GATES FOUNDATION TRUST: Form 990PF, tax year 2021

View the entire original 990 at ProPublica ↗

Organization: GATES FOUNDATION TRUST (EIN 91-1663695)
Tax period: 2021-01-01 to 2021-12-31
Filed: 2022-11-11
IRS object ID: 202243159349100204
Schema version: 2021v4.2
Source: Download XML · Original 990 at ProPublica

Every field in the e-filed return. Faint text is the IRS element name, for citing.

Return header
Form 990-PF
Schedule B
Accounting Fees Schedule
Expenditure Responsibility Stmt
General Explanation Attachment
Investments Corp Bonds Schedule
Investments Corp Stock Schedule
Investments Govt Obligations Sch
Investments Other Schedule2
Other Assets Schedule
Other Expenses Schedule
Other Income Schedule2
Other Increases Schedule
Other Liabilities Schedule
Other Professional Fees Schedule
Taxes Schedule
Transfers Frm Controlled Entities
Transfers To Controlled Entities

Return header ReturnHeader

Field	Value	IRS element (for citing)
Return	2022-11-11T06:34:14-06:00	ReturnTs
Tax Period End	2021-12-31	TaxPeriodEndDt

Preparer Firm PreparerFirmGrp

Field	Value	IRS element (for citing)
Preparer Firm EIN	861065772	PreparerFirmEIN

Preparer Firm Name PreparerFirmName

Field	Value	IRS element (for citing)
Business Name Line1	DELOITTE TAX LLP	BusinessNameLine1Txt

Preparer US Address PreparerUSAddress

Field	Value	IRS element (for citing)
Address Line1	50 SOUTH SIXTH STREET	AddressLine1Txt
City	MINNEAPOLIS	CityNm
State Abbreviation	MN	StateAbbreviationCd
ZIP	55402	ZIPCd

Field	Value	IRS element (for citing)
Return Type	990PF	ReturnTypeCd
Tax Period Begin	2021-01-01	TaxPeriodBeginDt

Filer Filer

Field	Value	IRS element (for citing)
EIN	911663695	EIN

Business Name BusinessName

Field	Value	IRS element (for citing)
Business Name Line1	BILL & MELINDA GATES FOUNDATION TRUST	BusinessNameLine1Txt

Field	Value	IRS element (for citing)
Business Name Control	BILL	BusinessNameControlTxt
Phone	2067093100	PhoneNum

US Address USAddress

Field	Value	IRS element (for citing)
Address Line1	PO BOX 23350	AddressLine1Txt
City	SEATTLE	CityNm
State Abbreviation	WA	StateAbbreviationCd
ZIP	98102	ZIPCd

Business Officer BusinessOfficerGrp

Field	Value	IRS element (for citing)
Person	CAROLYN AINSLIE	PersonNm
Person Title	CFO	PersonTitleTxt
Phone	2067093100	PhoneNum
Signature	2022-11-09	SignatureDt
Discuss With Paid Preparer	Yes (1)	DiscussWithPaidPreparerInd

Signing Officer SigningOfficerGrp

Person Full Name PersonFullName

Field	Value	IRS element (for citing)
Person First	CAROLYN	PersonFirstNm
Person Last	AINSLIE	PersonLastNm

Field	Value	IRS element (for citing)
SSN	XXX-XX-XXXX	SSN

Preparer Person PreparerPersonGrp

Field	Value	IRS element (for citing)
Preparer Person	ANNE FULTON	PreparerPersonNm
PTIN	P00941863	PTIN
Phone	6123974000	PhoneNum

Additional Filer Information AdditionalFilerInformation

Trusted Customer TrustedCustomerGrp

Field	Value	IRS element (for citing)
Trusted Customer	3	TrustedCustomerCd
Authentication Assurance Level	AAL1	AuthenticationAssuranceLevelCd
Identity Assurance Level	IAL1	IdentityAssuranceLevelCd

Field	Value	IRS element (for citing)
Tax	2021	TaxYr
Build TS	2022-09-23 18:48:47Z	BuildTS

Form 990-PF IRS990PF

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
FMV Assets EOY	$53,927,171,316	FMVAssetsEOYAmt
Method Of Accounting Accrual	Yes (X)	MethodOfAccountingAccrualInd

Analysis Of Revenue And Expenses AnalysisOfRevenueAndExpenses

Field	Value	IRS element (for citing)
Contri Rcvd Rev And Expnss	$5,415,183,628	ContriRcvdRevAndExpnssAmt
Interest On Sav Rev And Expnss	$150,411	InterestOnSavRevAndExpnssAmt
Interest On Sav Net Invst Incm	$150,411	InterestOnSavNetInvstIncmAmt
Dividends Rev And Expnss	$658,049,307	DividendsRevAndExpnssAmt
Dividends Net Invst Incm	$674,562,119	DividendsNetInvstIncmAmt
Net Gain Sale Ast Rev And Expnss	$3,369,272,759	NetGainSaleAstRevAndExpnssAmt
Gross Sales Price	$94,242,816,053	GrossSalesPriceAmt
Cap Gain Net Incm Net Invst Incm	$7,923,688,903	CapGainNetIncmNetInvstIncmAmt
Other Income Rev And Expnss	$137,352,950	OtherIncomeRevAndExpnssAmt
Other Income Net Invst Incm	$58,419,895	OtherIncomeNetInvstIncmAmt
Total Rev And Expnss	$9,580,009,055	TotalRevAndExpnssAmt
Total Net Invst Incm	$8,656,821,328	TotalNetInvstIncmAmt
Comp Ofcr Dir Trst Rev And Expnss	$0	CompOfcrDirTrstRevAndExpnssAmt
Comp Ofcr Dir Trst Net Invst Incm	$0	CompOfcrDirTrstNetInvstIncmAmt
Comp Ofcr Dir Trst Dsbrs Chrtbl	$0	CompOfcrDirTrstDsbrsChrtblAmt
Accounting Fees Rev And Expnss	$465,178	AccountingFeesRevAndExpnssAmt
Accounting Fees Net Invst Incm	$465,178	AccountingFeesNetInvstIncmAmt
Accounting Fees Chrtbl Prps	$0	AccountingFeesChrtblPrpsAmt
Other Prof Fees Rev And Expnss	$89,245,032	OtherProfFeesRevAndExpnssAmt
Other Prof Fees Net Invst Incm	$89,245,032	OtherProfFeesNetInvstIncmAmt
Other Prof Fees Dsbrs Chrtbl	$0	OtherProfFeesDsbrsChrtblAmt
Taxes Rev And Expnss	$148,637,201	TaxesRevAndExpnssAmt
Taxes Net Invst Incm	$26,610,304	TaxesNetInvstIncmAmt
Taxes Dsbrs Chrtbl	$0	TaxesDsbrsChrtblAmt
Other Expenses Rev And Expnss	$64	OtherExpensesRevAndExpnssAmt
Other Expenses Net Invst Incm	$0	OtherExpensesNetInvstIncmAmt
Other Expenses Dsbrs Chrtbl	$64	OtherExpensesDsbrsChrtblAmt
Tot Opr Expenses Rev And Expnss	$238,347,475	TotOprExpensesRevAndExpnssAmt
Tot Opr Expenses Net Invst Incm	$116,320,514	TotOprExpensesNetInvstIncmAmt
Tot Opr Expenses Dsbrs Chrtbl	$64	TotOprExpensesDsbrsChrtblAmt
Contri Paid Rev And Expnss	$6,131,700,000	ContriPaidRevAndExpnssAmt
Contri Paid Dsbrs Chrtbl	$5,518,530,000	ContriPaidDsbrsChrtblAmt
Total Expenses Rev And Expnss	$6,370,047,475	TotalExpensesRevAndExpnssAmt
Total Expenses Net Invst Incm	$116,320,514	TotalExpensesNetInvstIncmAmt
Total Expenses Dsbrs Chrtbl	$5,518,530,064	TotalExpensesDsbrsChrtblAmt
Excess Revenue Over Expenses	$3,209,961,580	ExcessRevenueOverExpensesAmt
Net Investment Income	$8,540,500,814	NetInvestmentIncomeAmt

Form990 PF Balance Sheets Form990PFBalanceSheetsGrp

Field	Value	IRS element (for citing)
Cash BOY	$269,546	CashBOYAmt
Cash EOY	$118,950	CashEOYAmt
Cash EOYFMV	$118,950	CashEOYFMVAmt
Sav And Temp Cash Invst BOY	$888,519,489	SavAndTempCashInvstBOYAmt
Sav And Temp Cash Invst EOY	$891,127,326	SavAndTempCashInvstEOYAmt
Sav And Temp Cash Invst EOYFMV	$891,127,326	SavAndTempCashInvstEOYFMVAmt
Acct Rcvbl	$81,736,132	AcctRcvblAmt
Acct Rcvbl BOY	$77,005,106	AcctRcvblBOYAmt
Acct Rcvbl EOY	$81,736,132	AcctRcvblEOYAmt
Acct Rcvbl EOYFMV	$81,736,132	AcctRcvblEOYFMVAmt
US Government Obligations BOY	$6,202,772,221	USGovernmentObligationsBOYAmt
US Government Obligations EOY	$5,439,267,242	USGovernmentObligationsEOYAmt
US Govt Obligations EOYFMV	$5,439,267,242	USGovtObligationsEOYFMVAmt
Corporate Stock BOY	$36,492,775,344	CorporateStockBOYAmt
Corporate Stock EOY	$37,687,795,228	CorporateStockEOYAmt
Corporate Stock EOYFMV	$37,687,795,228	CorporateStockEOYFMVAmt
Corporate Bonds BOY	$1,164,468,079	CorporateBondsBOYAmt
Corporate Bonds EOY	$912,314,999	CorporateBondsEOYAmt
Corporate Bonds EOYFMV	$912,314,999	CorporateBondsEOYFMVAmt
Other Investments BOY	$6,126,287,149	OtherInvestmentsBOYAmt
Other Investments EOY	$8,914,811,439	OtherInvestmentsEOYAmt
Other Investments EOYFMV	$8,914,811,439	OtherInvestmentsEOYFMVAmt
Other Assets BOY	$44,066,554	OtherAssetsBOYAmt
Other Assets EOY	$0	OtherAssetsEOYAmt
Other Assets EOYFMV	$0	OtherAssetsEOYFMVAmt
Total Assets BOY	$50,996,163,488	TotalAssetsBOYAmt
Total Assets EOY	$53,927,171,316	TotalAssetsEOYAmt
Total Assets EOYFMV	$53,927,171,316	TotalAssetsEOYFMVAmt
Accounts Payable BOY	$4,255,403	AccountsPayableBOYAmt
Accounts Payable EOY	$9,610,079	AccountsPayableEOYAmt
Other Liabilities BOY	$1,048,034,946	OtherLiabilitiesBOYAmt
Other Liabilities EOY	$659,497,047	OtherLiabilitiesEOYAmt
Total Liabilities BOY	$1,052,290,349	TotalLiabilitiesBOYAmt
Total Liabilities EOY	$669,107,126	TotalLiabilitiesEOYAmt
Organization Follows FASB117	Yes (X)	OrganizationFollowsFASB117Ind
No Donor Rstr Net Assests BOY	$49,943,873,139	NoDonorRstrNetAssestsBOYAmt
No Donor Rstr Net Assests EOY	$53,258,064,190	NoDonorRstrNetAssestsEOYAmt
Tot Net Ast Or Fund Balances BOY	$49,943,873,139	TotNetAstOrFundBalancesBOYAmt
Tot Net Ast Or Fund Balances EOY	$53,258,064,190	TotNetAstOrFundBalancesEOYAmt
Total Liabilities Net Ast BOY	$50,996,163,488	TotalLiabilitiesNetAstBOYAmt
Total Liabilities Net Ast EOY	$53,927,171,316	TotalLiabilitiesNetAstEOYAmt

Chg In Net Assets Fund Balances ChgInNetAssetsFundBalancesGrp

Field	Value	IRS element (for citing)
Tot Net Ast Or Fund Balances BOY	$49,943,873,139	TotNetAstOrFundBalancesBOYAmt
Excess Revenue Over Expenses	$3,209,961,580	ExcessRevenueOverExpensesAmt
Other Increases	$104,229,471	OtherIncreasesAmt
Subtotal	$53,258,064,190	SubtotalAmt
Other Decreases	$0	OtherDecreasesAmt
Tot Net Ast Or Fund Balances EOY	$53,258,064,190	TotNetAstOrFundBalancesEOYAmt

Cap Gains Loss Tx Invst Incm Detail CapGainsLossTxInvstIncmDetail

Cap Gains Loss Tx Invst Incm CapGainsLossTxInvstIncmGrp (19 entries)

PropertyPropertyDesc	How AcquiredHowAcquiredCd	AcquiredAcquiredDt	SoldSoldDt	Gross Sales PriceGrossSalesPriceAmt	Cost Or Other BasisCostOrOtherBasisAmt	Gain Or LossGainOrLossAmt	Gains Minus Excess Or LossesGainsMinusExcessOrLossesAmt
EQUITIES	P	2021-01-01	2021-12-31	$9,010,467,884	$6,194,540,384	$2,815,927,500	$2,815,927,500
EQUITIES	D	2021-01-01	2021-12-31	$6,400,942,803	$212,518,403	$6,188,424,400	$6,188,424,400
FIXED INCOME	P	2021-01-01	2021-12-31	$45,239,646,401	$45,183,546,798	$56,099,603	$56,099,603
CASH EQUIVALENTS	P	2021-01-01	2021-12-31	$33,269,368,159	$33,269,368,159	$0	$0
SWAPS	P	2021-01-01	2021-12-31		$97,926,596	-$97,926,596	-$97,926,596
OPTIONS	P	2021-01-01	2021-12-31	$12,408,944		$12,408,944	$12,408,944
IRC SEC. 1256 LOSS ON FUTURES	P	2021-01-01	2021-12-31		$1,331,642,249	-$1,331,642,249	-$1,331,642,249
IRC SEC. 1256 GAIN ON NON-EQUITY OPTIONS	P	2021-01-01	2021-12-31	$32,734		$32,734	$32,734
NET IRC. SECTION 1256 LOSS ON IDENTIFIED MIXED STRADDLES	P	2021-01-01	2021-12-31		$288,546	-$288,546	-$288,546
NET SHORT-TERM GAIN ON IDENTIFIED MIXED STRADDLES	P	2021-01-01	2021-12-31	$11,858,260		$11,858,260	$11,858,260
LP DISTRIBUTION IN EXCESS OF BASIS	P	2021-01-01	2021-12-31	$142,540		$142,540	$142,540
CLASS ACTION INCOME	P	2021-01-01	2021-12-31	$2,103,414		$2,103,414	$2,103,414
WASH SALES DEFERRAL ADJUSTMENT	P	2021-01-01	2021-12-31	$4,008,517		$4,008,517	$4,008,517
CAPITAL GAIN/(LOSS) PER K-1S	P	2020-01-01	2021-12-31	$291,660,642		$291,660,642	$291,660,642
CAPITAL GAIN/(LOSS) FROM INVESTMENT DISPOSITION DUE TO A FINAL YEAR K-1	P	2021-01-01	2021-12-31	$175,755		$175,755	$175,755
ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXCLUSION FROM SALE OF DOORDASH	D	2008-08-29	2021-12-31		$10,000,000	-$10,000,000	-$10,000,000
ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXCLUSION FROM SALE OF OPENDOOR T	D	2014-04-11	2021-12-31		$10,000,000	-$10,000,000	-$10,000,000
ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXCLUSION FROM SALE OF UPSTART HO	D	2012-01-10	2021-12-31		$9,194,888	-$9,194,888	-$9,194,888
ADJUSTMENT FOR SECTION 1202 ELIGIBLE GAIN EXLCLUSION FROM SALE OF COLLEGIUM	P	2013-12-04	2021-12-31		$101,127	-$101,127	-$101,127

Field	Value	IRS element (for citing)
Capital Gain Net Income	$7,923,688,903	CapitalGainNetIncomeAmt

Excise Tax Based On Invst Incm ExciseTaxBasedOnInvstIncmGrp

Field	Value	IRS element (for citing)
Investment Income Excise Tax	$118,712,961	InvestmentIncomeExciseTaxAmt
Tax Under Section511	$0	TaxUnderSection511Amt
Subtotal	$118,712,961	SubtotalAmt
Subtitle A Tax	$0	SubtitleATaxAmt
Tax Based On Investment Income	$118,712,961	TaxBasedOnInvestmentIncomeAmt
Estimated Plus Ovpmt Incm Tx	$113,906,990	EstimatedPlusOvpmtIncmTxAmt
Exempt Frgn Org Tax Wthld At Srce	$0	ExemptFrgnOrgTaxWthldAtSrceAmt
Extsn Request Income Tax Paid	$40,000,000	ExtsnRequestIncomeTaxPaidAmt
Backup Withholding Withheld	$0	BackupWithholdingWithheldAmt
Total Payments And Credits	$153,906,990	TotalPaymentsAndCreditsAmt
Form2220 Attached	Yes (X)	Form2220AttachedInd
Es Penalty	$0	EsPenaltyAmt
Overpayment	$35,194,029	OverpaymentAmt
Applied To ES Tax	$35,194,029	AppliedToESTaxAmt
Refund	$0	RefundAmt

Statements Regarding Acty StatementsRegardingActyGrp

Field	Value	IRS element (for citing)
Legislative Political Acty	0	LegislativePoliticalActyInd
More Than100 Spent	0	MoreThan100SpentInd
Form1120 POL Filed	0	Form1120POLFiledInd
Section4955 Organization Tax	$0	Section4955OrganizationTaxAmt
Section4955 Managers Tax	$0	Section4955ManagersTaxAmt
Tax Reimbursed	$0	TaxReimbursedAmt
Activities Not Previously Rpt	0	ActivitiesNotPreviouslyRptInd
Changes To Articles Or Bylaws	0	ChangesToArticlesOrBylawsInd
Unrelated Bus Incm Over Limit	Yes (1)	UnrelatedBusIncmOverLimitInd
Form990 T Filed	Yes (1)	Form990TFiledInd
Organization Dissolved Etc	0	OrganizationDissolvedEtcInd
Section508e Rqr Satisfied	Yes (1)	Section508eRqrSatisfiedInd
At Least5000 In Assets	Yes (1)	AtLeast5000InAssetsInd
Org Report Or Register State	WA	OrgReportOrRegisterStateCd
Org Report Or Register State	CA	OrgReportOrRegisterStateCd
Form990 PF Filed With Atty Gen	Yes (1)	Form990PFFiledWithAttyGenInd
Private Operating Foundation	0	PrivateOperatingFoundationInd
New Substantial Contributors	0	NewSubstantialContributorsInd
Own Controlled Entity	Yes (1)	OwnControlledEntityInd
Donor Advised Fund	0	DonorAdvisedFundInd
Comply With Public Insp Rqr	Yes (1)	ComplyWithPublicInspRqrInd
Website Address	WWW.GATESFOUNDATION.ORG	WebsiteAddressTxt
Individual With Books	JENNIFER DEGER	IndividualWithBooksNm
Phone	2067093100	PhoneNum

Location Of Books US Address LocationOfBooksUSAddress

Field	Value	IRS element (for citing)
Address Line1	500 FIFTH AVENUE NORTH	AddressLine1Txt
City	SEATTLE	CityNm
State Abbreviation	WA	StateAbbreviationCd
ZIP	98109	ZIPCd

Field	Value	IRS element (for citing)
Foreign Accounts Question	Yes (1)	ForeignAccountsQuestionInd
Foreign Country	AR	ForeignCountryCd
Foreign Country	BR	ForeignCountryCd
Foreign Country	CI	ForeignCountryCd
Foreign Country	CH	ForeignCountryCd
Foreign Country	CO	ForeignCountryCd
Foreign Country	EZ	ForeignCountryCd
Foreign Country	DA	ForeignCountryCd
Foreign Country	EG	ForeignCountryCd
Foreign Country	GH	ForeignCountryCd
Foreign Country	GR	ForeignCountryCd
Foreign Country	HK	ForeignCountryCd
Foreign Country	HU	ForeignCountryCd
Foreign Country	IN	ForeignCountryCd
Foreign Country	ID	ForeignCountryCd
Foreign Country	IS	ForeignCountryCd
Foreign Country	JA	ForeignCountryCd
Foreign Country	KS	ForeignCountryCd
Foreign Country	MY	ForeignCountryCd
Foreign Country	RP	ForeignCountryCd
Foreign Country	PL	ForeignCountryCd
Foreign Country	QA	ForeignCountryCd
Foreign Country	TW	ForeignCountryCd
Foreign Country	TH	ForeignCountryCd
Foreign Country	TU	ForeignCountryCd
Foreign Country	UK	ForeignCountryCd
Foreign Country	UY	ForeignCountryCd
Foreign Country	VM	ForeignCountryCd

Statements Regarding Acty4720 StatementsRegardingActy4720Grp

Field	Value	IRS element (for citing)
Sale Or Exch Disqualified Prsn	0	SaleOrExchDisqualifiedPrsnInd
Brrw Or Lend Disqualified Prsn	0	BrrwOrLendDisqualifiedPrsnInd
Furn Goods Disqualified Prsn	Yes (1)	FurnGoodsDisqualifiedPrsnInd
Pay Comp Disqualified Prsn	0	PayCompDisqualifiedPrsnInd
Transfer Ast Disqualified Prsn	0	TransferAstDisqualifiedPrsnInd
Payment To Government Official	0	PaymentToGovernmentOfficialInd
Acts Fail To Qlfy As Exceptions	0	ActsFailToQlfyAsExceptionsInd
Uncorrected Prior Acts	0	UncorrectedPriorActsInd
Undistributed Income PY	0	UndistributedIncomePYInd
Business Holdings	Yes (1)	BusinessHoldingsInd
Excess Business Holdings	0	ExcessBusinessHoldingsInd
Jeopardy Investments	0	JeopardyInvestmentsInd
Uncorrected PY Jeopardy Invst	0	UncorrectedPYJeopardyInvstInd
Influence Legislation	0	InfluenceLegislationInd
Influence Election	0	InfluenceElectionInd
Grants To Individuals	0	GrantsToIndividualsInd
Grants To Organizations	Yes (1)	GrantsToOrganizationsInd
Noncharitable Purpose	0	NoncharitablePurposeInd
Transactions Fail To Qlfy As Exc	0	TransactionsFailToQlfyAsExcInd
Maintained Expenditure Rspns	Yes (1)	MaintainedExpenditureRspnsInd
Rcv Fnds To Pay Prsnl Bnft Cntrct	0	RcvFndsToPayPrsnlBnftCntrctInd
Pay Premiums Prsnl Bnft Cntrct	0	PayPremiumsPrsnlBnftCntrctInd
Prohibited Tax Shelter Trans	0	ProhibitedTaxShelterTransInd
Subj To Tax Rmnrtn Ex Prcht Pymt	0	SubjToTaxRmnrtnExPrchtPymtInd

Officer Dir Trst Key Empl Info OfficerDirTrstKeyEmplInfoGrp

Officer Dir Trst Key Empl OfficerDirTrstKeyEmplGrp (5 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	TitleTitleTxt	Average Hrs Per Wk Devoted To PosAverageHrsPerWkDevotedToPosRt	CompensationCompensationAmt	Employee Benefit ProgramEmployeeBenefitProgramAmt	Expense Account Other AllwncExpenseAccountOtherAllwncAmt
WILLIAM H GATES III
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	TRUSTEE AND CEO	5.00	$0	$0	$0
MELINDA FRENCH GATES
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	TRUSTEE	3.00	$0	$0	$0
CAROLYN AINSLIE
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	CHIEF FINANCIAL OFFICER	4.00	$0	$0	$0
KEITH TRAVERSE
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	SECRETARY	1.00	$0	$0	$0
CONNIE COLLINGSWORTH
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	ASSISTANT SECRETARY (START 4/1/2021)	1.00	$0	$0	$0

Field	Value	IRS element (for citing)
Comp Of Hghst Pd Empl Or NONE	NONE	CompOfHghstPdEmplOrNONETxt
Other Employee Paid Over50k	0	OtherEmployeePaidOver50kCnt

Compensation Of Hghst Pd Cntrct CompensationOfHghstPdCntrctGrp (5 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	Service TypeServiceTypeTxt	CompensationCompensationAmt	Address Line1ForeignAddress/AddressLine1Txt	CityForeignAddress/CityNm	CountryForeignAddress/CountryCd	Foreign PostalForeignAddress/ForeignPostalCd
MARATHON ASSET MANAGEMENT LLP
ONE BRYANT PARK 38TH FLOOR	NEW YORK	NY	10036	INVESTMENT MANAGEMENT	$12,525,796
GREEN COURT CAPITAL MANAGEMENT LIMITED
				INVESTMENT MANAGEMENT	$12,327,639	STES 4007-4008 8 CONNAUGHT PALACE	HONG KONG	CH	12345
MORANT WRIGHT MANAGEMENT LIMITED
				INVESTMENT MANAGEMENT	$10,719,720	43 ST JAMESS PLACE	LONDON	UK	SW1A 1NS
WESTWOOD GLOBAL
ONE FINANCIAL CENTER SUITE 1620	BOSTON	MA	02111	INVESTMENT MANAGEMENT	$8,803,963
CITY OF LONDON INVESTMENT MANAGEMENT CO LTD
				INVESTMENT MANAGEMENT	$7,954,581	77 GRACECHURCH STREET	LONDON	UK	EC3V 0AS

Field	Value	IRS element (for citing)
Contractor Paid Over50k	17	ContractorPaidOver50kCnt

Sum Of Program Related Invst SumOfProgramRelatedInvstGrp

Field	Value	IRS element (for citing)
Total	$0	TotalAmt

Minimum Investment Return MinimumInvestmentReturnGrp

Field	Value	IRS element (for citing)
Average Monthly FMV Of Sec	$48,873,136,713	AverageMonthlyFMVOfSecAmt
Average Monthly Cash Balances	$563,690,711	AverageMonthlyCashBalancesAmt
FMV All Other Noncharitable Ast	$1,838,424,644	FMVAllOtherNoncharitableAstAmt
Total FMV Of Unused Assets	$51,275,252,068	TotalFMVOfUnusedAssetsAmt
Reduction Claimed	$0	ReductionClaimedAmt
Acquisition Indebtedness	$0	AcquisitionIndebtednessAmt
Adjusted Total FMV Of Unused Ast	$51,275,252,068	AdjustedTotalFMVOfUnusedAstAmt
Cash Deemed Charitable	$769,128,781	CashDeemedCharitableAmt
Net Vl Noncharitable Assets	$50,506,123,287	NetVlNoncharitableAssetsAmt
Minimum Investment Return	$2,525,306,164	MinimumInvestmentReturnAmt

Distributable Amount DistributableAmountGrp

Field	Value	IRS element (for citing)
Minimum Investment Return	$2,525,306,164	MinimumInvestmentReturnAmt
Tax Based On Investment Income	$118,712,961	TaxBasedOnInvestmentIncomeAmt
Total Tax	$118,712,961	TotalTaxAmt
Distributable Before Adj	$2,406,593,203	DistributableBeforeAdjAmt
Recoveries Qualfied Distri	$0	RecoveriesQualfiedDistriAmt
Distributable Before Ded	$2,406,593,203	DistributableBeforeDedAmt
Deduction From Distributable	$0	DeductionFromDistributableAmt
Distributable As Adjusted	$2,406,593,203	DistributableAsAdjustedAmt

PF Qualifying Distributions PFQualifyingDistributionsGrp

Field	Value	IRS element (for citing)
Expenses And Contributions	$5,518,530,064	ExpensesAndContributionsAmt
Program Related Invst Total	$0	ProgramRelatedInvstTotalAmt
Qualifying Distributions	$5,518,530,064	QualifyingDistributionsAmt

Undistributed Income UndistributedIncomeGrp

Field	Value	IRS element (for citing)
Distributable As Adjusted	$2,406,593,203	DistributableAsAdjustedAmt
Undistributed Income PY	$0	UndistributedIncomePYAmt
Total For Prior Years	$0	TotalForPriorYearsAmt
Excess Distribution Cyov Yr5	$277,241,938	ExcessDistributionCyovYr5Amt
Excess Distribution Cyov Yr4	$359,108,763	ExcessDistributionCyovYr4Amt
Excess Distribution Cyov Yr3	$446,574,743	ExcessDistributionCyovYr3Amt
Excess Distribution Cyov Yr2	$2,926,408,650	ExcessDistributionCyovYr2Amt
Excess Distribution Cyov Yr1	$3,555,694,340	ExcessDistributionCyovYr1Amt
Total Excess Distribution Cyov	$7,565,028,434	TotalExcessDistributionCyovAmt
Qualifying Distributions	$5,518,530,064	QualifyingDistributionsAmt
Applied To Year1	$0	AppliedToYear1Amt
Applied To Prior Years	$0	AppliedToPriorYearsAmt
Treated As Distri From Corpus	$0	TreatedAsDistriFromCorpusAmt
Applied To Current Year	$2,406,593,203	AppliedToCurrentYearAmt
Remaining Distri From Corpus	$3,111,936,861	RemainingDistriFromCorpusAmt
Excess Distri Cyov App CY Corpus	$0	ExcessDistriCyovAppCYCorpusAmt
Excess Distribution Cyov App CY	$0	ExcessDistributionCyovAppCYAmt
Total Corpus	$10,676,965,295	TotalCorpusAmt
Prior Year Undistributed Incm	$0	PriorYearUndistributedIncmAmt
Prior Year Deficiency Or Tax	$0	PriorYearDeficiencyOrTaxAmt
Taxable1	$0	Taxable1Amt
Taxable2	$0	Taxable2Amt
Undistributed Income CY	$0	UndistributedIncomeCYAmt
Corpus Distri170b1 E Or4942g3	$0	CorpusDistri170b1EOr4942g3Amt
Excess Distri Cyov From Yr5	$277,241,938	ExcessDistriCyovFromYr5Amt
Excess Distri Cyov To Next Yr	$10,399,723,357	ExcessDistriCyovToNextYrAmt
Excess From Year4	$359,108,763	ExcessFromYear4Amt
Excess From Year3	$446,574,743	ExcessFromYear3Amt
Excess From Year2	$2,926,408,650	ExcessFromYear2Amt
Excess From Year1	$3,555,694,340	ExcessFromYear1Amt
Excess From Current Year	$3,111,936,861	ExcessFromCurrentYearAmt

Supplementary Information SupplementaryInformationGrp

Field	Value	IRS element (for citing)
Contributing Manager	WILLIAM H GATES III	ContributingManagerNm
Contributing Manager	MELINDA FRENCH GATES	ContributingManagerNm
Only Contri To Preselected	Yes (X)	OnlyContriToPreselectedInd

Grant Or Contribution Pd Dur Yr GrantOrContributionPdDurYrGrp (2 entries)

Address Line1RecipientUSAddress/AddressLine1Txt	CityRecipientUSAddress/CityNm	State AbbreviationRecipientUSAddress/StateAbbreviationCd	ZIPRecipientUSAddress/ZIPCd	Recipient RelationshipRecipientRelationshipTxt	Recipient Foundation StatusRecipientFoundationStatusTxt	Grant Or Contribution PurposeGrantOrContributionPurposeTxt	AmtAmt
BILL & MELINDA GATES FOUNDATION
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	NOT APPLICABLE	PF: 509(A)	TO FUND THE CHARITABLE PURPOSES OF THE FOUNDATION	$6,131,700,000
BILL & MELINDA GATES FOUNDATION
500 FIFTH AVENUE NORTH	SEATTLE	WA	98109	NOT APPLICABLE	PF: 509(A)	PORTION OF GRANTS PAID TREATED AS A DISTRIBUTION OF CORPUS UNDER TREAS. REG. 53.4942(A)-3	-$613,170,000

Field	Value	IRS element (for citing)
Total Grant Or Contri Pd Dur Yr	$5,518,530,000	TotalGrantOrContriPdDurYrAmt
Total Grant Or Contri Apprv Fut	$0	TotalGrantOrContriApprvFutAmt

Analysis Income Producing Acty AnalysisIncomeProducingActyGrp

Int On Sav And Temp Cash Invst IntOnSavAndTempCashInvstGrp

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$150,411	ExclusionAmt

Dividends And Interest From Sec Dtl DividendsAndInterestFromSecDtl

Field	Value	IRS element (for citing)
Exclusion	14	ExclusionCd
Exclusion	$658,049,307	ExclusionAmt

Other Investment Income OtherInvestmentIncomeGrp

Field	Value	IRS element (for citing)
Exclusion	01	ExclusionCd
Exclusion	$137,352,950	ExclusionAmt

Gain Sales Ast Oth Than Invntry GainSalesAstOthThanInvntryGrp

Field	Value	IRS element (for citing)
Exclusion	18	ExclusionCd
Exclusion	$2,786,887,868	ExclusionAmt

Subtotals Incm Producing Acty SubtotalsIncmProducingActyGrp

Field	Value	IRS element (for citing)
Unrelated Business Taxbl Incm	$0	UnrelatedBusinessTaxblIncmAmt
Exclusion	$3,582,440,536	ExclusionAmt
Related Or Exempt Function Incm	$0	RelatedOrExemptFunctionIncmAmt

Field	Value	IRS element (for citing)
Total Income Producing Acty	$3,582,440,536	TotalIncomeProducingActyAmt

Trnsfr Trans Rln Nonchrtbl EO TrnsfrTransRlnNonchrtblEOGrp

Field	Value	IRS element (for citing)
Trnsfr Of Cash To Nonchrtbl EO	0	TrnsfrOfCashToNonchrtblEOInd
Trnsfr Other Asset Nonchrtbl EO	0	TrnsfrOtherAssetNonchrtblEOInd
Sales Or Exchanges Of Assets	0	SalesOrExchangesOfAssetsInd
Purchase Of Assets Nonchrtbl EO	0	PurchaseOfAssetsNonchrtblEOInd
Rental Of Facilities Oth Assets	0	RentalOfFacilitiesOthAssetsInd
Reimbursement Arrangements	0	ReimbursementArrangementsInd
Loans Or Loan Guarantees	0	LoansOrLoanGuaranteesInd
Performance Of Services Etc	0	PerformanceOfServicesEtcInd
Sharing Of Facilities Etc	0	SharingOfFacilitiesEtcInd
Relationships Nonchrtbl EO	0	RelationshipsNonchrtblEOInd

Schedule B IRS990ScheduleB

Field	Value	IRS element (for citing)
Organization501c3 Exempt PF	Yes (X)	Organization501c3ExemptPFInd
General Rule	Yes (X)	GeneralRuleInd

Contributor Information ContributorInformationGrp (5 entries)

ContributorContributorNum	Address Line1ContributorUSAddress/AddressLine1Txt	CityContributorUSAddress/CityNm	State AbbreviationContributorUSAddress/StateAbbreviationCd	ZIPContributorUSAddress/ZIPCd	Total ContributionsTotalContributionsAmt	Person ContributionPersonContributionInd	Noncash ContributionNoncashContributionInd
MELINDA FRENCH GATES - SECURITIES
1	15120 NE 92ND STREET	REDMOND	WA	98502	$1,991,978,238	Yes (X)	Yes (X)
WILLIAM H GATES III - SECURITIES
2	2365 CARILLON POINT	KIRKLAND	WA	98033	$127,549,415	Yes (X)	Yes (X)
WILLIAM H GATES III
3	2365 CARILLON POINT	KIRKLAND	WA	98033	$23,202,000	Yes (X)
WILLIAM H GATES III - INVST MGMT FEES
4	2365 CARILLON POINT	KIRKLAND	WA	98033	$78,349,144	Yes (X)
WARREN E BUFFETT - SECURITIES
5	1440 KIEWIT PLAZA	OMAHA	NE	68131	$3,194,103,267	Yes (X)	Yes (X)

Non Cash Property Contribution NonCashPropertyContributionGrp (3 entries)

ContributorContributorNum	Noncash PropertyNoncashPropertyDesc	Fair Market ValueFairMarketValueAmt	ReceivedReceivedDt
1	MARKETABLE SECURITIES	$1,991,978,238	2021-12-31
2	MARKETABLE SECURITIES	$127,549,415	2021-12-31
5	11,582,280 CLASS B SHARES OF BERKSHIRE HATHAWAY INC.	$3,194,103,267	2021-06-23

Accounting Fees Schedule AccountingFeesSchedule

Accounting Fees Detail AccountingFeesDetail

Field	Value	IRS element (for citing)
Category	TAX AND ACCOUNTING SERVICES	CategoryTxt
Amt	$465,178	Amt
Net Investment Income	$465,178	NetInvestmentIncomeAmt
Disbursements Charitable Prps	$0	DisbursementsCharitablePrpsAmt

Expenditure Responsibility Stmt ExpenditureResponsibilityStmt

Expenditure Responsibility ExpenditureResponsibilityGrp (4 entries)

Address Line1ForeignAddress/AddressLine1Txt	Address Line2ForeignAddress/AddressLine2Txt	CityForeignAddress/CityNm	CountryForeignAddress/CountryCd	Foreign PostalForeignAddress/ForeignPostalCd	GrantGrantDt	GrantGrantAmt	Purpose Of GrantPurposeOfGrantTxt	Expended By GranteeExpendedByGranteeAmt	Any Diversion By GranteeAnyDiversionByGranteeTxt	Dates Of Reports By GranteeDatesOfReportsByGranteeTxt	Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd
TCI FOUNDATION
TCI HOUSE 69 INSTITUTIONAL AREA	SECTOR 32	GURGAON HR	IN	122001	2003-12-23	$12,267,588	HIV	$13,254,774	NO	08/09, 07/10, 10/11, 12/12, 9/13, 9/14, 7/15, 5/16, 07/17, 06/18, 05/19
BILL & MELINDA GATES FOUNDATION
					2019-01-01	$5,851,675,000	TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST.	$5,851,675,000	NO	11/10/20, 11/04/21	500 FIFTH AVENUE NORTH	SEATTLE	WA	98109
BILL & MELINDA GATES FOUNDATION
					2020-01-01	$6,755,162,810	TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST.	$6,755,162,810	NO	11/04/21, 11/09/22	500 FIFTH AVENUE NORTH	SEATTLE	WA	98109
BILL & MELINDA GATES FOUNDATION
					2021-01-01	$6,131,700,000	TO PROVIDE FUNDS FOR GRANTMAKING, PROGRAM RELATED INVESTMENTS, DIRECT CHARITABLE EXPENDITURES, CAPITAL EXPENDITURES, ADMINISTRATIVE EXPENSES AND ANY OTHER PURPOSE PERMITTED UNDER THE DECLARATION OF TRUST.	$6,131,700,000	NO	11/09/22	500 FIFTH AVENUE NORTH	SEATTLE	WA	98109

General Explanation Attachment GeneralExplanationAttachment

General Explanation GeneralExplanationGrp (2 entries)

Form And Line ReferenceFormAndLineReferenceDesc

Medium ExplanationMediumExplanationTxt

FORM 990-PF, PART VI-A, LINE 11 - LIST OF CONTROLLED ENTITIES

THE GLOBAL GOOD FUND I LLC27-27968383150 139TH AVE SEBELLEVUE, WA 98005EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III-A, LP46-1543216555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III AIV NV, LP98-1208417555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III AIV SK NV, LP47-3805287555 THEODARE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III-A AIV WFCI, LP98-1219020555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR EQUITY FUND III AIV MM NV, LP81-1112433555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR AS, LP98-1208754555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOGREENBRIAR AS HOLDING, LP98-1208908555 THEODORE FREMD AVE, STE. A-201RYE, NY 10580EXCESS BUSINESS HOLDING: NOCHROMIUM FUND LP87-1458828712 FIFTH AVE, SUITE 17FNEW YORK, NY 10019EXCESS BUSINESS HOLDING: NO

PART VI-B, LINE 5C - GRANTS TO THE BILL & MELINDA GATES FOUNDATION

OF TOTAL $6,131,700,000 EXPENDITURE RESPONSIBILITY GRANT MADE TO THE BILL & MELINDA GATES FOUNDATION, $5,518,530,000 WAS A QUALIFYING DISTRIBUTION OF INCOME BY THE BILL & MELINDA GATES FOUNDATION TRUST. THE BILL & MELINDA GATES FOUNDATION HAS MET ALL REQUIRED COMPLIANCE WITH THE OUT OF CORPUS DISTRIBUTION RULES (TREAS. REG. 53.4942(A)3(D)(2)). GRANTS TREATED AS QUALIFYING DISTRIBUTIONS OF INCOME WITH RESPECT TO BILL & MELINDA GATES FOUNDATION TRUST MAY NOT BE USED BY THE BILL & MELINDA GATES FOUNDATION TO MEET THAT FOUNDATION'S REQUIRED MINIMUM DISTRIBUTION OF INCOME (TREAS. REG.53.4942(A)3). THESE FUNDS MUST BE REDISTRIBUTED AS REQUIRED OUT OF CORPUS DISTRIBUTIONS. ALL OUT OF CORPUS AND EXPENDITURE RESPONSIBILTY REPORTS FOR TAX YEAR ENDING 12/31/2021 HAVE BEEN RECEIVED.BILL & MELINDA GATES FOUNDATION IS PROVIDING OVERSIGHT ON ALL ERGRANTS MADE BY THE BILL & MELINDA GATES FOUNDATION TRUST OUTSTANDING AS OF 2006 UNTIL THE FINAL GRANT REPORT IS RECEIVED.

Investments Corp Bonds Schedule InvestmentsCorpBondsSchedule

Investments Corporate Bonds InvestmentsCorporateBondsGrp (351 entries)

BondBondNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
1011778 BC / NEW RED FIN	$260,320	$260,320
3M COMPANY	$1,708,246	$1,708,246
ABBOTT LABORATORIES	$1,084,714	$1,084,714
ABBVIE INC	$6,062,029	$6,062,029
ABN AMRO BANK NV	$359,319	$359,319
ADELPHIA COMMUNICATIONS CORP	$7,750	$7,750
ADOBE INC	$1,217,472	$1,217,472
ADVENT HEALTH SYSTEM	$910,911	$910,911
AERCAP IRELAND CAP/GLOBA	$3,264,681	$3,264,681
AETNA INC	$1,198,888	$1,198,888
AIR CANADA 2015 1A PTT	$667,947	$667,947
AIR CANADA 2020 2A PTT	$2,350,488	$2,350,488
AIR LEASE CORP	$281,843	$281,843
ALBION FINANCING 1SARL /	$859,424	$859,424
ALFA S.A.	$285,865	$285,865
ALLY FINANCIAL INC	$23,342,854	$23,342,854
ALPHABET INC	$785,148	$785,148
ALTICE FINANCING SA	$807,227	$807,227
ALTICE FRANCE SA	$616,173	$616,173
AMAZON.COM INC	$4,990,487	$4,990,487
AMBAC ASSURANCE CORP	$20,741	$20,741
AMC ENTERTAINMENT HLDGS	$1,571,940	$1,571,940
AMERICAN EXPRESS CO	$2,741,055	$2,741,055
AMERICAN HONDA FINANCE	$8,645,129	$8,645,129
AMERICAN INTL GROUP	$237,254	$237,254
AMGEN INC	$179,073	$179,073
ANGLO AMERICAN CAPITAL	$3,407,269	$3,407,269
ANHEUSER BUSCH INBEV WOR	$855,762	$855,762
ANTHEM INC	$383,588	$383,588
APACHE CORP	$2,732,609	$2,732,609
APCOA PARKING HOLDINGS G	$1,352,972	$1,352,972
APPALACHIAN POWER CO	$6,580,448	$6,580,448
APPLE INC	$5,573,399	$5,573,399
AQUARION CO	$588,342	$588,342
ARCELORMITTAL	$1,177,897	$1,177,897
ASTON MARTIN CAPITAL HOL	$935,000	$935,000
AT+T INC	$4,599,109	$4,599,109
ATLAS LUXCO 4 / ALL UNI	$1,511,487	$1,511,487
AVIATION CAPITAL GROUP	$875,477	$875,477
BAE SYSTEMS HOLDINGS INC	$637,297	$637,297
BAE SYSTEMS PLC	$930,572	$930,572
BALL CORP	$375,250	$375,250
BANCO MERCANTIL DE NORTE	$214,699	$214,699
BANCO SANTANDER SA	$2,867,988	$2,867,988
BANK OF AMERICA CORP	$27,842,233	$27,842,233
BANK OF MONTREAL	$791,853	$791,853
BANK OF NOVA SCOTIA	$1,264,221	$1,264,221
BANK OF NY MELLON CORP	$232,208	$232,208
BARCLAYS BANK PLC	$311,052	$311,052
BARCLAYS PLC	$228,298	$228,298
BCP MODULAR SERVICES	$1,549,830	$1,549,830
BECTON DICKINSON AND CO	$1,474,167	$1,474,167
BHP BILLITON FIN USA LTD	$49,140	$49,140
BLACKSTONE HOLDINGS FINA	$1,984,945	$1,984,945
BLUE CROSS BLUE SHIELD M	$949,302	$949,302
BNP PARIBAS	$3,233,522	$3,233,522
BOEING CO	$21,525,194	$21,525,194
BOPARAN FINANCE PLC	$1,401,009	$1,401,009
BOSTON PROPERTIES LP	$767,304	$767,304
BP CAP MARKETS AMERICA	$3,688,098	$3,688,098
BP CAPITAL MARKETS PLC	$752,769	$752,769
BPCE SA	$3,482,720	$3,482,720
BRISTOL MYERS SQUIBB CO	$3,082,249	$3,082,249
BRITISH AIR 20 1 A PTT	$1,851,604	$1,851,604
BRITISH AIR 21 1 A PPT	$5,044,493	$5,044,493
BROADCOM INC	$2,491,913	$2,491,913
BRUNELLO BIDCO SPA	$1,135,080	$1,135,080
CALIFORNIA INSTITUTE OF	$339,492	$339,492
CAMERON LNG LLC	$542,655	$542,655
CANADIAN IMPERIAL BANK	$420,550	$420,550
CAPITAL ONE FINANCIAL CO	$1,206,377	$1,206,377
CARGILL INC	$403,171	$403,171
CARLSON TRAVEL	$2,247,448	$2,247,448
CARRIER GLOBAL CORP	$275,729	$275,729
CCO HLDGS LLC/CAP CORP	$1,758,829	$1,758,829
CENTERPOINT ENERGY INC	$5,248,129	$5,248,129
CGG SA	$845,650	$845,650
CHARLES SCHWAB CORP	$700,663	$700,663
CHARTER COMM OPT LLC/CAP	$14,277,118	$14,277,118
CHENIERE CORP CHRISTI HD	$327,404	$327,404
CHENIERE ENERGY INC	$370,125	$370,125
CHENIERE ENERGY PARTNERS	$780,900	$780,900
CHEVRON CORP	$2,141,581	$2,141,581
CHEVRON USA INC	$1,063,555	$1,063,555
CHUBB INA HOLDINGS INC	$96,540	$96,540
CIDRON AIDA FINCO SARL	$1,003,140	$1,003,140
CIGNA CORP	$5,207,354	$5,207,354
CINTAS CORPORATION NO. 2	$1,911,466	$1,911,466
CITIGROUP INC	$24,819,649	$24,819,649
CLEVELAND ELECTRIC ILLUM	$1,717,503	$1,717,503
COCA COLA CO/THE	$769,671	$769,671
COMCAST CORP	$5,945,715	$5,945,715
COMMONSPIRIT HEALTH	$1,387,386	$1,387,386
CON EDISON CO OF NY INC	$667,400	$667,400
CONOCOPHILLIPS	$1,532,631	$1,532,631
CONTINENTAL RESOURCES	$2,513,378	$2,513,378
COOPERATIEVE RABOBANK UA	$5,143,166	$5,143,166
COSTCO WHOLESALE CORP	$1,288,504	$1,288,504
COTERRA ENERGY INC	$3,378,550	$3,378,550
CPUK FINANCE LTD	$902,341	$902,341
CREDIT AGRICOLE LONDON	$350,826	$350,826
CREDIT SUISSE GROUP AG	$1,728,409	$1,728,409
CREDIT SUISSE NEW YORK	$3,801,622	$3,801,622
CVS HEALTH CORP	$4,035,093	$4,035,093
CVS PASS THROUGH TRUST	$878,721	$878,721
CVS PASS THRU TR 2009	$545,451	$545,451
CWT TRAVEL GROUP INC	$276,714	$276,714
DAIMLER FINANCE NA LLC	$1,403,116	$1,403,116
DAIWA SECURITIES GROUP	$302,241	$302,241
DANSKE BANK A/S	$3,045,443	$3,045,443
DELTA AIR LINES 2020 AA	$14,383,103	$14,383,103
DELTA AIR LINES INC	$5,773,630	$5,773,630
DELTA AIR LINES/SKYMILES	$1,295,261	$1,295,261
DEVON ENERGY CORPORATION	$3,471,596	$3,471,596
DIAMONDBACK ENERGY INC	$1,912,540	$1,912,540
DIGITAL REALTY TRUST LP	$1,197,066	$1,197,066
DIGNITY HEALTH	$419,965	$419,965
DISH DBS CORP	$81,232	$81,232
DOLLAR GENERAL CORP	$40,969	$40,969
DOMINION ENERGY INC	$6,440,080	$6,440,080
DUKE ENERGY CORP	$4,181,013	$4,181,013
DUKE ENERGY PROGRESS LLC	$1,199,041	$1,199,041
EAST OHIO GAS CO/THE	$937,364	$937,364
EATON CORP	$2,638,335	$2,638,335
ECOPETROL SA	$2,123,424	$2,123,424
EDISON INTERNATIONAL	$2,948,233	$2,948,233
EG GLOBAL FINANCE PLC	$1,140,043	$1,140,043
EL PASO NATURAL GAS	$329,518	$329,518
ELI LILLY + CO	$977,393	$977,393
ENERGIA GRP/ENERGIA ROI	$884,972	$884,972
ENERGY TRANSFER LP	$6,586,500	$6,586,500
ENRGY TRANS LP/REG FIN	$859,047	$859,047
ENTERGY LOUISIANA LLC	$4,152,771	$4,152,771
ENTERPRISE PRODUCTS OPER	$5,034,314	$5,034,314
EOG RESOURCES INC	$1,617,003	$1,617,003
EQT CORP	$2,468,475	$2,468,475
EQUATE PETROCHEMICAL BV	$608,377	$608,377
EQUITABLE FINANCIAL LIFE	$951,611	$951,611
ERICSSON LM	$695,740	$695,740
ERP OPERATING LP	$1,044,755	$1,044,755
ESC LEHMAN BRTH HLDH PROD	$963	$963
EXELON CORP	$825,095	$825,095
EXELON GENERATION CO LLC	$4,024,926	$4,024,926
EXPLORER II AS	$105,946	$105,946
EXXON MOBIL CORPORATION	$5,359,472	$5,359,472
FABRIC BC SPA	$1,427,767	$1,427,767
FERGUSON FINANCE PLC	$1,115,189	$1,115,189
FIRSTENERGY CORP	$5,939,916	$5,939,916
FORD MOTOR COMPANY	$1,146,880	$1,146,880
FORD MOTOR CREDI	$430,330	$430,330
FORD MOTOR CREDIT CO LLC	$26,866,603	$26,866,603
FOX CORP	$386,903	$386,903
FREEPORT MCMORAN INC	$1,949,164	$1,949,164
GALAPAGOS SA	$256	$256
GE CAPITAL INTL FUNDING	$2,041,265	$2,041,265
GENERAL DYNAMICS CORP	$1,992,613	$1,992,613
GENERAL MOTORS CO	$1,193,372	$1,193,372
GENERAL MOTORS FINL CO	$16,641,878	$16,641,878
GFL ENVIRONMENTAL INC	$349,841	$349,841
GILEAD SCIENCES INC	$898,453	$898,453
GLENCORE FUNDING LLC	$3,885,735	$3,885,735
GLP CAPITAL LP / FIN II	$133,445	$133,445
GOLDMAN SACHS GROUP INC	$6,341,562	$6,341,562
GUARDIAN LIFE GLOB FUND	$158,542	$158,542
H+E EQUIPMENT SERVICES	$1,627,700	$1,627,700
HACKENSACK MERIDIAN HLTH	$356,031	$356,031
HALLIBURTON CO	$425,070	$425,070
HANESBRANDS INC	$84,636	$84,636
HCA INC	$7,274,469	$7,274,469
HEALTHCARE TRUST OF AMER	$1,011,515	$1,011,515
HERSHEY COMPANY	$118,462	$118,462
HILTON DOMESTIC OPERATIN	$576,225	$576,225
HOME DEPOT INC	$4,668,991	$4,668,991
HONEYWELL INTERNATIONAL	$291,283	$291,283
HOUSE OF FRASER FUNDING	$33,523	$33,523
HP INC	$1,637,854	$1,637,854
HSBC HOLDINGS PLC	$4,289,335	$4,289,335
HUMANA INC	$3,352,221	$3,352,221
HYUNDAI CAPITAL AMERICA	$14,075,080	$14,075,080
IBM CORP	$1,117,933	$1,117,933
INFOR INC	$786,451	$786,451
INTEL CORP	$618,306	$618,306
INTESA SANPAOLO SPA	$2,808,147	$2,808,147
INTL DESIGN GROUP	$456,380	$456,380
INTL LEASE FINANCE CORP	$958,697	$958,697
JETBLUE AIRWAYS CORP	$2,238,348	$2,238,348
JOHNSON + JOHNSON	$2,514,643	$2,514,643
JPMORGAN CHASE + CO	$22,584,046	$22,584,046
KAZMUNAYGAS NATIONAL CO	$1,489,116	$1,489,116
KIMBERLY CLARK CORP	$118,640	$118,640
KINDER MORGAN ENER PART	$841,127	$841,127
KINDER MORGAN INC	$813,273	$813,273
KINDER MORGAN INC/DELAWA	$1,893,364	$1,893,364
KKR GRP FIN CO VI LLC	$1,706,769	$1,706,769
KRAFT HEINZ FOODS CO	$2,111,414	$2,111,414
KROGER CO	$1,683,491	$1,683,491
L3HARRIS TECH INC	$2,235,290	$2,235,290
LAMB WESTON HLD	$151,550	$151,550
LAS VEGAS SANDS CORP	$1,476,284	$1,476,284
LEHMAN BROS CAP TR VII	$1	$1
LEHMAN BROTHERS HOLDINGS	$44	$44
LENNAR CORP	$791,537	$791,537
LIBERTY MUTUAL GROUP INC	$244,501	$244,501
LINCOLN NATIONAL CORP	$1,092,556	$1,092,556
LLOYDS BANKING GROUP PLC	$6,484,791	$6,484,791
LOCKHEED MARTIN CORP	$703,953	$703,953
LOWE S COS INC	$1,949,666	$1,949,666
MACQUARIE GROUP LTD	$1,743,533	$1,743,533
MANGROVE LUXCO III	$2,076,377	$2,076,377
MARCOLIN SPA	$289,547	$289,547
MARS INC	$1,722,641	$1,722,641
MASTERCARD INC	$2,013,485	$2,013,485
MAUSER PACKAGING SOLUT	$1,022,200	$1,022,200
MCDONALD S CORP	$6,723,695	$6,723,695
MDC HOLDINGS INC	$50,601	$50,601
MEDTRONIC INC	$254,559	$254,559
MEG ENERGY CORP	$41,934	$41,934
MERCK + CO INC	$700,343	$700,343
METLIFE CAPITAL TRUST IV	$3,658,200	$3,658,200
METLIFE INC	$122,978	$122,978
MILEAGE PLUS HLDINGS LLC	$715,225	$715,225
MITSUBISHI UFJ FIN GRP	$17,597,360	$17,597,360
MONDELEZ INTERNATIONAL	$791,060	$791,060
MONDELEZ INTL HLDINGS NE	$262,727	$262,727
MOODY S CORPORATION	$715,566	$715,566
MORGAN STANLEY	$9,028,623	$9,028,623
MPLX LP	$3,185,203	$3,185,203
NATIONAL SECS CLEARING	$654,336	$654,336
NATIONWIDE BLDG SOCIETY	$1,047,329	$1,047,329
NATWEST GROUP PLC	$1,952,628	$1,952,628
NAVIERA ARMAS SA	$2,245,003	$2,245,003
NETFLIX INC	$2,057,092	$2,057,092
NEW YORK LIFE GLOBAL FDG	$305,592	$305,592
NEWELL BRANDS INC	$285,310	$285,310
NIKE INC	$1,868,591	$1,868,591
NISSAN MOTOR CO	$2,639,872	$2,639,872
NORTHROP GRUMMAN CORP	$2,302,438	$2,302,438
NUVEEN LLC	$1,885,887	$1,885,887
NVIDIA CORP	$3,602,684	$3,602,684
NXP BV/NXP FDG/NXP USA	$998,908	$998,908
NXP BV/NXP FUNDING LLC	$679,257	$679,257
OCCIDENTAL PETROLEUM COR	$8,039,403	$8,039,403
OFFICE CHERIFIEN DES PHO	$3,271,082	$3,271,082
ORACLE CORP	$2,840,857	$2,840,857
ORBIA ADVANCE CORP SAB	$1,315,294	$1,315,294
OTIS WORLDWIDE CORP	$193,237	$193,237
PACIFIC GAS + ELECTRIC	$21,285,887	$21,285,887
PARK AEROSPACE HOLDINGS	$440,191	$440,191
PARSLEY ENERGY LLC/FINAN	$30,188	$30,188
PATRONS LEGACY 2003 III	$1,386,861	$1,386,861
PAYPAL HOLDINGS INC	$1,427,204	$1,427,204
PEACHTREE FUNDING TRUST	$657,346	$657,346
PENSKE TRUCK LEASING/PTL	$1,328,024	$1,328,024
PEPSICO INC	$1,401,809	$1,401,809
PERTAMINA PERSERO PT	$982,816	$982,816
PETROBRAS GLOBAL FINANCE	$7,943,838	$7,943,838
PETROLEOS DEL PERU SA	$2,201,658	$2,201,658
PETROLEOS MEXICANOS	$4,298,848	$4,298,848
PFD ADELPHIA	$3,375	$3,375
PFIZER INC	$1,535,702	$1,535,702
PHILLIPS 66	$871,523	$871,523
PHILLIPS 66 PARTNERS LP	$509,652	$509,652
PIONEER NATURAL RESOURCE	$913,363	$913,363
PNC FINANCIAL SERVICES	$2,440,087	$2,440,087
PRINCIPAL LFE GLB FND II	$138,395	$138,395
PROCTER + GAMBLE CO/THE	$302,546	$302,546
PROSUS NV	$4,518,309	$4,518,309
PRUDENTIAL FINANCIAL INC	$1,410,401	$1,410,401
PUBLIC SERVICE ENTERPRIS	$3,312,710	$3,312,710
QATAR ENERGY	$1,994,079	$1,994,079
RANGE RESOURCES CORP	$1,495,974	$1,495,974
RAYTHEON TECH CORP	$12,064,383	$12,064,383
ROYAL BANK OF CANADA	$1,094,321	$1,094,321
SABINE PASS LIQUEFACTION	$271,931	$271,931
SALESFORCE.COM INC	$2,110,836	$2,110,836
SANDS CHINA LTD	$2,553,807	$2,553,807
SANTANDER UK GROUP HLDGS	$880,374	$880,374
SCHLUMBERGER HLDGS CORP	$1,325,333	$1,325,333
SHELL INTERNATIONAL FIN	$3,702,639	$3,702,639
SHERWOOD FINANCING PLC	$1,443,035	$1,443,035
SIMON PROPERTY GROUP LP	$709,410	$709,410
SMBC AVIATION CAPITAL FI	$1,448,218	$1,448,218
SOFIMA HOLDING S.P.A	$1,222,561	$1,222,561
SOUTHERN CAL EDISON	$10,645,704	$10,645,704
SOUTHERN CO	$7,906,600	$7,906,600
SOUTHERN COPPER CORP	$642,600	$642,600
SOUTHERN NATURAL GAS	$473,324	$473,324
SOUTHWEST AIRLINES CO	$3,922,271	$3,922,271
SOUTHWESTERN ENERGY CO	$253,639	$253,639
SPIRIT LOYALTY KY LTD/IP	$535,557	$535,557
SPRINT CAPITAL CORP	$630,000	$630,000
SSM HEALTH CARE	$1,555,701	$1,555,701
STANDARD CHARTERED PLC	$485,419	$485,419
STATE STREET CORP	$325,058	$325,058
STONEGATE PUB FIN	$3,920,496	$3,920,496
SUMITOMO MITSUI TR BK LT	$6,928,782	$6,928,782
SUMMER BC HOLDCO B SARL	$591,264	$591,264
SUZANO AUSTRIA GMBH	$3,288,779	$3,288,779
SWEDBANK AB	$523,081	$523,081
T MOBILE USA INC	$11,531,411	$11,531,411
TARGA RESOURCES PARTNERS	$747,156	$747,156
TARGET CORP	$402,075	$402,075
TEACHERS INSUR + ANNUITY	$56,824	$56,824
TECK RESOURCES LIMITED	$25,641	$25,641
TELE COLUMBUS AG	$1,708,216	$1,708,216
TELEFONICA EMISIONES SAU	$917,094	$917,094
TENCENT HOLDINGS LTD	$3,043,823	$3,043,823
TENNESSEE GAS PIPELINE	$274,518	$274,518
TEVA PHARMACEUTICALS NE	$4,741,716	$4,741,716
TEXAS INSTRUMENTS INC	$569,372	$569,372
TIME WARNER CABLE LLC	$1,007,014	$1,007,014
TOLL BROS FINANCE CORP	$268,450	$268,450
TORONTO DOMINION BANK	$1,196,917	$1,196,917
TOYOTA MOTOR CORP	$1,045,751	$1,045,751
TOYOTA MOTOR CREDIT CORP	$806,049	$806,049
TRANSCANADA PIPELINES	$4,443,846	$4,443,846
TRANSCONT GAS PIPE LINE	$2,222,545	$2,222,545
TRANSURBAN FINANCE CO	$677,479	$677,479
TRAVELEX FINANCING PLC	$3,554	$3,554
TRAVELEX ISSUERC LTD	$1,990,342	$1,990,342
TRIVIUM PACKAGING FIN	$1,221,768	$1,221,768
TRUIST BANK	$796,297	$796,297
TVL FINANCE PLC	$3,035,746	$3,035,746
UBS AG LONDON	$742,322	$742,322
UBS GROUP AG	$14,910,630	$14,910,630
UNICREDIT SPA	$2,583,741	$2,583,741
UNION PACIFIC CORP	$1,241,337	$1,241,337
UNITED AIR 2014 1 A PTT	$1,395,505	$1,395,505
UNITED AIR 2015 1 AA PTT	$507,904	$507,904
UNITED AIR 2016 1 AA PTT	$645,486	$645,486
UNITED AIR 2016 2 AA PTT	$3,116,035	$3,116,035
UNITED AIR 2018 1 AA PTT	$760,470	$760,470
UNITED AIR 2019 1 AA PTT	$3,541,955	$3,541,955
UNITED AIRLINES 2012 1 A	$824,867	$824,867
UNITED AIRLINES INC	$856,971	$856,971
UNITED RENTALS NORTH AM	$717,364	$717,364
UNITEDHEALTH GROUP INC	$3,180,649	$3,180,649
US BANCORP	$5,884,104	$5,884,104
VALE OVERSEAS LIMITED	$1,013,844	$1,013,844
VERIZON COMMUNICATIONS	$14,882,237	$14,882,237
VISA INC	$2,771,523	$2,771,523
VOC ESCROW LTD	$2,128,500	$2,128,500
WALMART INC	$270,233	$270,233
WALT DISNEY COMPANY/THE	$1,009,309	$1,009,309
WELLS FARGO + COMPANY	$21,787,359	$21,787,359
WEPA HYGIENEPRODUKTE GMB	$547,050	$547,050
WESTERN MIDSTREAM OPERAT	$5,213,756	$5,213,756
WILLIAMS COMPANIES INC	$339,848	$339,848
WILLIAMS COS INC	$938,096	$938,096
WILLIS KNIGHTON MED CTR	$309,091	$309,091
WYNN MACAU LTD	$181,690	$181,690

Investments Corp Stock Schedule InvestmentsCorpStockSchedule

Investments Corporate Stock InvestmentsCorporateStockGrp (781 entries)

StockStockNm	EOY Book ValueEOYBookValueAmt	EOYFMVEOYFMVAmt
3I GROUP PLC	$9,735,822	$9,735,822
ABB LTD REG	$6,668,556	$6,668,556
ABERDEEN ASIA PACIFIC INCOME F	$323,676	$323,676
ABERDEEN EMERGING MARKETS EQUI	$21,970,832	$21,970,832
ABERDEEN JAPAN EQUITY FUND INC	$932,259	$932,259
ABERDEEN JAPAN INVESTMENT TRUS	$484,940	$484,940
ABERDEEN NEW DAWN INVESTMENT T	$17,271,604	$17,271,604
ABERDEEN NEW INDIA INVESTMENT	$11,368,348	$11,368,348
ABERDEEN STANDARD ASIA FOCUS P	$33,065,227	$33,065,227
ABERDEEN TOTAL DYNAMIC DIVIDEN	$3,259,659	$3,259,659
ABERFORTH SMALLER COMPANIES TR	$3,192,057	$3,192,057
ABRDN ASIA PAC INCOME FD VCC	$2,802,123	$2,802,123
ABRDN ASIAN INCOME FUND LTD	$12,306,933	$12,306,933
ABRDN CHINA INVESTMENT CO	$24,713,310	$24,713,310
ABRDN LATIN AMERICAN INCOME FU	$1,191,569	$1,191,569
ACERINOX SA	$2,605,160	$2,605,160
ADECCO GROUP AG REG	$5,383,281	$5,383,281
ADEKA CORP	$23,406,278	$23,406,278
ADIDAS AG	$6,292,906	$6,292,906
ADMIRAL GROUP PLC	$4,869,893	$4,869,893
AEON DELIGHT CO LTD	$12,147,862	$12,147,862
AEON MALL CO LTD	$12,885,174	$12,885,174
AGORA INC ADR	$7,423,532	$7,423,532
AIA GROUP LTD	$5,565,101	$5,565,101
AIR WATER INC	$36,061,336	$36,061,336
AIRBUS SE	$3,929,744	$3,929,744
AIRPORTS CORP OF VIETNAM JSC	$5,195,332	$5,195,332
AKESO INC	$42,075,343	$42,075,343
ALFA S.A.B. A	$26,853,283	$26,853,283
ALFRESA HOLDINGS CORP	$2,631,880	$2,631,880
ALIBABA GROUP HOLDING LTD	$80,282,046	$80,282,046
ALIBABA GROUP HOLDING SP ADR	$928,819	$928,819
ALLIANCE TRUST PLC	$3,323,755	$3,323,755
ALLIANCEBERNSTEIN NATIONAL MUN	$291,209	$291,209
ALPHABET INC CL A	$70,119,956	$70,119,956
ALPHABET INC CL C	$64,211,656	$64,211,656
ALTEN SA	$4,362,498	$4,362,498
AMADA CO LTD	$18,545,656	$18,545,656
AMAZON.COM INC	$7,335,548	$7,335,548
AMBEV SA ADR	$52,947,636	$52,947,636
AMEDEO AIR FOUR PLUS LTD	$144,203	$144,203
AMERICA MOVIL SPN ADR CL L	$65,637,154	$65,637,154
AMERICAN TOWER CORP	$3,217,500	$3,217,500
AMERIPRISE FINANCIAL INC	$4,223,240	$4,223,240
AMGEN INC	$1,754,766	$1,754,766
AMOREPACIFIC CORP	$34,692,731	$34,692,731
AMPLIFON SPA	$2,228,769	$2,228,769
ANDRITZ AG	$1,245,049	$1,245,049
ANEST IWATA CORP	$3,010,040	$3,010,040
ANGEL OAK FINANCIAL INSTITUTIO	$1,960,603	$1,960,603
ANHEUSER BUSCH INBEV SA/NV	$5,372,549	$5,372,549
ANTHEM INC	$3,940,090	$3,940,090
APAX GLOBAL ALPHA LTD	$11,526,341	$11,526,341
APPLE INC	$9,378,360	$9,378,360
APPLIED MATERIALS INC	$3,587,808	$3,587,808
ARCELORMITTAL	$7,970,031	$7,970,031
ARCS CO LTD	$12,551,090	$12,551,090
ARIAKE JAPAN CO LTD	$19,702,696	$19,702,696
ASA GOLD AND PRECIOUS METALS L	$1,147,233	$1,147,233
ASIA DRAGON TRUST PLC	$50,011,865	$50,011,865
ASICS CORP	$25,168,946	$25,168,946
ASML HOLDING NV	$5,654,545	$5,654,545
ASPEN PHARMACARE HOLDINGS LT	$11,406,193	$11,406,193
ASSA ABLOY AB B	$10,398,947	$10,398,947
ASTRA INTERNATIONAL TBK PT	$47,400,164	$47,400,164
ATLANTIS JAPAN GROWTH FUND LTD	$1,398,458	$1,398,458
AUTO TRADER GROUP PLC	$3,993,166	$3,993,166
AVI GLOBAL TRUST PLC	$3,176,987	$3,176,987
AVI JAPAN OPPORTUNITY TRUST PL	$913,093	$913,093
AXA SA	$8,256,369	$8,256,369
BAE SYSTEMS PLC	$3,919,762	$3,919,762
BAIDU INC CLASS A	$9,837,318	$9,837,318
BAILLIE GIFFORD EUROPEAN GROWT	$1,391,928	$1,391,928
BAIRONG INC	$7,432,859	$7,432,859
BANDAI NAMCO HOLDINGS INC	$21,044,968	$21,044,968
BANGLADESH FUND	$1,326,213	$1,326,213
BANK OF IRELAND GROUP PLC	$5,783,292	$5,783,292
BANKERS INVESTMENT TRUST PLC/T	$235,235	$235,235
BARCLAYS PLC	$13,787,792	$13,787,792
BARRATT DEVELOPMENTS PLC	$1,421,399	$1,421,399
BASF SE	$6,563,194	$6,563,194
BAYERISCHE MOTOREN WERKE AG	$4,687,383	$4,687,383
BEFESA SA	$210,780	$210,780
BEIJING NEW BUILDING MATER A	$45,794,797	$45,794,797
BERKSHIRE HATHAWAY INC CL B	$10,072,317,021	$10,072,317,021
BID CORP LTD	$30,824,319	$30,824,319
BIDVEST GROUP LTD	$53,143,455	$53,143,455
BILIBILI INC CLASS Z	$1,149,904	$1,149,904
BILIBILI INC SPONSORED ADR	$6,612,000	$6,612,000
BLACKROCK CALIFORNIA MUNICIPAL	$28,387	$28,387
BLACKROCK CREDIT ALLOCATION IN	$251,124	$251,124
BLACKROCK ENHANCED INTERNATION	$2,054,452	$2,054,452
BLACKROCK FRONTIERS INVESTMENT	$8,233,199	$8,233,199
BLACKROCK INNOVATION + GROWTH	$7,543,541	$7,543,541
BLACKROCK LATIN AMERICAN INVES	$9,323,851	$9,323,851
BLACKROCK MUNICIPAL 2030 TARGE	$639,123	$639,123
BLACKROCK MUNICIPAL INCOME FUN	$425,503	$425,503
BLACKROCK MUNIYIELD MICHIGAN Q	$31,953	$31,953
BLACKSTONE STRATEGIC CREDIT FU	$70,917	$70,917
BMO COMMERCIAL PROPERTY TRUS	$652,214	$652,214
BMO REAL ESTATE INVESTMENTS	$1,047,744	$1,047,744
BNP PARIBAS	$12,707,511	$12,707,511
BOOKING HOLDINGS INC	$3,442,895	$3,442,895
BOSKALIS WESTMINSTER	$2,265,163	$2,265,163
BP PLC	$19,154,409	$19,154,409
BRANDYWINEGLOBAL GLOBAL INCOME	$1,242,314	$1,242,314
BRENNTAG SE	$7,275,615	$7,275,615
BRIDGESTONE CORP	$7,263,089	$7,263,089
BROADCOM INC	$4,325,165	$4,325,165
BRUNNER INVESTMENT TRUST PLC/T	$1,382,774	$1,382,774
BUCHER INDUSTRIES AG REG	$55,854,901	$55,854,901
BUNZL PLC	$7,197,817	$7,197,817
C+D INTERNATIONAL INVESTMENT	$27,683,247	$27,683,247
C+D PROPERTY MANAGEMENT GROU	$8,109,693	$8,109,693
CAIXABANK SA	$4,028,334	$4,028,334
CALEDONIA INVESTMENTS PLC	$4,223,929	$4,223,929
CANADIAN NATL RAILWAY CO	$1,299,353,600	$1,299,353,600
CANADIAN NATL RAILWAY CO	$306,329,305	$306,329,305
CANADIAN PACIFIC RAILWAY LTD	$178,306,527	$178,306,527
CANON MARKETING JAPAN INC	$25,366,028	$25,366,028
CAPITA PLC	$1,785,724	$1,785,724
CARLSBERG AS B	$4,530,607	$4,530,607
CARLSON TRAVEL INC	$1	$1
CARLSON TRAVEL, INC	$1,779,340	$1,779,340
CARNIVAL PLC	$1,275,194	$1,275,194
CASIO COMPUTER CO LTD	$3,469,045	$3,469,045
CATERPILLAR INC	$2,002,304,190	$2,002,304,190
CAZOO GROUP LTD	$270,874	$270,874
CBRE GLOBAL REAL ESTATE INCOME	$1,336,785	$1,336,785
CHEVRON CORP	$2,288,325	$2,288,325
CHINA CONCH VENTURE HOLDINGS	$73,062,100	$73,062,100
CHINA FORESTRY HOLDINGS CO	$619	$619
CHINA FUND INC/THE	$9,786,015	$9,786,015
CHINA LESSO GROUP HOLDINGS L	$4,956,197	$4,956,197
CHINA MEIDONG AUTO HOLDINGS	$62,837,313	$62,837,313
CHINA MENGNIU DAIRY CO	$2,097,083	$2,097,083
CHINA MERCHANTS BANK A	$19,148,177	$19,148,177
CHINA MERCHANTS BANK A	$33,060,305	$33,060,305
CHINA NATIONAL BUILDING MA H	$32,146,654	$32,146,654
CHINA OILFIELD SERVICES H	$2,205,911	$2,205,911
CHINA PACIFIC INSURANCE GR A	$49,535,430	$49,535,430
CHINA PACIFIC INSURANCE GR A	$20,421,413	$20,421,413
CHINA RESOURCES LAND LTD	$14,733,348	$14,733,348
CHINA TOURISM GROUP DUTY F A	$6,416,314	$6,416,314
CHINA YONGDA AUTOMOBILES SER	$14,938,963	$14,938,963
CHINA YOUZAN LTD	$6,955,522	$6,955,522
CHUBB LTD	$1,981,428	$1,981,428
CHUGOKU MARINE PAINTS LTD	$13,930,528	$13,930,528
CIA DE MINAS BUENAVENTUR ADR	$15,186,087	$15,186,087
CIE FINANCIERE RICHEMO A REG	$10,004,272	$10,004,272
CIFI EVER SUNSHINE SERVICES	$23,466,465	$23,466,465
CINEWORLD GROUP PLC	$83,268	$83,268
CISCO SYSTEMS INC	$4,277,475	$4,277,475
CITIZEN WATCH CO LTD	$13,838,739	$13,838,739
CK ASSET HOLDINGS LTD	$8,485,551	$8,485,551
CK HUTCHISON HOLDIN UNSP ADR	$1,832,448	$1,832,448
CK HUTCHISON HOLDINGS LTD	$5,429,172	$5,429,172
CLOSE BROTHERS GROUP PLC	$1,143,537	$1,143,537
CNH INDUSTRIAL NV	$10,938,526	$10,938,526
COCA COLA EUROPACIFIC PARTNE	$2,734,865	$2,734,865
COCA COLA FEMSA SAB DE CV	$768,773	$768,773
COCA COLA FEMSA SAB SP ADR	$340,504,454	$340,504,454
COLOPLAST B	$12,131,851	$12,131,851
COMCAST CORP CLASS A	$2,591,995	$2,591,995
COMMERCIAL INTERNATIONAL BAN	$39,276,674	$39,276,674
COMPASS GROUP PLC	$10,074,761	$10,074,761
CONCORDIA FINANCIAL GROUP LT	$21,234,857	$21,234,857
CONSUMER STAPLES SELECT SECTOR	$1,966,305	$1,966,305
CONVATEC GROUP PLC	$4,673,163	$4,673,163
COUPANG INC	$167,885,693	$167,885,693
CP ALL PCL FOREIGN	$22,566,595	$22,566,595
CREDICORP LTD	$35,818,634	$35,818,634
CRH PLC	$1,360,154	$1,360,154
CROWN CASTLE INTL CORP	$952,698,962	$952,698,962
CSPC PHARMACEUTICAL GROUP LT	$73,800,021	$73,800,021
CTS EVENTIM AG + CO KGAA	$3,001,456	$3,001,456
CVS HEALTH CORP	$3,971,660	$3,971,660
DAI ICHI LIFE HOLDINGS INC	$160,041,574	$160,041,574
DAIFUKU CO LTD	$8,326,169	$8,326,169
DAIHEN CORP	$16,379,882	$16,379,882
DAIRY FARM INTL HLDGS LTD	$5,223,790	$5,223,790
DAIWA HOUSE INDUSTRY CO LTD	$11,048,212	$11,048,212
DAIWA SECURITIES GROUP INC	$4,405,786	$4,405,786
DAIWABO HOLDINGS CO LTD	$19,353,115	$19,353,115
DANSKE BANK A/S	$603,361	$603,361
DAVIDE CAMPARI MILANO NV	$3,020,195	$3,020,195
DCC PLC	$4,237,910	$4,237,910
DEERE + CO	$354,410,418	$354,410,418
DELAWARE INVTS MINN MUN	$383,736	$383,736
DEMANT A/S	$6,823,021	$6,823,021
DENKA CO LTD	$15,767,479	$15,767,479
DEUTSCHE TELEKOM AG REG	$2,473,195	$2,473,195
DEVRO PLC	$927,240	$927,240
DIAGEO PLC	$28,518,938	$28,518,938
DISCO CORP	$41,207,503	$41,207,503
DNB BANK ASA	$3,325,808	$3,325,808
DON JERSEY TOPCO LIMITED	$1,171,028	$1,171,028
DONGFENG MOTOR GRP CO LTD H	$33,720,303	$33,720,303
DOUBLELINE INCOME SOLUTIONS FU	$410,302	$410,302
DOUBLELINE YIELD OPPORTUNITIES	$160,614	$160,614
DOWA HOLDINGS CO LTD	$10,887,200	$10,887,200
DS SMITH PLC	$4,493,256	$4,493,256
EAST JAPAN RAILWAY CO	$9,747,602	$9,747,602
EAST MONEY INFORMATION CO A	$2,919,400	$2,919,400
EASTMAN CHEMICAL CO	$3,022,750	$3,022,750
EASYJET PLC	$2,750,943	$2,750,943
EATON CORP PLC	$4,510,602	$4,510,602
EATON VANCE LTD DURATION INCOM	$100,307	$100,307
EATON VANCE MUNICIPAL BOND FUN	$62,970	$62,970
ECOLAB INC	$1,024,320,110	$1,024,320,110
EDENRED	$5,108,568	$5,108,568
EDINBURGH INVESTMENT TRUST PLC	$991,674	$991,674
ELIS SA	$698,039	$698,039
ELLERSTON ASIAN INVESTMENTS LT	$4,565,263	$4,565,263
EMAAR PROPERTIES PJSC	$45,581,923	$45,581,923
ENN ENERGY HOLDINGS LTD	$7,174,018	$7,174,018
ENTAIN PLC	$9,282,900	$9,282,900
EQUINOR ASA	$10,568,351	$10,568,351
ESSILORLUXOTTICA	$10,567,893	$10,567,893
EUROFINS SCIENTIFIC	$8,026,934	$8,026,934
EUROMONEY INSTL INVESTOR PLC	$844,181	$844,181
EUROPEAN ASSETS TRUST PLC/FUND	$889,455	$889,455
EUROPEAN OPPORTUNITIES TRUST P	$4,651,103	$4,651,103
EVE ENERGY CO LTD A	$60,877,437	$60,877,437
EXEO GROUP INC	$20,092,119	$20,092,119
EXPERIAN PLC	$5,656,726	$5,656,726
EXXON MOBIL CORP	$1,040,230	$1,040,230
F+C INVESTMENT TRUST PLC	$1,379,919	$1,379,919
FEDEX CORP	$386,333,672	$386,333,672
FERROVIAL SA	$1,057,390	$1,057,390
FIDELITY CHINA SPECIAL SITUATI	$45,352,692	$45,352,692
FIDELITY EMERGING MARKETS LTD	$32,056,816	$32,056,816
FIDELITY EUROPEAN TRUST PLC	$8,558,492	$8,558,492
FIDELITY JAPAN TRUST PLC	$1,881,712	$1,881,712
FINSBURY GROWTH + INCOME TRUST	$2,181,143	$2,181,143
FIRST TRUST DYNAMIC EUROPE EQU	$2,231,106	$2,231,106
FLAT GLASS GROUP CO LTD H	$1,917,098	$1,917,098
FLUIDRA SA	$5,775,927	$5,775,927
FLUTTER ENTERTAINMENT PLC DI	$10,432,103	$10,432,103
FLUTTER ENTERTAINMENT PLC DI	$399,603	$399,603
FOMENTO DE CONSTRUC Y CONTRA	$94,041,379	$94,041,379
FRESENIUS MEDICAL CARE AG +	$6,636,561	$6,636,561
FRONTIER EMERGING MARKETS FUND	$3,652,196	$3,652,196
FUJI CORP/AICHI	$4,484,391	$4,484,391
FUJI MEDIA HOLDINGS INC	$52,521,634	$52,521,634
FUJI OIL HOLDINGS INC	$9,398,463	$9,398,463
FUJI SEAL INTERNATIONAL INC	$26,123,012	$26,123,012
FUKUDA DENSHI CO LTD	$11,189,267	$11,189,267
FUKUOKA FINANCIAL GROUP INC	$5,668,839	$5,668,839
FUNDSMITH EMERGING EQUITIES TR	$9,342,498	$9,342,498
FUTURE PLC	$1,211,240	$1,211,240
GDS HOLDINGS LTD ADR	$20,230,744	$20,230,744
GEA GROUP AG	$1,281,666	$1,281,666
GEBERIT AG REG	$10,674,807	$10,674,807
GERRESHEIMER AG	$1,127,146	$1,127,146
GESTAMP AUTOMOCION SA	$2,037,672	$2,037,672
GETINGE AB B SHS	$3,471,256	$3,471,256
GETLINK SE	$2,565,952	$2,565,952
GIVAUDAN REG	$890,144,964	$890,144,964
GLENCORE PLC	$9,980,594	$9,980,594
GN STORE NORD A/S	$6,083,171	$6,083,171
GOLDMAN SACHS GROUP INC	$2,700,803	$2,700,803
GREE ELECTRIC APPLIANCES I A	$8,345,568	$8,345,568
GREENCOAT UK WIND PLC/FUNDS	$1,329,620	$1,329,620
GRUPO TELEVISA SA SPON ADR	$65,951,017	$65,951,017
GRUPO TELEVISA SAB SER CPO	$9,041,779	$9,041,779
GUANGDONG GREAT RIVER SMAR A	$13,787,802	$13,787,802
GULF INVESTMENT FUND PLC	$5,487,585	$5,487,585
HAIER SMART HOME CO LTD A	$47,966,351	$47,966,351
HAIER SMART HOME CO LTD H	$84,460,499	$84,460,499
HAKUHODO DY HOLDINGS INC	$23,332,090	$23,332,090
HANNOVER RUECK SE	$1,725,383	$1,725,383
HANSA INVESTMENT CO LTD	$10,291,746	$10,291,746
HARBORVIEW NIM CI 4 CORP	$126	$126
HARBOURVEST GLOBAL PRIVATE EQU	$17,948,039	$17,948,039
HASEKO CORP	$15,772,621	$15,772,621
HAYS PLC	$5,706,857	$5,706,857
HAZAMA ANDO CORP	$7,301,410	$7,301,410
HEALTH AND HAPPINESS H+H INT	$2,403,202	$2,403,202
HEINEKEN HOLDING NV	$16,684,904	$16,684,904
HEINEKEN NV	$7,658,855	$7,658,855
HELLOFRESH SE	$10,987,703	$10,987,703
HELVETIA HOLDING AG REG	$948,406	$948,406
HENDERSON ALTERNATIVE STRATEGI	$623,791	$623,791
HENDERSON EUROTRUST PLC	$719,213	$719,213
HENDERSON SMALLER COMPANIES IN	$1,374,586	$1,374,586
HERALD INVESTMENT TRUST PLC	$6,292,536	$6,292,536
HERO MOTOCORP LTD	$49,583,117	$49,583,117
HI LEX CORP	$4,949,850	$4,949,850
HIROSE ELECTRIC CO LTD	$67,161,385	$67,161,385
HISCOX LTD	$1,382,420	$1,382,420
HITACHI LTD	$198,296,374	$198,296,374
HOGY MEDICAL CO LTD	$13,452,755	$13,452,755
HOLCIM LTD	$5,161,199	$5,161,199
HOME DEPOT INC	$3,473,634	$3,473,634
HOMESERVE PLC	$6,218,995	$6,218,995
HON HAI PRECISION INDUSTRY	$56,712,639	$56,712,639
HONDA MOTOR CO LTD	$39,970,040	$39,970,040
HOUSING DEVELOPMENT FINANCE	$58,116,312	$58,116,312
HUALAN BIOLOGICAL ENGINEER A	$2,303,456	$2,303,456
HUAZHU GROUP LTD ADR	$2,515,185	$2,515,185
HYUNDAI MOBIS CO LTD	$27,667,977	$27,667,977
HYUNDAI MOTOR CO	$99,514,768	$99,514,768
I MAB SPONSORED ADR	$16,586,500	$16,586,500
ICAPITAL.BIZ BHD	$1,351,053	$1,351,053
IG GROUP HOLDINGS PLC	$2,579,398	$2,579,398
IMERYS SA	$379,672	$379,672
INABA DENKI SANGYO CO LTD	$1,173,201	$1,173,201
INABATA + CO LTD	$16,681,894	$16,681,894
INCHCAPE PLC	$4,982,998	$4,982,998
INDIA CAPITAL GROWTH FUND LTD	$16,762,820	$16,762,820
INDIA FUND INC/THE	$3,553,704	$3,553,704
INFORMA PLC	$1,312,962	$1,312,962
INFRONEER HOLDINGS INC	$37,267,683	$37,267,683
INNER MONGOLIA YILI INDUS A	$3,948,339	$3,948,339
INPEX CORP	$34,805,262	$34,805,262
INTERCONTINENTAL HOTELS GROU	$1,262,100	$1,262,100
INTERNATIONAL PERSONAL FINAN	$931,199	$931,199
INTERTEK GROUP PLC	$11,652,457	$11,652,457
INTESA SANPAOLO	$1,094,237	$1,094,237
INVESCO ASIA TRUST PLC	$11,864,006	$11,864,006
IRISH CONTINENTAL GROUP PLC	$1,666,363	$1,666,363
ISHARES 1 3 YEAR TREASURY BOND	$1,801,729	$1,801,729
ISHARES 10 YEAR INVESTMENT GR	$278,200	$278,200
ISHARES 20 YEAR TREASURY BOND	$3,854,718	$3,854,718
ISHARES 7 10 YEAR TREASURY BON	$3,069,465	$3,069,465
ISHARES CORE MSCI EAFE ETF	$1,169,609	$1,169,609
ISHARES CORE MSCI EMERGING MAR	$1,224,975	$1,224,975
ISHARES IBOXX INVESTMENT GRA	$265,040	$265,040
ISHARES MSCI AUSTRALIA ETF	$4,460,561	$4,460,561
ISHARES MSCI CHINA ETF	$35,202,169	$35,202,169
ISHARES MSCI EUROZONE ETF	$4,468,585	$4,468,585
ISHARES MSCI FRANCE ETF	$2,597,262	$2,597,262
ISHARES MSCI GERMANY ETF	$2,190,196	$2,190,196
ISHARES MSCI JAPAN ETF	$2,882,025	$2,882,025
ISHARES MSCI MALAYSIA ETF	$5,296,273	$5,296,273
ISHARES MSCI SOUTH KOREA ETF	$5,241,430	$5,241,430
ISHARES MSCI SWITZERLAND ETF	$3,229,976	$3,229,976
ISHARES S+P/TSX 60 INDEX ETF	$4,501,928	$4,501,928
ISHARES US TECHNOLOGY ETF	$7,991,472	$7,991,472
ITAU UNIBANCO H SPON PRF ADR	$37,962,011	$37,962,011
ITOCHU CORP	$12,287,262	$12,287,262
ITV PLC	$5,397,685	$5,397,685
JAFCO GROUP CO LTD	$39,269,871	$39,269,871
JAPAN EXCHANGE GROUP INC	$35,982,986	$35,982,986
JAPAN POST HOLDINGS CO LTD	$47,738,995	$47,738,995
JAPAN PURE CHEMICAL CO LTD	$3,532,380	$3,532,380
JAPAN SMALLER CAPITALIZATION F	$2,710,601	$2,710,601
JCDECAUX SA	$3,410,608	$3,410,608
JD.COM INC CL A	$64,285,251	$64,285,251
JIANGSU EASTERN SHENGHONG A	$27,413,702	$27,413,702
JIANGSU HENGLI HYDRAULIC C A	$3,908,164	$3,908,164
JIANGSU HENGRUI MEDICINE C A	$36,709,573	$36,709,573
JL MAG RARE EARTH CO LTD A	$48,030,416	$48,030,416
JOHN HANCOCK INCOME SECURITIES	$33,424	$33,424
JOHN WOOD GROUP PLC	$1,182,244	$1,182,244
JOHNSON + JOHNSON	$2,556,641	$2,556,641
JOLLIBEE FOODS CORP	$12,222,245	$12,222,245
JOYY INC ADR	$5,238,624	$5,238,624
JPMORGAN ASIA GROWTH + INCOME	$1,141,036	$1,141,036
JPMORGAN CHASE + CO	$4,687,160	$4,687,160
JPMORGAN CHINA GROWTH + INCOME	$3,990,435	$3,990,435
JPMORGAN EMERGING MARKETS INVE	$32,359,688	$32,359,688
JPMORGAN EUROPEAN DISCOVERY TR	$11,764,078	$11,764,078
JPMORGAN EUROPEAN INVESTMENT T	$338,248	$338,248
JPMORGAN EUROPEAN INVESTMENT T	$3,232,546	$3,232,546
JPMORGAN GLOBAL EMERGING MARKE	$9,727,522	$9,727,522
JPMORGAN INDIAN INVESTMENT TRU	$40,458,104	$40,458,104
JPMORGAN JAPAN SMALL CAP GROWT	$2,239,069	$2,239,069
JPMORGAN JAPANESE INVESTMENT T	$8,907,952	$8,907,952
JS GLOBAL LIFESTYLE CO LTD	$8,976,520	$8,976,520
JUPITER FUND MANAGEMENT	$2,514,446	$2,514,446
JUST EAT TAKEAWAY	$2,158,337	$2,158,337
K S HOLDINGS CORP	$10,796,994	$10,796,994
KAKAKU.COM INC	$64,540,515	$64,540,515
KAMIGUMI CO LTD	$21,750,684	$21,750,684
KANAMOTO CO LTD	$9,907,464	$9,907,464
KANDENKO CO LTD	$14,884,286	$14,884,286
KANEMATSU CORP	$15,169,986	$15,169,986
KANZHUN LTD	$1,073,258	$1,073,258
KAO CORP	$44,752,445	$44,752,445
KATAKURA INDUSTRIES CO LTD	$7,492,076	$7,492,076
KDDI CORP	$6,545,616	$6,545,616
KEYENCE CORP	$68,291,121	$68,291,121
KEYSTONE POSITIVE CHANGE INVES	$110,974	$110,974
KINDEN CORP	$33,012,896	$33,012,896
KINGDEE INTERNATIONAL SFTWR	$3,244,616	$3,244,616
KIRIN HOLDINGS CO LTD	$163,521,772	$163,521,772
KOKUYO CO LTD	$17,563,458	$17,563,458
KOMATSU LTD	$37,620,819	$37,620,819
KONINKLIJKE AHOLD DELHAIZE N	$5,658,445	$5,658,445
KONINKLIJKE KPN NV	$3,483,314	$3,483,314
KONINKLIJKE PHILIPS NV	$4,718,800	$4,718,800
KONOIKE TRANSPORT CO LTD	$11,833,748	$11,833,748
KOREA FUND INC/THE	$8,448,742	$8,448,742
KUREHA CORP	$13,919,500	$13,919,500
KWEICHOW MOUTAI CO LTD A	$9,505,778	$9,505,778
KYOCERA CORP	$25,588,728	$25,588,728
KYUDENKO CORP	$12,432,938	$12,432,938
L OCCITANE INTERNATIONAL SA	$11,120,583	$11,120,583
LAZARD WORLD TRUST FUND	$1	$1
LEGRAND SA	$10,552,319	$10,552,319
LG CORP	$30,244,044	$30,244,044
LINKLOGIS INC CLASS B	$8,239,806	$8,239,806
LIXIL CORP	$61,169,580	$61,169,580
LLOYDS BANKING GROUP PLC	$10,551,524	$10,551,524
LOCKHEED MARTIN CORP	$2,096,919	$2,096,919
LOGITECH INTERNATIONAL REG	$2,892,271	$2,892,271
LONGI GREEN ENERGY TECHNOL A	$1,541,046	$1,541,046
LOWE S COS INC	$4,394,160	$4,394,160
LUXSHARE PRECISION INDUSTR A	$5,854,579	$5,854,579
MACROMILL INC	$13,714,091	$13,714,091
MADISON SQUARE GARDEN SPORTS	$48,322,478	$48,322,478
MANDOM CORP	$19,077,973	$19,077,973
MARUI GROUP CO LTD	$8,810,030	$8,810,030
MARUICHI STEEL TUBE LTD	$13,573,826	$13,573,826
MASAN CONSUMER CORP	$5,321,990	$5,321,990
MATSUKIYOCOCOKARA + CO	$5,726,612	$5,726,612
MAXELL LTD	$16,695,647	$16,695,647
MEDIASET ESPANA COMUNICACION	$299,896	$299,896
MEDIATEK INC	$7,484,006	$7,484,006
MEDIPAL HOLDINGS CORP	$71,183,961	$71,183,961
MEGMILK SNOW BRAND CO LTD	$20,704,433	$20,704,433
MEITUAN CLASS B	$8,337,976	$8,337,976
MELCO INTERNATIONAL DEVELOP.	$7,640,886	$7,640,886
MELCO RESORTS + ENTERT ADR	$78,702	$78,702
MERCANTILE INVESTMENT TRUST PL	$1,466,655	$1,466,655
MERCK + CO. INC.	$2,375,840	$2,375,840
META PLATFORMS INC CLASS A	$5,558,184	$5,558,184
MEXICO FUND INC/THE	$12,024,982	$12,024,982
MFS GOVERNMENT MARKETS INCOME	$170,842	$170,842
MFS INTERMEDIATE INCOME TRUST	$554,228	$554,228
MGM CHINA HOLDINGS LTD	$4,981,962	$4,981,962
MICROSOFT CORP	$656,161,329	$656,161,329
MIDDLEFIELD CANADIAN INCOME PC	$1,284,090	$1,284,090
MIDEA GROUP CO LTD A	$113,685,918	$113,685,918
MIDEA GROUP CO LTD A	$7,444,290	$7,444,290
MILITARY COMMERCIAL JOINT	$7,655,515	$7,655,515
MILLER/HOWARD HIGH DIVIDEND FU	$1,229,329	$1,229,329
MING YUAN CLOUD GROUP HOLDIN	$18,032,677	$18,032,677
MIRAIT HOLDINGS CORP	$17,626,590	$17,626,590
MISUMI GROUP INC	$66,564,891	$66,564,891
MITSUBISHI ELECTRIC CORP	$28,387,270	$28,387,270
MITSUBISHI HC CAPITAL INC	$24,443,949	$24,443,949
MITSUBISHI LOGISTICS CORP	$43,367,070	$43,367,070
MITSUBISHI UFJ FINANCIAL GRO	$46,126,091	$46,126,091
MODERN TIMES GROUP B SHS	$922,750	$922,750
MORGAN STANLEY	$2,736,701	$2,736,701
MORGAN STANLEY CHINA A SHARE F	$25,578,139	$25,578,139
MORGAN STANLEY EMERGING MARKET	$278,067	$278,067
MORGAN STANLEY INDIA INVESTMEN	$14,312,829	$14,312,829
MORINAGA + CO LTD	$15,013,226	$15,013,226
MS+AD INSURANCE GROUP HOLDIN	$27,595,629	$27,595,629
MURRAY INCOME TRUST PLC	$761,424	$761,424
MURRAY INTERNATIONAL TRUST PLC	$403,993	$403,993
NAGAILEBEN CO LTD	$11,367,677	$11,367,677
NAGASE + CO LTD	$21,031,653	$21,031,653
NAKANISHI INC	$27,384,744	$27,384,744
NASPERS LTD N SHS	$10,567,800	$10,567,800
NATIONAL EXPRESS GROUP PLC	$1,208,717	$1,208,717
NB GLOBAL MONTHLY INCOME FUND	$1,552,914	$1,552,914
NEC CORP	$76,513,247	$76,513,247
NEMAK SAB DE CV	$4,403,337	$4,403,337
NET ONE SYSTEMS CO LTD	$26,239,156	$26,239,156
NETEASE INC	$1,080,801	$1,080,801
NETEASE INC ADR	$21,515,376	$21,515,376
NEUBERGER BERMAN NEXT GENERATI	$8,118,319	$8,118,319
NEW GERMANY FUND INC/THE	$1,860,195	$1,860,195
NEW WORLD DEVELOPMENT	$6,045,473	$6,045,473
NH FOODS LTD	$48,890,504	$48,890,504
NHK SPRING CO LTD	$19,745,995	$19,745,995
NIKON CORP	$27,458,643	$27,458,643
NINTENDO CO LTD	$6,196,387	$6,196,387
NIPPON DENSETSU KOGYO CO LTD	$8,803,960	$8,803,960
NIPPON ELECTRIC GLASS CO LTD	$18,566,497	$18,566,497
NIPPON SEIKI CO LTD	$5,746,776	$5,746,776
NIPPON STEEL CORP	$9,764,840	$9,764,840
NIPPON SUISAN KAISHA LTD	$6,965,093	$6,965,093
NIPPON TELEGRAPH + TELEPHONE	$131,416,178	$131,416,178
NIPPON TELEVISION HOLDINGS	$53,638,946	$53,638,946
NISSAN CHEMICAL CORP	$11,039,069	$11,039,069
NISSHINBO HOLDINGS INC	$22,096,305	$22,096,305
NOMURA CO LTD	$4,382,865	$4,382,865
NOMURA HOLDINGS INC	$52,604,109	$52,604,109
NON STANDARD FINANCE PLC	$18,756	$18,756
NORDIC ENTERTAINMENT GROUP B	$3,432,617	$3,432,617
NORFOLK SOUTHERN CORP	$3,483,207	$3,483,207
NOVO NORDISK A/S B	$20,325,907	$20,325,907
NS SOLUTIONS CORP	$22,309,596	$22,309,596
NSD CO LTD	$21,240,302	$21,240,302
NSK LTD	$4,587,386	$4,587,386
NTT DATA CORP	$71,267,839	$71,267,839
NUVEEN AMT FREE QUALITY MUNICI	$956,171	$956,171
NUVEEN CORE PLUS IMPACT FUND	$1,648,281	$1,648,281
NUVEEN EMERGING MARKETS DEBT 2	$15,549	$15,549
NUVEEN ENHANCED MUNICIPAL VALU	$268,600	$268,600
NUVEEN GEORGIA QUALITY MUNICIP	$22,696	$22,696
NUVEEN INTERMEDIATE DURATION M	$525,826	$525,826
NUVEEN INTERMEDIATE DURATION Q	$258,759	$258,759
NUVEEN MORTGAGE AND INCOME FUN	$43,356	$43,356
NUVEEN MUNICIPAL VALUE FUND IN	$551,085	$551,085
NUVEEN NEW JERSEY QUALITY MUNI	$191,127	$191,127
NUVEEN NEW YORK AMT FREE QUALI	$67,916	$67,916
NUVEEN PENNSYLVANIA QUALITY MU	$95,628	$95,628
NUVEEN QUALITY MUNICIPAL INCOM	$253,249	$253,249
OAKLEY CAPITAL INVESTMENTS LTD	$5,995,932	$5,995,932
OBAYASHI CORP	$78,815,874	$78,815,874
OBIC CO LTD	$43,329,426	$43,329,426
OCEAN WILSONS HOLDINGS LTD	$4,713,267	$4,713,267
OCI NV	$13,791,167	$13,791,167
OCTOPUS RENEWABLES INFRASTRU	$647,348	$647,348
OESTERREICHISCHE POST AG	$1,709,344	$1,709,344
OJI HOLDINGS CORP	$47,339,800	$47,339,800
OKUMURA CORP	$10,782,207	$10,782,207
OMRON CORP	$7,453,901	$7,453,901
ON HOLDING AG CLASS A	$18,905,000	$18,905,000
ONWARD HOLDINGS CO LTD	$3,183,309	$3,183,309
ORACLE CORP	$3,470,958	$3,470,958
ORACLE CORP JAPAN	$40,590,092	$40,590,092
ORASCOM CONSTRUCTION PLC	$1,317,040	$1,317,040
ORGANO CORP	$16,856,064	$16,856,064
ORION CORP/REPUBLIC OF KOREA	$27,259,919	$27,259,919
ORIX CORP	$28,586,681	$28,586,681
ORSTED A/S	$5,256,579	$5,256,579
PACIFIC ASSETS TRUST PLC/FUND	$4,140,897	$4,140,897
PACIFIC INDUSTRIAL CO LTD	$16,203,165	$16,203,165
PAGEGROUP PLC	$1,700,781	$1,700,781
PANTHEON INFRASTRUCTURE PLC	$1,196,178	$1,196,178
PANTHEON INTERNATIONAL PLC/THE	$2,042,649	$2,042,649
PARAMOUNT BED HOLDINGS CO LT	$10,419,565	$10,419,565
PENTA OCEAN CONSTRUCTION CO	$30,863,358	$30,863,358
PEPSICO INC	$2,814,102	$2,814,102
PERNOD RICARD SA	$1,508,768	$1,508,768
PERSHING SQUARE HOLDINGS LTD/F	$5,977,835	$5,977,835
PERSOL HOLDINGS CO LTD	$7,758,673	$7,758,673
PETROFAC LTD	$278,312	$278,312
PETS AT HOME GROUP PLC	$2,372,523	$2,372,523
PFIZER INC	$2,421,050	$2,421,050
PGIM HIGH YIELD BOND FUND INC	$117,261	$117,261
PIOLAX INC	$5,343,233	$5,343,233
PIONEER MUNICIPAL HIGH INCOME	$2,643,167	$2,643,167
PLATINUM ASIA INVESTMENTS LTD	$90,064	$90,064
PLAYTECH PLC	$785,731	$785,731
PNC FINANCIAL SERVICES GROUP	$3,489,048	$3,489,048
POSCO	$44,757,990	$44,757,990
PROCTER + GAMBLE CO/THE	$3,758,251	$3,758,251
PROSUS NV	$30,473,267	$30,473,267
PROVIDENT FINANCIAL PLC	$1,913,467	$1,913,467
PRUDENTIAL PLC	$1,307,632	$1,307,632
PULTEGROUP INC	$3,058,060	$3,058,060
QUADIENT SA	$694,053	$694,053
QUANG NGAI SUGAR JSC	$926,799	$926,799
RANDSTAD NV	$1,175,328	$1,175,328
RATHBONES GROUP PLC	$858,731	$858,731
RAYTHEON TECHNOLOGIES CORP	$1,738,412	$1,738,412
RECKITT BENCKISER GROUP PLC	$7,951,004	$7,951,004
REDBUBBLE LTD	$5,161,146	$5,161,146
RELX PLC	$8,406,855	$8,406,855
REMGRO LTD	$22,172,888	$22,172,888
RENESAS ELECTRONICS CORP	$41,047,103	$41,047,103
REPLY SPA	$2,007,587	$2,007,587
RESONA HOLDINGS INC	$103,588,709	$103,588,709
RICOH LEASING CO LTD	$10,391,212	$10,391,212
RIGHTMOVE PLC	$12,759,107	$12,759,107
RIO TINTO PLC	$7,578,056	$7,578,056
ROCHE HOLDING AG GENUSSCHEIN	$22,122,731	$22,122,731
ROHM CO LTD	$48,115,358	$48,115,358
ROLLS ROYCE HOLDINGS PLC	$3,824,105	$3,824,105
ROTORK PLC	$1,010,930	$1,010,930
RWS HOLDINGS PLC	$1,051,972	$1,051,972
SABA CAPITAL INCOME + OPPORT	$2,288,196	$2,288,196
SAIPEM SPA	$3,475,850	$3,475,850
SAMPO OYJ A SHS	$8,579,934	$8,579,934
SAMSUNG ELECTRONICS CO LTD	$115,849,354	$115,849,354
SAN A CO LTD	$36,578,403	$36,578,403
SANDERSON FARMS INC	$100,171,015	$100,171,015
SANDVIK AB	$6,530,379	$6,530,379
SANKI ENGINEERING CO LTD	$8,747,341	$8,747,341
SANKYU INC	$13,296,600	$13,296,600
SANY HEAVY EQUIPMENT INTL	$24,352,218	$24,352,218
SANY HEAVY INDUSTRY CO LTD A	$83,111,435	$83,111,435
SANY HEAVY INDUSTRY CO LTD A	$3,880,044	$3,880,044
SATELLITE CHEMICAL CO LTD A	$101,557,699	$101,557,699
SAWAI GROUP HOLDINGS CO LTD	$16,144,197	$16,144,197
SCHIBSTED ASA B SHS	$577,578	$577,578
SCHIBSTED ASA CL A	$1,537,841	$1,537,841
SCHNEIDER ELECTRIC SE	$8,491,079	$8,491,079
SCHRODER ASIAPACIFIC FUND PLC	$25,473,574	$25,473,574
SCHRODER JAPAN GROWTH FUND PLC	$2,584,572	$2,584,572
SCHRODER UK MID CAP FUND PLC	$426,378	$426,378
SCHRODINGER INC	$243,171,357	$243,171,357
SCHRODINGER TBD	$319,188,842	$319,188,842
SCOTTISH INVESTMENT TRUST PLC	$625,503	$625,503
SCOTTISH MORTGAGE INVESTMENT T	$45,380	$45,380
SCOTTISH ORIENTAL SMALLER COMP	$29,944,198	$29,944,198
SCSK CORP	$12,190,905	$12,190,905
SECOM CO LTD	$13,363,746	$13,363,746
SEGA SAMMY HOLDINGS INC	$56,495,524	$56,495,524
SEINO HOLDINGS CO LTD	$18,463,158	$18,463,158
SEKISUI CHEMICAL CO LTD	$6,769,686	$6,769,686
SEKISUI HOUSE LTD	$17,152,534	$17,152,534
SEKISUI JUSHI CORP	$7,989,579	$7,989,579
SELECTED AMERICAN SHARES INC	$97,439,351	$97,439,351
SENKO GROUP HOLDINGS CO LTD	$4,049,160	$4,049,160
SERCO GROUP PLC	$4,117,525	$4,117,525
SEVEN + I HOLDINGS CO LTD	$40,296,963	$40,296,963
SHANDONG SINOCERA FUNCTION A	$7,928,038	$7,928,038
SHANGHAI INTERNATIONAL AIR A	$3,158,343	$3,158,343
SHENZHEN INOVANCE TECHNOLO A	$1,459,540	$1,459,540
SHENZHEN MINDRAY BIO MEDIC A	$5,012,924	$5,012,924
SHIMANO INC	$68,053,458	$68,053,458
SHIMAO SERVICES HOLDINGS LTD	$14,432,385	$14,432,385
SHIN ETSU CHEMICAL CO LTD	$64,142,556	$64,142,556
SHOEI CO LTD	$24,610,030	$24,610,030
SIKA AG REG	$1,458,922,309	$1,458,922,309
SINOMA SCIENCE+TECHNOLOGY A	$60,507,138	$60,507,138
SITC INTERNATIONAL HOLDINGS	$78,176,391	$78,176,391
SKY PERFECT JSAT HOLDINGS	$12,551,309	$12,551,309
SMITH + NEPHEW PLC	$973,681	$973,681
SOMPO HOLDINGS INC	$69,550,516	$69,550,516
SONOVA HOLDING AG REG	$4,956,148	$4,956,148
SOUTHWEST AIRLINES CO	$2,227,680	$2,227,680
SSP GROUP PLC	$6,085,396	$6,085,396
ST JAMES S PLACE PLC	$4,960,794	$4,960,794
STABILUS SA	$3,418,749	$3,418,749
STANDARD BANK GROUP LTD	$32,467,556	$32,467,556
STANDARD CHARTERED PLC	$517,936	$517,936
STANLEY ELECTRIC CO LTD	$18,485,803	$18,485,803
STARWOOD EUROPEAN REAL ESTATE	$1,095,547	$1,095,547
SUMITOMO BAKELITE CO LTD	$21,359,706	$21,359,706
SUMITOMO ELECTRIC INDUSTRIES	$45,565,111	$45,565,111
SUMITOMO FORESTRY CO LTD	$33,928,837	$33,928,837
SUMITOMO METAL MINING CO LTD	$6,202,683	$6,202,683
SUMITOMO MITSUI FINANCIAL GR	$71,864,603	$71,864,603
SUMITOMO MITSUI TRUST HOLDIN	$103,958,398	$103,958,398
SUMITOMO WAREHOUSE CO LTD	$14,756,198	$14,756,198
SUNNY OPTICAL TECH	$7,142,142	$7,142,142
SUZANO SA	$67,107,354	$67,107,354
SUZHOU MAXWELL TECHNOLOGIE A	$51,281,105	$51,281,105
SUZUKI MOTOR CORP	$20,272,901	$20,272,901
SVENSKA HANDELSBANKEN A SHS	$5,146,112	$5,146,112
SWISS HELVETIA FUND INC/THE	$559,413	$559,413
T HASEGAWA CO LTD	$31,270,173	$31,270,173
T+D HOLDINGS INC	$28,580,998	$28,580,998
TACHI S CO LTD	$14,821,581	$14,821,581
TAIHEIYO CEMENT CORP	$54,589,109	$54,589,109
TAIKISHA LTD	$9,241,457	$9,241,457
TAISEI LAMICK CO LTD	$2,998,604	$2,998,604
TAIWAN FUND INC/THE/MD	$14,013,723	$14,013,723
TAKAMATSU CONSTRUCTION GROUP	$5,819,461	$5,819,461
TAKASAGO THERMAL ENGINEERING	$11,525,335	$11,525,335
TAKEDA PHARMACEUTICAL CO LTD	$4,366,820	$4,366,820
TAKUMA CO LTD	$6,950,827	$6,950,827
TAL EDUCATION GROUP ADR	$1,632,915	$1,632,915
TARGET CORP	$3,517,888	$3,517,888
TATA CONSULTANCY SVCS LTD	$120,625,922	$120,625,922
TAYLOR WIMPEY PLC	$2,843,907	$2,843,907
TBS HOLDINGS INC	$39,252,770	$39,252,770
TDK CORP	$14,270,679	$14,270,679
TECHNICOLOR REGR	$1,589,995	$1,589,995
TECHNIP ENERGIES NV	$133,207	$133,207
TECHNIPFMC PLC	$271,934	$271,934
TECHNOLOGY SELECT SECTOR SPDR	$8,519,630	$8,519,630
TECHNOPRO HOLDINGS INC	$4,873,362	$4,873,362
TEIJIN LTD	$14,648,270	$14,648,270
TELEPERFORMANCE	$3,670,571	$3,670,571
TEMPLE BAR INVESTMENT TRUST PL	$3,268,667	$3,268,667
TEMPLETON DRAGON FUND INC	$30,962,134	$30,962,134
TEMPLETON EMERGING MARKETS FUN	$7,011,774	$7,011,774
TEMPLETON EMERGING MARKETS INV	$97,432,154	$97,432,154
TENARIS SA ADR	$33,842,200	$33,842,200
TENCENT HOLDINGS LTD	$60,062,553	$60,062,553
TESCO PLC	$4,241,276	$4,241,276
THALES SA	$1,695,552	$1,695,552
THE CHINA A SHARE CEF FUND	$5,452,620	$5,452,620
THERMO FISHER SCIENTIFIC INC	$3,786,587	$3,786,587
THIRD POINT INVESTORS LTD	$16,382,929	$16,382,929
THORNBURG INCOME BUILDER OPPOR	$948,245	$948,245
TIANGONG INTL CO LTD	$19,577,294	$19,577,294
TJX COMPANIES INC	$3,226,600	$3,226,600
TOAGOSEI CO LTD	$13,050,237	$13,050,237
TOCALO CO LTD	$7,701,945	$7,701,945
TODA CORP	$19,281,838	$19,281,838
TOHO CO LTD	$14,164,908	$14,164,908
TOHO HOLDINGS CO LTD	$26,033,529	$26,033,529
TOKAI RIKA CO LTD	$12,098,476	$12,098,476
TOKIO MARINE HOLDINGS INC	$45,827,235	$45,827,235
TOKYO OHKA KOGYO CO LTD	$23,295,558	$23,295,558
TOKYO SEIMITSU CO LTD	$17,316,660	$17,316,660
TONGCHENG TRAVEL HOLDINGS LT	$6,894,483	$6,894,483
TOPPAN INC	$66,723,571	$66,723,571
TOPRE CORP	$5,429,855	$5,429,855
TOSEI CORP	$12,920,247	$12,920,247
TOTALENERGIES SE SPON ADR	$1,904,210	$1,904,210
TOYO INK SC HOLDINGS CO LTD	$10,029,960	$10,029,960
TOYO SEIKAN GROUP HOLDINGS L	$49,255,354	$49,255,354
TOYO SUISAN KAISHA LTD	$43,743,976	$43,743,976
TOYOTA INDUSTRIES CORP	$67,435,630	$67,435,630
TOYOTA MOTOR CORP	$137,592,976	$137,592,976
TR EUROPEAN GROWTH TRUST PLC	$6,542,818	$6,542,818
TR PROPERTY INVESTMENT TRUST P	$685,442	$685,442
TRANE TECHNOLOGIES PLC	$3,212,277	$3,212,277
TRAVELEX TOPCO LIMITED	$111,539	$111,539
TRAVELEX TOPCO LIMITED	$1	$1
TRIP.COM GROUP LTD ADR	$2,150,483	$2,150,483
TRUIST FINANCIAL CORP	$3,869,862	$3,869,862
TRUWORTHS INTERNATIONAL LTD	$20,807,832	$20,807,832
TSUBAKIMOTO CHAIN CO	$10,153,272	$10,153,272
TSUMURA + CO	$37,105,575	$37,105,575
TUI AG	$3,856,650	$3,856,650
TUPRAS TURKIYE PETROL RAFINE	$23,531,340	$23,531,340
TURKCELL ILETISIM HIZMET AS	$18,618,264	$18,618,264
TV ASAHI HOLDINGS CORP	$13,066,302	$13,066,302
UBS GROUP AG REG	$900,194	$900,194
UNICHARM CORP	$37,728,548	$37,728,548
UNICREDIT SPA	$8,524,489	$8,524,489
UNILEVER PLC	$9,195,659	$9,195,659
UNIPRES CORP	$3,351,309	$3,351,309
UNITED PARCEL SERVICE CL B	$492,642,271	$492,642,271
UNITEDHEALTH GROUP INC	$3,165,993	$3,165,993
UTILICO EMERGING MARKETS TRUST	$25,600,307	$25,600,307
VANGUARD FTSE ALL WORLD EX US	$1,181,172	$1,181,172
VANGUARD FTSE EUROPE ETF	$3,585,603	$3,585,603
VANGUARD INTERMEDIATE TERM COR	$463,800	$463,800
VANGUARD LONG TERM CORPORATE B	$687,960	$687,960
VANGUARD MORTGAGE BACKED SECUR	$2,963,373	$2,963,373
VANGUARD TOTAL BOND MARKET ETF	$3,230,755	$3,230,755
VESTAS WIND SYSTEMS A/S	$13,123,871	$13,123,871
VICAT	$585,512	$585,512
VIETNAM DAIRY PRODUCTS JSC	$6,319,824	$6,319,824
VIETNAM ENTERPRISE INVESTMENTS	$298,446,238	$298,446,238
VIETNAM HOLDING LTD	$1,706,562	$1,706,562
VIETTEL POST JSC	$6,067,702	$6,067,702
VINACAPITAL VIETNAM OPPORTUNIT	$58,103,523	$58,103,523
VIRTUS DIVIDEND INTEREST + PRE	$1,309,934	$1,309,934
VISA INC CLASS A SHARES	$3,033,940	$3,033,940
VISCOFAN SA	$3,035,519	$3,035,519
VNET GROUP INC ADR	$6,773,737	$6,773,737
VOLKSWAGEN AG PREF	$4,661,471	$4,661,471
VOYA ASIA PACIFIC HIGH DIVIDEN	$1,112,716	$1,112,716
WALMART DE MEXICO SAB DE CV	$72,255,198	$72,255,198
WALMART INC	$1,002,852,033	$1,002,852,033
WALT DISNEY CO/THE	$2,602,152	$2,602,152
WAM GLOBAL LTD	$49,019	$49,019
WAM GLOBAL LTD	$3,179,636	$3,179,636
WANHUA CHEMICAL GROUP CO A	$45,372,325	$45,372,325
WANHUA CHEMICAL GROUP CO A	$8,114,357	$8,114,357
WANT WANT CHINA HOLDINGS LTD	$33,096,017	$33,096,017
WARTSILA OYJ ABP	$2,231,722	$2,231,722
WASTE MANAGEMENT INC	$3,109,959,857	$3,109,959,857
WEBER INC CLASS A	$32,325,000	$32,325,000
WEISS KOREA OPPORTUNITY FUND L	$16,250,178	$16,250,178
WESTERN ASSET EMERGING MARKETS	$124,058	$124,058
WESTERN ASSET GLOBAL CORPORATE	$111,919	$111,919
WESTERN ASSET INTERMEDIATE MUN	$64,280	$64,280
WH GROUP LTD	$6,431,528	$6,431,528
WH SMITH PLC	$3,691,586	$3,691,586
WIENERBERGER AG	$4,696,869	$4,696,869
WILL SEMICONDUCTOR CO LTD A	$4,273,450	$4,273,450
WITAN INVESTMENT TRUST PLC	$427,345	$427,345
WPP PLC	$5,489,122	$5,489,122
WULIANGYE YIBIN CO LTD A	$5,896,026	$5,896,026
WUXI APPTEC CO LTD H	$3,823,352	$3,823,352
YAKULT HONSHA CO LTD	$6,257,653	$6,257,653
YAMATO KOGYO CO LTD	$21,026,008	$21,026,008
YIFENG PHARMACY CHAIN CO L A	$4,297,531	$4,297,531
YIHAI INTERNATIONAL HOLDING	$12,480,144	$12,480,144
YODOGAWA STEEL WORKS LTD	$6,851,201	$6,851,201
YOKOGAWA BRIDGE HOLDINGS COR	$11,930,160	$11,930,160
YTO EXPRESS GROUP CO LTD A	$1,244,716	$1,244,716
YUNNAN ENERGY NEW MATERIAL A	$6,664,918	$6,664,918
YUNNAN ENERGY NEW MATERIAL A	$90,139,718	$90,139,718
YUSHIN PRECISION EQUIPMENT	$5,420,826	$5,420,826
ZAI LAB LTD ADR	$2,140,357	$2,140,357
ZENKOKU HOSHO CO LTD	$18,324,971	$18,324,971
ZEON CORP	$25,063,827	$25,063,827
ZHONGSHENG GROUP HOLDINGS	$83,865,834	$83,865,834
ZOOMLION HEAVY INDUSTRY S A	$3,944,948	$3,944,948
ZOZO INC	$52,430,741	$52,430,741
ZTO EXPRESS CAYMAN INC	$198,988	$198,988
ZTO EXPRESS CAYMAN INC ADR	$6,135,451	$6,135,451

Investments Govt Obligations Sch InvestmentsGovtObligationsSch

Field	Value	IRS element (for citing)
US Govt Obligations Book Vl EOY	$5,418,392,633	USGovtObligationsBookVlEOYAmt
US Govt Obligations EOYFMV	$5,418,392,633	USGovtObligationsEOYFMVAmt
State Local Sec Book Vl EOY	$20,874,609	StateLocalSecBookVlEOYAmt
State Local Sec EOYFMV	$20,874,609	StateLocalSecEOYFMVAmt

Investments Other Schedule2 InvestmentsOtherSchedule2

Investments Other InvestmentsOtherGrp (1543 entries)

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

Other Assets Schedule OtherAssetsSchedule

Other Assets Schedule OtherAssetsScheduleGrp

Field	Value	IRS element (for citing)
Desc	TAXES RECEIVABLE - CURRENT	Desc
BOY Book Value	$44,066,554	BOYBookValueAmt
EOY Book Value	$0	EOYBookValueAmt
EOYFMV	$0	EOYFMVAmt

Other Expenses Schedule OtherExpensesSchedule

Other Expenses Schedule OtherExpensesScheduleGrp

Field	Value	IRS element (for citing)
Desc	FEES, LICENSES, & PERMITS	Desc
Revenue And Expenses Per Books	$64	RevenueAndExpensesPerBooksAmt
Net Investment Income	$0	NetInvestmentIncomeAmt
Disbursements Charitable Prps	$64	DisbursementsCharitablePrpsAmt

Other Income Schedule2 OtherIncomeSchedule2

Other Income Detail OtherIncomeDetail (6 entries)

DescDesc	Revenue And Expenses Per BooksRevenueAndExpensesPerBooksAmt	Net Investment IncomeNetInvestmentIncomeAmt	Adjusted Net IncomeAdjustedNetIncomeAmt
EQUITY PARTNERSHIP INVESTMENTS	$0	$2,423,202	$0
INFLATION INDEX INCOME	$5,626,901	$5,626,901	$5,626,901
IRC SECTION 988 NET CURRENCY GAIN	$128,434,558	$46,667,568	$128,434,558
OTHER INCOME/(LOSS)	-$1,301,197	-$1,301,197	-$1,301,197
SUBPART F INCOME	$0	$410,733	$0
SWAP INCOME	$4,592,688	$4,592,688	$4,592,688

Other Increases Schedule OtherIncreasesSchedule

Other Increases Detail OtherIncreasesDetail

Field	Value	IRS element (for citing)
Desc	UNREALIZED GAINS	Desc
Amt	$104,229,471	Amt

Other Liabilities Schedule OtherLiabilitiesSchedule

Other Liabilities Detail OtherLiabilitiesDetail (96 entries)

DescDesc	BOY Book ValueBOYBookValueAmt	EOY Book ValueEOYBookValueAmt
90DAY EUR FUTR DEC22	$0	$58,131
90DAY EUR FUTR DEC23	$0	$152,781
90DAY EUR FUTR JUN23	$0	$45,006
BKR1NKSY0 WMT OTC 152.6515C	$205,376	$0
BKR1NL3V1 JAN21WMTUSC 151.1451	$142,601	$0
BKR1PJDH4 JAN21 US CALL	$50,268	$0
BKR1PN8T5 JAN21 US CALL	$31,169	$0
BKR1PNTN5 FDX US 316.5218	$27,274	$0
BOUGHT AUD/SOLD USD	$0	$6,404
BOUGHT BRL/SOLD USD	$2,145,854	$0
BOUGHT CAD/SOLD USD	$0	$37,172
BOUGHT COP/SOLD USD	$0	$1,122,907
BOUGHT HUF/SOLD USD	$2,846	$1,288
BOUGHT JPY/SOLD USD	$0	$834,055
BOUGHT KRW/SOLD USD	$0	$302,665
BOUGHT NZD/SOLD USD	$0	$572
BOUGHT PEN/SOLD USD	$1,630	$0
BOUGHT SEK/SOLD EUR	$0	$1,482,364
BOUGHT USD/SOLD AUD	$100,214	$81,218
BOUGHT USD/SOLD CAD	$110,799	$0
BOUGHT USD/SOLD CHF	$4,375,008	$1,731,998
BOUGHT USD/SOLD COP	$634,728	$0
BOUGHT USD/SOLD EUR	$15,667,536	$36,635
BOUGHT USD/SOLD GBP	$205,188	$799,596
BOUGHT USD/SOLD HKD	$7	$0
BOUGHT USD/SOLD IDR	$94,075	$196,259
BOUGHT USD/SOLD JPY	$337,215	$0
BOUGHT USD/SOLD KRW	$338,379	$0
BOUGHT USD/SOLD MXN	$37,028,075	$16,655,721
BOUGHT USD/SOLD NOK	$26,085	$0
BOUGHT USD/SOLD NZD	$1,633,591	$0
BOUGHT USD/SOLD PEN	$0	$240,503
BOUGHT USD/SOLD SAR	$3,091	$0
BOUGHT USD/SOLD SEK	$69,099	$0
BOUGHT USD/SOLD SGD	$561,841	$96,630
BOUGHT USD/SOLD THB	$120,968	$48,343
BOUGHT ZAR/SOLD USD	$0	$64,831
CURRENT EXCISE TAXES	$0	$5,401,245
DEFERRED EXCISE TAXES	$221,948,379	$223,507,040
DJIA MINI E-CBOT MAR21	$6,619,365	$0
ERH1P100.125	$313,765	$0
EURO STOXX 50 MAR22	$0	$3,236,258
EURO-BOBL FUTURE MAR22	$0	$474,953
EURO-BUND FUTURE MAR21	$1,456,810	$0
EURO-BUXL 30Y BND MAR21	$2,236,286	$0
EURO-OAT FUTURE MAR21	$61,560	$0
FEB22 134 PUT FSO	$0	$211,787
GOLD 100 OZ FUTR APR22	$0	$6,416,435
IMM EUR FUT OPT JUN22P 99	$0	$16,000
IMM EUR FUT OPT JUN23P 97	$0	$114,844
IMM EUR FUT OPT MAR21P 99.625	$3,006	$0
IMM EUR FUT OPT MAR22C 99.75	$0	$8,381
IMM EUR FUT OPT MAR22P 99.375	$0	$4,400
IMM EUR FUT OPT MAR22P 99.75	$32,200	$43,769
IMM EUR FUT OPT MAR23P 97.75	$0	$79,313
INCOME PAYABLES	$2,528,690	$1,016,191
IRS HUF	$453,241	$0
IRS USD	$0	$132,638,574
LONG GILT FUTURE MAR21	$675,081	$0
RXH1C186	$76,426	$0
S+P500 EMINI FUT MAR21	$31,837,798	$0
SILVER FUTURE MAR22	$0	$2,050,645
TOPIX INDX FUTR MAR21	$54,049,587	$0
TRS CHF	$174,961,615	$5,891,805
TRS USD	$334,518,264	$250,906,983
TRS USD	$147,416,128	$0
US 10YR FUT OPTN FEB21P	$33,344	$0
US 10YR FUT OPTN FEB22C 131.5	$0	$188
US 10YR FUT OPTN FEB22P 131.5	$0	$173,063
US 10YR FUT OPTN MAR21C	$77,047	$0
US 10YR FUT OPTN MAR21P	$102,000	$0
US 10YR FUT OPTN MAR22C 131	$0	$61,688
US 10YR FUT OPTN MAR22C 131.5	$0	$44,063
US 10YR FUT OPTN MAR22C 133.5	$0	$40,688
US 10YR FUT OPTN MAR22P 129	$0	$110,906
US 10YR NOTE (CBT)MAR21	$554,171	$0
US 10YR ULTRA FUT MAR21	$6,299	$0
US 2YR NOTE (CBT) MAR21	$893,341	$0
US 2YR NOTE (CBT) MAR22	$0	$2,299,399
US 5YR FUTR OPTN FEB22C 121	$0	$16,844
US 5YR FUTR OPTN FEB22C 121.2	$0	$37,031
US 5YR FUTR OPTN FEB22C 121.5	$0	$16,328
US 5YR FUTR OPTN FEB22P 121.2	$0	$9,648
US 5YR FUTR OPTN MAR22C 121.7	$0	$56,914
US 5YR FUTR OPTN MAR22P 118	$0	$11,750
US 5YR FUTR OPTN MAR22P 118.5	$0	$26,531
US 5YR NOTE (CBT) MAR21	$2,975,438	$0
US BOND FUTR OPTN FEB21C 174	$50,625	$0
US BOND FUTR OPTN FEB21C 180	$17,813	$0
US BOND FUTR OPTN FEB21P 170	$7,750	$0
US BOND FUTR OPTN FEB22C 161	$0	$104,281
US BOND FUTR OPTN FEB22P 161	$0	$157,156
US BOND FUTR OPTN MAR21C 179	$121,500	$0
US BOND FUTR OPTN MAR21C 180	$94,500	$0
US BOND FUTR OPTN MAR22C 169	$0	$43,594
US LONG BOND(CBT) MAR22	$0	$273,273

Other Professional Fees Schedule OtherProfessionalFeesSchedule

Other Professional Fees Detail OtherProfessionalFeesDetail (4 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
INVESTMENT CUSTODIAN SERVICES	$9,488,971	$9,488,971	$0
INVESTMENT FEES AND OTHER PORTFOLIO EXPENSES	$1,406,917	$1,406,917	$0
INVESTMENT MANAGEMENT FEES	$77,849,835	$77,849,835	$0
OTHER INVESTMENT EXPENSES	$499,309	$499,309	$0

Taxes Schedule TaxesSchedule

Taxes Detail TaxesDetail (4 entries)

CategoryCategoryTxt	AmtAmt	Net Investment IncomeNetInvestmentIncomeAmt	Disbursements Charitable PrpsDisbursementsCharitablePrpsAmt
DEFERRED EXCISE TAXES	$1,558,661	$0	$0
FOREIGN INCOME TAXES	$26,610,304	$26,610,304	$0
SECTION 4940 EXCISE TAXES	$120,467,799	$0	$0
STATE INCOME TAXES	$437	$0	$0

Transfers Frm Controlled Entities TransfersFrmControlledEntities

Transfers From Controlled Ent TransfersFromControlledEntGrp (4 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	EINEIN	DescDesc	AmtAmt
GREENBRIAR EQUITY FUND III AIV SK NV LP
555 THEODORE FREMD AVE STE A-201	RYE	NY	10580	473805287	CASH DISTRIBUTION	$0
GREENBRIAR EQUITY FUND III AIV MM NV LP
555 THEODORE FREMD AVE STE A-201	RYE	NY	10580	811112433	CASH DISTRIBUTION	$0
GREENBRIAR EQUITY FUND III-A LP
555 THEODORE FREMD AVE STE A-201	RYE	NY	10580	461543216	CASH DISTRIBUTION	$1,712,625
GREENBRIAR EQUITY FUND III-A AIV WFCI LP
555 THEODORE FREMD AVE STE A-201	RYE	NY	10580	981219020	CASH DISTRIBUTION	$0

Field	Value	IRS element (for citing)
Total	$257,521,040	TotalAmt

Transfers To Controlled Entities TransfersToControlledEntities

Transfers To Controlled Ent TransfersToControlledEntGrp (2 entries)

Address Line1USAddress/AddressLine1Txt	CityUSAddress/CityNm	State AbbreviationUSAddress/StateAbbreviationCd	ZIPUSAddress/ZIPCd	EINEIN	DescDesc	AmtAmt
GREENBRIAR EQUITY FUND III-A LP
555 THEODORE FREMD AVE STE A-201	RYE	NY	10580	461543216	SEC. 721 CAPITAL CONTRIBUTION OF CASH.	$1,712,625
CHROMIUM FUND LP
712 FIFTH AVE SUITE 17F	NEW YORK	NY	10019	871458828	SEC. 721 CAPITAL CONTRIBUTION OF CASH.	$100,000,000

Field	Value	IRS element (for citing)
Total	$101,712,625	TotalAmt