Columbia Multi Strategy Alternatives Fund Class Adv (CLFUX)

CLFUX Holdings List

As of Oct 31, 2024

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No.	Symbol	Name	% Weight	Shares
1	n/a	FCHFUSD20241108CIT Purchased	63.76%	64,377,917
2	n/a	FSWP: OIS .5000000 16-DEC-2026 SAR Receive	46.26%	279,600,000
3	n/a	Columbia Short-Term Cash	32.69%	228,743,510
4	n/a	FSWP: AUD 3.500000 10-DEC-2026 AUD Receive	25.33%	270,400,000
5	n/a	2 Year Treasury Note Future Dec 24	18.94%	714
6	n/a	FEURUSD20241108MSCO Purchased	18.64%	69,438,461
7	n/a	FSWP: OIS 3.000000 17-MAR-2027 CAD Receive	15.85%	154,500,000
8	n/a	FSWP: EUR 2.000000 17-MAR-2027 EUR Receive	14.74%	95,200,000
9	n/a	FCHFUSD20241108UBSW Purchased	14.33%	70,028,904
10	n/a	FSWP: OIS 3.000000 16-DEC-2026 CAD Receive	13.06%	127,500,000
11	n/a	FSWP: AUD 3.500000 11-MAR-2027 AUD Receive	12.59%	134,400,000
12	n/a	FNZDUSD20241108BCAP Purchased	11.36%	106,901,766
13	n/a	FSWP: OIS 0.500000 17-MAR-2027 SAR Receive	10.74%	64,900,000
14	n/a	FSWP: NOK 3.500000 17-MAR-2027 6M Receive	9.73%	752,100,000
15	n/a	FGBPUSD20241108CIT Purchased	9.07%	24,054,000
16	n/a	FSWP: OIS 0.500000 20-DEC-2034 SAR Receive	7.85%	47,600,000
17	n/a	FSWP: NOK 3.500000 16-DEC-2026 6M Receive	7.45%	576,100,000
18	n/a	FSWP: EUR 2.000000 16-DEC-2026 EUR Receive	7.40%	48,100,000
19	n/a	5 Year Treasury Note Future Dec 24	6.52%	427
20	B 0 11.05.24	United States Treasury Bills 0%	6.51%	45,750,000
21	n/a	FSWP: AUD 4.500000 07-DEC-2034 AUD Receive	6.00%	64,400,000
22	n/a	FSWP: OIS 3.500000 16-DEC-2026 SOF Receive	5.91%	41,500,000
23	n/a	Long Gilt Future Dec 24	5.83%	339
24	n/a	Cmsaf2 Offshore Market Value	5.11%	3,193,957
25	FNCL 4 11.11	Federal National Mortgage Association 4%	5.06%	38,500,000
26	FNCL 4.5 11.11	Federal National Mortgage Association 4.5%	5.00%	37,000,000
27	n/a	10 Year Treasury Note Future Dec 24	4.75%	389
28	n/a	FSWP: NZD 3.500000 16-DEC-2026 3M Receive	4.65%	54,700,000
29	B 0 11.12.24	United States Treasury Bills 0%	4.44%	31,250,000
30	n/a	FSWP: OIS 0.500000 16-DEC-2026 FTO Receive	4.30%	4,595,200,000
31	n/a	FSWP: EUR 2.500000 20-MAR-2030 EUR Receive	4.09%	26,200,000
32	FNCL 3.5 11.11	Federal National Mortgage Association 3.5%	3.77%	29,595,420
33	n/a	FSWP: OIS 3.000000 21-MAR-2035 CAD Receive	3.76%	36,800,000
34	n/a	FSWP: OIS 3.500000 17-MAR-2027 SON Receive	3.68%	20,300,000
35	n/a	10 Year Australian Treasury Bond Future Dec 24	3.66%	407
36	n/a	5Y Rtr 4.000000 07-May-2025 Pay	3.63%	25,000,000
37	n/a	SWP: USD 3.683500 24-OCT-2031 SOF Receive	3.60%	25,273,000
38	n/a	FCZKUSD20241218CIT Purchased	3.47%	558,852,000
39	n/a	FKRWUSD20241218CIT Purchased	3.45%	32,136,879,500
40	n/a	FSWP: SEK 2.000000 17-MAR-2027 3M Receive	3.41%	255,600,000
41	n/a	TRSWAP: MSCI BRAZIL 12/18/2024	3.39%	138,976,487
42	n/a	FCADUSD20241218CIT Purchased	2.90%	15,154,001
43	FNCL 6 11.11	Federal National Mortgage Association 6%	2.86%	20,000,000
44	n/a	10Y Rtp 4.500000 16-Apr-2025 Pay	2.86%	20,000,000
45	n/a	FSGDUSD20241218CIT Purchased	2.67%	24,567,387
46	n/a	FSWP: OIS 3.500000 20-MAR-2030 SON Receive	2.66%	14,500,000
47	n/a	E-mini S&P 500 Future Dec 24	2.65%	65
48	n/a	FJPYUSD20241218CIT Purchased	2.63%	2,955,603,375
49	n/a	FSWP: NZD 3.500000 10-MAR-2027 3M Receive	2.54%	29,800,000
50	G2SF 4.5 11.11	Government National Mortgage Association 4.5%	2.45%	18,000,000
51	FNCL 5 11.11	Federal National Mortgage Association 5%	2.35%	17,000,000
52	n/a	FSWP: OIS 3.000000 20-DEC-2034 CAD Receive	2.28%	22,300,000
53	n/a	FSWP: NOK 3.500000 21-MAR-2035 6M Receive	2.26%	180,800,000
54	n/a	FSWP: EUR 2.500000 21-MAR-2035 EUR Receive	2.22%	14,200,000
55	n/a	Future on Wheat	2.18%	536
56	n/a	FSWP: OIS 0.500000 17-MAR-2027 FTO Receive	2.16%	2,310,500,000
57	n/a	E-mini S&P 500 Future Dec 24	2.12%	52
58	n/a	SWP: SEK 2.277000 05-SEP-2034 3M Receive	2.12%	160,500,000
59	n/a	FSWP: OIS 1.000000 20-DEC-2034 FTO Receive	1.97%	2,099,900,000
60	n/a	FSWP: NZD 4.000000 13-DEC-2034 3M Receive	1.95%	23,200,000
61	n/a	FTWDUSD20241218CIT Purchased	1.95%	876,692,904
62	n/a	Cmsaf3 Offshore Market Value	1.93%	2,049,516
63	n/a	Zinc Future Jan 25	1.84%	171
64	n/a	10Y Rtr 3.800000 10-Apr-2025 Pay	1.75%	12,000,000
65	n/a	JP MORGAN CHASE BANK CASH COLL	1.70%	11,920,000
66	n/a	SWP: NOK 3.500000 20-DEC-2034 6M Receive	1.69%	135,600,000
67	n/a	FSWP: EUR 2.500000 19-DEC-2029 EUR Receive	1.67%	10,700,000
68	n/a	FSWP: NZD 4.000000 14-MAR-2035 3M Receive	1.59%	18,900,000
69	n/a	SWP: NZD 3.810000 03-OCT-2034 3M Receive	1.57%	19,000,000
70	n/a	MSCI Emerging Markets Index Future Dec 24	1.55%	193
71	QCX4	OMX Stockholm 30 Index Future Nov 24	1.46%	433
72	n/a	5Y Rtr 3.900000 06-Dec-2024 Pay	1.44%	10,000,000
73	n/a	SWP: SEK 2.50000 21-MAR-2035 3M Receive	1.43%	106,200,000
74	n/a	S&P TSX 60 Index Future Dec 24	1.39%	47
75	n/a	FBRLUSD20241218CIT Purchased	1.38%	189,568,009
76	n/a	30 Day Interbank Cash Rate Future Nov 24	1.37%	76
77	n/a	30 Day Interbank Cash Rate Future Nov 24	1.37%	76
78	n/a	10 Year Government of Canada Bond Future Dec 24	1.33%	292
79	n/a	SYN SWISS MKT IX DEC 24	1.32%	68
80	n/a	30 Day Interbank Cash Rate Future Nov 24	1.28%	71
81	n/a	SWP: SEK 2.656000 03-JUL-2034 3M Receive	1.26%	92,000,000
82	n/a	FSWP: EUR 2.500000 20-DEC-2034 EUR Receive	1.23%	7,900,000
83	n/a	FSWP: OIS 3.500000 19-DEC-2029 SON Receive	1.23%	6,700,000
84	n/a	FSWP: SEK 2.000000 16-DEC-2026 3M Receive	1.21%	90,400,000
85	n/a	SYN KOSPI2 INDEX DEC 24	1.17%	133
86	n/a	10Y Rtp 4.500000 28-Apr-2025 Pay	1.15%	8,000,000
87	B 0 11.12.24	United States Treasury Bills 0%	1.14%	8,000,000
88	n/a	Henry Hub Natural Gas Apr25	1.10%	284
89	n/a	FHUFUSD20241218CIT Purchased	1.07%	6,064,199,570
90	n/a	FSWP: OIS 4.000000 17-MAR-2055 SON Receive	1.05%	5,800,000
91	n/a	SWP: NZD 3.956000 05-SEP-2034 3M Receive	1.05%	12,600,000
92	n/a	Future on Bovespa	1.05%	324
93	n/a	FSWP: AUD 4.500000 08-MAR-2035 AUD Receive	1.03%	11,100,000
94	n/a	TOPIX Index Future Dec14	1.01%	40
95	n/a	10Y Rtr 3.750000 18-Nov-2024 Pay	1.01%	7,000,000
96	STZ4	Ftse/Mib Index Dec 24	1.00%	38
97	FNCL 3 11.11	Federal National Mortgage Association 3%	0.98%	8,000,000
98	n/a	FSWP: OIS 3.500000 16-DEC-2026 SON Receive	0.98%	5,400,000
99	n/a	S&P TSX 60 Index Future Dec 24	0.92%	31
100	KMZ4	KOSPI 200 Future Dec 24	0.91%	103
101	n/a	FSWP: EUR 2.500000 17-MAR-2055 EUR Receive	0.87%	5,600,000
102	n/a	10Y Rtr 3.250000 19-Aug-2025	0.87%	6,000,000
103	n/a	FZARUSD20241218CIT Purchased	0.86%	240,840,000
104	CO77	Brent Crude Futures May25	0.84%	82
105	n/a	Crude Oil Future May 25	0.81%	84
106	n/a	SYN KOSPI2 INDEX DEC 24	0.79%	90
107	n/a	FMXNUSD20241218MSCO Purchased	0.77%	163,005,398
108	n/a	FSWP: EUR 2.500000 16-DEC-2054 EUR Receive	0.76%	4,900,000
109	n/a	10Y Rtr 3.750000 29-Nov-2024 Pay	0.72%	5,000,000
110	n/a	10Y Rtp 4.500000 25-Apr-2025 Pay	0.72%	5,000,000
111	n/a	FTRYUSD20241218MSCO Purchased	0.71%	178,565,000
112	n/a	Cocoa Future Mar 25	0.71%	72
113	n/a	SGX FTSE Taiwan Index Future Nov 24	0.70%	65
114	n/a	Copper Future May 25	0.68%	43
115	n/a	Gold 100 Oz Dec 24	0.67%	17
116	n/a	FNOKUSD20241108WCHV Purchased	0.62%	615,618,501
117	n/a	Cotton No 2 Future Dec 24	0.59%	120
118	FR RA7927	Federal Home Loan Mortgage Corp. 4.5%	0.59%	4,351,805
119	n/a	FCOPUSD20241218CIT Purchased	0.59%	38,523,001,000
120	n/a	Crude Oil Future Dec 24	0.58%	59
121	n/a	Corn Future May 25	0.57%	184
122	n/a	FINRUSD20241218MSCO Purchased	0.56%	3,024,379,766
123	n/a	Henry Hub Natural Gas June25	0.55%	128
124	n/a	SWP: SEK 2.762500 04-APR-2034 3M Receive	0.55%	39,300,000
125	n/a	Henry Hub Natural Gas Feb25	0.54%	143
126	n/a	LME PRI ALUM MAY 25	0.54%	57
127	n/a	FCLPUSD20241218CIT Purchased	0.53%	7,101,992,639
128	n/a	Future on Soybean	0.53%	72
129	XBZ4	Mini Ibovespa Future Dec 24	0.52%	44
130	n/a	SGX FTSE Taiwan Index Future Nov 24	0.52%	48
131	n/a	Feeder Cattle Future Jan 25	0.52%	30
132	n/a	CITIBANK CASH COLLATERAL	0.51%	3,570,000
133	n/a	FSEKUSD20241108MSCO Purchased	0.50%	219,610,749
134	OATZ4	Euro OAT Future Dec 24	0.48%	151
135	IKZ4	Long-Term Euro BTP Future Dec 24	0.48%	26
136	CFX4	CAC 40 Index Future Nov 24	0.48%	42
137	STZ4	Ftse/Mib Index Dec 24	0.47%	18
138	n/a	FILSUSD20241218CIT Purchased	0.47%	24,282,750
139	n/a	FSWP: OIS 3.500000 20-MAR-2030 SOF Receive	0.47%	3,300,000
140	n/a	CURRENCY	0.46%	2,988,267
141	n/a	FAUDUSD20241218MSCO Purchased	0.46%	28,958,613
142	n/a	Sugar No. 11 Futures Apr15	0.46%	136
143	n/a	Live Cattle Future Dec 24	0.46%	43
144	n/a	Coffee C Future May 25	0.44%	34
145	n/a	SWP: OIS 3.500000 21-MAR-2035 SOF Receive	0.43%	3,000,000
146	n/a	Live Cattle Future June 25	0.42%	41
147	COH5	Brent Crude Future Jan 25	0.42%	41
148	CO75	Brent Crude Futures Mar25	0.42%	41
149	PAID 2023-1 B	Pagaya Ai Debt Trust 2023-1 9.435%	0.41%	2,849,604
150	n/a	Crude Oil Future Mar 25	0.41%	42
151	n/a	FSWP: OIS 3.500000 21-MAR-2035 SON Receive	0.40%	2,200,000
152	n/a	Crude Oil Future July 25	0.40%	42
153	STZ4	Ftse/Mib Index Dec 24	0.39%	15
154	AOMT 2019-2 B2	ANGEL OAK MORTGAGE TRUST I LLC 6.286%	0.39%	2,700,000
155	n/a	SWP: SEK 2.320000 05-AUG-2034 3M Receive	0.38%	29,000,000
156	n/a	Soybean Oil Future May 25	0.36%	93
157	VERUS 2023-1 M1	VERUS SECURITIZATION TRUST 2023-1 6.9174%	0.36%	2,500,000
158	n/a	FSWP: OIS 1.000000 21-MAR-2035 FTO Receive	0.36%	380,000,000
159	n/a	CURRENCY	0.35%	1,906,789
160	n/a	TRSWAP: MSCI BRAZIL 12/18/2024	0.35%	14,257,026
161	n/a	Copper Future Mar 25	0.34%	22
162	n/a	E-mini Nasdaq 100 Future Dec 24	0.34%	6
163	n/a	FSWP: OIS 3.500000 17-MAR-2027 SOF Receive	0.34%	2,400,000
164	n/a	Zinc Future May 25	0.33%	31
165	n/a	Copper Future July 25	0.33%	21
166	n/a	MSCI Emerging Markets Index Future Dec 24	0.33%	41
167	n/a	FSWP: OIS 4.000000 16-DEC-2054 SON Receive	0.33%	1,800,000
168	n/a	Soybean Meal Future May 25	0.32%	74
169	n/a	FPHPUSD20241218CIT Purchased	0.32%	124,448,000
170	STACR 2020-HQA5 B2	Federal Home Loan Mortgage Corp. 12.25682%	0.31%	1,800,000
171	FN FS7015	Fnma Pass-Thru I 5.5%	0.30%	2,107,902
172	COMM 2020-CBM F	COMM MORTGAGE TRUST 3.63269%	0.30%	2,200,000
173	n/a	Future on Wheat	0.30%	69
174	n/a	Nickel Future May 25	0.29%	21
175	n/a	Lead Future Jan 25	0.29%	40
176	GNR 2020-146 NI	Government National Mortgage Association 2%	0.29%	17,749,439
177	n/a	Corn Future Mar 25	0.28%	94
178	n/a	Corn Future July 25	0.28%	91
179	n/a	FSWP: OIS 3.500000 17-MAR-2055 SOF Receive	0.28%	2,000,000
180	QSMAY3	Low Sulphur Gas Oil Futures May25	0.28%	30
181	NRZT 2022-NQM2 A2	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2022-NQM2 3.699%	0.28%	2,570,000
182	n/a	MS-CS OTC CASH COLLATERAL	0.28%	1,980,000
183	n/a	NY Harbor ULSD Future Dec 24	0.28%	21
184	n/a	LME PRI ALUM MAR 25	0.27%	29
185	n/a	RBOB Gasoline Future Dec 24	0.27%	23
186	n/a	Future on Soybean	0.27%	36
187	n/a	Future on Soybean	0.27%	37
188	STACR 2021-DNA5 B2	Freddie Mac Stacr Remic Trust 10.35682%	0.27%	1,650,000
189	n/a	LME PRI ALUM JUL 25	0.26%	28
190	FR SD3912	Federal Home Loan Mortgage Corp. 5.5%	0.26%	1,820,172
191	PRPM 2023-NQM1 M1	PRPM 2023-NQM1 TRUST 6.32808%	0.25%	1,780,000
192	FN CB4625	Fnma Pass-Thru I 5%	0.25%	1,811,694
193	n/a	WIG20(PLN20) INDEX DEC 24	0.25%	160
194	n/a	FTHBUSD20241218CIT Purchased	0.25%	119,750,000
195	VERUS 2023-1 B1	VERUS SECURITIZATION TRUST 2023-1 6.9174%	0.25%	1,750,000
196	n/a	Soybean Oil Future Dec 24	0.24%	63
197	n/a	E-mini Dow $5 Future Dec 24	0.24%	8
198	n/a	Nickel Future Nov 24	0.24%	18
199	FR SD1966	Federal Home Loan Mortgage Corp. 4%	0.24%	1,785,963
200	n/a	BAYVIEW FINANCING TRUST 4.18663%	0.23%	1,640,167
201	n/a	CDS: (CMBX.NA.10.BBB-)	0.23%	2,000,000
202	ARRW 2020-1 M1	Arroyo Mortgage Trust 4.277%	0.23%	1,870,000
203	n/a	RBOB Gasoline Future Apr 25	0.23%	18
204	n/a	Lean Hog Future June 25	0.23%	41
205	n/a	Sugar No. 11 Futures June15	0.23%	71
206	FR SD3657	Federal Home Loan Mortgage Corp. 5%	0.22%	1,564,810
207	n/a	Coffee C Future Mar 25	0.22%	17
208	n/a	Coffee C Future July 25	0.22%	17
209	UPST 2023-1 B	UPSTART SECURITIZATION TRUST 2023-1 8.35%	0.22%	1,500,000
210	n/a	Live Cattle Future Apr 25	0.21%	20
211	n/a	Live Cattle Future Feb 25	0.21%	20
212	n/a	NY Harbor ULSD Future May 25	0.21%	16
213	n/a	Federal Home Loan Mortgage Corp. 4.617%	0.21%	1,490,150
214	n/a	CURRENCY	0.21%	2,201,078
215	QCX4	OMX Stockholm 30 Index Future Nov 24	0.21%	61
216	n/a	FCNHUSD20241218CIT Purchased	0.20%	10,402,630
217	TMIR 2021-3 M1B	TRIANGLE RE 2021-3 LTD 7.75682%	0.20%	1,418,406
218	n/a	Corn Future Dec 24	0.20%	67
219	PRKCM 2021-AFC1 M1	PRKCM 2021-AFC1 TRUST 3.114%	0.20%	2,000,000
220	n/a	KC HRW Wheat Future May 25	0.19%	44
221	n/a	SWP: SEK 2.500000 20-DEC-2034 3M Receive	0.18%	13,600,000
222	n/a	Soybean Oil Future July 25	0.18%	47
223	n/a	Soybean Oil Future Mar 25	0.18%	47
224	n/a	FIDRUSD20241218CIT Purchased	0.18%	40,429,859,470
225	n/a	CURRENCY	0.18%	188,532,357
226	GSKY 2024-2 A2	GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-2 5.25%	0.17%	1,200,000
227	n/a	Sugar No. 11 Futures Feb15	0.17%	47
228	FNR 2016-53 AS	Federal National Mortgage Association 1.0287%	0.17%	12,082,881
229	n/a	FSWP: OIS 0.500000 21-MAR-2035 SAR Receive	0.16%	1,000,000
230	n/a	Soybean Meal Future July 25	0.16%	37
231	n/a	Soybean Meal Future Mar 25	0.16%	38
232	n/a	Zinc Future Mar 25	0.16%	15
233	STACR 2021-DNA1 B2	Freddie Mac Stacr Remic Trust 9.60682%	0.16%	1,050,000
234	n/a	Zinc Future July 25	0.16%	15
235	STACR 2020-DNA6 B2	Federal Home Loan Mortgage Corp. 10.50682%	0.16%	1,000,000
236	RCO 2024-1 A2	RCO VIII MORTGAGE LLC 2024-1 9.5748%	0.16%	1,150,000
237	n/a	Crude Oil Future Dec 24	0.16%	16
238	n/a	CITI TBA CASH COLLATERAL	0.16%	1,106,000
239	n/a	Gold 100 Oz Dec 24	0.16%	4
240	n/a	Cotton No 2 Future May 25	0.15%	29
241	GNR 2020-160 AS	Government National Mortgage Association 1.42637%	0.15%	7,152,214
242	n/a	FSWP: OIS 0.500000 19-DEC-2029 SAR Receive	0.15%	900,000
243	QCH5	London Cocoa Future Mar 25	0.15%	15
244	n/a	Future on Wheat	0.15%	35
245	n/a	Future on Wheat	0.15%	34
246	REACH 2022-2A C	REACH ABS TRUST 2022-2 8.4%	0.14%	1,000,000
247	n/a	CURRENCY	0.14%	10,773,950
248	PRET 2024-NPL1 A2	Pret 2024-Npl1 9.7979%	0.14%	1,000,000
249	QSMAR3	Low Sulphur Gas Oil Futures Mar25	0.14%	15
250	QS18	Low Sulphur Gas Oil Futures July25	0.14%	15
251	n/a	CDS: (CMBX.NA.10.BBB-)	0.14%	1,200,000
252	NYMT 2024-RR1 A	NYMT 2024-RR1 7.375%	0.14%	969,912
253	n/a	Nickel Future July 25	0.14%	10
254	n/a	Nickel Future Mar 25	0.14%	10
255	CAS 2022-R01 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 10.85682%	0.13%	900,000
256	n/a	LEAN HOGS DEC 24	0.13%	28
257	WFCM 2017-SMP A	Wells Fargo Commercial Mortgage Trust 5.725%	0.13%	1,000,000
258	PAID 2024-3 C	PAGAYA AI DEBT TRUST 2024-3 7.297%	0.13%	900,000
259	n/a	CURRENCY	0.13%	1,249,892
260	MFRA 2024-NPL1 A1	MFA 2024-NPL1 LLC 6.33%	0.13%	892,373
261	PRET 2021-NPL6 A2	PRET 2021-NPL6 LLC 5.0713%	0.13%	900,000
262	n/a	TRSWAP: MSCI ITALY INDEX 12/18/24	0.12%	813,663
263	PAID 2023-5 C	PAGAYA AI DEBT TRUST 2023-5 9.099%	0.12%	849,993
264	EART 2021-2A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2.9%	0.12%	900,000
265	n/a	Sugar No. 11 Futures Feb15	0.12%	34
266	n/a	Future on TAIEX	0.12%	6
267	CAS 2021-R02 2B2	CONNECTICUT AVENUE SECURITIES TRUST 11.05682%	0.12%	800,000
268	LDMSR 2018-GT1 A	LOANDEPOT GMSR MASTER TRUST 6.5804%	0.12%	850,000
269	PRPM 2021-7 A1	PRPM LLC 4.867%	0.12%	846,707
270	n/a	RBOB Gasoline Future Feb 25	0.12%	10
271	n/a	FSWP: NZD 3.500000 12-DEC-2029 3M Receive	0.12%	1,400,000
272	CHNGE 2023-3 M1	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.12%	800,000
273	n/a	FPLNUSD20241218CIT Purchased	0.12%	9,928,361
274	n/a	Lean Hog Future Feb 25	0.12%	24
275	VERUS 2023-INV1 M1	VERUS SECURITIZATION TRUST 2023-INV1 7.5426%	0.12%	800,000
276	n/a	Lean Hog Future Apr 25	0.12%	23
277	PAID 2022-3 B	PAGAYA AI DEBT TRUST 2022-3 8.05%	0.12%	799,922
278	n/a	RBOB Gasoline Future June 25	0.11%	9
279	UPST 2024-1 C	UPSTART SECURITIZATION TRUST 2024-1 8.68%	0.11%	800,000
280	GNR 2019-98 SB	Government National Mortgage Association 1.22637%	0.11%	6,602,085
281	n/a	CURRENCY	0.11%	1,066,050,000
282	VSTA 2020-1 B1	VISTA POINT SECURITIZATION TRUST 5.375%	0.11%	800,000
283	CSMC 2014-USA E	CSMC TRUST 4.3733%	0.11%	1,500,000
284	GRADE 2023-FIG3 CE	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2023-FIG3 3.91127%	0.11%	598,272
285	n/a	LAKEVIEW 2021-CRT1 LLC 8.92688%	0.11%	781,062
286	PRET 2024-NPL6 A1	PRET 2024-NPL6 LLC 5.9256%	0.11%	750,000
287	n/a	NY Harbor ULSD Future Mar 25	0.11%	8
288	n/a	Live Cattle Future Dec 24	0.11%	10
289	n/a	NY Harbor ULSD Future July 25	0.11%	8
290	OCT47 2020-1A ER	Octagon Investment Partners 47 Ltd / Llc 11.12901%	0.11%	750,000
291	BXP 2021-601L E	BXP TRUST 2021-601L 2.77546%	0.10%	1,100,000
292	CMLTI 2015-RP2 B5	Citigroup Mortgage Loan Trust Inc. 4.25%	0.10%	997,632
293	PRPM 2024-RCF2 M2	PRPM 2024-RCF2 LLC 3.75%	0.10%	850,000
294	PAID 2023-6 C	PAGAYA AI DEBT TRUST 2023-6 8.491%	0.10%	699,821
295	PRPM 2021-5 A2	PRPM LLC 3.721%	0.10%	718,034
296	PAID 2024-7 C	Pagaya Ai Debt Grantor Tr 2024 144A 7.095%	0.10%	699,848
297	n/a	MSCI EAFE Index Future Dec 24	0.10%	6
298	n/a	Henry Hub Natural Gas Nov24	0.10%	26
299	PAID 2024-9 D	PAGAYA AI DEBT GRANTOR TRUST 2024-9 6.174%	0.10%	700,000
300	PRET 2024-NPL6 A2	PRET 2024-NPL6 LLC 8.8361%	0.10%	700,000
301	TMIR 2021-2 B1	TRIANGLE RE LTD 12.35207%	0.10%	650,000
302	PRET 2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.10%	684,299
303	RMLT 2019-3 M1	RESIDENTIAL MORTGAGE LOAN TRUST 3.257%	0.10%	700,000
304	n/a	FPENUSD20241218CIT Purchased	0.10%	2,564,792
305	HTAP 2024-2 A	HTAP 2024-2 6.5%	0.10%	694,817
306	PNT 2021-1 A1	POINT SECURITIZATION TRUST 3.2282%	0.10%	684,309
307	DRMT 2020-2 B4	DEEPHAVEN RESIDENTIAL MORTGAGE TRUST 5.78804%	0.10%	725,055
308	VCAT 2021-NPL6 A1	VCAT 2021-NPL6 LLC 1.9173%	0.10%	674,565
309	n/a	Lead Future May 25	0.10%	13
310	AOMT 2024-6 A1	ANGEL OAK MORTGAGE TRUST 2024-6 4.65%	0.09%	679,022
311	n/a	KC HRW Wheat Future July 25	0.09%	22
312	ACMAT 2024-2A A	ACM AUTO TRUST 2024-2 6.06%	0.09%	650,000
313	PRET 2024-NPL7 A2	PRET 2024-NPL7 LLC 8.9559%	0.09%	650,000
314	FN CB0193	Fnma Pass-Thru I 3%	0.09%	743,116
315	PRPM 2024-RCF1 M2	PRPM 2024-RCF1 LLC 4%	0.09%	750,000
316	n/a	Coffee C Future Dec 24	0.09%	7
317	PRPM 2021-10 A1	PRPM 2021-10 LLC 2.487%	0.09%	649,358
318	n/a	KC HRW Wheat Future Mar 25	0.09%	22
319	FHR 5183 IO	Federal Home Loan Mortgage Corp. 3%	0.09%	4,124,801
320	VLZ4	Euro Stoxx 50 Future Dec 24	0.09%	12
321	n/a	E-mini S&P MidCap 400 Future Dec 24	0.09%	2
322	n/a	FTSE Bursa Malaysia KLCI Future Nov 24	0.09%	34
323	PRPM 2023-RCF1 M2	PRPM 2023-RCF1 LLC 4%	0.09%	700,000
324	GNR 2021-142 SL	Government National Mortgage Association 1.42637%	0.09%	4,491,549
325	GNR 2021-160 CI	Government National Mortgage Association 2.5%	0.09%	4,554,299
326	LHOME 2023-RTL3 A2	LHOME MORTGAGE TRUST 2023-RTL3 9%	0.09%	600,000
327	n/a	Platinum Future Jan 25	0.09%	12
328	STACR 2021-DNA6 B2	Freddie Mac Stacr Remic Trust 12.35682%	0.08%	550,000
329	GNR 2020-133 DS	Government National Mortgage Association 1.42637%	0.08%	4,814,735
330	CAS 2021-R03 1B2	CONNECTICUT AVENUE SECURITIES TRUST 2021-R03 10.35682%	0.08%	550,000
331	n/a	FSWP: SEK 2.000000 19-DEC-2029 3M Receive	0.08%	6,100,000
332	GCAT 2019-NQM3 M1	GCAT LLC 3.45%	0.08%	600,000
333	MSC 2019-MEAD E	MORGAN STANLEY CAPITAL I TRUST 3.1771%	0.08%	600,000
334	PAID 2024-6 C	PAGAYA AI DEBT GRANTOR TRUST 2024-6 7.068%	0.08%	549,859
335	GNR 2020-138 JI	Government National Mortgage Association 2.5%	0.08%	4,107,398
336	GNR 2021-25 GI	Government National Mortgage Association 2.5%	0.08%	3,673,038
337	CROSS 2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST 5.585%	0.08%	550,000
338	CHNGE 2022-1 B1	CHNGE MORTGAGE TRUST 2022-1 4.54762%	0.08%	650,000
339	n/a	Cotton No 2 Future Mar 25	0.08%	15
340	NRZT 2019-RPL3 B4	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 3.99738%	0.08%	750,000
341	n/a	Cotton No 2 Future July 25	0.07%	14
342	FNR 2023-46 SD	Federal National Mortgage Association 1.0287%	0.07%	4,699,973
343	OMIR 2021-1A M2	OAKTOWN RE VI LTD 8.80682%	0.07%	500,000
344	TMIR 2021-3 B1	TRIANGLE RE 2021-3 LTD 9.80682%	0.07%	500,000
345	HTAP 2024-1 A	HTAP 2024-1 7%	0.07%	509,036
346	NYMT 2024-BPL1 A1	NYMT LOAN TRUST SERIES 2024-BPL1 7.154%	0.07%	500,000
347	ARES 2017-44A DR	Ares XLIV CLO Ltd. 11.78751%	0.07%	500,000
348	PRET 2024-NPL2 A2	PRET 2024-NPL2 LLC 10.037%	0.07%	500,000
349	CMLTI 2018-RP3 B3	CITIGROUP MORTGAGE LOAN TRUST 3.25%	0.07%	700,000
350	n/a	FSWP: OIS 2.500000 19-DEC-2029 CAD Receive	0.07%	700,000
351	CHNGE 2023-1 B1	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.07%	473,000
352	LMAT 2021-SL2 A	LEGACY MORTGAGE ASSET TRUST 2021-SL2 4.875%	0.07%	477,139
353	n/a	TRSWAP: MSCI SWEDEN 12/18/2024	0.07%	5,105,525
354	GNR 2023-113 HS	Government National Mortgage Association 1.17637%	0.07%	4,052,094
355	PAID 2022-5 B	PAGAYA AI DEBT TRUST 2022-5 10.31%	0.07%	439,984
356	PRET 2022-NPL1 A1	PRET 2022-NPL1 LLC 2.9814%	0.07%	459,998
357	GNR 2021-156 SA	Government National Mortgage Association 1.42637%	0.07%	3,274,897
358	VERUS 2023-INV1 B1	VERUS SECURITIZATION TRUST 2023-INV1 7.5426%	0.06%	450,000
359	GNR 2021-42 SD	Government National Mortgage Association 1.42637%	0.06%	3,179,642
360	GNR 2021-161 SL	Government National Mortgage Association 1.42637%	0.06%	3,063,069
361	n/a	GOLDMAN SACHS INTL CASH COLLATERAL	0.06%	440,000
362	PRKCM 2022-AFC1 A3	PRKCM 2022-AFC1 TRUST 4.1%	0.06%	484,069
363	n/a	TRSWAP: MSCI SWEDEN 12/18/2024	0.06%	4,691,563
364	FHR 5105 ID	Federal Home Loan Mortgage Corp. 3%	0.06%	2,534,801
365	LDPT 2021-1 D	LENDINGPOINT 2021-1 ASSET SECURITIZATION TRUST 7.226%	0.06%	434,006
366	UBZ4	Euro Buxl Future Dec 24	0.06%	3
367	GNR 2021-122 SG	Government National Mortgage Association 1.42637%	0.06%	3,337,465
368	MELLO 2024-SD1 M2	MELLO MORTGAGE CAPITAL ACCEPTANCE 2024-SD1 4%	0.06%	500,000
369	FIGRE 2024-HE2 F	FIGRE TRUST 2024-HE2 9.79%	0.06%	400,000
370	BRAVO 2020-NQM1 B2	BRAVO RESIDENTIAL FUNDING TRUST 5.86131%	0.06%	430,000
371	GNR 2020-175 KI	Government National Mortgage Association 2.5%	0.06%	2,873,784
372	XBZ4	Mini Ibovespa Future Dec 24	0.06%	5
373	VERUS 2021-R2 M1	VERUS SECURITIZATION TRUST 2.244%	0.06%	500,000
374	n/a	CDS: (CMBX.NA.10.BBB-)	0.06%	500,000
375	COLT 2021-3 A3	COLT MORTGAGE LOAN TRUST 1.419%	0.06%	490,281
376	PRPM 2021-4 A2	PRPM LLC 3.474%	0.06%	414,320
377	BAMLL 2013-WBRK E	Bamll 2013-Wbrk 3.5343%	0.06%	500,000
378	PRET 2024-NPL4 A2	PRET 2024-NPL4 LLC 9.4373%	0.06%	407,000
379	LHOME 2024-RTL1 A2	LHOME MORTGAGE TRUST 2024-RTL1 9.165%	0.06%	400,000
380	PRET 2024-NPL3 A2	PRET 2024-NPL3 LLC 10.0375%	0.06%	400,000
381	PAID 2022-2 B	PAGAYA AI DEBT TRUST 2022-2 6.63%	0.06%	399,976
382	GNR 2021-97 CS	Government National Mortgage Association 1.42637%	0.06%	3,027,451
383	CIM 2021-NR1 A1	CIM TRUST 5.569%	0.06%	401,401
384	GNR 2020-191 UC	Government National Mortgage Association 4%	0.06%	1,933,098
385	PRPM 2021-7 A2	PRPM LLC 6.671%	0.06%	405,697
386	GNR 2022-168 ST	Government National Mortgage Association 1.10972%	0.06%	4,391,268
387	PRPM 2024-5 A1	PRPM 2024-5 LLC 5.689%	0.06%	389,478
388	IMPRL 2021-NQM3 B1	IMPERIAL FUND MORTGAGE TRUST 2021-NQM3 4.13794%	0.05%	500,000
389	PRET 2024-NPL3 A1	PRET 2024-NPL3 LLC 7.52%	0.05%	376,929
390	GNR 2021-119 SC	Government National Mortgage Association 1.42637%	0.05%	2,890,082
391	CHNGE 2022-1 B2	CHNGE MORTGAGE TRUST 2022-1 4.54787%	0.05%	500,000
392	FNR 2020-34 S	Federal National Mortgage Association 1.0787%	0.05%	2,796,478
393	GNR 2021-158 VI	Government National Mortgage Association 3%	0.05%	2,238,665
394	CO70	Brent Crude Future Nov 24	0.05%	5
395	PRPM 2021-3 A1	PRPM LLC 4.867%	0.05%	367,937
396	n/a	Lead Future Mar 25	0.05%	7
397	GNR 2023-173 SB	Government National Mortgage Association 0.75972%	0.05%	5,356,146
398	OBX 2021-NQM2 A1	Obx 2021-Nqm2 Trust 1.101%	0.05%	435,827
399	BRAVO 2021-HE2 B2	BRAVO RESIDENTIAL FUNDING TRUST 8.25682%	0.05%	353,000
400	PAID 2024-2 C	PAGAYA AI DEBT TRUST 2024-2 7.573%	0.05%	349,844
401	FNR 2022-90 GS	Federal National Mortgage Association 0.70067%	0.05%	3,046,710
402	PMIT 2024-1A A	PROSPER MARKETPLACE ISSUANCE TRUST SERIES 2024-1 6.12%	0.05%	345,119
403	PAID 2024-1 B	PAGAYA AI DEBT TRUST 2024-1 7.109%	0.05%	336,619
404	PRPM 2022-NQM1 B1	PRPM 2022-NQM1 TRUST 5.43188%	0.05%	350,000
405	FNR 2020-22 SA	Federal National Mortgage Association 1.1287%	0.05%	2,801,549
406	BRAVO 2021-HE2 B1	BRAVO RESIDENTIAL FUNDING TRUST 7.25682%	0.05%	338,000
407	COLT 2022-4 B2	COLT 2022-4 MORTGAGE LOAN TRUST 4.69348%	0.05%	400,000
408	LMAT 2021-GS1 A1	LEGACY MORTGAGE ASSET TRUST 4.892%	0.05%	333,079
409	GNR 2021-7 IT	Government National Mortgage Association 3%	0.05%	1,698,950
410	n/a	Corn Future Dec 24	0.05%	16
411	n/a	Silver Future Dec 24	0.05%	2
412	FHR 4606 SL	Federal Home Loan Mortgage Corp. 0.87571%	0.05%	3,092,224
413	VERUS 2020-4 B2	VERUS SECURITIZATION TRUST 5.6%	0.05%	327,000
414	NYMT 2024-CP1 A2	NYMT LOAN TRUST 2024-CP1 3.98692%	0.05%	400,000
415	GNR 2023-141 SQ	Government National Mortgage Association 1.17637%	0.05%	2,668,648
416	GNR 2021-42 SG	Government National Mortgage Association 1.42637%	0.04%	2,427,468
417	PRET 2024-NPL1 A1	Pret 2024-Npl1 7.1429%	0.04%	311,956
418	GNR 2024-97 KS	Government National Mortgage Association 2.40972%	0.04%	1,991,652
419	GRADE 2022-INV1 B1	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.64851%	0.04%	400,000
420	n/a	Lead Future July 25	0.04%	6
421	n/a	CURRENCY	0.04%	409,124
422	CIM 2021-NR4 A1	CIM TRUST 2021-NR4 2.816%	0.04%	309,876
423	RPM 2021-2A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST IV 2.65%	0.04%	315,617
424	LHOME 2024-RTL1 M	LHOME MORTGAGE TRUST 2024-RTL1 11.949%	0.04%	300,000
425	ADMT 2024-NQM1 A1	A&D MORTGAGE TRUST 2024-NQM1 6.195%	0.04%	302,473
426	PRET 2021-RN2 A1	PRET 2021-RN2, LLC 4.7436%	0.04%	306,641
427	n/a	TRSWAP: MSCI JAPAN 12/18/2024	0.04%	46,015,855
428	HPA 2019-2 F	Home Partners Of America Trust 2019-2 3.866%	0.04%	327,875
429	COLT 2021-4 B1	COLT MORTGAGE LOAN TRUST 3.764%	0.04%	400,000
430	CHNGE 2023-3 B1	CHNGE MORTGAGE TRUST 2023-3 8.27078%	0.04%	300,000
431	GNR 2021-24 MI	Government National Mortgage Association 3%	0.04%	1,784,362
432	QC5	London Cocoa Future Dec 24	0.04%	4
433	CHNGE 2022-1 M1	CHNGE MORTGAGE TRUST 2022-1 3.99%	0.04%	350,000
434	OPTN 2024-3 B	Oportun Fdg Tr 2024-3 5.48%	0.04%	300,000
435	VCAT 2021-NPL3 A2	VCAT 2021-NPL3 LLC 3.967%	0.04%	306,000
436	CHNGE 2023-1 B2	CHNGE MORTGAGE TRUST 2023-1 8.23654%	0.04%	300,000
437	PRPM 2023-NQM1 B1	PRPM 2023-NQM1 TRUST 6.32808%	0.04%	300,000
438	LHOME 2024-RTL5 M1	LHOME MORTGAGE TRUST 2024-RTL5 6.823%	0.04%	300,000
439	n/a	WFB TBA CASH COLLATERAL	0.04%	297,000
440	GNR 2022-90 SJ	Government National Mortgage Association 1.17637%	0.04%	2,764,711
441	VOLT 2021-NPL4 A1	VOLT XCV LLC 2.2396%	0.04%	296,308
442	GNR 2020-164 CI	Government National Mortgage Association 3%	0.04%	1,820,125
443	BRAVO 2020-NQM1 B1	BRAVO RESIDENTIAL FUNDING TRUST 5.086%	0.04%	300,000
444	GRADE 2022-INV1 B2	SALUDA GRADE ALTERNATIVE MORTGAGE TRUST 2022-INV1 4.64851%	0.04%	400,000
445	ENVA 2023-A A	NETCREDIT COMBINED RECEIVABLES 2023 LLC 7.78%	0.04%	287,660
446	HTAP 2024-2 B	HTAP 2024-2 7.5%	0.04%	300,000
447	n/a	CURRENCY	0.04%	5,688,643
448	GNR 2019-92 SD	Ginnie Mae (Ze) 1.22637%	0.04%	2,257,511
449	GNR 2021-117 HS	Government National Mortgage Association 1.42637%	0.04%	2,051,892
450	IMPRL 2022-NQM3 B1	IMPERIAL FUND MORTGAGE TRUST 2022-NQM3 4.43344%	0.04%	350,000
451	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.04%	256,188
452	RRAM 2021-16A D	RR 16 LTD 11.16751%	0.04%	266,667
453	n/a	CURRENCY	0.04%	4,649,262
454	n/a	GS TBA CASH COLLATERAL	0.04%	260,000
455	AJAXM 2021-E B2	AJAX MORTGAGE LOAN TRUST 3.8144%	0.04%	465,000
456	n/a	JPMS TBA CASH COLLATERAL	0.04%	258,000
457	FHR 4993 MS	Federal Home Loan Mortgage Corp. 1.0787%	0.04%	1,746,429
458	n/a	CURRENCY	0.04%	8,696,160
459	n/a	BCLE TBA CASH COLLATERAL	0.04%	256,000
460	BRAVO 2021-NQM2 B2	Bravo Residential Funding Trust 2021-NMQ2 4.099%	0.04%	300,000
461	TRK 2024-RRTL1 B1	TOORAK MORTGAGE TRUST 2024-RRTL1 10.22156%	0.04%	250,000
462	AOMT 2021-5 A3	ANGEL OAK MORTGAGE TRUST 1.311%	0.04%	300,292
463	FIGRE 2024-HE1 F	FIGRE TRUST 2024-HE1 10.029%	0.04%	250,000
464	GNR 2019-21 QS	Government National Mortgage Association 1.22637%	0.04%	2,062,407
465	FIGRE 2024-HE5 E	FIGRE TRUST 2024-HE5 7.01%	0.04%	250,000
466	CHNGE 2022-NQM1 M1	CHNGE MORTGAGE TRUST 2022-NQM1 5.82%	0.04%	250,000
467	PAID 2024-1 A	PAGAYA AI DEBT TRUST 2024-1 6.66%	0.04%	244,678
468	n/a	FSWP: OIS 3.500000 20-DEC-2034 SON Receive	0.04%	200,000
469	BARC 2021-NPL1 B	BARCLAYS MORTGAGE TRUST 2021-NPL1 4.625%	0.03%	250,000
470	HOF 2020-2 B1	HOMEWARD OPPORTUNITIES FUND I TRUST 5.45%	0.03%	250,000
471	GNR 2024-79 SH	Government National Mortgage Association 2.35972%	0.03%	1,581,878
472	GNR 2020-78 SD	Government National Mortgage Association 1.27637%	0.03%	2,056,779
473	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	228,452
474	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	227,855
475	USAUT 2021-1A D	US AUTO FUNDING TRUST 2021-1 4.36%	0.03%	1,125,000
476	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	225,171
477	GNR 2019-103 SA	Government National Mortgage Association 1.17637%	0.03%	1,845,812
478	GNR 2020-34 SA	Government National Mortgage Association 1.17637%	0.03%	1,822,228
479	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	220,399
480	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	217,496
481	FHR 5138 SA	Federal Home Loan Mortgage Corp. 1.1287%	0.03%	1,992,916
482	STAR 2021-3 A1	STARWOOD MORTGAGE RESIDENTIAL TRUST 2021-3 1.127%	0.03%	274,714
483	PAID 2024-1 C	PAGAYA AI DEBT TRUST 2024-1 8.344%	0.03%	222,913
484	n/a	Zinc Future Dec 24	0.03%	3
485	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	214,733
486	VERUS 2022-2 B2	VERUS SECURITIZATION TRUST 2022-2 4.28697%	0.03%	300,000
487	STAR 2020-3 B1	STARWOOD MORTGAGE RESIDENTIAL TRUST 4.75%	0.03%	250,000
488	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	212,049
489	FNR 2020-54 AS	Federal National Mortgage Association 1.1787%	0.03%	1,826,455
490	FNR 2020-38 WS	Federal National Mortgage Association 0.0287%	0.03%	2,756,753
491	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	207,575
492	GNR 2023-115 SM	Government National Mortgage Association 1.00972%	0.03%	4,792,250
493	n/a	TRSWAP: MSCI SPAIN INDEX 12/18/24	0.03%	204,593
494	SAFCO 2024-1A A	SAFCO AUTO RECEIVABLES TRUST 2024-1 6.51%	0.03%	214,425
495	PAID 2023-6 D	PAGAYA AI DEBT TRUST 2023-6 9%	0.03%	209,946
496	PRPM 2020-6 A2	PRPM 2020-6 LLC 4.703%	0.03%	215,425
497	FNR 2017-81 SM	Federal National Mortgage Association 1.2287%	0.03%	1,768,359
498	n/a	TRSWAP: MSCI BRAZIL 12/18/2024	0.03%	1,208,802
499	VERUS 2021-5 B1	VERUS SECURITIZATION TRUST 3.037%	0.03%	300,000
500	n/a	Cocoa Future Mar 25	0.03%	3

As of Oct 31, 2024

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Asset Allocation

Asset Class	% Weight
Cash	269.03%
Other	16.42%
Stocks	0.05%
Bond	-185.50%

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%
Hungary	0.09%
Korea	0.09%
Brazil	0.01%