
135472.120000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE JUN 22
000000000
13.000000000000
NC
USD
36950.460000000000
0.0245323997
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE JUN 22
LIVE CATTLE JUN 22
2022-06-30
676099.540000000000
USD
36950.460000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE AUG 22
000000000
17.000000000000
NC
USD
21513.320000000000
0.0142832692
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE AUG 22
LIVE CATTLE AUG 22
2022-08-31
917396.680000000000
USD
21513.320000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE OCT 22
000000000
32.000000000000
NC
USD
27368.880000000000
0.0181709322
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE OCT 22
LIVE CATTLE OCT 22
2022-10-31
1821271.120000000000
USD
27368.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LIVE CATTLE DEC 22
000000000
16.000000000000
NC
USD
5820.910000000000
0.0038646580
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LIVE CATTLE DEC 22
LIVE CATTLE DEC 22
2022-12-30
949699.090000000000
USD
5820.910000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LEAN HOGS JUN 22
000000000
58.000000000000
NC
USD
264120.070000000000
0.1753563862
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LEAN HOGS JUN 22
LEAN HOGS JUN 22
2022-06-14
2534379.930000000000
USD
264120.070000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LEAN HOGS JUL 22
000000000
14.000000000000
NC
USD
37147.310000000000
0.0246630937
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LEAN HOGS JUL 22
LEAN HOGS JUL 22
2022-07-15
639752.690000000000
USD
37147.310000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LEAN HOGS OCT 22
000000000
36.000000000000
NC
USD
111933.600000000000
0.0743157140
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LEAN HOGS OCT 22
LEAN HOGS OCT 22
2022-10-14
1296386.400000000000
USD
111933.600000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LEAN HOGS DEC 22
000000000
20.000000000000
NC
USD
9112.030000000000
0.0060497207
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LEAN HOGS DEC 22
LEAN HOGS DEC 22
2022-12-14
690087.970000000000
USD
9112.030000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME NICKEL MAY 22
000000000
8.000000000000
NC
USD
432154.560000000000
0.2869189832
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME NICKEL MAY 22
LME NICKEL MAY 22
2022-05-17
1108405.440000000000
USD
432154.560000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME NICKEL JUL 22
000000000
6.000000000000
NC
USD
477522.420000000000
0.3170399201
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME NICKEL JUL 22
LME NICKEL JUL 22
2022-07-19
678509.580000000000
USD
477522.420000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME NICKEL SEP 22
000000000
6.000000000000
NC
USD
446118.420000000000
0.2961899637
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME NICKEL SEP 22
LME NICKEL SEP 22
2022-09-20
709301.580000000000
USD
446118.420000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME NICKEL NOV 22
000000000
6.000000000000
NC
USD
349494.420000000000
0.2320387030
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME NICKEL NOV 22
LME NICKEL NOV 22
2022-11-15
805133.580000000000
USD
349494.420000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME ZINC MAY 22
000000000
29.000000000000
NC
USD
283429.780000000000
0.1881766197
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME ZINC MAY 22
LME ZINC MAY 22
2022-05-17
2763382.720000000000
USD
283429.780000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME ZINC JUL 22
000000000
9.000000000000
NC
USD
232408.380000000000
0.1543021461
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME ZINC JUL 22
LME ZINC JUL 22
2022-07-19
706179.120000000000
USD
232408.380000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME ZINC SEP 22
000000000
9.000000000000
NC
USD
198570.880000000000
0.1318365239
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME ZINC SEP 22
LME ZINC SEP 22
2022-09-20
725391.620000000000
USD
198570.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
LME ZINC NOV 22
000000000
9.000000000000
NC
USD
108020.880000000000
0.0717179545
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
LME ZINC NOV 22
LME ZINC NOV 22
2022-11-15
795691.620000000000
USD
108020.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NATURAL GAS MAY 22
000000000
74.000000000000
NC
USD
1384960.230000000000
0.9195121785
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NATURAL GAS MAY 22
NATURAL GAS MAY 22
2022-04-27
2790119.770000000000
USD
1384960.230000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NATURAL GAS JUL 22
000000000
44.000000000000
NC
USD
807576.750000000000
0.5361718269
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NATURAL GAS JUL 22
NATURAL GAS JUL 22
2022-06-28
1725063.250000000000
USD
807576.750000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NATURAL GAS SEP 22
000000000
51.000000000000
NC
USD
929318.620000000000
0.6169995140
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NATURAL GAS SEP 22
NATURAL GAS SEP 22
2022-08-29
1993491.380000000000
USD
929318.620000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
NATURAL GAS NOV 22
000000000
107.000000000000
NC
USD
1284527.120000000000
0.8528319477
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
NATURAL GAS NOV 22
NATURAL GAS NOV 22
2022-10-27
4928962.880000000000
USD
1284527.120000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL MAY 22
000000000
22.000000000000
NC
USD
722092.310000000000
0.4794164184
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL MAY 22
GAS OIL MAY 22
2022-05-12
1495507.690000000000
USD
722092.310000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL JUL 22
000000000
11.000000000000
NC
USD
279539.490000000000
0.1855937520
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL JUL 22
GAS OIL JUL 22
2022-07-12
748410.510000000000
USD
279539.490000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL SEP 22
000000000
11.000000000000
NC
USD
298953.620000000000
0.1984833127
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL SEP 22
GAS OIL SEP 22
2022-09-12
687746.380000000000
USD
298953.620000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL SEP 22
000000000
1.000000000000
NC
USD
-727.730000000000
-0.0004831594
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL SEP 22
GAS OIL SEP 22
2022-09-12
90427.730000000000
USD
-727.730000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL NOV 22
000000000
19.000000000000
NC
USD
124515.690000000000
0.0826693005
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL NOV 22
GAS OIL NOV 22
2022-11-10
1532284.310000000000
USD
124515.690000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GAS OIL NOV 22
000000000
6.000000000000
NC
USD
-5033.880000000000
-0.0033421277
N/A
DCO
CORP
GB
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GAS OIL NOV 22
GAS OIL NOV 22
2022-11-10
528233.880000000000
USD
-5033.880000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN MAY 22
000000000
11.000000000000
NC
USD
180277.790000000000
0.1196912517
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN MAY 22
SOYBEAN MAY 22
2022-05-13
709759.710000000000
USD
180277.790000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN JUL 22
000000000
23.000000000000
NC
USD
378522.650000000000
0.2513113221
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN JUL 22
SOYBEAN JUL 22
2022-07-14
1459177.350000000000
USD
378522.650000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN NOV 22
000000000
77.000000000000
NC
USD
307239.160000000000
0.2039843045
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN NOV 22
SOYBEAN NOV 22
2022-11-14
5161685.840000000000
USD
307239.160000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SUGAR #11 MAR 23
000000000
37.000000000000
NC
USD
2930.320000000000
0.0019455179
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SUGAR #11 MAR 23
SUGAR #11 MAR 23
2023-02-28
803492.080000000000
USD
2930.320000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SUGAR #11 MAY 22
000000000
24.000000000000
NC
USD
18638.490000000000
0.0123745925
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SUGAR #11 MAY 22
SUGAR #11 MAY 22
2022-04-29
505252.710000000000
USD
18638.490000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SUGAR #11 JUL 22
000000000
37.000000000000
NC
USD
15794.830000000000
0.0104866105
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SUGAR #11 JUL 22
SUGAR #11 JUL 22
2022-06-30
784825.970000000000
USD
15794.830000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SUGAR #11 OCT 22
000000000
73.000000000000
NC
USD
130141.310000000000
0.0864043002
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SUGAR #11 OCT 22
SUGAR #11 OCT 22
2022-09-30
1451097.090000000000
USD
130141.310000000000
N
N
N
ACC TRUST ACC_21-1
N/A
ACC_21-1
00091KAA3
25465.610000000000
PA
USD
25415.730000000000
0.0168741836
Long
ABS-MBS
CORP
US
N
2
2023-11-20
Fixed
0.740000000000
N
N
N
N
N
N
ACC AUTO TRUST ACC_21-A
N/A
AUTOC_21-A
00108XAA6
160280.900000000000
PA
USD
158943.840000000000
0.1055270710
Long
ABS-MBS
CORP
US
N
2
2027-04-15
Fixed
1.080000000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T INC
00206RGD8
525000.000000000000
PA
USD
532180.720000000000
0.3533290289
Long
DBT
CORP
US
N
2
2024-06-12
Variable
1.982900000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
ABBVIE INC
00287YBP3
400000.000000000000
PA
USD
400643.200000000000
0.2659977476
Long
DBT
CORP
US
N
2
2022-11-21
Variable
1.129600000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER MAY 22
000000000
6.000000000000
NC
USD
83182.080000000000
0.0552268101
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SILVER MAY 22
SILVER MAY 22
2022-05-26
670807.920000000000
USD
83182.080000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER JUL 22
000000000
11.000000000000
NC
USD
101908.490000000000
0.0676597751
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SILVER JUL 22
SILVER JUL 22
2022-07-27
1284201.510000000000
USD
101908.490000000000
N
N
N
CHUBB INA HOLDINGS INC
N/A
ACE INA HOLDINGS INC
00440EAP2
93000.000000000000
PA
USD
93651.800000000000
0.0621779375
Long
DBT
CORP
US
N
2
2023-03-13
Fixed
2.700000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-3
N/A
ACAR_21-3
025286AA3
558256.310000000000
PA
USD
555510.470000000000
0.3688182746
Long
ABS-MBS
CORP
US
N
2
2025-06-13
Fixed
0.330000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_21-2
N/A
ACAR_21-2
025291AA3
100018.980000000000
PA
USD
99768.840000000000
0.0662392041
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
0.370000000000
N
N
N
N
N
N
AMERICAN CREDIT ACCEPTANCE RECEIVABLES TRUST ACAR_20-3
N/A
ACAR_20-3
025297AB8
128334.100000000000
PA
USD
128292.080000000000
0.0851765469
Long
ABS-MBS
CORP
US
N
2
2024-08-13
Fixed
1.150000000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER COMPANY INC.
1B4S6S7G0TW5EE83BO58
AMERICAN ELECTRIC POWER
025537AG6
350000.000000000000
PA
USD
351419.140000000000
0.2333165762
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.950000000000
N
N
N
N
N
N
AMERICAN EXPRESS COMPANY
R4PP93JZOLY261QX3811
AMERICAN EXPRESS COMPANY
025816BX6
500000.000000000000
PA
USD
502620.150000000000
0.3337029751
Long
DBT
CORP
US
N
2
2023-08-03
Variable
1.052700000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER SEP 22
000000000
11.000000000000
NC
USD
157361.190000000000
0.1044763073
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SILVER SEP 22
SILVER SEP 22
2022-09-28
1233313.810000000000
USD
157361.190000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER DEC 22
000000000
13.000000000000
NC
USD
78717.310000000000
0.0522625297
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SILVER DEC 22
SILVER DEC 22
2022-12-28
1573062.690000000000
USD
78717.310000000000
N
N
N
AMERICAN INTERNATIONAL GROUP INC
ODVCVCQG2BP6VHV36M30
AMERICAN INTERNATIONAL GROUP INC
026874CY1
325000.000000000000
PA
USD
332858.960000000000
0.2209939757
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
4.125000000000
N
N
N
N
N
N
AMERICAN TOWER CORP
5493006ORUSIL88JOE18
AMERICAN TOWER CORP
03027XAB6
325000.000000000000
PA
USD
328221.780000000000
0.2179152278
Long
DBT
CORP
US
N
2
2023-01-31
Fixed
3.500000000000
N
N
N
N
N
N
AMERICREDIT AUTOMOBILE RECEIVABLES TRUST AMCAR_21-2
N/A
AMCAR_21-2
03066RAB1
114427.830000000000
PA
USD
113881.890000000000
0.0756092359
Long
ABS-MBS
CORP
US
N
2
2024-11-18
Fixed
0.260000000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
AMGEN INC
031162CH1
370000.000000000000
PA
USD
369933.630000000000
0.2456088418
Long
DBT
CORP
US
N
2
2023-08-19
Fixed
2.250000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SILVER DEC 22
000000000
10.000000000000
NC
USD
-19561.510000000000
-0.0129874102
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SILVER DEC 22
SILVER DEC 22
2022-12-28
1290161.510000000000
USD
-19561.510000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN MEAL (CBT) MAY 22
000000000
60.000000000000
NC
USD
223980.850000000000
0.1487068833
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN MEAL (CBT) MAY 22
SOYBEAN MEAL (CBT) MAY 22
2022-05-13
2581019.150000000000
USD
223980.850000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN MEAL (CBT) JUL 22
000000000
24.000000000000
NC
USD
283407.160000000000
0.1881616016
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN MEAL (CBT) JUL 22
SOYBEAN MEAL (CBT) JUL 22
2022-07-14
819152.840000000000
USD
283407.160000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
SOYBEAN MEAL (CBT) DEC 22
000000000
78.000000000000
NC
USD
189997.220000000000
0.1261442415
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
SOYBEAN MEAL (CBT) DEC 22
SOYBEAN MEAL (CBT) DEC 22
2022-12-14
3019702.780000000000
USD
189997.220000000000
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
ANTHEM INC
036752AF0
325000.000000000000
PA
USD
327178.390000000000
0.2172224932
Long
DBT
CORP
US
N
2
2022-12-01
Fixed
2.950000000000
N
N
N
N
N
N
ASTRAZENECA PLC
PY6ZZQWO2IZFZC3IOL08
ASTRAZENECA PLC
046353AY4
350000.000000000000
PA
USD
342533.900000000000
0.2274174274
Long
DBT
CORP
GB
N
2
2023-05-26
Fixed
0.300000000000
N
N
N
N
N
N
ATALAYA EQUIPMENT LEASING TRUST LLC AELF_21-1
N/A
AELF_21-1A
046497AB9
125000.000000000000
PA
USD
122619.090000000000
0.0814100969
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
1.230000000000
N
N
N
N
N
N
AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD
JHE42UYNWWTJB8YTTU19
AUSTRALIA & NZ BANKING GROUP
05252ACZ2
360000.000000000000
PA
USD
360543.990000000000
0.2393748084
Long
DBT
CORP
AU
N
2
2022-11-09
Variable
0.942400000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
US 2YR NOTE JUN 22
000000000
-48.000000000000
NC
USD
90734.780000000000
0.0602412498
N/A
DIR
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Short
US 2YR NOTE JUN 22
US 2YR NOTE JUN 22
2022-06-30
-10262984.830000000000
USD
90734.780000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT MAY 22
000000000
12.000000000000
NC
USD
123580.030000000000
0.0820480907
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT MAY 22
WHEAT MAY 22
2022-05-13
480019.970000000000
USD
123580.030000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT MAY 22
000000000
15.000000000000
NC
USD
-66742.770000000000
-0.0443123120
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT MAY 22
WHEAT MAY 22
2022-05-13
821242.770000000000
USD
-66742.770000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT JUL 22
000000000
21.000000000000
NC
USD
263151.810000000000
0.1747135325
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT JUL 22
WHEAT JUL 22
2022-07-14
788948.190000000000
USD
263151.810000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT SEP 22
000000000
21.000000000000
NC
USD
245897.300000000000
0.1632578013
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT SEP 22
WHEAT SEP 22
2022-09-14
792552.700000000000
USD
245897.300000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT SEP 22
000000000
1.000000000000
NC
USD
-3979.320000000000
-0.0026419771
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT SEP 22
WHEAT SEP 22
2022-09-14
53429.320000000000
USD
-3979.320000000000
N
N
N
AVIS BUDGET RENTAL CAR FUNDING A
N/A
AESOP_17-1A
05377RCQ5
1000000.000000000000
PA
USD
1002996.100000000000
0.6659159656
Long
ABS-MBS
CORP
US
N
2
2023-09-20
Fixed
3.070000000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
N/A
BP CAPITAL MARKETS PLC
05565QCB2
300000.000000000000
PA
USD
301344.940000000000
0.2000709741
Long
DBT
CORP
GB
N
2
2022-11-06
Fixed
2.500000000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT DEC 22
000000000
20.000000000000
NC
USD
186001.070000000000
0.1234910905
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT DEC 22
WHEAT DEC 22
2022-12-14
786748.930000000000
USD
186001.070000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
WHEAT DEC 22
000000000
24.000000000000
NC
USD
-50254.670000000000
-0.0333654210
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
WHEAT DEC 22
WHEAT DEC 22
2022-12-14
1217554.670000000000
USD
-50254.670000000000
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
BANK OF AMERICA CORP
06051GJX8
700000.000000000000
PA
USD
698929.000000000000
0.4640376767
Long
DBT
CORP
US
N
2
2024-05-28
Variable
0.909200000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
BANK OF MONTREAL
06368FAF6
475000.000000000000
PA
USD
470586.520000000000
0.3124349904
Long
DBT
CORP
CA
N
2
2025-01-10
Variable
0.755
N
N
N
N
N
N
BANK OF NEW YORK MELLON CORP/THE
WFLLPEPC7FZXENRZV188
BANK OF NEW YORK MELLON CORP
06406FAF0
485000.000000000000
PA
USD
487210.820000000000
0.3234723083
Long
DBT
CORP
US
N
2
2023-10-30
Variable
1.349000000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
BANK OF NOVA SCOTIA
0641596F8
500000.000000000000
PA
USD
495853.790000000000
0.3292106075
Long
DBT
CORP
CA
N
2
2024-07-31
Variable
.67
N
N
N
N
N
N
BECTON DICKINSON AND COMPANY
ICE2EP6D98PQUILVRZ91
BECTON DICKINSON AND COMPANY
075887BV0
360000.000000000000
PA
USD
363200.200000000000
0.2411383373
Long
DBT
CORP
US
N
2
2024-06-06
Fixed
3.363000000000
N
N
N
N
N
N
BELLEMEADE RE LTD BMIR_21-3A
N/A
BMIR_21-3A
078777AB5
275000.000000000000
PA
USD
272594.710000000000
0.1809829266
Long
ABS-CBDO
CORP
US
N
2
2031-09-25
Variable
1.048700000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB MAY 22
000000000
18.000000000000
NC
USD
451422.920000000000
0.2997117633
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB MAY 22
GASOLINE RBOB MAY 22
2022-04-29
1930657.480000000000
USD
451422.920000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB JUL 22
000000000
6.000000000000
NC
USD
182732.450000000000
0.1213209661
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB JUL 22
GASOLINE RBOB JUL 22
2022-06-30
580247.950000000000
USD
182732.450000000000
N
N
N
BELLEMEAD RE LTD BMIR_20-3A
N/A
BMIR_20-3A
07877KAC4
690693.060000000000
PA
USD
691531.700000000000
0.4591264111
Long
ABS-CBDO
CORP
US
N
2
2030-10-25
Variable
3.036900000000
N
N
N
N
N
N
BRISTOL-MYERS SQUIBB CO
HLYYNH7UQUORYSJQCN42
BRISTOL-MYERS SQUIBB CO
110122DT2
425000.000000000000
PA
USD
413287.450000000000
0.2743926037
Long
DBT
CORP
US
N
2
2023-11-13
Fixed
0.537000000000
N
N
N
N
N
N
BROADCOM CORPORATION/BROADCOM CA
N/A
BROADCOM CORP/BROADCOM CAYMAN FIN
11134LAF6
350000.000000000000
PA
USD
354209.040000000000
0.2351688655
Long
DBT
CORP
US
N
2
2024-01-15
Fixed
3.625000000000
N
N
N
N
N
N
CASCADE FUNDING MORTGAGE TRUST CFMT_21-EB01
N/A
CFMT_21-EBO1
12530AAA9
253240.690000000000
PA
USD
249355.850000000000
0.1655540252
Long
ABS-CBDO
CORP
US
N
2
2050-11-25
Variable
0.984900000000
N
N
N
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB SEP 22
000000000
7.000000000000
NC
USD
216961.800000000000
0.1440467481
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB SEP 22
GASOLINE RBOB SEP 22
2022-08-31
627553.200000000000
USD
216961.800000000000
N
N
N
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
GASOLINE RBOB NOV 22
000000000
15.000000000000
NC
USD
52211.350000000000
0.0346645132
N/A
DCO
CORP
US
N
1
Morgan Stanley
9R7GPTSO7KV3UQJZQ078
Long
GASOLINE RBOB NOV 22
GASOLINE RBOB NOV 22
2022-10-31
1599270.650000000000
USD
52211.350000000000
N
N
N
CIGNA CORP
N/A
CIGNA CORP
125523AC4
375000.000000000000
PA
USD
377593.070000000000
0.2506941491
Long
DBT
CORP
US
N
2
2023-07-15
Variable
1.131300000000
N
N
N
N
N
N
CSX CORP
549300JVQR4N1MMP3Q88
CSX CORPORATION
126408HB2
145000.000000000000
PA
USD
146887.310000000000
0.0975224180
Long
DBT
CORP
US
N
2
2024-08-01
Fixed
3.400000000000
N
N
N
N
N
N
CPS AUTO RECEIVABLES TRUST CPS_22-A
N/A
CPS_22-A
12659WAA6
137334.750000000000
PA
USD
136112.790000000000
0.0903689257
Long
ABS-MBS
CORP
US
N
2
2029-04-16
Fixed
0.980000000000
N
N
N
N
N
N
CAMPBELL SOUP COMPANY
5493007JDSMX8Z5Z1902
CAMPBELL SOUP COMPANY
134429BE8
325000.000000000000
PA
USD
328784.850000000000
0.2182890650
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.650000000000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK OF COMMER
2IGI19DL77OX0HC3ZE78
CANADIAN IMPERIAL BANK OF COMMERCE
13607RAE0
400000.000000000000
PA
USD
400073.560000000000
0.2656195483
Long
DBT
CORP
CA
N
2
2023-09-13
Variable
1.462900000000
N
N
N
N
N
N
CARMAX AUTO OWNER TRUST CARMX_19-2
N/A
CARMX_19-2
14316LAD5
650000.000000000000
PA
USD
654072.640000000000
0.4342563382
Long
ABS-MBS
CORP
US
N
2
2024-12-16
Fixed
2.770000000000
N
N
N
N
N
N
CARVANA AUTO RECEIVABLES TRUST CRVNA_21-P2
N/A
CRVNA_21-P2
14687TAB3
381778.920000000000
PA
USD
380553.940000000000
0.2526599500
Long
ABS-MBS
CORP
US
N
2
2024-07-10
Fixed
0.300000000000
N
N
N
N
N
N
CATERPILLAR FINANCIAL SERVICES CORPORATION
EDBQKYOPJUCJKLOJDE72
CATERPILLAR FINANCIAL SERVICES
14913R2J5
375000.000000000000
PA
USD
369353.040000000000
0.2452233725
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.250000000000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPERATING LLC / CHARTER COMMUNICATIONS
N/A
CHARTER COMM OPT/OPT CAP
161175BP8
350000.000000000000
PA
USD
356784.620000000000
0.2368788620
Long
DBT
CORP
US
N
2
2024-02-01
Variable
1.966600000000
N
N
N
N
N
N
CHEVRON USA INC.
N/A
CHEVRON USA INC
166756AK2
400000.000000000000
PA
USD
399286.610000000000
0.2650970711
Long
DBT
CORP
US
N
2
2023-08-11
Variable
0.577400000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
CITIGROUP INC
172967LL3
675000.000000000000
PA
USD
678704.820000000000
0.4506103021
Long
DBT
CORP
US
N
2
2024-05-17
Variable
1.568700000000
N
N
N
N
N
N
CITIGROUP COMMERCIAL MORTGAGE TRUST CGCMT_12-GC8
N/A
CGCMT_12-GC8
17318UAF1
1125000.000000000000
PA
USD
1124970.750000000000
0.7468982016
Long
ABS-MBS
CORP
US
N
2
2045-09-10
Fixed
3.683000000000
N
N
N
N
N
N
CGCMT_13-GC11
N/A
CGCMT_13-GC11
17320DAJ7
183764.230000000000
PA
USD
184289.650000000000
0.1223548329
Long
ABS-MBS
CORP
US
N
2
2046-04-10
Fixed
2.690000000000
N
N
N
N
N
N
COLUMBIA SHORT TERM CASH FUND
N/A
COLUMBIA SHORT TERM CASH FUND
19766H239
53751031.780000000000
NS
USD
53729531.370000000000
35.6724744647
Long
STIV
CORP
US
N
1
N
N
N
COMCAST CORPORATION
51M0QTTNCGUN7KFCFZ59
COMCAST CORPORATION
20030NCX7
291000.000000000000
PA
USD
293395.350000000000
0.1947930284
Long
DBT
CORP
US
N
2
2024-04-15
Variable
0.871300000000
N
N
N
N
N
N
CEFI_21-A-A
N/A
CEFI_21-A
20166QAA8
321773.520000000000
PA
USD
314467.720000000000
0.2087835391
Long
ABS-MBS
CORP
US
N
2
2027-02-16
Fixed
2.050000000000
N
N
N
N
N
N
COMMONWEALTH BANK OF AUSTRALIA
MSFSBD3QN1GSN7Q6C537
COMMONWEALTH BANK OF AUSTRALIA
2027A0KC2
375000.000000000000
PA
USD
377474.930000000000
0.2506157128
Long
DBT
CORP
AU
N
2
2024-06-04
Variable
1.342100000000
N
N
N
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
CONAGRA BRANDS INC
205887BR2
350000.000000000000
PA
USD
352498.830000000000
0.2340334113
Long
DBT
CORP
US
N
2
2023-01-25
Fixed
3.200000000000
N
N
N
N
N
N
CONNS RECEIVABLES FUNDING LLC CONN_21-A
N/A
CONN_21-A
20825GAA3
299068.990000000000
PA
USD
297186.140000000000
0.1973098354
Long
ABS-MBS
CORP
US
N
2
2026-05-15
Fixed
1.050000000000
N
N
N
N
N
N
CONSUMERS ENERGY COMPANY
N/A
CONSUMERS ENERGY COMPANY
210518CV6
297000.000000000000
PA
USD
299473.280000000000
0.1988283289
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
3.375000000000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA (NEW YORK BRANCH)
N/A
COOPERATIEVE RABOBANK UA/NY
21688AAM4
450000.000000000000
PA
USD
450586.180000000000
0.2991562292
Long
DBT
CORP
US
N
2
2023-01-10
Variable
0.711300000000
N
N
N
N
N
N
CREDIT ACCEPTANCE AUTO LOAN TRUST CAALT_20-2
N/A
CAALT_20-2A
22535MAA7
725000.000000000000
PA
USD
717936.330000000000
0.4766571520
Long
ABS-MBS
CORP
US
N
2
2029-07-16
Fixed
1.370000000000
N
N
N
N
N
N
DLL SECURITIZATION TRUST DLL_19-MT3
N/A
DLL_19-MT3
23291RAC4
88981.810000000000
PA
USD
89020.390000000000
0.0591030204
Long
ABS-MBS
CORP
US
N
2
2023-02-21
Fixed
2.080000000000
N
N
N
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB BANK ASA
23329PAE0
360000.000000000000
PA
USD
360717.730000000000
0.2394901590
Long
DBT
CORP
NO
N
2
2022-12-02
Fixed
2.150000000000
N
N
N
N
N
N
DTE ENERGY COMPANY
549300IX8SD6XXD71I78
DTE ENERGY COMPANY
233331BE6
325000.000000000000
PA
USD
325439.890000000000
0.2160682565
Long
DBT
CORP
US
N
2
2022-11-01
Fixed
2.250000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_20-2
N/A
DTAOT_20-2A
23343RAC2
210844.080000000000
PA
USD
211114.280000000000
0.1401644230
Long
ABS-MBS
CORP
US
N
2
2026-03-16
Fixed
2.080000000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_22-1
N/A
DTAOT_22-1A
23345YAA9
525000.000000000000
PA
USD
521966.240000000000
0.3465473622
Long
ABS-MBS
CORP
US
N
2
2026-04-15
Fixed
1.580000000000
N
N
N
N
N
N
JOHN DEERE CAPITAL CORP
N/A
JOHN DEERE CAPITAL CORP
24422EUG2
375000.000000000000
PA
USD
376250.340000000000
0.2498026747
Long
DBT
CORP
US
N
2
2023-06-07
Variable
1.133100000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
DISCOVER BANK
25466AAK7
325000.000000000000
PA
USD
328009.140000000000
0.2177740504
Long
DBT
CORP
US
N
2
2023-02-06
Fixed
3.350000000000
N
N
N
N
N
N
WALT DISNEY CO
N/A
WALT DISNEY COMPANY (THE)
254687FH4
302000.000000000000
PA
USD
302175.160000000000
0.2006221794
Long
DBT
CORP
US
N
2
2022-09-01
Variable
0.913000000000
N
N
N
N
N
N
DUPONT DE NEMOURS INC
5493004JF0SDFLM8GD76
DUPONT DE NEMOURS INC
26078JAH3
350000.000000000000
PA
USD
353290.350000000000
0.2345589226
Long
DBT
CORP
US
N
2
2023-11-15
Variable
1.616400000000
N
N
N
N
N
N
DT AUTO OWNER TRUST DTAOT_19-3A
N/A
DTAOT_19-3A
26253KAD6
525000.000000000000
PA
USD
526057.040000000000
0.3492633538
Long
ABS-MBS
CORP
US
N
2
2025-04-15
Fixed
2.960000000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
DUKE ENERGY CORP
26441CBK0
347000.000000000000
PA
USD
345768.820000000000
0.2295651774
Long
DBT
CORP
US
N
2
2023-06-10
Variable
0.54
N
N
N
N
N
N
ERAC USA FINANCE LLC
N/A
ERAC USA FINANCE LLC
26884TAT9
275000.000000000000
PA
USD
274693.080000000000
0.1823760906
Long
DBT
CORP
US
N
2
2023-11-01
Fixed
2.700000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBG9
122000.000000000000
PA
USD
118235.570000000000
0.0784997606
Long
DBT
CORP
CA
N
2
2023-10-04
Fixed
0.550000000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
ENBRIDGE INC
29250NBK0
158000.000000000000
PA
USD
155884.970000000000
0.1034962053
Long
DBT
CORP
CA
N
2
2024-02-16
Fixed
2.150000000000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
ENERGY TRANSFER LP
29273RAS8
250000.000000000000
PA
USD
251452.520000000000
0.1669460606
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
3.600000000000
N
N
N
N
N
N
ENTERPRISE PRODUCTS OPERATING LLC
5493004LGN656HWLDA30
ENTERPRISE PRODUCTS OPERATING LLC
29379VBB8
260000.000000000000
PA
USD
264813.510000000000
0.1758167796
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
3.900000000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
EVERSOURCE ENERGY
30040WAM0
331000.000000000000
PA
USD
330119.660000000000
0.2191752811
Long
DBT
CORP
US
N
2
2023-08-15
Variable
0.54
N
N
N
N
N
N
EXETER AUTOMOBILE RECEIVABLES TRUST EART_20-2
N/A
EART_20-2A
30167YAC5
29290.400000000000
PA
USD
29299.550000000000
0.0194527557
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
2.080000000000
N
N
N
N
N
N
FHF TRUST FHF_21-1
N/A
FHF_21-1A
30260WAA9
250360.440000000000
PA
USD
243806.730000000000
0.1618698159
Long
ABS-MBS
CORP
US
N
2
2027-03-15
Fixed
1.270000000000
N
N
N
N
N
N
FREED ABS TRUST FREED_21-3FP
N/A
FREED_21-3FP
30322MAA7
60212.030000000000
PA
USD
59944.800000000000
0.0397989577
Long
ABS-MBS
CORP
US
N
2
2028-11-20
Fixed
0.620000000000
N
N
N
N
N
N
FREED ABS TRUST FREED_21-3FP
N/A
FREED_21-3FP
30322MAB5
150000.000000000000
PA
USD
146812.190000000000
0.0974725438
Long
ABS-MBS
CORP
US
N
2
2028-11-20
Fixed
1.010000000000
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ENEK2
280000.000000000000
PA
USD
279982.580000000000
0.1858879313
Long
DBT
USGA
US
N
2
2023-08-22
Variable
0.34
N
N
N
N
N
N
FEDERAL FARM CREDIT BANKS FUNDING CORP
N/A
FFCB
3133ENJQ4
425000.000000000000
PA
USD
425419.230000000000
0.2824472172
Long
DBT
USGA
US
N
2
2023-12-27
Variable
0.35
N
N
N
N
N
N
FIDELITY NATIONAL INFORMATION SE
6WQI0GK1PRFVBA061U48
FIDELITY NATIONAL INFORMATION SERV
31620MBP0
350000.000000000000
PA
USD
343913.860000000000
0.2283336198
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.375000000000
N
N
N
N
N
N
FLAGSHIP CREDIT AUTO TRUST FCAT_21-1
N/A
FCAT_21-1
33843WAA9
443264.050000000000
PA
USD
440077.690000000000
0.2921793613
Long
ABS-MBS
CORP
US
N
2
2025-06-16
Fixed
0.310000000000
N
N
N
N
N
N
FLORIDA POWER & LIGHT CO
N/A
FLORIDA POWER & LIGHT CO
341081GH4
178000.000000000000
PA
USD
176968.970000000000
0.1174944375
Long
DBT
CORP
US
N
2
2024-01-12
Variable
0.67
N
N
N
N
N
N
FREDDIE MAC STACR REMIC TRUST STACR_21-DNA5
N/A
STACR_21-DNA5
35564KGX1
91196.340000000000
PA
USD
91189.850000000000
0.0605433830
Long
ABS-CBDO
CORP
US
N
2
2034-01-25
Variable
0.749000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_19-4A
N/A
GCAR_19-4A
36258HAC9
766326.190000000000
PA
USD
767683.200000000000
0.5096854309
Long
ABS-MBS
CORP
US
N
2
2024-09-16
Fixed
2.780000000000
N
N
N
N
N
N
GLS AUTO RECEIVABLES TRUST GCAR_21-2A
N/A
GCAR_21-2A
36261XAC9
300000.000000000000
PA
USD
294058.110000000000
0.1952330525
Long
ABS-MBS
CORP
US
N
2
2025-09-15
Fixed
0.770000000000
N
N
N
N
N
N
GENERAL ELECTRIC CO
3C7474T6CDKPR9K6YT90
GENERAL ELECTRIC CO
369604BD4
450000.000000000000
PA
USD
452586.540000000000
0.3004843217
Long
DBT
CORP
US
N
2
2022-10-09
Fixed
2.700000000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC/THE
784F5XWPLTWKTBV3E584
GOLDMAN SACHS GROUP INC
38141EB81
650000.000000000000
PA
USD
658400.660000000000
0.4371298266
Long
DBT
CORP
US
N
2
2023-11-29
Variable
2.107900000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC HOLDINGS PLC
404280CU1
407000.000000000000
PA
USD
393888.150000000000
0.2615128890
Long
DBT
CORP
GB
N
2
2024-08-17
Variable
0.732000000000
N
N
N
N
N
N
HPEFS EQUIPMENT TRUST HPEFS_21-2A
N/A
HPEFS_21-2A
40441JAB7
273538.380000000000
PA
USD
271814.600000000000
0.1804649907
Long
ABS-MBS
CORP
US
N
2
2028-09-20
Fixed
0.300000000000
N
N
N
N
N
N
HARLEY-DAVIDSON MOTORCYCLE TRUST HDMOT_20-A
N/A
HDMOT_20-A
41284UAD6
208668.600000000000
PA
USD
208799.160000000000
0.1386273528
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
1.870000000000
N
N
N
N
N
N
HONEYWELL INTERNATIONAL INC
ISRPG12PN4EIEOEMW547
HONEYWELL INTERNATIONAL INC
438516BV7
13000.000000000000
PA
USD
13003.270000000000
0.0086332191
Long
DBT
CORP
US
N
2
2022-08-08
Variable
0.709000000000
N
N
N
N
N
N
HYUNDAI AUTO LEASE SECURITIZATION TRUST HALST_21-B
N/A
HALST_21-B
44891VAC5
500000.000000000000
PA
USD
489233.600000000000
0.3248152861
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
0.330000000000
N
N
N
N
N
N
INTERNATIONAL BUSINESS MACHINES CORP
VGRQXHF3J8VDLUA7XE92
IBM CORP
459200HU8
203000.000000000000
PA
USD
206918.470000000000
0.1373787124
Long
DBT
CORP
US
N
2
2024-02-12
Fixed
3.625000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-3
N/A
CACLN_21-3
46591HCD0
189364.120000000000
PA
USD
184247.580000000000
0.1223269015
Long
ABS-MBS
CORP
US
N
2
2029-02-26
Fixed
0.760000000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMORGAN CHASE & CO
46647PBQ8
680000.000000000000
PA
USD
670873.230000000000
0.4454106998
Long
DBT
CORP
US
N
2
2024-06-01
Variable
1.514000000000
N
N
N
N
N
N
JOHN DEERE OWNER TRUST JDOT_21-B
N/A
JDOT_21-B
47789QAB6
643018.730000000000
PA
USD
638004.410000000000
0.4235882101
Long
ABS-MBS
CORP
US
N
2
2024-06-17
Fixed
0.250000000000
N
N
N
N
N
N
CHASE AUTO CREDIT LINKED NOTES CACLN_21-2
N/A
CACLN_21-2
48128U2N8
921740.700000000000
PA
USD
904050.380000000000
0.6002232529
Long
ABS-MBS
CORP
US
N
2
2028-12-26
Fixed
0.969000000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
KINDER MORGAN INC
49456BAM3
250000.000000000000
PA
USD
250990.480000000000
0.1666392998
Long
DBT
CORP
US
N
2
2023-01-15
Fixed
3.150000000000
N
N
N
N
N
N
LAD AUTO RECEIVABLES TRUST LADAR_21-1
N/A
LADAR_21-1A
501683AA4
95771.500000000000
PA
USD
94077.600000000000
0.0624606375
Long
ABS-MBS
CORP
US
N
2
2026-08-17
Fixed
1.300000000000
N
N
N
N
N
N
L3HARRIS TECHNOLOGIES INC
549300UTE50ZMDBG8A20
L3HARRIS TECHNOLOGIES INC
502431AJ8
340000.000000000000
PA
USD
344617.630000000000
0.2288008716
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
3.850000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_22-A
N/A
LDPT_22-A
52605AAA5
643351.030000000000
PA
USD
638249.640000000000
0.4237510249
Long
ABS-MBS
CORP
US
N
2
2029-06-15
Fixed
1.680000000000
N
N
N
N
N
N
LENDBUZZ SECURITIZATION TRUST LBZZ_21-1
N/A
LBZZ_21-1A
52607BAA1
133784.610000000000
PA
USD
131049.650000000000
0.0870073714
Long
ABS-MBS
CORP
US
N
2
2026-06-15
Fixed
1.460000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-A
N/A
LDPT_21-A
52607FAA2
367241.820000000000
PA
USD
366089.670000000000
0.2430567338
Long
ABS-MBS
CORP
US
N
2
2028-12-15
Fixed
1.000000000000
N
N
N
N
N
N
LENDINGPOINT ASSET SECURITIZATION TRUST LDPT_21-B
N/A
LDPT_21-B
52607HAA8
377242.670000000000
PA
USD
371680.340000000000
0.2467685293
Long
ABS-MBS
CORP
US
N
2
2029-02-15
Fixed
1.110000000000
N
N
N
N
N
N
LLEND_21-1A
N/A
LLEND_21-1A
53934QAA0
105982.490000000000
PA
USD
101593.340000000000
0.0674505385
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.070000000000
N
N
N
N
N
N
LOEWS CORPORATION
R8V1FN4M5ITGZOG7BS19
LOEWS CORPORATION
540424AQ1
350000.000000000000
PA
USD
350633.300000000000
0.2327948359
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
2.625000000000
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_17-B
N/A
MMAF_17-B
55316AAD2
306525.130000000000
PA
USD
307161.480000000000
0.2039327307
Long
ABS-MBS
CORP
US
N
2
2024-11-15
Fixed
2.410000000000
N
N
N
N
N
N
MAGALLANES INC
N/A
MAGALLANES INC
55903VAA1
340000.000000000000
PA
USD
343008.520000000000
0.2277325404
Long
DBT
CORP
US
N
2
2024-03-15
Variable
2.07
N
N
N
N
N
N
MARLETTE FUNDING TRUST MFT_21-2
N/A
MFT_21-2A
57108TAA5
272685.670000000000
PA
USD
267391.530000000000
0.1775283961
Long
ABS-MBS
CORP
US
N
2
2031-09-15
Fixed
0.510000000000
N
N
N
N
N
N
METROPOLITAN LIFE GLOBAL FUNDING I
N/A
MET LIFE GLOBAL FUNDING I
59217GEP0
222000.000000000000
PA
USD
209741.720000000000
0.1392531437
Long
DBT
CORP
US
N
2
2024-09-27
Fixed
0.700000000000
N
N
N
N
N
N
MICROCHIP TECH INC
5493007PTFULNYZJ1R12
MICROCHIP TECHNOLOGY INCORPORATED
595017BB9
315000.000000000000
PA
USD
302215.990000000000
0.2006492875
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
0.972000000000
N
N
N
N
N
N
MISS PWR CO
N/A
MISSISSIPPI POWER CO
605417CC6
219000.000000000000
PA
USD
216845.190000000000
0.1439693276
Long
DBT
CORP
US
N
2
2024-06-28
Variable
.59
N
N
N
N
N
N
MMAF EQUIPMENT FINANCE LLC MMAF_20-A
N/A
MMAF_20-A
60700MAB4
225534.590000000000
PA
USD
224030.070000000000
0.1487395618
Long
ABS-MBS
CORP
US
N
2
2024-04-09
Fixed
0.740000000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL INC
549300DV9GIB88LZ5P30
MONDELEZ INTERNATIONAL INC
609207AZ8
186000.000000000000
PA
USD
184520.260000000000
0.1225079411
Long
DBT
CORP
US
N
2
2024-03-17
Fixed
2.125000000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
MORGAN STANLEY
61744YAG3
650000.000000000000
PA
USD
654408.630000000000
0.4344794110
Long
DBT
CORP
US
N
2
2024-05-08
Variable
1.559000000000
N
N
N
N
N
N
NORTH MILL EQUIPMENT FINANCE FUNDING LLC NMEF_22-A
N/A
NMEF_22-A
62920KAA0
500259.980000000000
PA
USD
500019.660000000000
0.3319764401
Long
ABS-MBS
CORP
US
N
2
2023-03-15
Fixed
0.967700000000
N
N
N
N
N
N
NXP BV AND NXP FUNDING LLC
N/A
NXP BV/NXP FUNDING LLC
62947QAZ1
85000.000000000000
PA
USD
87410.730000000000
0.0580343240
Long
DBT
CORP
NL
N
2
2024-03-01
Fixed
4.875000000000
N
N
N
N
N
N
NATIONAL AUSTRALIA BANK LTD
F8SB4JFBSYQFRQEH3Z21
NATIONAL AUSTRALIA BANK LTD
63254WAA8
360000.000000000000
PA
USD
360504.540000000000
0.2393486165
Long
DBT
CORP
AU
N
2
2022-12-13
Variable
1.212900000000
N
N
N
N
N
N
NEW YORK LIFE GLOBAL FUNDING
N/A
NEW YORK LIFE GLOBAL FUNDING
64952WDZ3
209000.000000000000
PA
USD
208664.250000000000
0.1385377825
Long
DBT
CORP
US
N
2
2023-02-02
Variable
.51
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL HOLDINGS INC
UMI46YPGBLUE4VGNNT48
NEXTERA ENERGY CAPITAL HOLDINGS
65339KCE8
281000.000000000000
PA
USD
281223.150000000000
0.1867115789
Long
DBT
CORP
US
N
2
2024-03-21
Variable
0.29
N
N
N
N
N
N
NEXTGEAR FLOORPLAN MASTER OWNER TRUST NFMOT_19-2A
N/A
NFMOT_19-2A
65341KBK1
1000000.000000000000
PA
USD
1000204.200000000000
0.6640623485
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.070000000000
N
N
N
N
N
N
NISSAN AUTO RECEIVABLES OWNER TRUST NAROT_19-C
N/A
NAROT_19-C
65479JAD5
445970.030000000000
PA
USD
446834.050000000000
0.2966650896
Long
ABS-MBS
CORP
US
N
2
2024-07-15
Fixed
1.930000000000
N
N
N
N
N
N
OCEANVIEW TRUST 2021-EBO1 BVEBO_21-1
N/A
BVEBO_21-1
67647NAA5
549852.460000000000
PA
USD
543085.320000000000
0.3605688849
Long
ABS-CBDO
CORP
US
N
2
2051-12-29
Variable
1.218700000000
N
N
N
N
N
N
ONTARIO (PROVINCE OF)
N/A
ONTARIO (PROVINCE OF)
683234C89
345000.000000000000
PA
USD
345190.570000000000
0.2291812618
Long
DBT
MUN
CA
N
2
2023-01-24
Fixed
1.750000000000
N
N
N
N
N
N
ORACLE CORPORATION
1Z4GXXU7ZHVWFCD8TV52
ORACLE CORPORATION
68389XBL8
335000.000000000000
PA
USD
333669.810000000000
0.2215323207
Long
DBT
CORP
US
N
2
2023-09-15
Fixed
2.400000000000
N
N
N
N
N
N
OSCAR US FUNDING TRUST OSCAR_21-2A
N/A
OSCAR_21-2A
68785BAB9
1017312.500000000000
PA
USD
1011265.590000000000
0.6714063015
Long
ABS-MBS
CORP
US
N
2
2024-08-12
Fixed
0.390000000000
N
N
N
N
N
N
PPL ELECTRIC UTILITIES CORPORATION
N/A
PPL ELECTRIC UTILITIES CORPORATION
69351UAY9
353000.000000000000
PA
USD
350841.520000000000
0.2329330788
Long
DBT
CORP
US
N
2
2024-06-24
Variable
.62
N
N
N
N
N
N
PNC BANK NATIONAL ASSOCIATION
N/A
PNC BANK NA
69353RFF0
426000.000000000000
PA
USD
426314.050000000000
0.2830413122
Long
DBT
CORP
US
N
2
2022-07-27
Variable
0.767600000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_22-1
N/A
PAID_22-1
69546MAA5
675000.000000000000
PA
USD
662297.110000000000
0.4397167841
Long
ABS-MBS
CORP
US
N
2
2029-10-15
Fixed
2.030000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-3
N/A
PAID_21-3
69546RAA4
709730.190000000000
PA
USD
696217.490000000000
0.4622374326
Long
ABS-MBS
CORP
US
N
2
2029-05-15
Fixed
1.150000000000
N
N
N
N
N
N
PAGAYA AI DEBT SELECTION TRUST PAID_21-1
N/A
PAID_21-1
69547JAA1
643223.330000000000
PA
USD
634155.940000000000
0.4210331079
Long
ABS-MBS
CORP
US
N
2
2027-11-15
Fixed
1.180000000000
N
N
N
N
N
N
PAWNEE EQUIPMENT RECEIVABLES PWNE_19-1
N/A
PWNE_19-1
704102AB8
179435.760000000000
PA
USD
179639.260000000000
0.1192673145
Long
ABS-MBS
CORP
US
N
2
2024-10-15
Fixed
2.290000000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PEPSICO INC
713448DU9
66000.000000000000
PA
USD
66019.360000000000
0.0438320207
Long
DBT
CORP
US
N
2
2022-05-02
Variable
0.673900000000
N
N
N
N
N
N
PIONEER NAT RES CO
FY8JBF7CCL2VE4F1B628
PIONEER NATURAL RESOURCES COMPANY
723787AU1
275000.000000000000
PA
USD
268875.980000000000
0.1785139622
Long
DBT
CORP
US
N
2
2023-05-15
Fixed
0.550000000000
N
N
N
N
N
N
PLAINS ALL AMERICAN PIPELINE LP / PAA FINANCE CORP
N/A
PLAINS ALL AMERICAN PIPELINE LP
72650RBD3
325000.000000000000
PA
USD
327898.290000000000
0.2177004541
Long
DBT
CORP
US
N
2
2023-10-15
Fixed
3.850000000000
N
N
N
N
N
N
PRET LLC PRET_21-RN2
N/A
PRET_21-RN2
74143FAA7
272725.330000000000
PA
USD
263187.550000000000
0.1747372612
Long
ABS-CBDO
CORP
US
N
2
2051-07-25
Variable
1.743600000000
N
N
N
N
N
N
PRICOA GLOBAL FUNDING I
N/A
PRICOA GLOBAL FUNDING I
74153WCN7
410000.000000000000
PA
USD
411829.040000000000
0.2734243262
Long
DBT
CORP
US
N
2
2022-09-21
Fixed
2.450000000000
N
N
N
N
N
N
PRINCIPAL LIFE GLOBAL FUNDING II
635400WSLKBQWSOIIT41
PRINCIPAL LIFE GLOBAL FUNDING II
74256LEJ4
425000.000000000000
PA
USD
408559.950000000000
0.2712538898
Long
DBT
CORP
US
N
2
2024-01-08
Fixed
0.500000000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRISE GROUP INCORPORATED
PUSS41EMO3E6XXNV3U28
PUBLIC SERVICE ENTERPRISE GROUP
744573AT3
72000.000000000000
PA
USD
69801.930000000000
0.0463433702
Long
DBT
CORP
US
N
2
2023-11-08
Fixed
0.841000000000
N
N
N
N
N
N
2022-04-26
Columbia Funds Variable Series Trust II
Martha Skinner
Martha Skinner
Assistant Treasurer
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