FSLTX Holdings List

As of Feb 28, 2025

No.	Symbol	Name	% Weight	Shares
1	FSAWX	Fidelity SAI Convertible Arbitrage	14.37%	40,307,262
2	BAMBX	BlackRock Systematic Multi-Strategy Fund Investor A Shares	10.40%	30,172,702
3	EGRAX	Eaton Vance Global Macro Absolute Return Advantage Fund Class A	9.89%	28,077,113
4	SRDAX	Stone Ridge Diversified Alternatives I	9.36%	26,686,888
5	BDMAX	BlackRock Global Equity Market Neutral Fund A Shares	8.99%	20,128,127
6	QAMNX	Federated Hermes MDT Market Neutral A	7.11%	10,748,120
7	GVMXX	State Street U.S. Government Money Market Portfolio	5.63%	169,816,606
8	FRGXX	Fidelity Government Portfolio	5.61%	169,262,241
9	ARBOX	Absolute Convertible Arbitrage Fund	5.44%	14,465,656
10	VARBX	First Trust Merger Arbitrage Fund Class I	4.93%	13,974,751
11	MERFX	The Merger Fund® Class A	4.72%	8,140,501
12	FRPDX	Fidelity SAI Alternative Rsk Pre CmdStgy	2.75%	8,659,670
13	AHLPX	American Beacon AHL Managed Futures Strategy Fund Investor Class	2.11%	6,749,081
14	FRPCX	Fidelity SAI Alternative Rsk Pre Stgy	2.01%	5,918,720
15	FARYX	Fulcrum Diversified Absolute Return Fund Super Institutional Class	1.70%	5,439,078
16	n/a	UNITED STATES TREASURY - US TREASURY RP 4.41% 3/3/25	0.66%	19,900,000
17	G2SF.6 3.12	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER - GNII II 6% 03/01/2055 #TBA	0.54%	16,100,000
18	FNCL.6.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 6.5% 03/01/2055 #TBA	0.27%	8,000,000
19	FNCL.6.5 4.11	FNMA/FHLG TBA ISSUER - UMBS 30YR 6.5% 04/01/2055 #TBA	0.23%	6,800,000
20	FNCI.5 3.12	FNMA/FHLG TBA ISSUER - UMBS 15YR 5% 03/01/2040 #TBA	0.13%	4,000,000
21	FNCL.6 3.12	FNMA/FHLG TBA ISSUER - UMBS 30YR 6% 03/01/2055 #TBA	0.10%	3,100,000
22	CPPIBC.F 03.11.26 REGS	CPPIB CAP INC FRN SOFR+125 03/11/2026 REGS	0.10%	3,000,000
23	n/a	BANK OF AMERICA, N.A. - CFM CDX ITXEX S42 5Y T0 CDX	0.09%	27,626,760
24	RTYH5	CHICAGO MERCANTILE EXCH INC - E-MINI RUSS 2000 FUT MAR25 RTYH5	0.09%	-282
25	G2SF.6 4.11	GNMA II GTD PASS THRU CTF MULTIPLE ISSUER - GNII II 6% 04/01/2055 #TBA	0.09%	2,600,000
26	n/a	BANK OF AMERICA, N.A. - CDX SWAP ITXEB542 12/20/2029 S	0.08%	104,000,000
27	FNCL.6 4.11	FNMA/FHLG TBA ISSUER - UMBS 30YR 6% 04/01/2055 #TBA	0.07%	2,100,000
28	n/a	EUREX DEUTSCHLAND - DAX INDEX FUTURE MAR25 GXH5	0.07%	40
29	n/a	JPMORGAN SECURITIES PLC - CFM CDX CDXIG S43 5Y T0 CDX	0.07%	88,000,000
30	B.0 04.10.25	UST BILLS 0% 04/10/2025	0.07%	2,112,000
31	SMH5	EUREX DEUTSCHLAND - SWISS MKT IX FUTR MAR25 SMH5	0.06%	127
32	B.0 04.17.25	UST BILLS 0% 04/17/2025	0.06%	1,697,000
33	CDH5	CHICAGO MERCANTILE EXCH INC - C$ CURRENCY FUT MAR25 CDH5	0.05%	-1,297
34	PSPCAP.F 03.03.25 144A	PSP CAP INC FRN SOFRINDX+24 03/03/2025 144A	0.05%	1,500,000
35	SFH5	CHICAGO MERCANTILE EXCH INC - CHF CURRENCY FUT MAR25 SFH5	0.05%	-477
36	n/a	BARCLAYS BANK PLC - CDXHY S43 5Y T0 CDX	0.04%	14,000,000
37	MCCT.2023-2A A	MASTER CR CARD TR II 23-2A A SOFR30A+85 01/21/2027 144A	0.04%	1,200,000
38	TCCT.2023-3A A	TRILLIUM CREDIT CARD TRUST II SOFR+85 08/26/2028 144A	0.04%	1,200,000
39	VGH5	EUREX DEUTSCHLAND - EURO STOXX 50 FUT MAR25 VGH5	0.03%	191
40	C.F 07.01.26	CITIGROUP INC FRN TSFR3M+151.161 07/01/2026	0.03%	1,000,000
41	NYLIFE.F 01.16.26 144A	NEW YORK LIFE GLOBAL FDG FRN SOFRINDX+58 01/16/2026 144A	0.03%	1,000,000
42	MVEW.2022-1A A1R	MOUNTAIN VIEW CLO XVI LTD - MOUNTAIN VIEW CLO XVI A1R LTD TSFR3M+ 04/15/2034 144A	0.03%	1,000,000
43	ALLEG.2019-2A A1AR	ALLEGRO CLO XI LTD 2A A1AR TSFR3M+125 01/19/2033 144A	0.03%	1,000,000
44	RCICN.2.95 03.15.25	ROGERS COMMUNICATIONS INC 2.95% 03/15/2025	0.03%	1,000,000
45	GNR.2017-H05 FC	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS - GOVERNMENT NAT MTG ASSN HECM TSFR1M+ 02/20/2067	0.03%	990,723
46	PCG.3.15 01.01.26	PACIFIC GAS and ELECTRIC CO 3.15% 01/01/2026	0.03%	1,000,000
47	SNDPT.2020-3A A1R	SOUND POINT CLO XXVIII LTD 20-3A A1R TSFR3M+128 01/25/2032 144A	0.03%	975,585
48	BERY.1.57 01.15.26	BERRY GLOBAL INC 1.57% 01/15/2026	0.03%	1,000,000
49	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.68925 04/04/24 01/29 CME	0.03%	-55,000,000
50	SIK5	COMMODITY EXCHANGE INC - SILVER FUTURE MAY25 SIK5	0.03%	-138
51	CARVL.2018-1A AR	CARVAL CLO I LTD / CARVAL CLO I LLC - CARVAL CLO I LTD/LLC 2018-1A AR TSFR3M+123 07/16/2031 144A	0.03%	928,754
52	CCCIT.2017-A6 A6	CITIBANK CR CARD ISSUANCE TR 2017-A6 A6 TSFR1M+88.448 05/14/2029	0.03%	900,000
53	FNCI.5 4.11	FNMA/FHLG TBA ISSUER - UMBS 15YR 5% 04/01/2040 #TBA	0.03%	900,000
54	GMALT.2025-1 A2A	GM FINANCIAL AUTOMOBILE LEASING TRUST 2025-1 VAR 05/20/2027	0.03%	800,000
55	EDC.F 08.01.28	EXPORT DEVELOPMENT CANADA FRN SOFRINDX+33 08/01/2028	0.03%	800,000
56	MS.V2.188 04.28.26	MORGAN STANLEY 2.188%/VAR 04/28/2026	0.03%	800,000
57	WAB.3.2 06.15.25	WESTINGHOUSE AIR BRAKE TECH CORP 3.2% 06/15/2025	0.03%	800,000
58	BLTN.0 04.01.25 LTN	BRAZIL LETRAS DO TESOURO NACIONAL 0% 04/01/2025	0.03%	4,700,000
59	GS.V1.431 03.09.27	GOLDMAN SACHS GROUP INC (THE) 1.431%/VAR 03/09/2027	0.03%	800,000
60	SO.F 05.08.25	GEORGIA POWER CO FRN SOFRINDX+75 05/08/2025	0.02%	723,000
61	BMW.F 08.13.26 144A	BMW US CAPITAL LLC FRN SOFRINDX+80 08/13/2026 144A	0.02%	700,000
62	RABOBK.F 08.28.26	RABOBANK NEDERLAND NEW YORK BRH - RABOBANK NEDERLAND NY BRH FRN SOFRINDX+62 08/28/2026	0.02%	700,000
63	RY.F 08.03.26 MTN	ROYAL BANK OF CANADA FRN SOFRINDX+46 08/03/2026	0.02%	700,000
64	F.4.687 06.09.25	FORD MOTOR CREDIT CO LLC - FORD MTR CR CO LLC 4.687% 06/09/2025	0.02%	700,000
65	DB.V2.129 11.24.26	DEUTSCHE BANK AG NEW YORK BNCH 2.129%/VAR 11/24/2026	0.02%	700,000
66	SPX5P5870	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 5870 05/16/2025	0.02%	51
67	BNS.F 10.27.25	THE BANK OF NOVA SCOTIA - BANK OF NOVA SCOTIA FRN 3AUS+90 10/27/2025	0.02%	1,000,000
68	UBS.F 07.30.25 .	UBS AG AUSTRALIA BRANCH - UBS AG AUSTRALIA BRH FRN 3AUS+87 07/30/2025 REGS	0.02%	1,000,000
69	RAD.2019-4A AR	RAD CLO 4 LTD 2019-4A AR TSFR3M+123 04/25/2032 144A	0.02%	613,379
70	BACR.3.65 03.16.25	BARCLAYS PLC 3.65% 03/16/2025	0.02%	615,000
71	SWEDA.5.337 09.20.27 REGS	SWEDBANK AB 5.337% 09/20/2027 REGS	0.02%	600,000
72	B.0 05.15.25	UST BILLS 0% 05/15/2025	0.02%	600,000
73	STH5	ITALIAN DERIVATIVES MARKET - FTSE/MIB IDX FUT MAR25 STH5	0.02%	29
74	SUMIBK.F 07.13.26	SUMITOMO MITSUI FINANCIAL GROUP INC - SUMITOMO MITSUI FINL GRP INC FRN SOFR+130 07/13/2026	0.02%	500,000
75	CCCIT.2023-A1 A1	CITIBANK CR CARD ISSUANCE TR 5.23% 12/08/2027	0.02%	500,000
76	ET.5.95 12.01.25	ENERGY TRANSFER LP 5.95% 12/01/2025	0.02%	500,000
77	ELV.5.35 10.15.25	ELEVANCE HEALTH INC 5.35% 10/15/2025	0.02%	500,000
78	INTNED.F 03.28.26	ING GROEP NV FRN SOFRINDX+164 03/28/2026	0.02%	500,000
79	OFSBS.2021-10A AR	OFSI BSL XI LTD TSFR3M+127 04/20/2034 144A	0.02%	500,000
80	NWG.3.479 03.22.25 144A	NATWEST MARKETS PLC 3.479% 03/22/2025 144A	0.02%	500,000
81	B.0 04.08.25	UST BILLS 0% 04/08/2025	0.02%	500,000
82	BAYNGR.4.25 12.15.25 144A	BAYER US FINANCE II LLC - BAYER US FIN II LLC 4.25% 12/15/2025 144A	0.02%	500,000
83	AER.1.75 01.30.26	AERCAP IRELAND CAP LTD / AERCAP GLOBAL AVIATION TR 1.75% 01/30/2026	0.02%	500,000
84	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 9.87 12-27-23-01-02-29 CME	0.02%	-25,900,000
85	BVSTAT.2024-1A A	VERDELITE STATIC CLO 2024-1 LTD TSFR3M+ 07/20/2032 144A	0.01%	446,336
86	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 8.5 01-25-23-5Y CME	0.01%	1,825,400,000
87	SPX2P4150	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 4150 02/20/2026	0.01%	90
88	n/a	CHICAGO MERCANTILE EXCH INC - ZCS BRL 10.095 02-06-24-01-02-29 CME	0.01%	-20,300,000
89	OZLM.2017-17A A1RR	OZLM XVII LTD TSFR3M+115 07/20/2030 144A	0.01%	422,221
90	n/a	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS - GOVERNMENT NATIONAL MORTGAGE 2024-H12 FC SOFR30A+90 07/20/2074	0.01%	402,930
91	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.9629 04-11-24-01-02-29 CME	0.01%	-26,100,000
92	TLOT.2025-A A2A	TOYOTA LEASE OWNER TRUST 2025-A 4.58% 07/20/2027 144A	0.01%	400,000
93	DBSSP.F 09.12.25 144A	DBS GROUP HOLDINGS LTD - DBS GROUP HLDGS LTD FRN SOFR+61 09/12/2025 144A	0.01%	400,000
94	MUFG.V5.541 04.17.26	MITSUBISHI UFJ FINANCIAL GROUP INC - MITSUBISHI UFJ FIN GRP INC 5.541%/VAR 04/17/2026	0.01%	400,000
95	NQH5	CHICAGO MERCANTILE EXCH INC - NASDAQ 100 E-MINI FUT MAR25 NQH5	0.01%	-30
96	ET.2.9 05.15.25	ENERGY TRANSFER LP 2.9% 05/15/2025	0.01%	400,000
97	NOH5	JAPAN EXCHANGE GROUP INC - NIKKEI 225 MINI FUT MAR25 NOH5	0.01%	-323
98	B.0 05.22.25	UST BILLS 0% 05/22/2025	0.01%	400,000
99	NKH5	JAPAN EXCHANGE GROUP INC - NIKKEI 225 (OSE) FUT MAR25 NKH5	0.01%	-31
100	MF1.2021-FL7 A	MF1 2021-FL7 A TSFR1M+119.448 10/16/2036 144A	0.01%	375,376
101	n/a	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT 5442 FB SOFR30A+97 08/25/2054	0.01%	367,386
102	SCCU.2024-1A A2	SCCU AUTO RECEIVABLES TRUST 2024-1 A2 5.45% 12/15/2027 144A	0.01%	362,939
103	TRAL.2019-6A A1RR	TRALEE CLO VI LTD - TRALEE CLO 6A AIRR TSFR3M+122 10/25/2032 144A	0.01%	351,546
104	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 8.712 04/28/23 5Y CME	0.01%	2,932,600,000
105	n/a	CHICAGO MERCANTILE EXCH INC - ZCS BRL 10.2344 01-22-24-01-02-29 CME	0.01%	-17,100,000
106	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.48 06-26-23-01-02-29 CME	0.01%	-17,400,000
107	SPX1P3900	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 3900 01/16/2026	0.01%	96
108	n/a	FEDERAL NAT MTG ASN GTD REM PA - FANNIE MAE REMICS SOFR30A+97 08/25/2054	0.01%	324,682
109	SPX12P4100	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 4100 12/19/2025	0.01%	86
110	KCK5	ICE FUTURES US - COFFEE 'C' FUTURE MAY25 KCK5	0.01%	16
111	n/a	Fidelity Revere Street Trust - Fidelity Cash Central Fund	0.01%	314,816
112	MUFG.F 02.17.26 TCD	MUFG BANK LTD SYDNEY BRANCH - BANK OF TOKYO-MITSUBISHI UFJ LTD SYDNEY BRH CD 3AUS+87 02/17/2026	0.01%	500,000
113	NVH5	CHICAGO MERCANTILE EXCH INC - NEW ZEALAND $ FUT MAR25 NVH5	0.01%	-188
114	n/a	EUREX DEUTSCHLAND - EURO-BUXL 30Y BND FUT MAR25 UBH5	0.01%	-48
115	n/a	CARLYLE GLOBAL MARKET STRATEGIES CLO 2015-4 LTD TSFR3M+ 07/20/2032 144A	0.01%	302,154
116	ILTBIL.0 05.30.25 0525	ISRAEL TREASURY BILLS MOF 0% 05/30/2025	0.01%	1,100,000
117	HYNMTR.F 08.04.25 144A	HYUNDAI CAPITAL AMERICA - HYUNDAI CAP AMER FRN SOFR+115 08/04/2025 144A	0.01%	300,000
118	LCM.31A AR	LCM 31 LTD TSFR3M+128 07/20/2034 144A	0.01%	300,000
119	FNR.2025-16 FN	FNMA GTD MTG PASS THRU CTF 25-16 FN SOFR30A+95 01/25/2055	0.01%	300,000
120	HCA.5.25 04.15.25	HCA INC 5.25% 04/15/2025	0.01%	300,000
121	MDPK.2021-49A AR	MADISON PARK FUNDING XLIX LTD 2021-49A AR TSFR3M+105 10/19/2034 144A	0.01%	300,000
122	B.0 05.08.25	UST BILLS 0% 05/08/2025	0.01%	300,000
123	FHR.5500 UF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT SOFR30A+90 11/25/2054	0.01%	294,773
124	CMLST.2024-1A A	CUMULUS STATIC CLO 2024 1 DESIGNATED ACTIVITY CO - CUMULUS STATIC CLO 2024 1A A DESIGNATED ACTIVITY CO 3MEUR+120 11/15/2033 144A	0.01%	281,417
125	FNR.2024-100 FA	FNMA GTD MTG PASS THRU CTF 2024-100 FA SOFR30A+110 05/25/2054	0.01%	289,384
126	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.77 08-21-23-01-02-29 CME	0.01%	-16,700,000
127	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 8.74000 04/28/23 5Y CME	0.01%	785,400,000
128	n/a	EUREX DEUTSCHLAND - EURO STOXX BANK FUT MAR25 CAH5	0.01%	155
129	FHR.5480 FG	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT SOFR30A+115 12/25/2054	0.01%	275,958
130	n/a	LONDON CLEARING HOUSE - IRS ILS 4.03000 02-24-23-5Y LCH	0.01%	66,600,000
131	n/a	INTERCONTINENTAL EXCHANGE INC - PIMCO CDX EM40 ICE 12/20/28	0.01%	7,300,000
132	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.51000 03-22-23 5Y CME	0.01%	85,800,000
133	SPX3P5810	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 5810 03/21/2025	0.01%	52
134	STANLN.4.853 12.03.27 DMTN	STANDARD CHARTERED BANK NEW YORK BRANCH - STANDARD CHARTERED BANK NEW YORK BRH 4.853% 12/03/2027	0.01%	250,000
135	NWG.5.0546 08.12.25 MTN	NATWEST MARKETS PLC 5.0546% 08/12/2025 REGS	0.01%	400,000
136	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.55 08/16/23-01/02/29 CME	0.01%	-13,300,000
137	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.73000 10-03-23-5Y CME	0.01%	220,700,000
138	KWK5	CHICAGO BOARD OF TRADE - KC HRW WHEAT FUT MAY25 KWK5	0.01%	-199
139	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 11.025 09/25/23-01/02/29 CME	0.01%	-15,600,000
140	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.54000 06/01/23 5Y CME	0.01%	27,600,000
141	LHJ5	CHICAGO MERCANTILE EXCH INC - LEAN HOGS FUTURE APR25 LHJ5	0.01%	-105
142	BPH5	CHICAGO MERCANTILE EXCH INC - BP CURRENCY FUT MAR25 BPH5	0.01%	803
143	TZTJ5	EUROPEAN ENERGY DERIVATIVES EXCHANGE NV - TTF NAT GAS F FUT APR25 TZTJ5	0.01%	-50
144	HGK5	COMMODITY EXCHANGE INC - COPPER FUTURE MAY25 HGK5	0.01%	-186
145	SPX4P5550	CHICAGO BOARD OPTIONS EXCHANGE - S and P 500 INDX PUT 5550 04/17/2025	0.01%	53
146	PL.F 07.22.26 144A	PROTECTIVE LIFE GLOBAL FUNDING FRN SOFR+50 07/22/2026 144A	0.01%	200,000
147	n/a	LLOYDS BANKING GROUP PLC 3.511%/VAR 03/18/2026	0.01%	200,000
148	BACR.4.375 01.12.26	BARCLAYS PLC 4.375% 01/12/2026	0.01%	200,000
149	B.0 05.29.25	UST BILLS 0% 05/29/2025	0.01%	200,000
150	UXH5	CBOE FUTURES EXCHANGE - CBOE VIX FUTURE MAR25 UXH5	0.01%	156
151	CK5	CHICAGO BOARD OF TRADE - CORN FUTURE MAY25 C K5	0.01%	-193
152	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.45900 05/22/24-5Y CME	0.01%	120,900,000
153	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.06000 05-15-24-5Y CME	0.01%	20,700,000
154	PTH5	MONTREAL EXCHANGE (THE) - S and P/TSX 60 IX FUT MAR25 PTH5	0.01%	83
155	n/a	LONDON CLEARING HOUSE - RFR USD SOFR-4.00000 03/19/25 10Y LCH	0.01%	8,600,000
156	WK5	CHICAGO BOARD OF TRADE - WHEAT FUTURE(CBT) MAY25 W K5	0.01%	-94
157	n/a	DEUTSCHE BANK AG - FX Forward: USD/CAD settle 2025-03-19	0.01%	1
158	GNR.2023-H20 FL	GOVERNMENT NAT MTG ASSN HECM MBS REMIC PASS THRU SECS - GOVERNMENT NATIONAL MORTGAGE 2023-H20 FL SOFR30A+110 05/20/2073	0.01%	173,573
159	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.22000 03/21/23 10Y CME	0.01%	49,700,000
160	LCJ5	CHICAGO MERCANTILE EXCH INC - LIVE CATTLE FUTR APR25 LCJ5	0.01%	-70
161	TUM5	CHICAGO BOARD OF TRADE - US 2YR NOTE (CBT) FUT JUN25 TUM5	0.01%	266
162	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.61100 06/06/23 5Y CME	0.01%	71,600,000
163	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.245 07/13/23 01/02/29 CME	0.01%	-7,900,000
164	B.0 04.24.25	UST BILLS 0% 04/24/2025	0.01%	164,000
165	TAOT.2023-C A2B	TOYOTA AUTO RECEIVABLES 2023-C OWNER TR - TOYOTA AUTO RECEIVABLES 2023-C A2B OWNER TR SOFR30A+40 08/17/2026	0.01%	162,559
166	n/a	BANK OF AMERICA, N.A. - FX Forward: USD/NZD settle 2025-03-19	0.01%	1
167	VALET.2023-1 A2B	VOLKSWAGEN AUTO LOAN ENHANCED TRUST 2023-1 SOFR30A+52 12/21/2026	0.01%	162,103
168	n/a	LONDON CLEARING HOUSE - OIS CAD CAONREPO-3.50000 03-19-25-10Y LCH	0.01%	14,000,000
169	RAH5	CHICAGO MERCANTILE EXCH INC - SA RAND CURR(CME) FUT MAR25 RAH5	0.01%	-151
170	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.3700 07-20-23-5Y CME	0.01%	104,100,000
171	n/a	CHICAGO MERCANTILE EXCH INC - IRS ZAR 8.35200 11-09-23-5Y CME	0.01%	133,700,000
172	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.28000 11/08/23 10Y CME	0.01%	78,000,000
173	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.695 05/04/23 5Y CME	0.01%	50,000,000
174	FAH5	CHICAGO MERCANTILE EXCH INC - S and P MID 400 EMINI FUT MAR25 FAH5	0.01%	-8
175	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 9.18500 06/12/23 5Y CME	0.01%	86,900,000
176	n/a	LONDON CLEARING HOUSE - PIMCO LCH SWAP 11/16/2027	0.01%	-26,400,000
177	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.51000 05-17-24-5Y CME	0.01%	91,200,000
178	n/a	MORGAN STANLEY - FX Forward: USD/AUD settle 2025-03-19	0.01%	1
179	JXN.4.9 01.13.27 144A	JACKSON NATL LIFE GLOBAL FDG 4.9% 01/13/2027 144A	0.00%	150,000
180	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 8.80000 04/27/23 5Y CME	0.00%	414,900,000
181	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 10.285 08/09/23 01/02/29 CME	0.00%	-7,800,000
182	NGK25	NEW YORK MERCANTILE EXCHANGE - NATURAL GAS FUT MAY25 NGK25	0.00%	41
183	SBK5	ICE FUTURES US - SUGAR #11 (WORLD) FUT MAY25 SBK5	0.00%	-208
184	n/a	LONDON CLEARING HOUSE - RFR GBP SONIO-3.75000 03-19-25-30Y LCH	0.00%	-6,900,000
185	n/a	CHICAGO MERCANTILE EXCH INC - ZCS BRL 10.0375 01-04-24-01-02-29 CME	0.00%	-6,600,000
186	G.M5	ICE FUTURES EUROPE FINANCIALS - LONG GILT FUTURE JUN25 G M5	0.00%	160
187	CNM5	MONTREAL EXCHANGE (THE) - CAN 10YR BOND FUT JUN25 CNM5	0.00%	150
188	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.93000 06-29-23-5Y CME	0.00%	18,600,000
189	CCK5	ICE FUTURES US - COCOA FUTURE MAY25 CCK5	0.00%	-9
190	EIH5	CHICAGO MERCANTILE EXCH INC - EURO/PLZ X-RATE FUT MAR25 EIH5	0.00%	52
191	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.41100 07/19/23 5Y CME	0.00%	84,300,000
192	HIH5	HONG KONG FUTURES EXCHANGE - HANG SENG IDX FUT MAR25 HIH5	0.00%	-80
193	n/a	LONDON CLEARING HOUSE - IRS ILS 4.36000 05/02/25-5Y LCH	0.00%	25,000,000
194	CTK5	ICE FUTURES US - COTTON NO.2 FUTR MAY25 CTK5	0.00%	-65
195	CITZN.2023-2 A2B	CITIZENS AUTO RECEIVABLES TRUST 2023-2 SOFR30A+ 10/15/2026 144A	0.00%	120,274
196	TWTH5	SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD - FTSE TAIWAN INDEX FUT MAR25 TWTH5	0.00%	-42
197	SK5	CHICAGO BOARD OF TRADE - SOYBEAN FUTURE MAY25 S K5	0.00%	-124
198	n/a	SINGAPORE EXCHANGE DERIVATIVES CLEARING LTD - NIKKEI 225 (SGX) FUT MAR25 NIH5	0.00%	-18
199	WOART.2023-C A2B	WORLD OMNI AUTO RECEIVABLES TR 2023-C A2B SOFR30A+41 12/15/2026	0.00%	109,906
200	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.36 11/06/23 5Y CME	0.00%	73,600,000
201	FVM5	CHICAGO BOARD OF TRADE - US 5YR NOTE (CBT) FUT JUN25 FVM5	0.00%	165
202	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.35500 11/03/23 5Y CME	0.00%	72,400,000
203	ELH5	CHICAGO MERCANTILE EXCH INC - EURO/HUF X-RATE FUT MAR25 ELH5	0.00%	50
204	LMAHDP	LONDON METAL EXCHANGE - LME PRI ALUM FUTR APR25 LAJ25	0.00%	36
205	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
206	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.5300 05-16-24-5Y CME	0.00%	60,600,000
207	n/a	LONDON CLEARING HOUSE - OIS THB THORON-2.00000 03/19/25 5Y LCH	0.00%	291,000,000
208	B.0 05.01.25	UST BILLS 0% 05/01/2025	0.00%	100,000
209	XA17	ICE-ICE FUTURES LTD - ICE RTD MONTH COA FUT JUN25 XAM5	0.00%	-5
210	XA75	ICE-ICE FUTURES LTD - ICE RTD MONTH COA FUT MAY25 XAK5	0.00%	-5
211	n/a	LONDON CLEARING HOUSE - IRS ILS 4.37 05/02/24 5Y LCH	0.00%	23,700,000
212	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.265 04/22/24 5Y CME	0.00%	8,300,000
213	n/a	MORGAN STANLEY - FX Forward: USD/GBP settle 2025-04-02	0.00%	1
214	JGSH5	NSE IFSC - IFSC NIFTY 50 FUT MAR25 JGSH5	0.00%	-100
215	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/CAD settle 2025-03-04	0.00%	1
216	n/a	EURONEXT PARIS MATIF - MILL WHEAT EURO FUT MAY25 CAK5	0.00%	-251
217	SMK5	CHICAGO BOARD OF TRADE - SOYBEAN MEAL FUTR MAY25 SMK5	0.00%	-118
218	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.27600 06-14-24-5Y CME	0.00%	62,000,000
219	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 6.27000 05-22-24-5Y CME	0.00%	894,500,000
220	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.45500 06-01-23-10Y CME	0.00%	34,700,000
221	ISH5	CHICAGO MERCANTILE EXCH INC - ISRAELI SHEKEL FUT MAR25 ISH5	0.00%	-17
222	n/a	ICE-ICE FUTURES LTD - ICE RTD MONTH COA FUT APR25 XAJ5	0.00%	-4
223	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.22000 08/30/23 5Y CME	0.00%	60,200,000
224	FNR.2024-10 AF	FEDERAL NAT MTG ASN GTD REM PA SOFR30A+90 12/25/2050	0.00%	72,040
225	n/a	LONDON CLEARING HOUSE - OIS CAD CAONREPO-3.75000 03-19-25-2Y LCH	0.00%	12,100,000
226	KCN5	ICE FUTURES US - COFFEE 'C' FUTURE JUL25 KCN5	0.00%	-7
227	TZTK5	EUROPEAN ENERGY DERIVATIVES EXCHANGE NV - TTF NAT GAS F FUT MAY25 TZTK5	0.00%	-10
228	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.36000 04-19-24-5Y CME	0.00%	5,700,000
229	FHR.5383 AF	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTF GTD - FEDERAL HOME LN MTG MLT CTF GT SOFR30A+100 08/15/2048	0.00%	68,061
230	JYH5	CHICAGO MERCANTILE EXCH INC - JPN YEN CURR FUT MAR25 JYH5	0.00%	23
231	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 12.235 09/26/24/01/02/29 CME	0.00%	-6,900,000
232	n/a	BARCLAYS BANK PLC - FX Forward: USD/NZD settle 2025-03-04	0.00%	1
233	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.52000 03-01-24-5Y CME	0.00%	-10,983,300,000
234	n/a	LONDON CLEARING HOUSE - IRS ILS 4.43000 04/25/24 5Y LCH	0.00%	11,400,000
235	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.81000 02-16-24-5Y CME	0.00%	-5,190,500,000
236	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.30500 07/27/23 5Y CME	0.00%	46,400,000
237	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 3.48000 07/15/24 5Y CME	0.00%	109,000,000
238	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-9.05000 03/24/23 5Y CME	0.00%	10,329,000,000
239	n/a	LONDON CLEARING HOUSE - OIS SGD SIBSORA-2.50000 03-19-25-5Y LCH	0.00%	11,420,000
240	n/a	CARMX 2023-3 A3 5.72% 11/16/2026	0.00%	60,582
241	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.96500 03-01-24-5Y CME	0.00%	-8,817,300,000
242	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-9.22000 10-02-23- 5Y CME	0.00%	15,865,400,000
243	n/a	GOLDMAN SACHS INTERNATIONAL - BOVESPA INDEX FUT TRS EQUITY GST	0.00%	13,072,320
244	n/a	LONDON CLEARING HOUSE - IRS KRW 3.00000 03/19/25 5Y LCH	0.00%	8,936,000,000
245	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS MXN TIIE1-9.05000 12-18-24-5Y* CME	0.00%	85,500,000
246	UXJ5	CBOE FUTURES EXCHANGE - CBOE VIX FUTURE APR25 UXJ5	0.00%	75
247	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.75000 09/28/23 5Y CME	0.00%	4,763,400,000
248	HCH5	HONG KONG FUTURES EXCHANGE - HSCEI FUTURES MAR25 HCH5	0.00%	-59
249	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS MXN TIIE1-9.10000 12/18/24 10Y* CME	0.00%	48,200,000
250	LHM5	CHICAGO MERCANTILE EXCH INC - LEAN HOGS FUTURE JUN25 LHM5	0.00%	-20
251	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.38000 03-24-23-5Y CME	0.00%	5,416,600,000
252	n/a	LONDON CLEARING HOUSE - RFR GBP SONIO-3.75000 09-18-24-10Y LCH	0.00%	-900,000
253	n/a	BNP PARIBAS - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
254	LMZSDP	LONDON METAL EXCHANGE - LME ZINC FUTURE MAY25 LXK5	0.00%	-23
255	n/a	ICE FUTURES EUROPE FINANCIALS - FTSE 100 IDX FUT MAR25 Z H5	0.00%	20
256	BOK5	CHICAGO BOARD OF TRADE - SOYBEAN OIL FUTR MAY25 BOK5	0.00%	-69
257	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: HUF/USD settle 2025-03-19	0.00%	1
258	n/a	MORGAN STANLEY and CO. INTERNATIONAL PLC - SET50 FUTURE TRS EQUITY BULLET MYI	0.00%	17,535,230
259	SFIZ5	ICE FUTURES EUROPE FINANCIALS - ICE 3MTH SONIA FU FUT DEC25 SFIZ5	0.00%	-40
260	n/a	MORGAN STANLEY - FX Forward: USD/AUD settle 2025-03-04	0.00%	1
261	QC7	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COCOA FUTURE - IC MAY25 QCK5	0.00%	-6
262	n/a	CHICAGO MERCANTILE EXCH INC - IRS CLP 5.475000 11-13-23-23-5Y CME	0.00%	2,748,000,000
263	n/a	CITIBANK, N.A. - FX Forward: PLN/USD settle 2025-03-19	0.00%	1
264	n/a	BANK OF AMERICA, N.A. - FX Forward: USD/EUR settle 2025-03-19	0.00%	1
265	n/a	BARCLAYS BANK PLC - FX Forward: USD/NOK settle 2025-04-02	0.00%	1
266	MO11	EUROPEAN ENERGY DERIVATIVES EXCHANGE NV - ECX EMISSION FUT DEC25 MOZ25	0.00%	-7
267	n/a	UBS AG - FX Forward: USD/SEK settle 2025-04-02	0.00%	1
268	n/a	MORGAN STANLEY and CO. INTERNATIONAL PLC - SET50 FUTURE TRS EQUITY BULLET MYI	0.00%	17,021,760
269	n/a	LONDON CLEARING HOUSE - IRS EUR 2.50000 03-19-25-10Y LCH	0.00%	5,187,000
270	XMH5	SYDNEY FUTURES EXCHANGE LTD - AUST 10Y BOND FUT MAR25 XMH5	0.00%	-203
271	SFRM5	CHICAGO MERCANTILE EXCH INC - 3 MONTH SOFR FUT JUN25 SFRM5	0.00%	-170
272	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 6.25000 05-21-24-5Y CME	0.00%	512,800,000
273	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.05400 05/15/24 5Y CME	0.00%	6,100,000
274	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.33000 07/27/23 5Y CME	0.00%	29,700,000
275	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.86000 10/28/24 5Y CME	0.00%	-2,638,400,000
276	SBN5	ICE FUTURES US - SUGAR #11 (WORLD) FUT JUL25 SBN5	0.00%	-39
277	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 8.65 01/19/23 5Y CME	0.00%	174,100,000
278	n/a	MEFF RENTA VAR EXCH (MADRID) - IBEX 35 INDX FUTR MAR25 IBH5	0.00%	14
279	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.97000 03-25-24-5Y CME	0.00%	-5,345,000,000
280	QC1	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COCOA FUTURE - IC MAR25 QCH5	0.00%	-2
281	n/a	EUREX DEUTSCHLAND - SHORT EURO-BTP FU FUT MAR25 BTSH5	0.00%	211
282	n/a	BARCLAYS BANK PLC - FX Forward: SEK/USD settle 2025-03-19	0.00%	1
283	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
284	n/a	CHICAGO MERCANTILE EXCH INC - IRS PLN 5.61000 12/15/22 5Y CME	0.00%	7,100,000
285	n/a	MORGAN STANLEY - FX Forward: USD/CAD settle 2025-04-02	0.00%	1
286	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.15778 06/15/23 5Y CME	0.00%	6,635,800,000
287	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 7.70500 01-10-23-5Y CME	0.00%	86,300,000
288	KCK5	ICE FUTURES US - COFFEE 'C' FUTURE MAY25 KCK5	0.00%	-14
289	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR 7.54550 10/17/24 5Y CME	0.00%	-5,415,500,000
290	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.84163 07-22-24-5Y CME	0.00%	1,145,100,000
291	WN5	CHICAGO BOARD OF TRADE - WHEAT FUTURE(CBT) JUL25 W N5	0.00%	-24
292	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 7.77000 10-27-23-5Y CME	0.00%	1,190,500,000
293	n/a	CANADIAN IMPERIAL BANK OF COMMERCE - FX Forward: GBP/USD settle 2025-03-19	0.00%	1
294	UXYM5	CHICAGO BOARD OF TRADE - US 10YR ULTRA FUT JUN25 UXYM5	0.00%	13
295	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.31000 07/27/23 5Y CME	0.00%	26,300,000
296	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.29100 07/27/23 5Y CME	0.00%	26,300,000
297	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 3.54500 07/16/24 10Y CME	0.00%	58,000,000
298	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 5.3 01/12/23-5Y CME	0.00%	6,000,000
299	n/a	LONDON CLEARING HOUSE - IRS ILS 4.51500 04/22/24 5Y LCH	0.00%	36,900,000
300	n/a	DEUTSCHE BANK AG - FX Forward: USD/CHF settle 2025-04-02	0.00%	1
301	n/a	CHICAGO MERCANTILE EXCH INC - OIS COP IBR-8.750000 04/11/23 5Y CME	0.00%	8,197,300,000
302	LCQ5	CHICAGO MERCANTILE EXCH INC - LIVE CATTLE FUTR AUG25 LCQ5	0.00%	-21
303	FITAT.2023-1 A2B	FIFTH THIRD AUTO TR 2023-1 SOFR30A+53 11/16/2026	0.00%	32,197
304	n/a	LONDON CLEARING HOUSE - IRS ILS 3.70400 01-29-24-5Y LCH	0.00%	-20,000,000
305	BLTN.0 10.01.25 LTN	BRAZIL LETRAS DO TESOURO NACIONAL 0% 10/01/2025	0.00%	200,000
306	LMNIDP	LONDON METAL EXCHANGE - LME NICKEL FUTURE APR25 LNJ5	0.00%	-25
307	QSMAR3	ICE-ICE FUTURES LTD - LOW SU GASOIL G FUT MAR25 QSH5	0.00%	17
308	LCM5	CHICAGO MERCANTILE EXCH INC - LIVE CATTLE FUTR JUN25 LCM5	0.00%	-36
309	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
310	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.01000 11/05/24 5Y CME	0.00%	-3,399,800,000
311	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: SEK/USD settle 2025-03-19	0.00%	1
312	n/a	DEUTSCHE BANK AG - FX Forward: USD/NZD settle 2025-04-02	0.00%	1
313	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.750000 03/27/23 5Y CME	0.00%	6,718,000,000
314	TZT17	EUROPEAN ENERGY DERIVATIVES EXCHANGE NV - TTF NAT GAS F FUT JUN25 TZTM5	0.00%	-10
315	CCN5	ICE FUTURES US - COCOA FUTURE JUL25 CCN5	0.00%	-4
316	n/a	BNP PARIBAS - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
317	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: COP/USD settle 2025-03-19	0.00%	1
318	LHN5	CHICAGO MERCANTILE EXCH INC - LEAN HOGS FUTURE JUL25 LHN5	0.00%	-11
319	n/a	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COFF ROBUSTA 10TN FUT MAY25 DFK5	0.00%	19
320	n/a	LONDON CLEARING HOUSE - OIS CAD CAONREPO-3.25000 03-19-25-5Y LCH	0.00%	4,800,000
321	n/a	CITIBANK, N.A. - FX Forward: PEN/USD settle 2025-03-19	0.00%	1
322	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: CLP/USD settle 2025-03-19	0.00%	1
323	B.0 03.20.25	UST BILLS 0% 03/20/2025	0.00%	25,000
324	n/a	LONDON CLEARING HOUSE - IRS ILS 3.68000 01-24-24-5Y LCH	0.00%	-13,800,000
325	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR 7.74625 10-21-24-5Y CME	0.00%	-4,888,700,000
326	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.82000 07-22-24-5Y CME	0.00%	803,900,000
327	n/a	EUREX DEUTSCHLAND - EURO-SCHATZ FUT MAR25 DUH5	0.00%	-393
328	n/a	BNP PARIBAS - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
329	n/a	CHICAGO MERCANTILE EXCH INC - IRS ZAR 79 01/06/23 5Y CME	0.00%	31,600,000
330	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: COP/USD settle 2025-03-19	0.00%	1
331	CFH5	EURONEXT PARIS-MONEP - CAC40 10 EURO FUT MAR25 CFH5	0.00%	-31
332	SFIU5	ICE FUTURES EUROPE FINANCIALS - ICE 3MTH SONIA FU FUT SEP25 SFIU5	0.00%	-25
333	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS MXN TIIE1+24-9.4150 12/25/25 4Y CME	0.00%	24,600,000
334	n/a	CITIBANK, N.A. - FX Forward: GBP/USD settle 2025-03-04	0.00%	1
335	n/a	BANK OF AMERICA, N.A. - FX Forward: USD/TWD settle 2025-03-19	0.00%	1
336	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.01250 11/04/24 5Y CME	0.00%	-2,583,400,000
337	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 6.06500 12/13/23 5Y CME	0.00%	-1,037,500,000
338	n/a	JPMORGAN SECURITIES PLC - CFM CDX ITXSENF S42 5Y T0 CDX	0.00%	1,000,000
339	KWN5	CHICAGO BOARD OF TRADE - KC HRW WHEAT FUT JUL25 KWN5	0.00%	-47
340	KRSH5	WARSAW STOCK EXCHANGE/FINANCIAL DERIVATIVES - WIG20 INDEX FUT MAR25 KRSH5	0.00%	84
341	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.37500 10-09-23 5Y CME	0.00%	-6,100,000
342	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.94000 10/30/24 5Y CME	0.00%	-1,824,600,000
343	n/a	CHICAGO MERCANTILE EXCH INC - IRS CLP 5.54000 11-14-23-5Y CME	0.00%	1,049,000,000
344	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.88500 04/08/24 5Y CME	0.00%	-6,562,100,000
345	n/a	BNP PARIBAS - FX Forward: USD/EUR settle 2025-03-04	0.00%	1
346	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: JPY/USD settle 2025-03-19	0.00%	1
347	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
348	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.87000 10/29/24 5Y CME	0.00%	-1,306,800,000
349	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 8.13000 01/25/24 5Y CME	0.00%	15,300,000
350	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.30500 08-07-24-5Y CME	0.00%	17,300,000
351	SMN5	CHICAGO BOARD OF TRADE - SOYBEAN MEAL FUTR JUL25 SMN5	0.00%	-28
352	n/a	LONDON CLEARING HOUSE - RFR USD SOFR-4.25000 03/19/25 2Y LCH	0.00%	3,600,000
353	BON5	CHICAGO BOARD OF TRADE - SOYBEAN OIL FUTR JUL25 BON5	0.00%	-24
354	SN5	CHICAGO BOARD OF TRADE - SOYBEAN FUTURE JUL25 S N5	0.00%	-36
355	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
356	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.85000 07/22/24 5Y CME	0.00%	537,300,000
357	HGN5	COMMODITY EXCHANGE INC - COPPER FUTURE JUL25 HGN5	0.00%	-9
358	n/a	LONDON CLEARING HOUSE - IRS AUD 3.50000 03-19-25-2Y LCH	0.00%	6,400,000
359	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.82500 07/17/24 5Y CME	0.00%	605,500,000
360	n/a	CHICAGO MERCANTILE EXCH INC - PIMCO CME SWAP 01/04/2027	0.00%	-20,200,000
361	LMZSDP	LONDON METAL EXCHANGE - LME ZINC FUTURE APR25 LXJ5	0.00%	41
362	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR 7.59500 10/18/24 5Y CME	0.00%	-2,714,300,000
363	n/a	GOLDMAN SACHS INTERNATIONAL - IRS MYR P 3.50000 03/19/25 5Y GST	0.00%	29,000,000
364	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR 8.105 10/25/24 5Y CME	0.00%	-9,875,700,000
365	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.93000 10-23-24-5Y CME	0.00%	-5,014,000,000
366	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS ZAR 7.73000 01-09-23-5Y CME	0.00%	58,000,000
367	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.80500 10/22/24 5Y CME	0.00%	-3,666,600,000
368	n/a	MORGAN STANLEY - FX Forward: SEK/USD settle 2025-03-19	0.00%	1
369	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.65000 10/18/24 5Y CME	0.00%	-2,740,400,000
370	n/a	UBS AG - FX Forward: USD/CAD settle 2025-03-19	0.00%	1
371	n/a	CITIBANK, N.A. - FX Forward: COP/USD settle 2025-03-19	0.00%	1
372	GCJ5	COMMODITY EXCHANGE INC - GOLD 100 OZ FUTR APR25 GCJ5	0.00%	9
373	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: PEN/USD settle 2025-03-19	0.00%	1
374	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.79000 07/17/24 5Y CME	0.00%	605,500,000
375	SFIM5	ICE FUTURES EUROPE FINANCIALS - ICE 3MTH SONIA FU FUT JUN25 SFIM5	0.00%	-37
376	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.10500 10/28/24 5Y CME	0.00%	-8,369,000,000
377	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.3 03/22/23-5Y CME	0.00%	2,179,800,000
378	n/a	BARCLAYS BANK PLC - FX Forward: COP/USD settle 2025-03-19	0.00%	1
379	n/a	CITIBANK, N.A. - FX Forward: PEN/USD settle 2025-03-19	0.00%	1
380	XPH5	SYDNEY FUTURES EXCHANGE LTD - SPI 200 FUTURES MAR25 XPH5	0.00%	-4
381	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/KRW settle 2025-03-19	0.00%	1
382	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.70900 10/11/24 5Y CME	0.00%	-12,700,000
383	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: JPY/USD settle 2025-03-19	0.00%	1
384	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.31000 03-19-25-5Y CME	0.00%	6,764,300,000
385	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: HUF/USD settle 2025-03-19	0.00%	1
386	n/a	CITIBANK, N.A. - FX Forward: PEN/USD settle 2025-03-19	0.00%	1
387	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 6.11750 10-22-24-5Y CME	0.00%	-860,700,000
388	n/a	BNP PARIBAS - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
389	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
390	n/a	BNP PARIBAS - FX Forward: JPY/USD settle 2025-03-19	0.00%	1
391	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 4.97500 11/05/24 5Y CME	0.00%	-1,147,400,000
392	n/a	LONDON CLEARING HOUSE - RFR GBP SONIO-3.75000 03-19-25-2Y LCH	0.00%	7,100,000
393	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.00000 03/04/24 5Y CME	0.00%	-1,709,200,000
394	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 6.09000 10-21-24-5Y CME	0.00%	-645,500,000
395	n/a	MORGAN STANLEY - FX Forward: USD/SGD settle 2025-04-02	0.00%	1
396	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.95000 04-05-24-5Y CME	0.00%	-4,464,700,000
397	n/a	LONDON CLEARING HOUSE - IRS ILS 3.48500 01/09/23 5Y LCH	0.00%	-3,700,000
398	n/a	BNP PARIBAS - FX Forward: USD/IDR settle 2025-03-05	0.00%	1
399	n/a	BNP PARIBAS - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
400	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: USD/GBP settle 2025-03-04	0.00%	1
401	n/a	CMEC CHICAGO MERCANTILE EXCH - PIMCO CME SWAP 01/04/2027	0.00%	-4,700,000
402	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: CLP/USD settle 2025-03-19	0.00%	1
403	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.23670 06/14/23 5Y CME	0.00%	1,316,000,000
404	n/a	BNP PARIBAS - FX Forward: USD/EUR settle 2025-04-02	0.00%	1
405	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
406	n/a	BNP PARIBAS - FX Forward: GBP/USD settle 2025-03-19	0.00%	1
407	LHQ5	CHICAGO MERCANTILE EXCH INC - LEAN HOGS FUTURE AUG25 LHQ5	0.00%	-5
408	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
409	n/a	CMEC CHICAGO MERCANTILE EXCH - ZCS BRL 12.71 01-19-23-01-04-27 CME	0.00%	-6,800,000
410	n/a	CITIBANK, N.A. - FX Forward: USD/CLP settle 2025-03-14	0.00%	1
411	n/a	LONDON CLEARING HOUSE - IRS ILS 3.74000 01/25/24 5Y LCH	0.00%	-8,200,000
412	n/a	BNP PARIBAS - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
413	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.18000 11-01-24-5Y CME	0.00%	-9,538,200,000
414	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.29000 06-13-23-5Y CME	0.00%	953,800,000
415	n/a	CHICAGO MERCANTILE EXCH INC - IRS PLN 4.71500 10-10-24-5Y CME	0.00%	-8,300,000
416	n/a	DELL EQUIP FIN TR 2023-2 5.84% 01/22/2029 144A	0.00%	9,641
417	UXK5	CBOE FUTURES EXCHANGE - CBOE VIX FUTURE MAY25 UXK5	0.00%	19
418	n/a	CITIBANK, N.A. - FX Forward: COP/USD settle 2025-03-19	0.00%	1
419	n/a	CITIBANK, N.A. - FX Forward: USD/IDR settle 2025-03-05	0.00%	1
420	n/a	MORGAN STANLEY and CO. INTERNATIONAL PLC - SET50 FUTURE TRS EQUITY BULLET MYI	0.00%	12,339,800
421	n/a	CITIBANK, N.A. - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
422	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.00000 11/04/24 5Y CME	0.00%	-1,015,700,000
423	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-7.92700 04/09/24 5Y CME	0.00%	-3,348,500,000
424	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.3383 11/09/23 5Y CME	0.00%	7,604,900,000
425	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.70000 07/18/24 5Y CME	0.00%	606,100,000
426	CU5	CHICAGO BOARD OF TRADE - CORN FUTURE SEP25 C U5	0.00%	-21
427	NGU25	NEW YORK MERCANTILE EXCHANGE - NATURAL GAS FUT SEP25 NGU25	0.00%	-6
428	n/a	CANADIAN IMPERIAL BANK OF COMMERCE - FX Forward: USD/SGD settle 2025-03-19	0.00%	1
429	n/a	STATE STREET BANK AND TRUST COMPANY - FX Forward: COP/USD settle 2025-03-19	0.00%	1
430	OEH5	EUREX DEUTSCHLAND - EURO-BOBL FUTURE MAR25 OEH5	0.00%	9
431	n/a	MORGAN STANLEY and CO. INTERNATIONAL PLC - SET50 FUTURE TRS EQUITY BULLET MYI	0.00%	5,917,301
432	MESH5	ICE FUTURES US - MSCI EMGMKT FUT MAR25 MESH5	0.00%	17
433	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.28250 08/08/24 5Y CME	0.00%	10,400,000
434	WU5	CHICAGO BOARD OF TRADE - WHEAT FUTURE(CBT) SEP25 W U5	0.00%	-6
435	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CLP 5.23000 06-14-23-5Y CME	0.00%	967,400,000
436	QCN5	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COCOA FUTURE - IC JUL25 QCN5	0.00%	-2
437	n/a	INTERCONTINENTAL EXCHANGE INC - PIMCO ICE CDX EM41 ICE 06/20/2029	0.00%	900,000
438	n/a	BANK OF AMERICA, N.A. - FX Forward: COP/USD settle 2025-03-19	0.00%	1
439	WZ5	CHICAGO BOARD OF TRADE - WHEAT FUTURE(CBT) DEC25 W Z5	0.00%	-6
440	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS HUF 5.72200 07/18/24 5Y CME	0.00%	408,700,000
441	n/a	CITIBANK, N.A. - FX Forward: COP/USD settle 2025-03-19	0.00%	1
442	n/a	BANK OF AMERICA, N.A. - FX Forward: HUF/USD settle 2025-03-19	0.00%	1
443	n/a	UBS AG - FX Forward: USD/JPY settle 2025-04-02	0.00%	1
444	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.27000 08/08/24 5Y CME	0.00%	10,400,000
445	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
446	CAU5	EURONEXT PARIS MATIF - MILL WHEAT EURO FUT SEP25 CAU5	0.00%	-61
447	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - IRS MYR P 3.50000 03-19-25-5Y JPM	0.00%	11,100,000
448	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.08000 04-11-24-5Y CME	0.00%	-5,480,900,000
449	n/a	BNP PARIBAS - FX Forward: BRL/USD settle 2025-03-19	0.00%	1
450	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/KRW settle 2025-03-19	0.00%	1
451	n/a	CANADIAN IMPERIAL BANK OF COMMERCE - FX Forward: GBP/USD settle 2025-03-19	0.00%	1
452	n/a	BNP PARIBAS - FX Forward: USD/IDR settle 2025-03-19	0.00%	1
453	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
454	n/a	CITIBANK, N.A. - FX Forward: USD/KRW settle 2025-06-12	0.00%	1
455	n/a	GOLDMAN SACHS BANK USA - FX Forward: USD/BRL settle 2025-04-02	0.00%	1
456	n/a	DEUTSCHE BANK AG - FX Forward: USD/EUR settle 2025-04-02	0.00%	1
457	FN15	ICE-ICE FUTURES LTD - UK NATURAL GAS FUTAPR25 FNJ5	0.00%	-5
458	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/JPY settle 2025-04-02	0.00%	1
459	n/a	BNP PARIBAS - FX Forward: HUF/USD settle 2025-03-19	0.00%	1
460	n/a	BARCLAYS BANK PLC - FX Forward: JPY/USD settle 2025-03-19	0.00%	1
461	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS PLN 4.77000 10/17/24 5Y CME	0.00%	-11,700,000
462	n/a	CITIBANK, N.A. - FX Forward: USD/KRW settle 2025-03-19	0.00%	1
463	n/a	BNP PARIBAS - IRS MYR P 3.50000 03-19-25-5Y BPS	0.00%	9,000,000
464	n/a	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COFF ROBUSTA 10TN FUT MAY25 DFK5	0.00%	-2
465	n/a	BNP PARIBAS - FX Forward: PLN/USD settle 2025-03-19	0.00%	1
466	JDJAX	JHancock Diversified Macro Fund Class A	0.00%	567
467	n/a	CMEC CHICAGO MERCANTILE EXCH - OIS COP IBR-8.24000 11-05-24-5Y CME	0.00%	-9,494,400,000
468	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: TRY/USD settle 2025-05-08	0.00%	1
469	IRU5	SYDNEY FUTURES EXCHANGE LTD - 90-DAY BANK BILL FUT SEP25 IRU5	0.00%	39
470	n/a	BARCLAYS BANK PLC - FX Forward: USD/PLN settle 2025-03-19	0.00%	1
471	n/a	BARCLAYS BANK PLC - FX Forward: USD/PLN settle 2025-03-19	0.00%	1
472	n/a	ROYAL BANK OF CANADA - FX Forward: USD/MXN settle 2025-03-19	0.00%	1
473	n/a	CHICAGO MERCANTILE EXCH INC - ZCS BRL 13.165 01/04/23-01/04/27 CME	0.00%	-7,000,000
474	n/a	CITIBANK, N.A. - FX Forward: USD/CZK settle 2025-03-19	0.00%	1
475	EXH5	CHICAGO MERCANTILE EXCH INC - EURO/CZK X-RATE FUT MAR25 EXH5	0.00%	15
476	XQM5	MONTREAL EXCHANGE (THE) - CAN 5YR BOND FUT JUN25 XQM5	0.00%	11
477	n/a	CITIBANK, N.A. - FX Forward: USD/BRL settle 2025-03-19	0.00%	1
478	n/a	CITIBANK, N.A. - FX Forward: USD/BRL settle 2025-03-19	0.00%	1
479	n/a	CITIBANK, N.A. - FX Forward: USD/BRL settle 2025-03-19	0.00%	1
480	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS MXN 9.41500 10/31/24 1Y (WHT) CME	0.00%	24,600,000
481	n/a	JPMORGAN CHASE BANK NA NEW YORK NY - FX Forward: USD/SGD settle 2025-04-02	0.00%	1
482	n/a	DEUTSCHE BANK AG - FX Forward: USD/KRW settle 2025-06-18	0.00%	1
483	n/a	DEUTSCHE BANK AG - FX Forward: USD/KRW settle 2025-06-12	0.00%	1
484	n/a	BANK OF AMERICA, N.A. - FX Forward: USD/NOK settle 2025-04-02	0.00%	1
485	n/a	BNP PARIBAS - FX Forward: USD/TWD settle 2025-04-25	0.00%	1
486	n/a	CMEC CHICAGO MERCANTILE EXCH - IRS CZK 4.29000 04-18-24-10Y CME	0.00%	8,700,000
487	LMPBDP	LONDON METAL EXCHANGE - LME LEAD FUTURE MAY25 LLK5	0.00%	-38
488	n/a	BNP PARIBAS - FX Forward: USD/EUR settle 2025-03-04	0.00%	1
489	n/a	LONDON CLEARING HOUSE - IRS ILS 3.91500 10-19-23-5Y LCH	0.00%	18,400,000
490	SQ5	CHICAGO BOARD OF TRADE - SOYBEAN FUTURE AUG25 S Q5	0.00%	-3
491	DF9	ICE FUTURES EUROPE - AGRICULTURAL PRODUCTS DIVISION - COFF ROBUSTA 10TN FUT JUL25 DFN5	0.00%	10
492	n/a	BNP PARIBAS - FX Forward: USD/BRL settle 2025-03-19	0.00%	1
493	n/a	LONDON CLEARING HOUSE - RFR USD SOFR-4.00000 03-19-25-5Y LCH	0.00%	-900,000
494	n/a	CITIBANK, N.A. - FX Forward: USD/BRL settle 2025-03-19	0.00%	1
495	n/a	CITIBANK, N.A. - FX Forward: PHP/USD settle 2025-03-19	0.00%	1
496	n/a	GOLDMAN SACHS BANK USA - FX Forward: COP/USD settle 2025-03-19	0.00%	1
497	SFRZ5	CHICAGO MERCANTILE EXCH INC - 3 MONTH SOFR FUT DEC25 SFRZ5	0.00%	9
498	SMQ5	CHICAGO BOARD OF TRADE - SOYBEAN MEAL FUTR AUG25 SMQ5	0.00%	-5
499	n/a	LONDON CLEARING HOUSE - IRS ILS 3.59 05/18/23 5Y LCH	0.00%	-16,900,000
500	n/a	LONDON CLEARING HOUSE - IRS TWD 1.75000 03/19/25 5Y LCH	0.00%	-117,700,000

As of Feb 28, 2025

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Sector	% Weight
United States	99.72%
Other	0.28%