Multi-Manager Alternative Strategies Fund Institutional Class (CZAMX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
8.94
+0.01 (0.11%)
May 30, 2025, 4:00 PM EDT

CZAMX Holdings List

Mar 31, 2025
No.SymbolName WeightShares
1n/aColumbia Short-Term Cash28.79%143,320,469
2n/aCash Offset9.88%49,344,449
3n/a2 Year Treasury Note Future June 257.30%210
4ER93 Month Euribor Future Mar266.20%117
5n/aKorea 3 Year Bond Future June 254.84%333
6n/a5 Year Treasury Note Future June 254.16%220
7n/aFAUDCAD20250430JPMS Purchased3.96%28,426,302
8n/aShort-Term Euro BTP Future June 253.60%256
9n/a3M Corra Sep 253.46%102
10n/aFAUDNZD20250430JPMS Purchased3.20%28,067,514
11ERU53 Month Euribor Future Sept252.38%45
12n/aFINRUSD20250403JPMS Purchased2.10%918,417,448
13n/aBritish Pound Future June 251.92%119
14ERU53 Month Euribor Future Sept251.75%33
15n/a3 Month Euribor Future June271.64%31
16n/aSwedish Krona Future June 251.56%39
17n/aFSEKEUR20250430JPMS Purchased1.46%143,722,701
18n/aFAUDCAD20250430JPMS Purchased1.45%167,273
19n/a10 Year Government of Canada Bond Future June 251.42%165
20n/aGold 100 Oz Jun 251.26%20
21n/a90 Day Bank Accepted Bills Future Mar 261.24%10
22n/aFSGDUSD20250430JPMS Purchased1.22%3,969,030
23n/aNorwegian Krone (USD Pairs) Future June 251.14%30
24n/aMSCI EAFE Index Future June 251.14%47
25n/aFGBPAUD20250430JPMS Purchased1.09%11,698,731
26Z.M5Ftse 100 Index Jun 251.02%46
27n/aGold 100 Oz Jun 250.95%15
28n/aCURRENCY0.82%3,770,094
29n/aFEURAUD20250430JPMS Purchased0.80%14,947,027
30n/aS&P TSX 60 Index Future June 250.79%19
31n/aCopper Future May 250.78%31
32VL9Euro Stoxx 50 Future June 250.77%69
33n/a90 Day Bank Accepted Bills Future Dec 250.74%6
34n/a30 Day Interbank Cash Rate Future Apr 250.74%26
35n/aLive Cattle Future June 250.70%43
36n/aFuture on Gold0.64%32
37n/aFCNHUSD20250430JPMS Purchased0.64%23,213,635
38STM5Ftse/Mib Index Jun 250.61%15
39GX9Dax Future June 250.60%5
40n/aFZARUSD20250430JPMS Purchased0.57%52,762,246
41n/aLive Cattle Future June 250.57%35
42n/aZAR/USD FUTURE (CME) JUN 250.57%105
43n/aFEURHUF20250430JPMS Purchased0.57%1,058,611,160
44n/aJP MORGAN CHASE BANK CASH COLL0.56%2,810,000
45G2SF.5.5 4.11Government National Mortgage Association 5.5%0.56%2,800,000
46Z.M5Ftse 100 Index Jun 250.53%24
47STM5Ftse/Mib Index Jun 250.52%13
48n/aUS Dollar Index Future June 250.48%23
49n/aSGX MSCI Singapore Free NTR (USD) Index Future Apr 250.46%80
50G2SF.5 4.11Government National Mortgage Association 5%0.46%2,325,000
51n/aFeeder Cattle Future May 250.46%16
52BNTNF.10 01.01.27 NTNFSecretaria Do Tesouro Nacional 10%0.44%1,326,000
53G2SF.4 4.11Government National Mortgage Association 4%0.40%2,150,000
54FNCL.3.5 5.11Federal National Mortgage Association 3.5%0.40%2,225,000
55SXO9Stoxx Europe 600 Future June 250.40%70
56FNCL.2.5 4.11Federal National Mortgage Association 2.5%0.40%2,375,000
57FR.SD8257Federal Home Loan Mortgage Corp. 4.5%0.40%2,052,367
58IKM5Long-Term Euro BTP Future June 250.38%15
59T.3 02.15.49United States Treasury Bonds 3%0.37%2,465,000
60n/a30 Day Interbank Cash Rate Future Apr 250.37%13
61n/aASX SPI 200 Index Future June 250.37%15
62n/aFMXNCAD20250423ROYC Purchased0.36%45,955,304
63RXM5Euro Bund Future June 250.36%13
64SXO9Stoxx Europe 600 Future June 250.36%63
65n/aLive Cattle Future Aug 250.35%22
66FR.SD8244Federal Home Loan Mortgage Corp. 4%0.35%1,841,325
67FN.MA5037Federal National Mortgage Association 4.5%0.34%1,790,455
68GS.V1.093 12.09.26 VARGoldman Sachs Group, Inc. 1.093%0.34%1,745,000
69n/aE-mini S&P 500 Future June 250.34%6
70n/aFJPYAUD20250430JPMS Purchased0.34%973,588,526
71VL9Euro Stoxx 50 Future June 250.34%30
72FN.MA4698Federal National Mortgage Association 3%0.33%1,896,073
73n/aGold 100 Oz Aug 250.32%5
74n/aE-mini Dow $5 Future June 250.30%7
75n/aFTSE/JSE Top 40 Index Future June 250.30%33
76FR.SD8348Federal Home Loan Mortgage Corp. 5%0.29%1,467,609
77HCA.3.5 09.01.30HCA Inc. 3.5%0.29%1,554,000
78n/aCAC 40 Index Future Apr 250.29%17
79n/aFuture on TOPIX0.29%8
80n/aCoffee C Future July 250.28%10
81JGB.2.1 12.20.25 83Japan (Government Of) 2.1%0.28%207,400,000
82n/aFnma Pass-Thru I 2%0.28%1,754,159
83FNCL.3 4.11Federal National Mortgage Association 3%0.28%1,600,000
84n/aSilver Future May 250.28%8
85F.3.25 02.12.32Ford Motor Company 3.25%0.27%1,645,000
86n/aEUR/USD Future June 250.27%10
87n/aOMX Stockholm 30 Index Future Apr 250.27%55
88FN.MA5105Federal National Mortgage Association 4.5%0.27%1,401,344
89AES.V7.6 01.15.55AES Corp. 7.6%0.26%1,275,000
90T.3.5 02.15.33United States Treasury Notes 3.5%0.25%1,320,000
91n/aE-mini Dow $5 Future June 250.25%6
92FNCL.4.5 4.11Federal National Mortgage Association 4.5%0.25%1,300,000
93FN.FS4919Fnma Pass-Thru I 2.5%0.25%1,485,131
94n/a90 Day Bank Accepted Bills Future June 260.25%2
95T.2.75 08.15.32United States Treasury Notes 2.75%0.25%1,335,000
96WFC.V5.574 07.25.29 MTNWells Fargo & Co. 5.574%0.24%1,180,000
97n/a10 Year Treasury Note Future June 250.24%11
98n/aFnma Pass-Thru I 2%0.24%1,534,142
99n/aMSCI Emerging Markets Index Future June 250.24%22
100RTEFRA.3.5 04.30.33 EMTNRTE Reseau de transport d'electricite 3.5%0.24%1,100,000
101n/aFILSUSD20250430JPMS Purchased0.24%4,414,059
102n/aCAC 40 Index Future Apr 250.24%14
103G2SF.4.5 4.11Government National Mortgage Association 4.5%0.23%1,200,000
104n/aLive Cattle Future Oct 250.22%14
105n/aMSCI Emerging Markets Index Future June 250.22%20
106FFML.2006-FF9 2A41ST Franklin Ff9 4.93459%0.22%1,200,000
107FR.SD8212Federal Home Loan Mortgage Corp. 2.5%0.21%1,285,406
108n/aFuture on TOPIX0.21%6
109CSMC.2021-RPL4 A1CSMC Trust 4.10233%0.21%1,081,183
110FNCL.2 4.13Federal National Mortgage Association 2%0.21%1,325,000
111CLF.6.75 04.15.30 144ACleveland-Cliffs Inc 6.75%0.21%1,045,000
112n/aJP Morgan Mortgage Acquisition Trust 2007-He1 4.71459%0.21%1,094,927
113n/aLive Cattle Future Dec 250.21%13
114n/aFnma Pass-Thru I 5.5%0.21%1,024,850
115n/aHenry Hub Natural Gas Apr250.21%25
116n/aFederal Home Loan Mortgage Corp. 3%0.20%1,165,274
117n/aFTRYUSD20250430JPMS Purchased0.20%39,945,454
118FN.CB9326Fnma Pass-Thru I 5.5%0.20%986,033
119n/aFCHFUSD20250430JPMS Purchased0.20%500,482
120n/aCURRENCY0.19%753,677
121n/aCopper Future June 250.19%4
122CVECN.6.75 11.15.39Cenovus Energy Inc 6.75%0.19%878,000
123n/aMSCI EAFE Index Future June 250.19%8
124BA.5.15 05.01.30The Boeing Company 5.15%0.19%940,000
125n/aXinhua China A50 Index Future Apr 250.19%72
126NGB.2.125 05.18.32 484Norway (Kingdom Of) 2.125%0.19%11,195,000
127RASC.2007-KS1 A4Rasc Ser 07-Ks1 4.87459%0.19%982,812
128G2.MA8427Government National Mortgage Association 4.5%0.19%977,293
129n/aGREAT OUTDOORS GROUP LLC TLB 3.250.19%943,588
130FN.CB8140Fnma Pass-Thru I 5.5%0.19%915,650
131n/aNextEra Energy Inc Unit (Corporate Units 01/11/2029)0.18%20,400
132n/aFnma Pass-Thru I 4%0.18%973,841
133FN.CB9672Fnma Pass-Thru I 5.5%0.18%884,626
134OBX.2021-NQM3 A1OBX TRUST 1.054%0.18%1,098,056
135NZGB.4.25 05.15.34 0534New Zealand (Government Of) 4.25%0.18%1,565,000
136n/aFLAGSTAR MORTGAGE TRUST 2.5%0.18%985,863
137n/aSGX MSCI Singapore Free NTR (USD) Index Future Apr 250.17%30
138n/aSilver Future May 250.17%5
139n/aWells Fargo Home Equity Asset Backed Securities 5.07459%0.17%900,000
140n/aXinhua China A50 Index Future Apr 250.17%64
141WAMU.2005-AR15 A1A1Washington Mutual Mortgage Pass-Through Certificates 4.95459%0.17%885,111
142n/aTowd Point Mortgage Trust 3%0.17%900,000
143FCX.5.45 03.15.43Freeport-McMoRan Inc. 5.45%0.17%895,000
144CQP.4 03.01.31Cheniere Energy Partners Lp 4%0.17%895,000
145JPMAC.2005-OPT2 M5J P Morgan Mortgage Acquisition Corporation 5.40959%0.17%900,000
146n/aTowd Point Mortgage Trust 2015-3 3.5%0.17%900,000
147PROG.2021-SFR9 E1PROGRESS RESIDENTIAL TRUST 2.811%0.17%910,000
148n/aS&P TSX 60 Index Future June 250.17%4
149FR.QX2709Federal Home Loan Mortgage Corp. 6%0.17%810,812
150BALL.2.875 08.15.30Ball Corporation 2.875%0.17%945,000
151PRKCM.2021-AFC2 A1PRKCM 2021-AFC2 TRUST 2.071%0.16%948,852
152OBX.2021-NQM2 A1Obx 2021-Nqm2 Trust 1.101%0.16%1,003,505
153n/aMEDLINE BORROWER LP TLB 2.250.16%821,623
154CIM.2021-R3 A1ACIM TRUST 1.951%0.16%889,495
155n/aFIRSTKEY HOMES TRUST 3.157%0.16%850,000
156G2.MA9963Government National Mortgage Association 4.5%0.16%841,743
157LMAT.2021-GS5 A1LEGACY MORTGAGE ASSET TRUST 2021-GS5 2.25%0.16%808,628
158EQT.3.625 05.15.31 144AEQT Corporation 3.625%0.16%870,000
159n/aFTSE/JSE Top 40 Index Future June 250.16%18
160n/aAMSR TRUST 6.5%0.16%800,000
161IGB.7.1 04.18.29India (Republic of) 7.1%0.16%64,350,000
162FNCL.4 5.11Federal National Mortgage Association 4%0.16%850,000
163n/aSLM Student Loan Trust 6.01845%0.16%740,000
164BMO.V7.3 11.26.84Bank of Montreal 7.3%0.16%785,000
165n/aFNOKEUR20250430JPMS Purchased0.16%64,851,989
166n/aFIRSTKEY HOMES 2021-SFR3 TRUST 3.832%0.16%820,000
167n/a1011778 BC UNLIMITED L CO TLB 1.750.16%789,038
168YUM.3.625 03.15.31Yum! Brands Inc. 3.625%0.15%860,000
169INDOGB.6.375 04.15.32 FR91Indonesia (Republic of) 6.375%0.15%12,795,000,000
170TDG.7.125 12.01.31 144ATransDigm, Inc. 7.125%0.15%730,000
171n/aWIG20(PLN20) INDEX JUN 250.15%55
172n/aFPLNEUR20250430JPMS Purchased0.15%15,751,464
173SPRNTS.5.152 03.20.28 144ASprint Spectrum Co LLC / Sprint Spectrum Co II LLC / Sprint Spectrum Co III0.15%753,000
174CLR.2.875 04.01.32 144AContinental Resources, Inc. 2.875%0.15%888,000
175n/aCopper Future May 250.15%6
176n/aFnma Pass-Thru I 2%0.15%933,907
177SWK.V6.707 03.15.60Stanley Black & Decker, Inc. 6.677%0.15%740,000
178T.2.875 05.15.32United States Treasury Notes 2.875%0.15%780,000
179n/aLmcadp 20250626 Lme Comdty Fwd0.15%3
180INDOGB.6.375 08.15.28 FR95Indonesia (Republic of) 6.375%0.14%11,991,000,000
181n/aTowd Point Mortgage Trust 2017 2 4.19834%0.14%760,000
182HSBC.V2.099 06.04.26HSBC Holdings PLC 2.099%0.14%720,000
183n/aOption One Mortgage Loan Trust 4.66459%0.14%1,426,797
184n/aCURRENCY0.14%1,034,562
185EMACN.V6.75 06.15.76 16-AEmera Inc 6.75%0.14%700,000
186n/aNMLT 2021-INV1 TRUST 1.185%0.14%829,145
187n/aPRET 2022-RN2 LLC 6.5%0.14%720,000
188PROG.2021-SFR7 E2Progress Residential Trust 2.64%0.14%788,000
189NWSA.3.875 05.15.29 144ANews Corporation 3.875%0.14%745,000
190RALI.2007-QO1 A1RALI Series 2007 QO1 Trust 4.73459%0.14%793,397
191n/aStructured Asset Securities Corp. 5.13959%0.14%756,186
192ONT.1.35 12.02.30Ontario (Province Of) 1.35%0.14%1,109,000
193AAL.5.75 04.20.29 144AAAdvantage Loyalty IP Ltd/ American Airlines Inc 5.75%0.14%710,000
194HCA.5.6 04.01.34HCA Inc. 5.6%0.14%680,000
195n/aLME PRI ALUM JUN 250.14%11
196n/aGS MORTGAGE-BACKED SECURITIES TRUST 3.79274%0.14%800,000
197INDOGB.6.5 02.15.31 FR87Indonesia (Republic of) 6.5%0.14%11,637,000,000
198n/aCSMC 2020-RPL6 TRUST 3.44166%0.14%679,139
199MSCI.3.625 09.01.30 144AMSCI Inc. 3.625%0.14%745,000
200NZGB.2.75 04.15.25 0425New Zealand (Government Of) 2.75%0.14%1,195,000
201n/aMASTR Asset Backed Securities Trust 5.42459%0.14%672,400
202SBAC.3.875 02.15.27SBA Communications Corp. 3.875%0.14%690,000
203STACR.2024-HQA1 M2Freddie Mac Stacr Remic Trust 6.33969%0.13%670,000
204n/aRckt Mortgage Trust 2024-Ces8 5.65904%0.13%670,000
205n/aPGA TRUST 2024-RSR2 6.76918%0.13%670,000
206n/aPRPM 2024 -RPL1 LLC 4.00205%0.13%700,000
207n/aPROGRESS RESIDENTIAL 2024-SFR5 TRUST 3.625%0.13%740,000
208TD.V8.125 10.31.82The Toronto-Dominion Bank 8.125%0.13%630,000
209SGR.2021-2 A1SG RESIDENTIAL MORTGAGE TRUST 2021-2 1.737%0.13%782,190
210n/aTowd Point Mortgage Trust 2019-Hy3 5.93459%0.13%650,000
211BAC.V1.922 10.24.31 MTNBank of America Corp. 1.922%0.13%765,000
212n/aCwabs Asset Backed Certificates Series 2002-4 6.00959%0.13%726,550
213CAS.2022-R05 2M2CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 7.33969%0.13%645,000
214n/aWELLS FARGO COMMERICAL MORTGAGE TRUST 2024-SVEN 6.3228%0.13%667,000
215n/aMFA 2023-INV2 TRUST 7.96863%0.13%650,000
216HERTZ.2023-1A CHERTZ VEHICLE FINANCING III LLC 6.91%0.13%650,000
217n/aQUIKRETE HOLDINGS INC TLB 2.750.13%665,000
218n/aBear Stearns Mortgage Funding Trust 2007-Ar5 4.89459%0.13%737,347
219n/aMILL CITY MORTGAGE LOAN TRUST 0%0.13%800,000
220n/aACRA TRUST 2024-NQM1 6.191%0.13%640,000
221VERUS.2023-4 A1VERUS SECURITIZATION TRUST 2023-4 5.811%0.13%637,068
222FR.SD8199Federal Home Loan Mortgage Corp. 2%0.13%799,049
223RY.V7.5 05.02.84Royal Bank of Canada 7.5%0.13%610,000
224YUM.4.75 01.15.30 144AYum! Brands Inc. 4.75%0.13%645,000
225n/aTOWD POINT MORTGAGE TRUST 2024-CES6 6.102%0.13%620,000
226n/aSGX FTSE Taiwan Index Future Apr 250.13%9
227SARM.2007-4 1A2Structured Adjustable Rate Mortgage Loan Trust 4.87459%0.13%689,719
228IBRD.1.2 08.08.34 GDIFInternational Bank for Reconstruction & Development 1.2%0.13%675,000
229n/aCim Tr 2025-R1 5%0.12%630,000
230n/aHomebanc Mortgage Trust 2006 1 5.10459%0.12%620,000
231n/aSwch Commercial Mortgage Trust 2025-Data 7.64755%0.12%625,000
232n/aWells Fargo Mortgage Backed Securities 2006 Ar2 Trust 6%0.12%661,519
233FR.SD8213Federal Home Loan Mortgage Corp. 3%0.12%698,945
234ROCC.2024-CNTR EROCK TRUST 2024-CNTR 8.81906%0.12%570,000
235n/aAmmc Clo 18 Ltd/Corp 6.17965%0.12%600,000
236n/aPRPM 2022-4 LLC 5%0.12%615,000
237GX9Dax Future June 250.12%1
238AEP.V6.95 12.15.54American Electric Power Co, Inc. 6.95%0.12%580,000
239CWALT.2005-59 1A1Cwalt Incorporation 5.09385%0.12%619,192
240QTC.5.25 07.21.36Queensland Treasury Corporation 5.25%0.12%955,000
241FHLT.2005-D M1Fremont Home Loan Trust 2006-3 5.04959%0.12%655,492
242n/aMHC TRUST 2021-MHC2 6.38366%0.12%600,000
243n/aGcat 2019-RPL1 Trust 3.75%0.12%700,000
244n/aBXP Trust 2017-CC 3.4248%0.12%630,000
245CNC.3.375 02.15.30Centene Corp. 3.375%0.12%650,000
246n/aTRAVEL + LEISURE CO TLB 2.50.12%593,875
247WMG.3 02.15.31 144AWMG Acquisition Corp. 3%0.12%655,000
248ET.V7.125 PERP GEnergy Transfer LP 7.125%0.12%565,000
249RPGB.2.625 08.12.25 R513Philippines (Republic Of) 2.625%0.12%33,665,000
250n/aRCKT MORTGAGE TRUST 2024-CES3 6.682%0.12%570,000
251TCV.4.75 09.15.36 MTNTreasury Corporation of Victoria 4.75%0.12%980,000
252RCL.6 02.01.33 144ARoyal Caribbean Group 6%0.12%575,000
253JPM.V2.069 06.01.29JPMorgan Chase & Co. 2.069%0.11%615,000
254FN.CB9812Fnma Pass-Thru I 6%0.11%550,504
255n/aCoffee C Future May 250.11%4
256n/aCIM TRUST 2020-R6 2.25%0.11%653,583
257FR.RJ3503Federal Home Loan Mortgage Corp. 6%0.11%547,160
258n/aCHI COMMERCIAL MORTGAGE TRUST 2025-SFT 7.56878%0.11%560,000
259n/aALLEGRO CLO XVI LTD 7.00007%0.11%550,000
260DAR.6 06.15.30 144ADarling Ingredients, Inc 6%0.11%555,000
261LIFE.2022-BMR2 BLIFE 2022-BMR2 MORTGAGE TRUST 6.11309%0.11%605,000
262PNW.5.7 08.15.34Arizona Public Service Company 5.7%0.11%545,000
263PHILIP.0.875 05.17.27 EMTNPhilippines (Republic Of) 0.875%0.11%535,000
264n/aSGX FTSE Taiwan Index Future Apr 250.11%8
265n/aCLARIOS GLOBAL LP TLB 2.750.11%565,000
266BELL.2016-1A A23Taco Bell Funding Llc 4.97%0.11%553,125
267CHTR.5.125 07.01.49Charter Communications Operating, LLC/Charter Communications Operating Capi0.11%690,000
268BXHPP.2021-FILM CBXHPP LTD 5.53366%0.11%600,000
269n/aVERUS SECURITIZATION TRUST 2023-2 7.49328%0.11%550,000
270INDX.2006-AR2 1A1AIndymac Indx Mortgage Loan Trust 2004-Ar14 4.87459%0.11%613,745
271n/aWells Fargo Commercial Mortgage Trust 2018-C47 4.673%0.11%560,000
272n/aLehman Xs Trust 4.77459%0.11%610,779
273LADAR.2023-2A DLAD AUTO RECEIVABLES TRUST 2023-2 6.3%0.11%550,000
274n/aSLM Student Loan Trust 6.25417%0.11%550,000
275n/aAimco Clo Series 2017-A 0%0.11%900,000
276VMED.4.25 01.31.31 144AVMED O2 UK Financing I PLC 4.25%0.11%630,000
277BX.2021-LBA DJVBX TRUST 6.03366%0.11%550,000
278n/aGREAT WOLF TRUST 2024-WOLF 6.41018%0.11%540,000
279HEAT.2005-2 M6Home Equity Asset Trust 5.63459%0.11%545,303
280n/aJP MORGAN MORTGAGE TRUST 2025-CES1 6.067%0.11%530,000
281n/aFederal Home Loan Mortgage Corp. 3%0.11%617,492
282WBD.5.141 03.15.52WarnerMedia Holdings Inc. 5.141%0.11%733,000
283n/aCACI INTERNATIONAL INC TLB 1.750.11%538,650
284n/aCURRENCY0.11%854,713
285OOMLT.2006-3 1A1Option One Mortgage Loan Trust 4.71459%0.11%847,378
286n/aAimco Clo Series 2015-A / Llc 6.00288%0.11%525,000
287CARR.2007-FRE1 A3Carrington Mortgage Loan Trust 4.69459%0.11%557,737
288n/aLCM 37 LTD 6.20198%0.11%525,000
289n/aBLUEMOUNTAIN CLO 2016-3 Ltd. 6.28459%0.11%525,000
290n/aCenterpoint Energy Inc 4.25%0.11%485,000
291ET.V8 05.15.54Energy Transfer LP 8%0.11%485,000
292FR.SD8237Federal Home Loan Mortgage Corp. 4%0.11%560,903
293n/aJ.G.Wentworth Xxxvii Llc 5.19%0.10%563,886
294n/aDBGS MORTGAGE TRUST 4.61657%0.10%542,000
295n/aSLM Student Loan Trust 2008-7 6.66845%0.10%500,000
296n/aCENT TRUST 2023-CITY 7.46918%0.10%520,000
297ENBCN.V8.5 01.15.84Enbridge Inc. 8.5%0.10%465,000
298n/aEuro Stoxx Banks Future June 250.10%53
299CNC.3 10.15.30Centene Corp. 3%0.10%585,000
300OVV.6.5 08.15.34Ovintiv Inc 6.5%0.10%495,000
301n/aLong Beach Mortgage Loan Trust 4.75459%0.10%1,744,935
302SYK.4.7 02.10.28Stryker Corporation 4.7%0.10%510,000
303LIFE.2022-BMR2 A1LIFE 2022-BMR2 MORTGAGE TRUST 5.61442%0.10%530,000
304KHC.4.375 06.01.46Kraft Heinz Foods Company 4.375%0.10%620,000
305n/aLehman Xs Trust 4.93459%0.10%587,602
306ES.3.2 05.15.27NSTAR Electric Company 3.2%0.10%520,000
307n/aDBGS 2021-W52 MORTGAGE TRUST 6.72598%0.10%520,000
308n/aPalmer Square CLO 2015-1 Ltd. 6.22594%0.10%510,000
309BA.6 10.15.27Boeing Co 6% PRF CONVERT 15/10/2027 USD 50 - Dep Rep 1/20th Sr A0.10%8,650
310INDX.2006-AR2 1A1BIndymac Indx Mortgage Loan Trust 2004-Ar14 4.85459%0.10%565,777
311TIBX.L 03.24.31 11Cloud Software Group Inc Tlb 3.750.10%513,712
312n/aCopper Future July 250.10%4
313MSAC.2007-HE2 A2BMorgan Stanley ABS Capital I Inc 4.61459%0.10%1,121,523
314SOCGEN.V8.125 PERP 144ASociete Generale S.A. 8.125%0.10%495,000
315n/aSugar No 11 Future May 250.10%24
316n/aALLEGRO CLO V-S LTD 6.19664%0.10%500,000
317n/aELMWOOD CLO 30 LTD 6.05288%0.10%500,000
318n/aBear Mountain Park CLO Ltd / LLC 6.05198%0.10%500,000
319n/aRAD CLO 7 LTD 6.20288%0.10%500,000
320SAMI.2006-AR7 A1AStructured Asset Mortgage Investments Inc 4.85459%0.10%616,380
321n/aBluemountain Fuji U.S. CLO I 6.15478%0.10%500,000
322MS.V3.772 01.24.29 GMTNMorgan Stanley 3.772%0.10%510,000
323OXY.6.625 09.01.30Occidental Petroleum Corp. 6.625%0.10%475,000
324n/aMorgan Stanley Mortgage Loan Trust 5.55959%0.10%500,000
325n/aFuture on Gold0.10%5
326EVRG.5.65 06.01.34 144AEvergy Missouri West Inc. 5.65%0.10%480,000
327SWTCH.2024-2A A2SWITCH ABS ISSUER LLC 5.436%0.10%500,000
328AAL.6.5 07.01.25American Airlines Group Inc 6.5%0.10%490,000
329RY.V4.2 PERP BTRoyal Bank of Canada 4.2%0.10%800,000
330POST.6.375 03.01.33 144APost Holdings Inc. 6.375%0.10%500,000
331n/aCIFC Funding 2014-IV-R LTD / LLC 6.91175%0.10%500,000
332SIRI.4.125 07.01.30 144ASirius Xm Radio Inc 4.125%0.10%550,000
333TMCL.2021-2A ATextainer Marine Containers Ltd 2.23%0.10%532,167
334VMED.5.5 05.15.29 144AVirgin Media Secured Finance PLC 5.5%0.10%510,000
335n/aAECOM TLB 1.750.10%491,648
336IDASAL.4.75 05.15.25 144APt Mineral Industri Indonesia (Persero) 4.75%0.10%485,000
337BALL.6.875 03.15.28Ball Corporation 6.875%0.10%475,000
338n/aMetronet Infrastructure Issuer LLC. 7.59%0.10%475,000
339RY.V6.35 11.24.84Royal Bank of Canada 6.35%0.10%515,000
340n/aCommerce 2016 787S Mortgage Trust 3.545%0.10%500,000
341n/aNRG ENERGY INC TLB 2.00.10%492,513
342n/aBaylor Scott & White Holdings 2.65%0.10%500,000
343G2.MA8099Government National Mortgage Association 3.5%0.10%532,346
344RFGB.3 09.15.33 10YFinland (Republic Of) 3%0.10%445,000
345n/aGS Mortgage Securities Corp 5.09459%0.10%497,638
346LBMLT.2006-4 1ALong Beach Mortgage Loan Trust 4.73459%0.10%923,672
347n/aCRSNT TRUST 2021-MOON 5.98366%0.10%492,000
348UBER.0.875 12.01.28 2028Uber Technologies Inc 0.875%0.10%396,000
349n/aCIM TRUST 2023-R3 4.5%0.10%519,292
350OAKC.2020-7A AROHA Credit Funding 7 Ltd/OHA Credit Funding 7 LLC 5.59317%0.10%475,000
351n/aVERUS SECURITIZATION TRUST 2024-2 7.864%0.10%472,000
352n/aGS MORTGAGE-BACKED SECURITIES TRUST 2.5%0.10%592,589
353COLOM.3.125 04.15.31Colombia (Republic Of) 3.125%0.10%580,000
354n/aBAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC 7.83969%0.10%469,040
355BX.2025-SPOT EBX COMMERCIAL MORTGAGE TRUST 2025-SPOT 8.01018%0.10%475,000
356NZLGFA.2.75 04.15.25New Zealand Local Government Funding Agency Ltd 2.75%0.09%820,000
357NZGB.4.5 05.15.35 0535New Zealand (Government Of) 4.5%0.09%816,000
358FN.CB9484Fnma Pass-Thru I 5.5%0.09%461,472
359RALI.2006-QO10 A1Rali Series 2006-Qo10 Trust 4.75459%0.09%520,713
360T.2.75 11.15.42United States Treasury Bonds 2.75%0.09%590,000
361n/aFnma Pass-Thru I 5.5%0.09%457,455
362n/aWashington Mutual Asset-Backed Certificates Wamu Series 2007-He1 Trust 4.890.09%1,024,971
363URI.3.875 02.15.31United Rentals, Inc. 3.875%0.09%505,000
364n/aFnma Pass-Thru I 2.5%0.09%550,369
365n/aINVESCO U.S CLO 2024-4 LTD 3%0.09%600,000
366n/aUltra 10 Year US Treasury Note Future June 250.09%4
367n/aCIFC FUNDING 2023-II LTD 6.89317%0.09%450,000
368n/aFnma Pass-Thru I 5.5%0.09%448,349
369n/aAimco Clo Series 2019-10A Ltd / Llc 6.04009%0.09%450,000
370n/aRockford Tower Clo 2017-3 Ltd 6.02478%0.09%450,000
371BAYNGR.4.625 06.25.38 144ABayer US Finance II LLC 4.625%0.09%520,000
372n/aHenry Hub Natural Gas Sept250.09%10
373n/aRockford Tower Clo 2021-1 Ltd / Rockford Tower Clo 2021-1 Llc 6.20478%0.09%448,279
374MSAC.2007-NC3 A2DMorgan Stanley ABS Capital I Inc 4.69459%0.09%591,678
375EXC.V6.5 03.15.55Exelon Corp. 6.5%0.09%450,000
376BX.2024-AIRC CBX COMMERCIAL MORTGAGE TRUST 2024-AIRC 6.90913%0.09%450,000
377n/aCARVANA AUTO RECEIVABLES TRUST 2023-N3 0%0.09%2,000
378n/aFuture on FTSE Mini Index0.09%11
379JBYCMX.2.5 10.14.31 144ABecle Sab DE CV 2.5%0.09%540,000
380BNS.V8.625 10.27.82Bank of Nova Scotia 8.625%0.09%415,000
381BIMBOA.5.375 01.09.36 144ABimbo Bakeries USA, Inc. 5.375%0.09%440,000
382n/aGs Mtg Secs Tr 2017 3.475%0.09%460,000
383WAMU.2007-OA4 1AWamu Mtg Pass-Through Ctfs Ser 2007 5.34417%0.09%501,247
384BAC.V2.687 04.22.32Bank of America Corp. 2.687%0.09%490,000
385CHTR.5.75 04.01.48Charter Communications Operating, LLC/Charter Communications Operating Capi0.09%490,000
386HILT.2016-HHV FHilton Usa Trust 2016-Hhv 4.1935%0.09%450,000
387SBAC.3.125 02.01.29SBA Communications Corp. 3.125%0.09%475,000
388Q.4.5 09.08.33Quebec (Province Of) 4.5%0.09%436,000
389BMO.V7.325 11.26.82Bank of Montreal 7.325%0.09%580,000
390n/aFederal National Mortgage Association 2%0.09%3,375,387
391ESA.2021-ESH FEXTENDED STAY AMERICA TRUST 2021-ESH 8.13366%0.09%433,075
392MHC.2021-MHC BMHC COMMERCIAL MORTGAGE TRUST 2021-MHC 5.53462%0.09%432,000
393n/aGRACE TRUST 2.6%0.09%500,000
394EIB.0.25 01.20.32 EARNEuropean Investment Bank 0.25%0.09%470,000
395n/aFederal Home Loan Mortgage Corp. 5%0.09%433,584
396TRPCN.V5.6 03.07.82TransCanada Trust 5.6%0.09%455,000
397QTC.4.5 08.22.35Queensland Treasury Corporation 4.5%0.09%720,000
398VICI.4.125 08.15.30 144AVici Properties Inc 4.125%0.09%450,000
399HLT.3.625 02.15.32 144AHilton Domestic Operating Co Inc. 3.625%0.09%483,000
400n/aSMRT COMMERCIAL MORTGAGE TRUST 2022-MINI 6.26918%0.08%430,000
401n/aCoffee C Future July 250.08%3
402n/aDOLP TRUST 2021-NYC 3.70378%0.08%500,000
403n/aClydesdale Acq Hold Inc Tlb 3.250.08%421,000
404n/aJETBLUE AIRWAYS TLB 5.50.08%432,825
405CDEL.4.875 11.04.44 144ACorporacion Nacional del Cobre de Chile 4.875%0.08%490,000
406MARS.5.2 03.01.35 144AMars Inc. 5.2%0.08%415,000
407MS.V2.188 04.28.26Morgan Stanley 2.188%0.08%415,000
408SO.4.5 06.15.27Southern Co. 4.5%0.08%375,000
409n/aSugar No 11 Future July 250.08%20
410TD.2.667 09.09.25The Toronto-Dominion Bank 2.667%0.08%601,000
411AMETOW.5.49 03.15.28American Tower Trust I 5.49%0.08%410,000
412WAL.V3 06.15.31Western Alliance Bancorp 3%0.08%440,000
413n/aHSI Asset Sec Corp Trust 2006-He2 4.69459%0.08%1,113,484
414OOMLT.2007-5 2A2Option One Mortgage Loan Trust 4.60459%0.08%783,699
415ZIPLY.2024-1A BZIPLY FIBER ISSUER LLC 7.81%0.08%400,000
416TKO.L 11.21.31 11Ufc Holdings Llc Tlb 2.250.08%416,955
417CIVI.8.75 07.01.31 144ACivitas Resources Inc 8.75%0.08%395,000
418NYC.2025-3BP DNYC COMMERCIAL MORTGAGE TRUST 2025-3BP 6.75125%0.08%425,000
419n/aPROGRESS RESIDENTIAL 2024-SFR3 TRUST 3.5%0.08%450,000
420ABFC.2007-WMC1 A1AAsset Backed Funding Corp 2007-Wmc1 Trust 5.68459%0.08%572,807
421BCULC.3.5 02.15.29 144A1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.5%0.08%445,000
422n/aWELLS FARGO COMMERCIAL MORTGAGE TRUST 3.3261%0.08%425,000
423BCULC.3.875 01.15.28 144A1011778 B.C. Unlimited Liability Company / New Red Finance, Inc. 3.875%0.08%430,000
424FLX.2021-1A A2FLEXENTIAL ISSUER LLC 3.25%0.08%430,000
425UKT.4.125 07.22.29United Kingdom of Great Britain and Northern Ireland 4.125%0.08%317,000
426n/aFederal Home Loan Mortgage Corp. 5.5%0.08%405,494
427n/aGsamp Tr 2007-Fm2 4.57459%0.08%703,678
428ONTTFT.2 04.16.31 144AOntario Teachers Finance Trust 2%0.08%465,000
429CLR.5.75 01.15.31 144AContinental Resources, Inc. 5.75%0.08%401,000
430n/aImpac Secured Assets Corp Mortgage Pass-Through Certificates Series 2007-20.08%450,895
431FR.SD8256Federal Home Loan Mortgage Corp. 4%0.08%433,421
432HACLN.2024-2 CHuntington National Bank of Ohio 6.94436%0.08%403,311
433n/aMAGNETITE XLII LIMITED 3%0.08%450,000
434QPETRO.2.25 07.12.31 144AQatar Energy 2.25%0.08%465,000
435n/aHenry Hub Natural Gas June250.08%9
436BACR.V7.625 PERPBarclays PLC 7.625%0.08%408,000
437n/aBX TRUST 2025-VLT6 7.51305%0.08%406,000
438n/aUNITED AIRLINES INC TLB 2.000.08%402,592
439NZGB.3.5 04.14.33 0433New Zealand (Government Of) 3.5%0.08%740,000
440n/aRIDE 2025-SHRE 6.2969%0.08%400,000
441n/aLehman Xs Trust 6.13459%0.08%447,127
442IFF.2.3 11.01.30 144AInternational Flavors & Fragrances Inc. 2.3%0.08%455,000
443FYBR.5.875 10.15.27 144AFrontier Communications Parent Inc 5.875%0.08%385,000
444UBER.4.3 01.15.30Uber Technologies Inc 4.3%0.08%398,000
445VICI.5.125 05.15.32VICI Properties LP 5.125%0.08%395,000
446n/aCocoa Future July 250.08%5
447n/aGLOVES BUYER INC TLB 4.00.08%410,000
448D.V7 06.01.54 BDominion Energy Inc 7%0.08%365,000
449n/aFnma Pass-Thru I 5.5%0.08%389,421
450DAFC.2017-AMO CDEL AMO FASHION CENTER TRUST 3.63618%0.08%420,000
451FCNCA.V6.254 03.12.40First Citizens BancShares Inc (Delaware) 6.254%0.08%395,000
452BX.2021-CIP ABX COMMERCIAL MORTGAGE TRUST 2021-CIP 5.355%0.08%389,359
453SIGB.3.375 09.01.33Singapore (Republic of) 3.375%0.08%495,000
454VDC.2020-1A A2VANTAGE DATA CENTERS ISSUER LLC 1.645%0.08%395,000
455n/aE-mini Nasdaq 100 Future June 250.08%1
456BNG.3.3 07.17.28 MTNBNG Bank N.V. 3.3%0.08%630,000
457NSWTC.4.75 09.20.35New South Wales Treasury Corporation 4.75%0.08%635,000
458BKH.6.15 05.15.34Black Hills Corporation 6.15%0.08%360,000
459OSLO.3.99 06.11.29Oslo Kommune 3.99%0.08%4,000,000
460n/aKASEYA INC TLB 3.250.08%385,000
461BX.2021-VOLT ABX COMMERCIAL MORTGAGE TRUST 5.13366%0.08%385,000
462CLF.7.375 05.01.33 144ACleveland-Cliffs Inc 7.375%0.08%385,000
463SAST.2007-2 A2DSaxon Asset Securities Trust 2004-2 4.73459%0.08%524,208
464RFMSI.2006-S10 1A1RFMSI Series 2006-S8 Trust 6%0.08%471,242
465AVOL.2.528 11.18.27 144AAvolon Holdings Funding Ltd. 2.528%0.08%399,000
466RPGB.6.125 08.22.28 R517Philippines (Republic Of) 6.125%0.08%21,225,000
467AWK.3.625 06.15.26American Water Capital Corp 3.625%0.08%365,000
468CNC.2.5 03.01.31Centene Corp. 2.5%0.08%445,000
469INDOGB.6.5 07.15.30 104Indonesia (Republic of) 6.5%0.08%6,212,000,000
470BERY.5.5 04.15.28Berry Global Inc 5.5%0.08%360,000
471BA.5.805 05.01.50The Boeing Company 5.805%0.08%385,000
472n/a1261229 BC LTD TLB 6.250.07%390,000
473n/aCrude Palm Oil Future June 250.07%15
474CWALT.2007-OH3 A1BAlternative Loan Trust 2006-Hy12 4.87459%0.07%389,782
475n/aALLO ISSUER LLC 11.19%0.07%342,200
476ADC.2021-1A A2ALIGNED DATA CENTERS ISSUER LLC 1.937%0.07%388,000
477AES.4.125 07.01.25DPL Inc. 4.125%0.07%370,000
478RPGB.6.75 09.15.32 1069Philippines (Republic Of) 6.75%0.07%20,280,000
479n/aHILCORP ENERGY I LP TLB 2.000.07%370,000
480IGB.7.38 06.20.27India (Republic of) 7.38%0.07%30,330,000
481n/aCURRENCY0.07%55,331,111
482n/aSFAVE COMMERCIAL MORTGAGE SECURITIES TRUST 3.659%0.07%425,000
483UBS.V7.125 PERP 144aUBS Group AG 7.125%0.07%370,000
484LNT.3.6 03.01.32 144AAlliant Energy Finance LLC 3.6%0.07%405,000
485n/aCSMC TRUST 3.64541%0.07%423,000
486IGB.5.22 06.15.25India (Republic of) 5.22%0.07%30,950,000
487AESOP.2024-2A DAvis Budget Rental Car Funding AESOP LLC 7.43%0.07%365,000
488n/aCOLT 2024-7 MORTGAGE LOAN TRUST 7.17143%0.07%360,000
489NRTH.2024-PARK ANRTH 2024-PARK MORTGAGE TRUST 6.44526%0.07%362,000
490JMIKE.2024-1A A2JERSEY MIKES FUNDING LLC 5.636%0.07%355,000
491n/a1211 Ave Of The Amers Trust 2015-1211 4.0915%0.07%380,000
492n/aFederal Home Loan Mortgage Corp. 2%0.07%2,767,760
493JBSSBZ.3.75 12.01.31Jbs Usa Lux SA/Jbs Usa Food Company/Jbs Usa Finance Inc 3.75%0.07%390,000
494n/aGREAT WOLF TRUST 2024-WOLF 6.71018%0.07%360,000
495TNL.4.5 12.01.29 144ATravel Plus Leisure Co 4.5%0.07%380,000
496n/aCLEAN HARBORS INC TLB 1.750.07%358,329
497NSWTC.2 03.08.33New South Wales Treasury Corporation 2%0.07%705,000
498HLT.L 11.08.30 13Hilton Worldwide Fin Tlb4 2.00.07%360,000
499FR.SD8204Federal Home Loan Mortgage Corp. 2%0.07%450,375
500HASC.2005-I1 2A4HSI Asset Securitization Corporation Trust 5.21459%0.07%387,509
As of Mar 31, 2025
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