CLAZX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	FSWP: AUD 3.500000 10-JUN-2027 AUD Receive	69.11%	752,000,000
2	n/a	Cash Offset	64.14%	436,741,239
3	n/a	FSWP: EUR 2.000000 16-JUN-2027 EUR Receive	54.86%	346,600,000
4	n/a	Columbia Short-Term Cash	37.20%	252,437,448
5	n/a	FSWP: OIS 0.000000 16-JUN-2027 SAR Receive	27.47%	165,900,000
6	n/a	FSWP: OIS 3.500000 15-SEP-2027 SOF Receive	25.33%	172,300,000
7	n/a	FSWP: EUR 2.000000 15-SEP-2027 EUR Receive	17.39%	109,900,000
8	n/a	FSWP: NZD 3.500000 15-SEP-2027 3M Receive	17.17%	205,500,000
9	n/a	FSWP: AUD 4.500000 07-JUN-2035 AUD Receive	15.91%	171,100,000
10	n/a	FSWP: OIS 2.500000 15-SEP-2027 CAD Receive	15.84%	154,600,000
11	n/a	FSWP: OIS 3.500000 16-JUN-2027 SOF Receive	15.79%	107,200,000
12	n/a	FSWP: NOK 4.000000 15-SEP-2027 6M Receive	13.97%	997,300,000
13	n/a	5 Year Treasury Note Future June 25	11.75%	1,073
14	n/a	FSWP: SEK 2.500000 15-SEP-2027 3M Receive	11.51%	787,700,000
15	n/a	3 Month SOFR Future Mar 26	11.48%	324
16	n/a	FSWP: EUR 2.500000 20-JUN-2035 EUR Receive	10.65%	66,100,000
17	n/a	FSWP: AUD 3.500000 09-SEP-2027 AUD Receive	7.62%	83,000,000
18	n/a	FSWP: NOK 4.000000 16-JUN-2027 6M Receive	7.37%	524,700,000
19	B.0 07.08.25	United States Treasury Bills 0%	6.35%	43,750,000
20	n/a	FSWP: OIS 4.000000 19-SEP-2035 SOF Receive	6.04%	40,400,000
21	RXM5	Euro Bund Future June 25	5.99%	401
22	n/a	FSWP: OIS 2.500000 16-JUN-2027 CAD Receive	5.57%	54,400,000
23	FNCL.4.5 4.11	Federal National Mortgage Association 4.5%	5.20%	37,000,000
24	n/a	Cmsaf2 Offshore Market Value	5.13%	3,036,107
25	n/a	FSWP: OIS 4.000000 15-SEP-2027 SON Receive	5.08%	26,800,000
26	n/a	FJPYUSD20250618CIT Purchased	4.93%	9,675,364,927
27	n/a	FSWP: OIS 0.500000 20-JUN-2035 SAR Receive	4.89%	29,000,000
28	FNCL.4 4.11	Federal National Mortgage Association 4%	4.86%	35,500,000
29	n/a	FSWP: OIS 4.000000 16-JUN-2027 SON Receive	4.86%	25,600,000
30	n/a	FSWP: OIS 0.000000 15-SEP-2027 SAR Receive	4.82%	29,100,000
31	B.0 06.17.25	United States Treasury Bills 0%	4.55%	31,250,000
32	n/a	FSWP: OIS 1.000000 16-JUN-2027 FTO Receive	4.50%	4,590,500,000
33	n/a	10 Year Australian Treasury Bond Future June 25	4.29%	514
34	n/a	5Y Rtr 4.000000 07-May-2025	3.73%	25,000,000
35	n/a	FSWP: EUR 2.500000 18-SEP-2030 EUR Receive	3.39%	21,300,000
36	FNCL.3.5 4.11	Federal National Mortgage Association 3.5%	3.39%	25,595,420
37	n/a	FNOKUSD20250618CIT Purchased	3.23%	686,439,327
38	n/a	FSWP: OIS 3.000000 19-SEP-2035 CAD Receive	3.22%	32,200,000
39	n/a	FSWP: NZD 3.500000 16-JUN-2027 3M Receive	3.20%	38,300,000
40	n/a	FTWDUSD20250618CIT Purchased	3.18%	1,449,512,484
41	FNCL.6 4.11	Federal National Mortgage Association 6%	2.98%	20,000,000
42	n/a	Long Gilt Future June 25	2.97%	185
43	n/a	10Y Rtp 4.500000 16-Apr-2025	2.94%	20,000,000
44	n/a	FTHBUSD20250618CIT Purchased	2.88%	659,329,764
45	n/a	FINRUSD20250618CIT Purchased	2.83%	3,257,829,766
46	n/a	FSWP: OIS 1.000000 15-SEP-2027 FTO Receive	2.69%	2,748,300,000
47	n/a	FSGDUSD20250618CIT Purchased	2.60%	23,628,327
48	n/a	SYN KOSPI2 INDEX JUN 25	2.57%	309
49	n/a	FSWP: EUR 2.500000 19-SEP-2035 EUR Receive	2.52%	15,600,000
50	n/a	FMXNUSD20250618CIT Purchased	2.48%	350,654,502
51	FNCL.5 4.11	Federal National Mortgage Association 5%	2.45%	17,000,000
52	n/a	FPLNUSD20250618CIT Purchased	2.43%	66,319,896
53	n/a	FSWP: OIS 1.500000 20-JUN-2035 FTO Receive	2.32%	2,409,400,000
54	n/a	SWP: SEK 2.134000 04-DEC-2034 3M Receive	2.30%	168,000,000
55	n/a	FSWP: NOK 4.000000 19-SEP-2035 6M Receive	2.22%	159,700,000
56	n/a	2 Year Treasury Note Future June 25	2.19%	72
57	n/a	FSEKUSD20250618MSCO Purchased	2.15%	39,236,140
58	G2SF.4.5 4.11	Government National Mortgage Association 4.5%	2.11%	15,000,000
59	n/a	FCZKUSD20250618CIT Purchased	2.10%	335,227,000
60	n/a	FSWP: SEK 3.000000 19-SEP-2035 3M Receive	2.04%	139,500,000
61	OEM5	Euro Bobl Future June 25	1.94%	104
62	n/a	10Y Rtr 3.700000 12-Jun-2025	1.93%	13,000,000
63	n/a	Cmsaf3 Offshore Market Value	1.93%	2,017,427
64	n/a	FSWP: OIS 4.000000 20-JUN-2035 SOF Receive	1.79%	12,000,000
65	n/a	10Y Rtr 3.800000 10-Apr-2025	1.77%	12,000,000
66	n/a	Cocoa Future July 25	1.73%	149
67	n/a	FSWP: OIS 1.500000 19-SEP-2035 FTO Receive	1.64%	1,695,800,000
68	n/a	SWP: SEK 2.640000 05-MAR-2035 3M Receive	1.64%	115,000,000
69	n/a	S&P TSX 60 Index Future June 25	1.56%	51
70	n/a	SYN SWISS MKT IX JUN 25	1.53%	74
71	n/a	FSWP: NOK 4.000000 20-JUN-2035 6M Receive	1.51%	109,000,000
72	n/a	FSWP: EUR 2.500000 19-JUN-2030 EUR Receive	1.50%	9,400,000
73	STM5	Ftse/Mib Index Jun 25	1.48%	50
74	n/a	5Y Rtp 4.050000 05-Sep-2025	1.48%	10,000,000
75	n/a	10Y Rtr 3.600000 08-May-2025	1.48%	10,000,000
76	n/a	FSWP: OIS 4.000000 20-JUN-2035 SON Receive	1.46%	7,800,000
77	n/a	E-mini S&P 500 Future June 25	1.45%	35
78	n/a	FCHFUSD20250409BCAP Purchased	1.40%	41,915,805
79	n/a	JP MORGAN CHASE BANK CASH COLL	1.40%	9,530,000
80	n/a	FBRLUSD20250618CIT Purchased	1.37%	125,196,683
81	n/a	SWP: NZD 4.105000 05-NOV-2034 3M Receive	1.35%	16,000,000
82	n/a	TRSWAP: MSCI BRAZIL 06/18/2025	1.34%	50,673,746
83	n/a	Henry Hub Natural Gas Oct25	1.30%	186
84	n/a	FCLPUSD20250618CIT Purchased	1.25%	16,201,992,642
85	n/a	FCADUSD20250618MSCO Purchased	1.23%	1,718,298
86	n/a	RBOB Gasoline Future Apr 25	1.22%	86
87	n/a	10Y Rtp 4.500000 28-Apr-2025	1.18%	8,000,000
88	B.0 06.17.25	United States Treasury Bills 0%	1.16%	8,000,000
89	n/a	SWP: NZD 3.810000 03-OCT-2034 3M Receive	1.15%	14,000,000
90	n/a	Future on Soybean	1.15%	154
91	n/a	30 Day Interbank Cash Rate Future Apr 25	1.12%	54
92	n/a	30 Day Interbank Cash Rate Future Apr 25	1.06%	51
93	n/a	SGX FTSE Taiwan Index Future Apr 25	1.05%	103
94	n/a	5Y Rtr 3.900000 02-Jul-2025	1.05%	7,000,000
95	FNCL.3 4.11	Federal National Mortgage Association 3%	1.02%	8,000,000
96	n/a	CAC 40 Index Future Apr 25	1.00%	81
97	n/a	MSCI Emerging Markets Index Future June 25	0.92%	113
98	n/a	SGX FTSE Taiwan Index Future Apr 25	0.92%	90
99	n/a	10 Year Government of Canada Bond Future June 25	0.91%	284
100	n/a	Copper Future May 25	0.89%	48
101	n/a	FPHPUSD20250618CIT Purchased	0.89%	349,448,000
102	n/a	10Y Rtr 3.250000 19-Aug-2025	0.89%	6,000,000
103	n/a	S&P TSX 60 Index Future June 25	0.89%	29
104	n/a	OMX Stockholm 30 Index Future Apr 25	0.85%	236
105	n/a	FGBPUSD20250618CIT Purchased	0.85%	17,222,500
106	n/a	FSWP: OIS 4.000000 18-SEP-2030 SOF Receive	0.85%	5,700,000
107	n/a	FSWP: EUR 2.500000 15-SEP-2055 EUR Receive	0.85%	5,200,000
108	n/a	FEURUSD20250618MSCO Purchased	0.84%	2,180,204
109	n/a	Copper Future Dec 25	0.81%	43
110	n/a	FSWP: EUR 2.500000 16-JUN-2055 EUR Receive	0.80%	4,900,000
111	n/a	SWP: NZD 4.055000 05-MAR-2035 3M Receive	0.79%	9,500,000
112	n/a	FSWP: CAD 3.000000 20-JUN-2035 CAD Receive	0.79%	7,900,000
113	n/a	10Y Rtr 3.800000 12-Sep-2025	0.75%	5,000,000
114	n/a	10Y Rtp 4.500000 25-Apr-2025	0.73%	5,000,000
115	n/a	FNZDUSD20250509CIT Purchased	0.71%	55,867,361
116	n/a	Brent Crude Futures Sept25	0.71%	68
117	n/a	FSWP: OIS 4.000000 19-SEP-2035 SON Receive	0.71%	3,800,000
118	n/a	Corn Future Dec 25	0.70%	217
119	n/a	Soybean Oil Future Dec 25	0.69%	172
120	n/a	Copper Future June 25	0.68%	19
121	n/a	FSWP: SEK 2.500000 16-JUN-2027 3M Receive	0.67%	45,600,000
122	n/a	Henry Hub Natural Gas Aug25	0.66%	100
123	n/a	Henry Hub Natural Gas June25	0.66%	100
124	n/a	Soybean Meal Future Dec 25	0.65%	144
125	n/a	FSWP: AUD 4.500000 13-SEP-2035 AUD Receive	0.65%	7,000,000
126	n/a	Crude Oil Future Nov 25	0.62%	62
127	n/a	FCOPUSD20250618CIT Purchased	0.60%	35,123,001,000
128	n/a	Future on TOPIX	0.60%	23
129	n/a	Crude Oil Future May 25	0.60%	57
130	n/a	NY Harbor ULSD Future May 25	0.59%	42
131	n/a	CURRENCY	0.58%	3,657,686
132	n/a	MEXICAN BOLSA INDEX FUTURE JUN 25	0.56%	148
133	n/a	Low Sulphur Gas Oil Futures May25	0.54%	54
134	n/a	RBOB Gasoline Future Apr 25	0.54%	38
135	n/a	LME PRI ALUM NOV 25	0.53%	56
136	n/a	NY Harbor ULSD Future May 25	0.52%	37
137	n/a	Cotton No 2 Future May 25	0.51%	104
138	n/a	30 Day Interbank Cash Rate Future Apr 25	0.50%	24
139	n/a	Eurex Daily Mini Kospi 200 Future June 25	0.50%	60
140	n/a	FSWP: OIS 4.500000 15-SEP-2055 SON Receive	0.50%	2,600,000
141	n/a	Silver Future May 25	0.48%	19
142	n/a	FIDRUSD20250618CIT Purchased	0.48%	53,535,070,266
143	n/a	ASX SPI 200 Index Future June 25	0.47%	26
144	n/a	Live Cattle Future Oct 25	0.47%	40
145	n/a	Coffee C Future Dec 25	0.46%	23
146	Z.M5	Ftse 100 Index Jun 25	0.46%	28
147	n/a	FSWP: OIS 4.000000 19-JUN-2030 SON Receive	0.46%	2,400,000
148	n/a	FNZDUSD20250409MSCO Purchased	0.45%	122,073,843
149	n/a	MSCI Emerging Markets Index Future June 25	0.44%	54
150	n/a	FSWP: OIS 0.500000 19-SEP-2035 SAR Receive	0.44%	2,600,000
151	n/a	MS-CS OTC CASH COLLATERAL	0.42%	2,880,000
152	n/a	Copper Future July 25	0.41%	22
153	AOMT.2019-2 B2	ANGEL OAK MORTGAGE TRUST I LLC 6.286%	0.41%	2,700,000
154	n/a	Copper Future Sept 25	0.39%	21
155	n/a	Future on Soybean	0.39%	51
156	n/a	Future on Sugar	0.37%	121
157	n/a	FSWP: OIS 4.000000 19-JUN-2030 SOF Receive	0.37%	2,500,000
158	n/a	Brent Crude Futures July25	0.36%	34
159	n/a	CURRENCY	0.36%	3,946,419
160	n/a	FHUFUSD20250618CIT Purchased	0.36%	1,752,186,165
161	n/a	Future on Wheat	0.35%	82
162	n/a	Corn Future July 25	0.35%	104
163	n/a	Brent Crude Futures Nov25	0.35%	34
164	n/a	Corn Future Sept 25	0.35%	110
165	n/a	FSWP: OIS 4.000000 16-JUN-2055 SOF Receive	0.34%	2,400,000
166	n/a	Henry Hub Natural Gas Apr25	0.34%	56
167	n/a	FCNHUSD20250618CIT Purchased	0.33%	32,858,370
168	STACR.2020-HQA5 B2	Federal Home Loan Mortgage Corp. 11.73969%	0.32%	1,800,000
169	n/a	FAUDUSD20250409MSCO Purchased	0.32%	24,174,812
170	n/a	Future on Nickel	0.31%	22
171	n/a	Crude Oil Future Sept 25	0.31%	31
172	n/a	FTRYUSD20250618MSCO Purchased	0.31%	89,005,000
173	n/a	Crude Oil Future July 25	0.31%	30
174	n/a	Fnma Pass-Thru I 5.5%	0.31%	2,050,554
175	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.699%	0.30%	2,570,000
176	n/a	Zinc Future June 25	0.30%	29
177	n/a	CITIBANK CASH COLLATERAL	0.30%	2,020,000
178	n/a	Cotton No 2 Future Dec 25	0.29%	57
179	n/a	FTSE/JSE Top 40 Index Future June 25	0.28%	43
180	STACR.2021-DNA5 B2	Freddie Mac Stacr Remic Trust 9.83969%	0.28%	1,650,000
181	n/a	FZARUSD20250618CIT Purchased	0.28%	243,223,400
182	n/a	Zinc Future Nov 25	0.27%	26
183	n/a	Lean Hog Future Oct 25	0.27%	56
184	FR.SD3912	Federal Home Loan Mortgage Corp. 5.5%	0.26%	1,779,552
185	n/a	Low Sulphur Gas Oil Futures Nov25	0.26%	27
186	n/a	3 Year Australian Treasury Bond Future June 25	0.26%	27
187	n/a	LME PRI ALUM SEP 25	0.26%	28
188	n/a	LME PRI ALUM JUL 25	0.26%	28
189	n/a	VERUS SECURITIZATION TRUST 2023-1 6.88677%	0.26%	1,750,000
190	n/a	Fnma Pass-Thru I 5%	0.26%	1,758,677
191	n/a	Coffee C Future May 25	0.25%	12
192	VL9	Euro Stoxx 50 Future June 25	0.25%	30
193	n/a	Arroyo Mortgage Trust 4.277%	0.25%	1,870,000
194	n/a	Live Cattle Future June 25	0.24%	20
195	FR.SD1966	Federal Home Loan Mortgage Corp. 4%	0.24%	1,722,313
196	n/a	KC HRW Wheat Future Dec 25	0.24%	53
197	n/a	CDS: (CMBX.NA.10.BBB-)	0.24%	2,000,000
198	n/a	Live Cattle Future Aug 25	0.24%	20
199	n/a	Live Cattle Future Dec 25	0.23%	20
200	n/a	Soybean Oil Future July 25	0.23%	58
201	n/a	FSWP: OIS 1.000000 18-SEP-2030 FTO Receive	0.23%	234,700,000
202	n/a	Coffee C Future May 25	0.23%	11
203	n/a	Coffee C Future July 25	0.23%	11
204	n/a	Coffee C Future Sept 25	0.22%	11
205	FR.SD3657	Federal Home Loan Mortgage Corp. 5%	0.22%	1,494,453
206	n/a	Crude Oil Future May 25	0.22%	21
207	n/a	RBOB Gasoline Future Oct 25	0.22%	18
208	n/a	Zinc Future Apr 25	0.22%	21
209	n/a	SYN WIG20(PLN20) INDEX JUN 25	0.22%	106
210	n/a	Soybean Meal Future July 25	0.22%	49
211	n/a	S&P TSX 60 Index Future June 25	0.21%	7
212	n/a	FSWP: OIS 1.000000 19-JUN-2030 FTO Receive	0.21%	210,000,000
213	n/a	PRKCM 2021-AFC1 TRUST 3.114%	0.20%	2,000,000
214	n/a	CURRENCY	0.20%	1,980,480
215	n/a	CURRENCY	0.20%	1,046,274
216	n/a	FKRWUSD20250618CIT Purchased	0.20%	10,343,955,183
217	n/a	NY Harbor ULSD Future Nov 25	0.20%	14
218	n/a	Lead Future May 25	0.19%	26
219	n/a	Future on Sugar	0.19%	60
220	n/a	Sugar No 11 Future July 25	0.19%	61
221	n/a	FSWP: OIS 4.000000 15-SEP-2055 SOF Receive	0.18%	1,300,000
222	n/a	FSWP: NZD 4.000000 13-JUN-2035 3M Receive	0.18%	2,200,000
223	n/a	Future on Wheat	0.18%	43
224	n/a	Future on Wheat	0.18%	44
225	n/a	FSWP: NZD 4.000000 12-JUN-2030 3M Receive	0.18%	2,100,000
226	OATM5	Euro OAT Future June 25	0.18%	225
227	n/a	Federal National Mortgage Association 8.13093%	0.17%	1,175,974
228	n/a	FSWP: OIS 4.500000 16-JUN-2055 SON Receive	0.17%	900,000
229	n/a	FSWP: OIS 4.000000 18-SEP-2030 SON Receive	0.17%	900,000
230	n/a	RCO VIII MORTGAGE LLC 2024-1 9.5748%	0.17%	1,150,000
231	STACR.2021-DNA1 B2	Freddie Mac Stacr Remic Trust 9.08969%	0.17%	1,050,000
232	n/a	Corn Future May 25	0.17%	50
233	n/a	FSWP: SEK 3.000000 20-JUN-2035 3M Receive	0.17%	11,500,000
234	STACR.2020-DNA6 B2	Federal Home Loan Mortgage Corp. 9.98969%	0.17%	1,000,000
235	n/a	Uatsp_25-1Gs	0.16%	3,000
236	n/a	Nickel Future Sept 25	0.16%	11
237	n/a	Nickel Future July 25	0.15%	11
238	n/a	Atlas Receivables Asset Invt T 6.66186%	0.15%	1,000,000
239	n/a	Future on TAIEX	0.15%	8
240	n/a	CDS: (CMBX.NA.10.BBB-)	0.14%	1,200,000
241	TMIR.2021-3 M1B	TRIANGLE RE 2021-3 LTD 7.23969%	0.14%	955,636
242	n/a	London Cocoa Future May 25	0.14%	12
243	NYMT.2024-RR1 A	NYMT 2024-RR1 7.375%	0.14%	939,269
244	CAS.2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 10.33969%	0.14%	900,000
245	n/a	TRSWAP: MSCI ITALY INDEX 06/18/25	0.14%	873,551
246	n/a	Federal National Mortgage Association 5.53969%	0.14%	937,809
247	n/a	Zinc Future Sept 25	0.14%	13
248	WFCM.2017-SMP A	Wells Fargo Commercial Mortgage Trust 2012-Lc5 5.242%	0.14%	1,000,000
249	n/a	Zinc Future July 25	0.14%	13
250	n/a	Lean Hog Future July 25	0.14%	24
251	n/a	CURRENCY	0.13%	136,942,529
252	n/a	Lean Hog Future Dec 25	0.13%	30
253	n/a	Low Sulphur Gas Oil Futures May25	0.13%	13
254	EART.2021-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2.9%	0.13%	900,000
255	n/a	Low Sulphur Gas Oil Futures July25	0.13%	13
256	n/a	FILSUSD20250618CIT Purchased	0.13%	7,622,416
257	n/a	Low Sulphur Gas Oil Futures Sept25	0.13%	13
258	PAID.2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.13%	849,993
259	n/a	FPENUSD20250618CIT Purchased	0.13%	6,312,208
260	n/a	LOANDEPOT GMSR MASTER TRUST 6.11366%	0.12%	850,000
261	CAS.2021-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 10.53969%	0.12%	800,000
262	CSMC.2014-USA E	CSMC TRUST 4.3733%	0.12%	1,500,000
263	n/a	UPSTART SECURITIZATION TRUST 2024-1 8.68%	0.12%	800,000
264	n/a	CDS: (CMBX.NA.16.BBB-)	0.12%	1,000,000
265	n/a	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.12%	800,000
266	n/a	KC HRW Wheat Future Sept 25	0.12%	28
267	n/a	Future on Lead	0.12%	16
268	n/a	Federal Home Loan Mortgage Corp. 5.33969%	0.12%	794,032
269	VERUS.2023-INV1 M1	VERUS SECURITIZATION TRUST 2023-INV1 7.51141%	0.12%	800,000
270	n/a	KC HRW Wheat Future July 25	0.12%	28
271	n/a	FHLMC FRN 4.45417%	0.12%	1,000,000
272	n/a	VISTA POINT SECURITIZATION TRUST 5.375%	0.11%	800,000
273	n/a	BXP TRUST 2021-601L 2.77546%	0.11%	1,100,000
274	n/a	Government National Mortgage Association 1.66615%	0.11%	6,398,402
275	n/a	RBOB Gasoline Future June 25	0.11%	8
276	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 3.30101%	0.11%	552,458
277	COJUN3	Brent Crude Futures Apr25	0.11%	10
278	n/a	PRPM 2024-RCF2 LLC 3.75%	0.11%	850,000
279	n/a	TRSWAP: MSCI SWEDEN 06/18/2025	0.11%	7,784,218
280	n/a	PRPM LLC 3.721%	0.11%	738,369
281	n/a	RBOB Gasoline Future Aug 25	0.11%	8
282	n/a	Citigroup Mortgage Loan Trust Inc. 4.25%	0.11%	997,557
283	n/a	Federal National Mortgage Association 5.18969%	0.11%	738,256
284	PAID.2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.10%	699,821
285	PRET.2024-NPL6 A2	PRET 2024-NPL6 LLC 8.7156%	0.10%	700,000
286	PAID.2024-9 D	PAGAYA AI DEBT GRANTOR TRUST 2024-9 6.174%	0.10%	699,893
287	PAID.2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.10%	683,216
288	n/a	TRIANGLE RE LTD 11.93459%	0.10%	650,000
289	n/a	PRPM 2024-RCF1 LLC 4%	0.10%	750,000
290	n/a	NY Harbor ULSD Future Sept 25	0.10%	7
291	n/a	NY Harbor ULSD Future July 25	0.10%	7
292	n/a	Henry Hub Natural Gas Apr25	0.10%	16
293	PRET.2024-NPL7 A2	PRET 2024-NPL7 LLC 8.9559%	0.10%	650,000
294	PAID.2024-7 C	PAGAYA AI DEBT GRANTOR TRUST 2024-7 7.095%	0.10%	643,696
295	HTAP.2024-2 A	HTAP 2024-2 6.5%	0.10%	660,400
296	n/a	Cotton No 2 Future July 25	0.09%	19
297	n/a	PRPM 2023-RCF1 LLC 4%	0.09%	700,000
298	PNT.2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.09%	636,232
299	n/a	Government National Mortgage Association 1.86615%	0.09%	4,339,170
300	n/a	FTSE/JSE Top 40 Index Future June 25	0.09%	14
301	n/a	Government National Mortgage Association 2.5%	0.09%	4,433,275
302	n/a	CURRENCY	0.09%	6,137,037
303	n/a	GOLDMAN SACHS INTL CASH COLLATERAL	0.09%	610,000
304	n/a	LHOME MORTGAGE TRUST 2023-RTL3 9%	0.09%	600,000
305	n/a	Federal Home Loan Mortgage Corp. 3%	0.09%	3,973,513
306	n/a	Federal Home Loan Mortgage Corp. 8.09697%	0.09%	600,000
307	n/a	PRET 2024-NPL9 LLC 8.5949%	0.09%	600,000
308	n/a	Government National Mortgage Association 6.26188%	0.09%	595,000
309	n/a	Government National Mortgage Association 1.86615%	0.09%	4,583,728
310	STACR.2021-DNA6 B2	Freddie Mac Stacr Remic Trust 11.83969%	0.09%	550,000
311	NYMT.2025-R1 A	NYMT LOAN TRUST SERIES 2025-R1Q & NYMT LOAN TRUST SERIES 2025-R1T 6.381%	0.09%	584,898
312	n/a	Vcat 2025-Npl2 144A 5.977%	0.09%	576,758
313	CAS.2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 9.83969%	0.08%	550,000
314	n/a	Government National Mortgage Association 2.5%	0.08%	3,977,621
315	REACH.2022-2A C	REACH ABS TRUST 2022-2 8.4%	0.08%	561,692
316	n/a	Future on Wheat	0.08%	21
317	n/a	CHNGE MORTGAGE TRUST 2022-1 4.54762%	0.08%	650,000
318	GCAT.2019-NQM3 M1	GCAT LLC 3.45%	0.08%	600,000
319	n/a	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99118%	0.08%	750,000
320	n/a	Federal Home Loan Mortgage Corp. 4.45417%	0.08%	524,588
321	n/a	Government National Mortgage Association 2.5%	0.08%	3,476,797
322	n/a	TRIANGLE RE 2021-3 LTD 9.28969%	0.08%	500,000
323	n/a	OAKTOWN RE VI LTD 8.28969%	0.08%	500,000
324	n/a	CITIGROUP MORTGAGE LOAN TRUST 3.25%	0.07%	700,000
325	ARES.2017-44A DR	Ares XLIV CLO Ltd. 11.43359%	0.07%	500,000
326	NYMT.2024-BPL1 A1	NYMT LOAN TRUST SERIES 2024-BPL1 7.154%	0.07%	500,000
327	n/a	HTAP 2024-1 7%	0.07%	501,663
328	n/a	RCO X MORTGAGE LLC 2025-1 8.353%	0.07%	500,000
329	n/a	FTSE Bursa Malaysia KLCI Future Apr 25	0.07%	29
330	n/a	FSWP: OIS 2.500000 19-JUN-2030 CAD Receive	0.07%	700,000
331	n/a	FHLMC FRN 0.125%	0.07%	121,264,481
332	n/a	Government National Mortgage Association 1.61615%	0.07%	3,871,206
333	n/a	Future on Wheat	0.07%	18
334	n/a	NY Harbor ULSD Future May 25	0.07%	5
335	n/a	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.07%	473,000
336	FNR.2023-46 SD	Federal National Mortgage Association 1.54583%	0.07%	4,485,873
337	PAID.2022-5 B	PAGAYA AI DEBT TRUST 2022-5 10.31%	0.07%	439,984
338	n/a	FSWP: OIS 0.500000 19-JUN-2030 SAR Receive	0.07%	400,000
339	n/a	Government National Mortgage Association 1.86615%	0.07%	3,075,107
340	n/a	Government National Mortgage Association 1.86615%	0.07%	2,944,474
341	n/a	VERUS SECURITIZATION TRUST 2023-INV1 7.51141%	0.07%	450,000
342	n/a	TRSWAP: MSCI MEXICO 06/18/2025	0.07%	9,271,882
343	n/a	Government National Mortgage Association 1.86615%	0.07%	3,148,920
344	n/a	Government National Mortgage Association 1.86615%	0.06%	3,200,081
345	n/a	FSWP: AUD 4.000000 12-SEP-2030 AUD Receive	0.06%	700,000
346	PRKCM.2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.06%	461,399
347	n/a	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.06%	500,000
348	n/a	FIGRE TRUST 2024-HE2 9.79%	0.06%	400,000
349	n/a	Feeder Cattle Future May 25	0.06%	3
350	n/a	PRPM LLC 3.474%	0.06%	425,617
351	n/a	Federal Home Loan Mortgage Corp. 3%	0.06%	2,471,200
352	n/a	BRAVO RESIDENTIAL FUNDING TRUST 5.80522%	0.06%	430,000
353	PRET.2022-NPL1 A1	PRET 2022-NPL1 LLC 5.9814%	0.06%	414,464
354	n/a	PRPM 2025-RPL1 LLC 4%	0.06%	494,000
355	n/a	Federal Home Loan Mortgage Corp. 4.45417%	0.06%	450,000
356	n/a	Government National Mortgage Association 1.86615%	0.06%	2,912,065
357	n/a	PRET 2024-NPL4 LLC 9.4373%	0.06%	407,000
358	GNR.2020-175 KI	Government National Mortgage Association 2.5%	0.06%	2,769,871
359	n/a	VERUS SECURITIZATION TRUST 2.244%	0.06%	500,000
360	n/a	LHOME MORTGAGE TRUST 2024-RTL1 9.165%	0.06%	400,000
361	n/a	Lead Future Sept 25	0.06%	8
362	PAID.2024-10 D	PAGAYA AI DEBT GRANTOR TRUST 2024-10 6.429%	0.06%	399,966
363	n/a	Lead Future July 25	0.06%	8
364	PRPM.2024-8 A2	PRPM 2024-8 LLC 8.836%	0.06%	400,000
365	PRET.2024-NPL3 A2	PRET 2024-NPL3 LLC 10.0375%	0.06%	400,000
366	n/a	CDS: (CMBX.NA.10.BBB-)	0.06%	500,000
367	n/a	Government National Mortgage Association 1.30564%	0.06%	5,214,508
368	n/a	Government National Mortgage Association 1.65564%	0.06%	4,185,019
369	n/a	IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 4.12876%	0.06%	500,000
370	n/a	CURRENCY	0.06%	528,136
371	n/a	Government National Mortgage Association 3%	0.06%	1,672,946
372	n/a	Government National Mortgage Association 4%	0.06%	1,871,409
373	GITST.2025-NPL1 A1	GITSIT MORTGAGE LOAN TRUST 2024-NPL1 6.2025%	0.06%	381,778
374	n/a	Government National Mortgage Association 1.86615%	0.06%	2,776,809
375	n/a	FSWP: NOK 4.000000 18-SEP-2030 6M Receive	0.06%	4,000,000
376	n/a	COLT MORTGAGE LOAN TRUST 1.419%	0.06%	448,304
377	n/a	CHNGE MORTGAGE TRUST 2022-1 4.54787%	0.06%	500,000
378	PRET.2024-NPL3 A1	PRET 2024-NPL3 LLC 7.52%	0.05%	368,012
379	PRPM.2024-5 A1	PRPM 2024-5 LLC 5.689%	0.05%	366,461
380	n/a	MSCI EAFE Index Future June 25	0.05%	3
381	n/a	COLT 2022-4 MORTGAGE LOAN TRUST 4.71166%	0.05%	400,000
382	n/a	Federal National Mortgage Association 1.62976%	0.05%	2,938,709
383	n/a	BRAVO RESIDENTIAL FUNDING TRUST 7.73969%	0.05%	353,000
384	n/a	Federal National Mortgage Association 1.59583%	0.05%	2,669,637
385	n/a	Federal National Mortgage Association 1.64583%	0.05%	2,662,741
386	n/a	Government National Mortgage Association 3%	0.05%	2,153,459
387	n/a	TRSWAP: MSCI MEXICO 06/18/2025	0.05%	7,026,847
388	OBX.2021-NQM2 A1	Obx 2021-Nqm2 Trust 1.101%	0.05%	414,244
389	PRPM.2022-NQM1 B1	PRPM 2022-NQM1 TRUST 5.43188%	0.05%	350,000
390	n/a	CURRENCY	0.05%	6,190,861
391	n/a	BRAVO RESIDENTIAL FUNDING TRUST 6.73969%	0.05%	338,000
392	PRPM.2024-8 A1	PRPM 2024-8 LLC 5.897%	0.05%	332,512
393	n/a	TRSWAP: MSCI SPAIN INDEX 06/18/202	0.05%	297,423
394	PAID.2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.05%	323,670
395	n/a	VERUS SECURITIZATION TRUST 5.6%	0.05%	327,000
396	LMAT.2021-GS1 A1	LEGACY MORTGAGE ASSET TRUST 5.892%	0.05%	322,847
397	n/a	AFFIRM ASSET SECURITIZATION TRUST 2024-X2 0%	0.05%	4,624
398	n/a	Government National Mortgage Association 1.86615%	0.05%	2,329,292
399	n/a	NYMT LOAN TRUST 2024-CP1 3.96766%	0.05%	400,000
400	n/a	Cocoa Future May 25	0.05%	4
401	n/a	Home Partners Of America Trust 2019-2 3.866%	0.05%	327,875
402	n/a	FSWP: AUD 4.000000 13-JUN-2030 AUD Receive	0.05%	500,000
403	n/a	CURRENCY	0.05%	458,886,891
404	n/a	FHLMC FRN 0.08%	0.05%	121,264,481
405	n/a	MS-CS OTC CASH COLLATERAL	0.05%	311,000
406	n/a	FHLMC 0.27%	0.05%	37,739,549
407	n/a	Government National Mortgage Association 2.95564%	0.05%	1,954,189
408	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.96511%	0.05%	400,000
409	n/a	Federal Home Loan Mortgage Corp. 1.53685%	0.05%	2,928,316
410	n/a	LHOME MORTGAGE TRUST 2024-RTL1 11.949%	0.04%	300,000
411	VSTA.2024-CES3 B1	VISTA POINT SECURITIZATION TRUST 2024-CES3 7.833%	0.04%	300,000
412	n/a	COLT MORTGAGE LOAN TRUST 3.764%	0.04%	400,000
413	CHNGE.2022-1 M1	CHNGE MORTGAGE TRUST 2022-1 3.99%	0.04%	350,000
414	n/a	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.04%	300,000
415	n/a	LHOME MORTGAGE TRUST 2024-RTL5 6.823%	0.04%	300,000
416	n/a	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.04%	300,000
417	n/a	HTAP ISSUER TRUST 2025-1 6.5%	0.04%	300,000
418	n/a	PRPM 2023-NQM1 TRUST 6.32808%	0.04%	300,000
419	n/a	Government National Mortgage Association 3%	0.04%	1,710,999
420	n/a	BRAVO RESIDENTIAL FUNDING TRUST 5.086%	0.04%	300,000
421	n/a	Government National Mortgage Association 1.61615%	0.04%	2,643,113
422	n/a	HTAP 2024-2 7.5%	0.04%	300,000
423	n/a	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.96511%	0.04%	400,000
424	n/a	IMPERIAL FUND MORTGAGE TRUST 2022-NQM3 4.43208%	0.04%	350,000
425	n/a	Government National Mortgage Association 3%	0.04%	1,776,756
426	n/a	FHLMC FRN 4.45417%	0.04%	350,000
427	n/a	Government National Mortgage Association 1.61615%	0.04%	2,575,108
428	n/a	TRSWAP: MSCI MEXICO 06/18/2025	0.04%	5,729,157
429	n/a	Government National Mortgage Association 1.86615%	0.04%	1,965,570
430	n/a	FSWP: OIS 2.500000 18-SEP-2030 CAD Receive	0.04%	400,000
431	PRET.2021-RN2 A1	PRET 2021-RN2, LLC 4.7436%	0.04%	276,335
432	n/a	RR 16 LTD 10.81359%	0.04%	266,667
433	PAID.2024-1 B	PAGAYA AI DEBT TRUST 2024-1 7.109%	0.04%	266,805
434	ADMT.2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.04%	267,619
435	n/a	FIGRE TRUST 2024-HE1 10.029%	0.04%	250,000
436	n/a	Ginnie Mae (Ze) 1.66615%	0.04%	2,173,495
437	n/a	PRPM 2024-RPL4 LLC 4%	0.04%	300,000
438	n/a	AJAX MORTGAGE LOAN TRUST 3.8099%	0.04%	465,000
439	n/a	PAGAYA AI DEBT TRUST 2024-2 7.573%	0.04%	253,571
440	n/a	Government National Mortgage Association 1.66615%	0.04%	1,992,776
441	n/a	Bravo Residential Funding Trust 2021-NMQ2 4.099%	0.04%	300,000
442	n/a	TOORAK MORTGAGE TRUST 2024-RRTL1 9.768%	0.04%	250,000
443	n/a	CURRENCY	0.04%	8,629,530
444	n/a	HOMEWARD OPPORTUNITIES FUND I TRUST 5.45%	0.04%	250,000
445	n/a	Government National Mortgage Association 1.71615%	0.04%	1,963,708
446	n/a	LME PRI ALUM APR 25	0.04%	4
447	n/a	VISTA POINT SECURITIZATION TRUST 2025-CES1 7.621%	0.04%	250,000
448	n/a	PRPM 2024-RPL4 LLC 4%	0.04%	300,000
449	n/a	FIGRE TRUST 2024-HE5 7.01%	0.04%	250,000
450	n/a	BARCLAYS MORTGAGE TRUST 2021-NPL1 4.625%	0.04%	250,000
451	n/a	Federal Home Loan Mortgage Corp. 1.59583%	0.04%	1,694,266
452	n/a	CHNGE MORTGAGE TRUST 2022-NQM1 5.82%	0.04%	250,000
453	RPM.2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.04%	254,094
454	n/a	ASX SPI 200 Index Future June 25	0.04%	2
455	n/a	Government National Mortgage Association 1.61615%	0.04%	1,746,727
456	n/a	London Cocoa Future July 25	0.04%	3
457	n/a	Government National Mortgage Association 1.61615%	0.04%	1,741,393
458	n/a	ANGEL OAK MORTGAGE TRUST 1.311%	0.03%	277,564
459	n/a	Government National Mortgage Association 2.90564%	0.03%	1,569,318
460	n/a	VERUS SECURITIZATION TRUST 2022-2 4.27838%	0.03%	300,000
461	n/a	Federal Home Loan Mortgage Corp. 1.64583%	0.03%	1,939,347
462	n/a	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.75%	0.03%	250,000
463	n/a	Government National Mortgage Association 1.55564%	0.03%	4,068,911
464	VERUS.2021-5 B1	VERUS SECURITIZATION TRUST 3.037%	0.03%	300,000
465	PRPM.2020-6 A2	PRPM 2020-6 LLC 4.703%	0.03%	223,166
466	FNR.2020-54 AS	Federal National Mortgage Association 1.69583%	0.03%	1,743,730
467	n/a	Government National Mortgage Association 0%	0.03%	16,849,727
468	STAR.2021-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 1.127%	0.03%	251,063
469	n/a	Federal National Mortgage Association 0.54583%	0.03%	2,652,116
470	PAID.2023-6 D	PAGAYA AI DEBT TRUST 2023-6 9%	0.03%	209,946
471	n/a	PRPM 2024-RCF6 LLC 4%	0.03%	250,000
472	PAID.2022-3 AB	PAGAYA AI DEBT TRUST 2022-3 7.57548%	0.03%	212,654
473	n/a	TRSWAP: MSCI NETHERLAND 06/18/2025	0.03%	6,255,081
474	n/a	Government National Mortgage Association 1.05564%	0.03%	4,777,375
475	n/a	Sugar No 11 Future May 25	0.03%	10
476	n/a	Federal National Mortgage Association 1.74583%	0.03%	1,687,036
477	n/a	VISTA POINT SECURITIZATION TRUST 2024-CES3 9.492%	0.03%	200,000
478	FHR.4979 YS	Federal Home Loan Mortgage Corp. 1.59583%	0.03%	1,497,444
479	n/a	Government National Mortgage Association 1.05564%	0.03%	3,613,038
480	n/a	FIGRE TRUST 2024-HE5 8.63%	0.03%	200,000
481	n/a	CHNGE MORTGAGE TRUST 2023-2 8.18195%	0.03%	200,000
482	n/a	FSWP: SEK 2.500000 18-SEP-2030 3M Receive	0.03%	2,000,000
483	n/a	PRPM 2024-5 LLC 9.076%	0.03%	200,000
484	n/a	TOORAK MORTGAGE TRUST 2025-RRTL1 8.342%	0.03%	200,000
485	n/a	COLT MORTGAGE LOAN TRUST 5.25%	0.03%	200,000
486	n/a	Federal National Mortgage Association 1.74583%	0.03%	1,594,031
487	ENVA.2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.03%	192,993
488	n/a	LENDINGPOINT 2021-1 ASSET SECURITIZATION TRUST 7.226%	0.03%	193,497
489	VOLT.2021-NPL4 A1	VOLT XCV LLC 2.2396%	0.03%	193,364
490	n/a	FSWP: NOK 4.000000 19-JUN-2030 6M Receive	0.03%	2,000,000
491	n/a	TRSWAP: MSCI BRAZIL 06/18/2025	0.03%	1,099,107
492	VERUS.2021-5 B2	VERUS SECURITIZATION TRUST 3.941%	0.03%	250,000
493	VISIO.2019-2 M1	Visio Trust 2019-2 3.26%	0.03%	200,000
494	n/a	PRPM 2024-RCF2 LLC 3.75%	0.03%	200,000
495	PAID.2024-1 C	PAGAYA AI DEBT TRUST 2024-1 8.344%	0.03%	176,681
496	n/a	Bravo Residential Funding Trust 2021-NMQ2 3.044%	0.03%	200,000
497	AJAXM.2021-C A	AJAX MORTGAGE LOAN TRUST 5.115%	0.03%	178,240
498	n/a	Government National Mortgage Association 1.05564%	0.03%	2,904,842
499	n/a	Government National Mortgage Association 2.16634%	0.03%	1,342,342
500	PMIT.2024-1A A	PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2024-1 6.12%	0.03%	171,302

As of Mar 31, 2025

Showing 50 of 748

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Cash	416.00%
Other	31.40%
Stocks	-2.23%
Bond	-345.17%

Country Breakdown

Sector	% Weight
Other	85.53%
United States	9.97%
Germany	2.93%
United Kingdom	0.76%
Italy	0.38%
Sweden	0.13%
Turkey	0.11%
Korea	0.09%
Hungary	0.09%
Brazil	0.01%