LoCorr Macro Strategies Fund Class C (LFMCX)

LFMCX Holdings List

As of Dec 31, 2024

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No.	Symbol	Name	% Weight	Shares
1	T 4.125 02.15.27	US TREASURY N/B - United States Treasury Note/Bond	8.77%	135,425,000
2	T 4.625 04.30.29	US TREASURY N/B - United States Treasury Note/Bond	8.70%	132,755,000
3	T 4.25 02.28.29	US TREASURY N/B - United States Treasury Note/Bond	5.57%	86,210,000
4	T 3.25 06.30.29	US TREASURY N/B - United States Treasury Note/Bond	3.82%	61,640,000
5	T 4.5 04.15.27	US TREASURY N/B - United States Treasury Note/Bond	3.00%	45,985,000
6	n/a	US BANK MMDA - USBGFS 9	2.74%	42,273,976
7	FNMA 0.75 10.08.27	FANNIE MAE - Federal National Mortgage Association	2.03%	34,505,000
8	T 1.375 10.31.28	US TREASURY N/B - United States Treasury Note/Bond	1.95%	33,490,000
9	FFCB 4.375 03.08.27	Federal Farm Credit Banks Funding Corp	1.94%	29,840,000
10	T 3.75 12.31.28	US TREASURY N/B - United States Treasury Note/Bond	1.73%	27,240,000
11	T 3.625 03.31.28	US TREASURY N/B - United States Treasury Note/Bond	1.70%	26,735,000
12	FNMA 1.875 09.24.26	FANNIE MAE - Federal National Mortgage Association	1.67%	26,835,000
13	T 4.25 01.31.26	US TREASURY N/B - United States Treasury Note/Bond	1.37%	21,120,000
14	T 4.5 07.15.26	US TREASURY N/B - United States Treasury Note/Bond	1.35%	20,700,000
15	FFCB 4.625 03.05.26	Federal Farm Credit Banks Funding Corp	1.34%	20,625,000
16	T 0.75 05.31.26	US TREASURY N/B - United States Treasury Note/Bond	1.03%	16,590,000
17	FHLB 4.75 04.09.27	Federal Home Loan Banks	0.97%	14,750,000
18	GMALT 2024-2 A3	GM Financial Automobile Leasing Trust 2024-2	0.84%	12,820,000
19	BAC V5.819 09.15.29	Bank of America Corp	0.81%	12,225,000
20	FFCB 4.5 08.14.26	Federal Farm Credit Banks Funding Corp	0.78%	11,900,000
21	TAOT 2024-B A3	Toyota Auto Receivables Owner - Toyota Auto Receivables 2024-B Owner Trust	0.77%	11,650,000
22	BAC 5.526 08.18.26	Bank of America NA	0.74%	11,290,000
23	n/a	CarMax Auto Owner Trust 2024-4	0.72%	11,090,000
24	JPM V4.603 10.22.30	JPMorgan Chase & Co	0.71%	11,105,000
25	FHLB 1.1 02.25.28 0000	Federal Home Loan Banks	0.65%	11,160,000
26	AMXCA 2024-1 A	American Express Credit Account Master Trust	0.62%	9,350,000
27	GS V5.798 08.10.26	Goldman Sachs Group Inc/The	0.59%	9,115,000
28	BAC V4.376 04.27.28	Bank of America Corp	0.55%	8,610,000
29	STACR 2022-DNA5 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-DNA5	0.54%	7,820,000
30	MS V4.952 01.14.28 BKNT	Morgan Stanley Bank NA	0.53%	8,200,000
31	FORDO 2024-C A3	Ford Credit Auto Owner Trust 2024-C	0.52%	8,075,000
32	T 1.5 08.15.26	US TREASURY N/B - United States Treasury Note/Bond	0.52%	8,310,000
33	WFC V5.574 07.25.29 MTN	WELLS FARGO & COMPANY - Wells Fargo & Co	0.50%	7,645,000
34	TLOT 2024-A A3	Toyota Lease Owner Trust 2024-A	0.50%	7,650,000
35	BBCMS 2023-C19 A2B	Barclays Commercial Mortgage S - BBCMS Mortgage Trust 2023-C19	0.47%	7,135,000
36	FHLB 0.6 02.12.26	Federal Home Loan Banks	0.44%	7,100,000
37	WOLS 2024-A A3	World Omni Automobile Lease Securitization Trust 2024-A	0.44%	6,720,000
38	AER 6.1 01.15.27	AERCAP IRELAND CAP/GLOBA - AerCap Ireland Capital DAC / AerCap Global Aviation Trust	0.42%	6,375,000
39	CAS 2022-R08 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R08	0.42%	6,105,000
40	MS V4.654 10.18.30	Morgan Stanley	0.41%	6,490,000
41	FNMA 0.625 04.22.25	FANNIE MAE - Federal National Mortgage Association	0.39%	6,045,000
42	GSMS 2021-ARDN A	GS Mortgage Securities Trust - GS Mortgage Securities Corp Trust 2021-ARDN	0.39%	6,000,000
43	ET 6.05 12.01.26	Energy Transfer LP	0.39%	5,825,000
44	PFE 4.45 05.19.28	Pfizer Investment Enterprises Pte Ltd	0.39%	5,985,000
45	CVS 2.875 06.01.26	CVS Health Corp	0.37%	5,925,000
46	BX 2021-CIP A	BX Trust - BX Commercial Mortgage Trust 2021-CIP	0.37%	5,747,543
47	STACR 2023-DNA2 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2023-DNA2	0.36%	5,210,000
48	NYC 2024-3ELV A	NYC Commercial Mortgage Trust - NYC Trust 2024-3ELV	0.36%	5,450,000
49	STACR 2022-DNA3 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-DNA3	0.35%	5,280,000
50	PKHL 2021-MF A	PKHL Commercial Mortgage Trust 2021-MF	0.35%	5,750,000
51	HLNLN 3.375 03.24.27	Haleon US Capital LLC	0.35%	5,555,000
52	ELP 2021-ELP B	ELP 2021-ELP - ELP Commercial Mortgage Trust 2021-ELP	0.35%	5,393,722
53	BELL 2021-1A A2I	Taco Bell Funding, LLC - Taco Bell Funding LLC	0.35%	5,767,275
54	BAAT 2024-1A A3	BofA Auto Trust 2024-1	0.34%	5,225,000
55	CAS 2023-R02 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2023-R02	0.34%	5,000,000
56	CAS 2022-R03 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R03	0.34%	5,000,000
57	CGCMT 2021-PRM2 A	Citigroup Commercial Mortgage Trust 2021-PRM2	0.34%	5,250,000
58	GMCAR 2024-2 A3	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2024-2	0.34%	5,170,000
59	BA 3.25 02.01.28	Boeing Co/The	0.33%	5,445,000
60	C 4.929 08.06.26	Citibank NA	0.32%	4,980,000
61	F 5.85 05.17.27	Ford Motor Credit Co LLC	0.31%	4,755,000
62	VWALT 2024-A A3	Volkswagen Auto Lease Trust 2024-A	0.31%	4,750,000
63	GM 4.9 10.06.29	GENERAL MOTORS FINL CO - General Motors Financial Co Inc	0.31%	4,820,000
64	CAS 2023-R04 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2023-R04	0.31%	4,407,000
65	CAS 2023-R01 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2023-R01	0.30%	4,400,000
66	CAS 2022-R07 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R07	0.30%	4,255,706
67	MVWOT 2024-1A A	MVW Owner Trust - MVW 2024-1 LLC	0.30%	4,556,242
68	TMUS 4.85 01.15.29	T-Mobile USA Inc	0.30%	4,580,000
69	NEE 4.4 05.15.28	Florida Power & Light Co	0.29%	4,560,000
70	TD 1.25 09.10.26 MTN	Toronto-Dominion Bank/The	0.29%	4,775,000
71	SREIT 2021-MFP2 A	SREIT Trust 2021-MFP2	0.29%	4,500,000
72	PFSFC 2024-D A	PFS Financing Corp. - PFS Financing Corp	0.29%	4,440,000
73	n/a	HAWAII ST - State of Hawaii	0.27%	4,220,000
74	KRG 4 10.01.26	Kite Realty Group LP	0.27%	4,200,000
75	PFSFC 2024-B A	PFS Financing Corp. - PFS Financing Corp	0.26%	4,000,000
76	SO 5.004 02.23.27	Georgia Power Co	0.25%	3,890,000
77	FORDO 2024-A A3	Ford Credit Auto Owner Trust 2024-A	0.25%	3,825,000
78	BX 2021-XL2 B	BX Trust - BX Commercial Mortgage Trust 2021-XL2	0.25%	3,850,000
79	AMGN 5.15 03.02.28	Amgen Inc	0.25%	3,805,000
80	TESLA 2024-A A3	Tesla Auto Lease Trust 2024-A	0.25%	3,790,000
81	DNKN 2021-1A A2I	DB Master Finance LLC	0.24%	3,977,000
82	n/a	Federal Farm Credit Banks Funding Corp	0.24%	3,725,000
83	TESLA 2024-B A3	Tesla Auto Lease Trust 2024-B	0.24%	3,730,000
84	NEE 5.05 04.01.28	Florida Power & Light Co	0.24%	3,605,000
85	HON 4.65 07.30.27	Honeywell International Inc	0.23%	3,605,000
86	HGVT 2024-2A A	Hilton Grand Vacations Trust 2024-2	0.23%	3,584,555
87	VZ 2.1 03.22.28	Verizon Communications Inc	0.23%	3,890,000
88	AL 5.85 12.15.27	Air Lease Corp	0.23%	3,470,000
89	ORLY 5.75 11.20.26	O'Reilly Automotive Inc	0.23%	3,460,000
90	GIS 4.875 01.30.30	General Mills Inc	0.23%	3,525,000
91	CAS 2022-R04 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R04	0.23%	3,350,000
92	UNANA 4.25 08.12.27	Unilever Capital Corp	0.22%	3,480,000
93	HAROT 2024-1 A3	Honda Auto Receivables Owner T - Honda Auto Receivables 2024-1 Owner Trust	0.22%	3,410,000
94	T 2.3 06.01.27	AT&T Inc	0.22%	3,640,000
95	n/a	JPY/USD FWD 20250115	0.22%	1
96	HCA 3.125 03.15.27	HCA Inc	0.22%	3,540,000
97	FORDO 2024-D A3	Ford Credit Auto Owner Trust 2024-D	0.22%	3,400,000
98	PROTAR 5.25 04.01.29 144A	Prologis Targeted US Logistics Fund LP	0.22%	3,310,000
99	CCDJ 5.7 03.14.28 144A	FED CAISSES DESJARDINS - Federation des Caisses Desjardins du Quebec	0.22%	3,280,000
100	n/a	BLP Commercial Mortgage Trust 2024-IND2	0.21%	3,291,685
101	NRTH 2024-PARK A	NRTH PARK Mortgage Trust - NRTH 2024-PARK Mortgage Trust	0.21%	3,270,000
102	n/a	Carvana Auto Receivables Trust 2022-P3	0.21%	3,194,193
103	LHX 5.4 01.15.27	L3HARRIS TECH INC - L3Harris Technologies Inc	0.21%	3,145,000
104	BX 2024-XL5 A	BX Trust - BX Commercial Mortgage Trust 2024-XL5	0.21%	3,166,236
105	STACR 2022-DNA6 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-DNA6	0.21%	3,010,000
106	UBS V6.327 12.22.27 144A	UBS Group AG	0.20%	2,940,000
107	PEP 5.125 11.10.26	PepsiCo Inc	0.19%	2,930,000
108	ALEN 2021-ACEN A	Alen 2021-ACEN Mortgage Trust	0.19%	3,150,000
109	NWG 5.41 05.17.29 144A	NatWest Markets PLC	0.19%	2,875,000
110	HSBC V6.161 03.09.29	HSBC Holdings PLC	0.19%	2,820,000
111	VW 1.25 11.24.25 144A	VOLKSWAGEN GROUP AMERICA - Volkswagen Group of America Finance LLC	0.19%	2,975,000
112	ES 3.2 05.15.27	NSTAR Electric Co	0.18%	2,935,000
113	STACR 2022-DNA4 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-DNA4	0.18%	2,685,000
114	MHC 2021-MHC B	MHC Commercial Mortgage Trust 2021-MHC	0.18%	2,760,000
115	CNH 2024-C A3	CNH Equipment Trust 2024-C	0.18%	2,775,000
116	PM 4.625 11.01.29	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.18%	2,760,000
117	STACR 2023-HQA1 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2023-HQA1	0.18%	2,555,000
118	INTNED V3.869 03.28.26	ING Groep NV	0.17%	2,700,000
119	ENBCN 6 11.15.28	Enbridge Inc	0.17%	2,565,000
120	SANTAN 3.496 03.24.25	Banco Santander SA	0.16%	2,535,000
121	WFCM 2015-NXS1 A5	Wells Fargo Commercial Mortgage Trust 2015-NXS1	0.16%	2,450,000
122	HD 4.875 06.25.27	Home Depot Inc/The	0.16%	2,410,000
123	VIRPFS 5.088 05.01.27 A-1	Virginia Power Fuel Securitization LLC	0.16%	2,410,182
124	n/a	CHF/USD FWD 20250319	0.16%	1
125	SYY 3.25 07.15.27	SYSCO CORPORATION - Sysco Corp	0.16%	2,480,000
126	WBD 3.755 03.15.27	Warnermedia Holdings Inc	0.16%	2,480,000
127	PLNT 2022-1A A2I	Planet Fitness Master Issuer LLC	0.15%	2,489,600
128	TMUS 4.8 07.15.28	T-Mobile USA Inc	0.15%	2,375,000
129	CD 2017-CD6 A5	CD Commercial Mortgage Trust - CD 2017-CD6 Mortgage Trust	0.14%	2,300,000
130	STACR 2023-DNA1 M1B	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2023-DNA1	0.14%	2,085,000
131	TMUST 2024-1A A	T-Mobile US Trust 2024-1	0.14%	2,140,000
132	KCH5	COFFEE 'C' FUTURE Mar25	0.14%	100
133	ORCL 2.3 03.25.28	Oracle Corp	0.14%	2,305,000
134	TAOT 2022-C A3	Toyota Auto Receivables Owner - Toyota Auto Receivables 2022-C Owner Trust	0.14%	2,123,899
135	PFG 0.875 01.12.26 144A	PRINCIPAL LFE GLB FND II - Principal Life Global Funding II	0.13%	2,130,000
136	EQH 1.4 07.07.25 144A	Equitable Financial Life Global Funding	0.13%	2,070,000
137	n/a	Canadian Imperial Bank of Commerce	0.13%	2,070,000
138	ENBCN 2.5 02.14.25	Enbridge Inc	0.13%	2,005,000
139	ELP 2021-ELP A	ELP 2021-ELP - ELP Commercial Mortgage Trust 2021-ELP	0.13%	1,997,675
140	TX 2024-HOU A	TX Trust 24-HOU - TX Trust 2024-HOU	0.13%	2,000,000
141	TD 3.766 06.06.25	Toronto-Dominion Bank/The	0.13%	1,990,000
142	DUK 3.45 03.15.29	Duke Energy Progress LLC	0.13%	2,080,000
143	GS V6.484 10.24.29	Goldman Sachs Group Inc/The	0.13%	1,870,000
144	BRX 3.85 02.01.25	Brixmor Operating Partnership LP	0.13%	1,955,000
145	WMB 4.9 03.15.29	WILLIAMS COMPANIES INC - Williams Cos Inc/The	0.13%	1,950,000
146	TALNT 2020-1A A	Toyota Auto Loan Extended Note Trust 2020-1	0.12%	1,950,000
147	GSMS 2017-GS6 A3	GS Mortgage Securities Trust 2017-GS6	0.12%	2,000,000
148	UBS 5 07.09.27	UBS AG STAMFORD CT - UBS AG/Stamford CT	0.12%	1,900,000
149	SMR 2022-IND A	SMR 2022-IND Mortgage Trust	0.12%	1,922,922
150	T 3.875 11.30.27	US TREASURY N/B - United States Treasury Note/Bond	0.12%	1,915,000
151	n/a	CAD/USD FWD 20250319	0.12%	1
152	n/a	AUD/USD FWD 20250319	0.12%	1
153	TXN 4.6 02.08.27	Texas Instruments Inc	0.12%	1,810,000
154	CAS 2022-R06 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R06	0.12%	1,675,000
155	CRVNA 2021-P4 A3	Carvana Auto Receivables Trust 2021-P4	0.11%	1,778,159
156	BX 2022-VAMF B	BX Trust 2022-VAMF	0.11%	1,750,000
157	G H5	LONG GILT FUTURE Mar25	0.11%	-1,008
158	BRX 4.125 06.15.26	Brixmor Operating Partnership LP	0.11%	1,730,000
159	QCH5	COCOA FUTURE - IC Mar25	0.11%	34
160	n/a	AUD/USD FWD 20250115	0.11%	1
161	n/a	ONNI Commercial Mortgage Trust - ONNI Commerical Mortgage Trust 2024-APT	0.10%	1,600,000
162	n/a	EUR/USD FWD 20250319	0.10%	1
163	SOUBOW 4.911 09.01.27 144A	6297782 LLC - South Bow USA Infrastructure Holdings LLC	0.10%	1,580,000
164	ABBV 4.8 03.15.29	AbbVie Inc	0.10%	1,525,000
165	HON 4.875 09.01.29	Honeywell International Inc	0.10%	1,515,000
166	DE 4.95 07.14.28 MTN	John Deere Capital Corp	0.10%	1,505,000
167	T	AT&T Inc.	0.10%	1,500,000
168	PFAST 2024-1A A3	Porsche Financial Auto Securitization Trust 2024-1	0.10%	1,500,000
169	ARES1 2024-IND A	ARES Commercial Mortgage Trust 2024-IND	0.09%	1,420,000
170	RTX 4.125 11.16.28	RTX Corp	0.09%	1,455,000
171	NTRCN 4.9 03.27.28	Nutrien Ltd	0.09%	1,405,000
172	AMH 4.9 02.15.29	American Homes 4 Rent LP	0.09%	1,415,000
173	TT 3.5 03.21.26	TRANE TECH FIN LTD - Trane Technologies Financing Ltd	0.09%	1,410,000
174	TOYOTA 5.6 09.11.25	Toyota Motor Credit Corp	0.09%	1,380,000
175	AMCR 5.45 05.23.29	Amcor Group Finance PLC	0.09%	1,345,000
176	n/a	JPY/USD FWD 20250319	0.09%	1
177	TPR 5.1 03.11.30	Tapestry Inc	0.09%	1,330,000
178	DB V4.999 09.11.30	DEUTSCHE BANK NY - Deutsche Bank AG/New York NY	0.09%	1,340,000
179	SYNIT 2024-A1 A	Synchrony Card Issuance Trust - Synchrony Card Funding LLC	0.09%	1,300,000
180	ESS 1.7 03.01.28	Essex Portfolio LP	0.08%	1,435,000
181	n/a	CAD/USD FWD 20250115	0.08%	1
182	PEFCO 3.25 06.15.25 NN	Private Export Funding Corp	0.08%	1,255,000
183	AZN 4.8 02.26.27	Astrazeneca Finance LLC	0.08%	1,235,000
184	n/a	NZD/USD FWD 20250115	0.08%	1
185	ORLY 4.2 04.01.30	O'Reilly Automotive Inc	0.08%	1,250,000
186	USH5	US LONG BOND(CBT) Mar25	0.08%	-701
187	n/a	NZD/USD FWD 20250319	0.08%	1
188	NAVSL 2021-A A	Navient Student Loan Trust - Navient Private Education Refi Loan Trust 2021-A	0.08%	1,316,724
189	TYH5	US 10YR NOTE (CBT)Mar25	0.08%	-1,733
190	CAS 2023-R05 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2023-R05	0.07%	1,085,000
191	UBS V4.488 05.12.26 144A	UBS Group AG	0.07%	1,135,000
192	TOYOTA 4.55 08.07.26	Toyota Motor Credit Corp	0.07%	1,125,000
193	LCCM	Ladder Capital Commercial Mortgage 2013-GCP Mortgage Trust	0.07%	1,176,488
194	SOFI 2021-B AFX	Social Professional Loan Progr - SoFi Professional Loan Program 2021-B Trust	0.07%	1,218,832
195	MSC 2015-MS1 A4	Morgan Stanley Capital I Trust 2015-MS1	0.06%	1,000,000
196	MET 5.05 01.06.28 144A	MET LIFE GLOB FUNDING I - Metropolitan Life Global Funding I	0.06%	975,000
197	FVH5	US 5YR NOTE (CBT) Mar25	0.06%	-2,423
198	BX 2022-AHP A	BX Trust - BX Commercial Mortgage Trust 2022-AHP	0.06%	965,000
199	CVS 5 01.30.29	CVS Health Corp	0.06%	965,000
200	MCR 2024-HTL A	MCR Mortgage Trust - MCR 2024-HTL Mortgage Trust	0.06%	946,688
201	FHMS	FHLMC Multifamily Structured P - Freddie Mac Multifamily Structured Pass Through Certificates	0.06%	950,613
202	CHTR 4.908 07.23.25	CHARTER COMM OPT LLC/CAP - Charter Communications Operating LLC / Charter Communications Operating Capital	0.06%	929,000
203	GSMBS 2021-NQM1 A3	GS Mortgage-Backed Securities Corp Trust 2021-NQM1	0.06%	1,026,169
204	n/a	EUR/USD FWD 20250115	0.06%	1
205	FRESB	FRESB Multifamily Mortgage Pas - FRESB 2016-SB23 Mortgage Trust	0.06%	911,652
206	n/a	MXN/USD FWD 20250319	0.06%	1
207	n/a	Elara HGV Timeshare Issuer 2021-A LLC	0.06%	934,553
208	EIX 1.2 02.01.26 20C	SOUTHERN CAL EDISON - Southern California Edison Co	0.06%	895,000
209	JPMCC 2021-MHC A	JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC	0.06%	850,407
210	MVWOT 2021-1WA A	MVW Owner Trust - MVW 2021-1W LLC	0.05%	886,153
211	CAS 2018-C05 1M2	Fannie Mae - CAS - Fannie Mae Connecticut Avenue Securities	0.05%	804,753
212	CARMX 2021-4 A3	Carmax Auto Owner Trust 2021-4	0.05%	826,020
213	NCMS	Natixis Commercial Mortgage Securities Trust 2018-285M	0.05%	849,435
214	n/a	BRL/USD FWD 20250115	0.05%	1
215	n/a	BX Trust 2022-PSB	0.05%	770,000
216	KSL 2024-HT2 A	KSL Commercial Mortgage Trust 2024-HT2	0.05%	750,000
217	NRZT	New Residential Mortgage Loan Trust 2017-2	0.05%	763,533
218	COH5	BRENT CRUDE FUTR Mar25	0.05%	446
219	CLG5	WTI CRUDE FUTURE Feb25	0.05%	375
220	VALET 2021-1 A3	Volkswagen Auto Loan Enhanced Trust 2021-1	0.04%	685,108
221	n/a	CHF/USD FWD 20250115	0.04%	1
222	CGCMT 2016-C3 A4	Citigroup Commercial Mortgage Trust 2016-C3	0.04%	704,000
223	LPH25	LME COPPER FUTURE Mar25	0.04%	-82
224	SFRM6	3 MONTH SOFR FUT Jun26	0.04%	-2,179
225	n/a	Argent Securities Inc. - Argent Securities Inc Asset-Backed Pass-Through Certificates Series 2003-W6	0.04%	611,717
226	SRFC 2023-2A A	Sierra Receivables Funding Co - Sierra Timeshare 2023-2 Receivables Funding LLC	0.04%	547,830
227	HGVT	Hilton Grand Vacations Trust 2019-A	0.04%	559,745
228	DROT 2021-1A A	Diamond Resorts Owner Trust 2021-1	0.03%	541,456
229	TPH5	TOPIX INDX FUTR Mar25	0.03%	284
230	NRZT	New Residential Mortgage Loan Trust 2016-1	0.03%	502,404
231	GMCAR 2021-3 A3	GM Financial Securitized Term - GM Financial Consumer Automobile Receivables Trust 2021-3	0.03%	436,601
232	CAS 2022-R05 2M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R05	0.03%	380,000
233	SANTAN 2.746 05.28.25	Banco Santander SA	0.03%	390,000
234	JBH5	JPN 10Y BOND(OSE) Mar25	0.02%	-120
235	MVWOT	MVW Owner Trust - MVW 2019-2 LLC	0.02%	363,573
236	n/a	NOK/USD FWD 20250115	0.02%	1
237	WFRBS	WF-RBS COMMERCIAL MORTGAGE TRU - WFRBS Commercial Mortgage Trust 2014-C22	0.02%	349,634
238	ADH5	AUDUSD Crncy Fut Mar25	0.02%	-374
239	BBCMS	Barclays Commercial Mortgage S - BBCMS Trust 2015-VFM	0.02%	321,249
240	NKH5	NIKKEI 225 (OSE) Mar25	0.02%	192
241	ECH5	EURO FX CURR FUT Mar25	0.02%	-281
242	CRVNA 2024-P4 A3	Carvana Auto Receivables Trust 2024-P4	0.02%	265,000
243	n/a	KRW/USD FWD 20250115	0.02%	1
244	DXH5	DOLLAR INDEX Mar25	0.02%	121
245	CTH5	COTTON NO.2 FUTR Mar25	0.02%	-126
246	MVWOT	MVW Owner Trust 2019-1	0.02%	239,696
247	VERUS 2020-1 A1	Verus Securitization Trust 2020-1	0.01%	235,546
248	n/a	GBP/USD FWD 20250115	0.01%	1
249	HIF5	HANG SENG IDX FUT Jan25	0.01%	209
250	n/a	MXN/USD FWD 20250115	0.01%	1
251	n/a	USD/ZAR FWD 20250115	0.01%	1
252	BOH5	SOYBEAN OIL FUTR Mar25	0.01%	-252
253	n/a	SEK/USD FWD 20250115	0.01%	1
254	COJ5	BRENT CRUDE FUTR Apr25	0.01%	162
255	W H5	WHEAT FUTURE(CBT) Mar25	0.01%	-374
256	CLH5	WTI CRUDE FUTURE Mar25	0.01%	83
257	XMH5	AUST 10Y BOND FUT Mar25	0.01%	-301
258	OATH5	Euro-OAT Future Mar25	0.01%	-506
259	TZTG5	TTF NAT GAS F Feb25	0.01%	105
260	BZG5	BOVESPA INDEX FUT Feb25	0.01%	-225
261	n/a	GBP/USD FWD 20250319	0.01%	1
262	SFH5	CHF CURRENCY FUT Mar25	0.01%	-78
263	LAH25	LME PRI ALUM FUTR Mar25	0.01%	-75
264	CCH5	COCOA FUTURE Mar25	0.01%	3
265	HOG5	NY Harb ULSD Fut Feb25	0.01%	43
266	SBH5	SUGAR #11 (WORLD) Mar25	0.01%	-111
267	AOMT 2020-5 A3	Angel Oak Mortgage Trust 2020-5	0.00%	74,506
268	MESH5	MSCI EmgMkt Mar25	0.00%	-51
269	LMCADP	LME COPPER	0.00%	-2
270	n/a	INR/USD FWD 20250115	0.00%	1
271	LNH5	LME NICKEL FUTURE Mar25	0.00%	-13
272	CLJ5	WTI CRUDE FUTURE Apr25	0.00%	21
273	COK5	BRENT CRUDE FUTR May25	0.00%	37
274	TUH5	US 2YR NOTE (CBT) Mar25	0.00%	-2,146
275	SFRH7	3 MONTH SOFR FUT Mar27	0.00%	-82
276	CDH5	C$ CURRENCY FUT Mar25	0.00%	-384
277	n/a	PLN/USD FWD 20250115	0.00%	1
278	QSH5	Low Su Gasoil G Mar25	0.00%	52
279	SFRZ6	3 MONTH SOFR FUT Dec26	0.00%	-110
280	n/a	SGD/USD FWD 20250115	0.00%	1
281	LXH5	LME ZINC FUTURE Mar25	0.00%	-25
282	JYH5	JPN YEN CURR FUT Mar25	0.00%	-259
283	HOH5	NY Harb ULSD Fut Mar25	0.00%	27
284	COM5	BRENT CRUDE FUTR Jun25	0.00%	25
285	XBH5	GASOLINE RBOB FUT Mar25	0.00%	12
286	QSG5	Low Su Gasoil G Feb25	0.00%	38
287	BPH5	BP CURRENCY FUT Mar25	0.00%	-167
288	LMCADP	LME COPPER	0.00%	-1
289	IBF5	IBEX 35 INDX FUTR Jan25	0.00%	17
290	WNH5	US ULTRA BOND CBT Mar25	0.00%	-160
291	LMCADP	LME COPPER	0.00%	-1
292	CNH5	CAN 10YR BOND FUT Mar25	0.00%	57
293	n/a	CNH/USD FWD 20250219	0.00%	1
294	n/a	CLP/USD FWD 20250115	0.00%	1
295	CLK5	WTI CRUDE FUTURE May25	0.00%	11
296	LMCADP	LME COPPER	0.00%	-1
297	LMCADP	LME COPPER	0.00%	-1
298	XBJ5	GASOLINE RBOB FUT Apr25	0.00%	9
299	SFRU6	3 MONTH SOFR FUT Sep26	0.00%	-80
300	LLH5	LME LEAD FUTURE Mar25	0.00%	-6
301	LMAHDP	LME ALUMINUM	0.00%	-5
302	XBK5	GASOLINE RBOB FUT May25	0.00%	6
303	n/a	JPY/USD FWD 20250106	0.00%	1
304	CLM5	WTI CRUDE FUTURE Jun25	0.00%	7
305	QSJ5	Low Su Gasoil G Apr25	0.00%	19
306	LMCADP	LME COPPER	0.00%	-1
307	CON5	BRENT CRUDE FUTR Jul25	0.00%	11
308	HOJ5	NY Harb ULSD Fut Apr25	0.00%	11
309	XUF5	FTSE CHINA A50 Jan25	0.00%	-96
310	LMCADP	LME COPPER	0.00%	-1
311	XMH5	AUST 10Y BOND FUT Mar25	0.00%	29
312	PTH5	S&P/TSX 60 IX FUT Mar25	0.00%	37
313	CNH5	CAN 10YR BOND FUT Mar25	0.00%	-126
314	LMCADP	LME COPPER	0.00%	-1
315	LMCADP	LME COPPER	0.00%	-1
316	CLN5	WTI CRUDE FUTURE Jul25	0.00%	4
317	LMZSDP	LME ZINC ($)	0.00%	-1
318	LMCADP	LME COPPER	0.00%	-1
319	LMCADP	LME COPPER	0.00%	-1
320	XBG5	GASOLINE RBOB FUT Feb25	0.00%	4
321	n/a	CHF/USD FWD 20250219	0.00%	1
322	LMAHDP	LME ALUMINUM	0.00%	-3
323	COQ5	BRENT CRUDE FUTR Aug25	0.00%	7
324	LHG5	LEAN HOGS FUTURE Feb25	0.00%	-4
325	n/a	SEK/USD FWD 20250102	0.00%	1
326	IKH5	Euro-BTP Future Mar25	0.00%	67
327	STH5	FTSE/MIB IDX FUT Mar25	0.00%	17
328	LMCADP	LME COPPER	0.00%	-1
329	LMNIDP	LME NICKEL	0.00%	-1
330	LMAHDP	LME ALUMINUM	0.00%	-2
331	HOK5	NY Harb ULSD Fut May25	0.00%	3
332	LMAHDP	LME ALUMINUM	0.00%	-3
333	LCG5	LIVE CATTLE FUTR Feb25	0.00%	4
334	Z H5	FTSE 100 IDX FUT Mar25	0.00%	299
335	BJH5	10YR MINI JGB FUT Mar25	0.00%	-12
336	LMAHDP	LME ALUMINUM	0.00%	-2
337	JGSF5	IFSC NIFTY 50 FUT Jan25	0.00%	-5
338	LMAHDP	LME ALUMINUM	0.00%	-1
339	YMH5	AUST 3YR BOND FUT Mar25	0.00%	-47
340	HIF5	HANG SENG IDX FUT Jan25	0.00%	-4
341	LMZSDP	LME ZINC ($)	0.00%	-1
342	n/a	ILS/USD FWD 20250115	0.00%	1
343	LMZSDP	LME ZINC ($)	0.00%	-2
344	LMAHDP	LME ALUMINUM	0.00%	-1
345	BCH5	SET50 FUTURES Mar25	0.00%	240
346	LMAHDP	LME ALUMINUM	0.00%	-1
347	HENDR	321 Henderson Receivables LLC - 321 Henderson Receivables I LLC	0.00%	461
348	LMAHDP	LME ALUMINUM	0.00%	-2
349	LMZSDP	LME ZINC ($)	0.00%	-1
350	DUH5	EURO-SCHATZ FUT Mar25	0.00%	-758
351	TUH5	US 2YR NOTE (CBT) Mar25	0.00%	11
352	LMAHDP	LME ALUMINUM	0.00%	1
353	n/a	ILS/USD FWD 20250115	0.00%	1
354	KMH5	KOSPI2 INX FUT Mar25	-0.00%	1
355	LMAHDP	LME ALUMINUM	-0.00%	-1
356	n/a	CNH/USD FWD 20250219	-0.00%	1
357	FAH5	S&P MID 400 EMINI Mar25	-0.00%	7
358	SFH5	CHF CURRENCY FUT Mar25	-0.00%	2
359	LMAHDP	LME ALUMINUM	-0.00%	1
360	SFRH6	3 MONTH SOFR FUT Mar26	-0.00%	-27
361	LMAHDP	LME ALUMINUM	-0.00%	1
362	LMAHDP	LME ALUMINUM	-0.00%	2
363	NGM25	NATURAL GAS FUTR Jun25	-0.00%	2
364	LMAHDP	LME ALUMINUM	-0.00%	1
365	n/a	JPY/USD FWD 20250107	-0.00%	1
366	SFIH7	ICE 3MTH SONIA FU Mar27	-0.00%	-15
367	LMZSDP	LME ZINC ($)	-0.00%	1
368	LMZSDP	LME ZINC ($)	-0.00%	1
369	LMZSDP	LME ZINC ($)	-0.00%	2
370	LMAHDP	LME ALUMINUM	-0.00%	2
371	CFF5	CAC40 10 EURO FUT Jan25	-0.00%	-246
372	n/a	SEK/USD FWD 20250102	-0.00%	1
373	LMAHDP	LME ALUMINUM	-0.00%	2
374	LMAHDP	LME ALUMINUM	-0.00%	3
375	n/a	CHF/USD FWD 20250219	-0.00%	1
376	SFRZ5	3 MONTH SOFR FUT Dec25	-0.00%	-20
377	NGK25	NATURAL GAS FUTR May25	-0.00%	4
378	LMCADP	LME COPPER	-0.00%	1
379	NVH5	NEW ZEALAND $ FUT Mar25	-0.00%	9
380	MFSH5	MSCI EAFE Mar25	-0.00%	6
381	SFIU5	ICE 3MTH SONIA FU Sep25	-0.00%	-71
382	LMNIDP	LME NICKEL	-0.00%	1
383	PLJ5	PLATINUM FUTURE Apr25	-0.00%	4
384	LMZSDP	LME ZINC ($)	-0.00%	1
385	SFIZ6	ICE 3MTH SONIA FU Dec26	-0.00%	-17
386	LMCADP	LME COPPER	-0.00%	1
387	LMCADP	LME COPPER	-0.00%	1
388	SFIU6	ICE 3MTH SONIA FU Sep26	-0.00%	-31
389	SFRU5	3 MONTH SOFR FUT Sep25	-0.00%	-38
390	LMAHDP	LME ALUMINUM	-0.00%	3
391	LMCADP	LME COPPER	-0.00%	1
392	LMCADP	LME COPPER	-0.00%	1
393	NGH25	NATURAL GAS FUTR Mar25	-0.00%	6
394	SFIZ5	ICE 3MTH SONIA FU Dec25	-0.00%	-70
395	AIH5	FTSE/JSE TOP 40 Mar25	-0.00%	27
396	LMCADP	LME COPPER	-0.00%	1
397	OEH5	EURO-BOBL FUTURE Mar25	-0.00%	-691
398	XPH5	SPI 200 FUTURES Mar25	-0.00%	11
399	n/a	JPY/USD FWD 20250106	-0.00%	1
400	SFIH6	ICE 3MTH SONIA FU Mar26	-0.00%	-63
401	LMCADP	LME COPPER	-0.00%	1
402	n/a	JPY/USD FWD 20250107	-0.00%	1
403	ERH6	3MO EURO EURIBOR Mar26	-0.00%	191
404	ERZ6	3MO EURO EURIBOR Dec26	-0.00%	69
405	n/a	CLP/USD FWD 20250115	-0.00%	1
406	ERH7	3MO EURO EURIBOR Mar27	-0.00%	58
407	n/a	CAD/USD FWD 20250319	-0.00%	1
408	UXYH5	US 10yr Ultra Fut Mar25	-0.00%	-99
409	LLH5	LME LEAD FUTURE Mar25	-0.00%	9
410	LMAHDP	LME ALUMINUM	-0.00%	5
411	TWTF5	FTSE Taiwan Index Jan25	-0.00%	20
412	BPH5	BP CURRENCY FUT Mar25	-0.00%	49
413	LMCADP	LME COPPER	-0.00%	1
414	LMCADP	LME COPPER	-0.00%	1
415	LMCADP	LME COPPER	-0.00%	1
416	LMCADP	LME COPPER	-0.00%	1
417	n/a	NZD/USD FWD 20250319	-0.00%	1
418	ERU6	3MO EURO EURIBOR Sep26	-0.00%	82
419	ERZ5	3MO EURO EURIBOR Dec25	-0.00%	215
420	ERU5	3MO EURO EURIBOR Sep25	-0.00%	180
421	HCF5	HSCEI Futures Jan25	-0.00%	-123
422	n/a	JPY/USD FWD 20250319	-0.00%	1
423	n/a	INR/USD FWD 20250115	-0.00%	1
424	n/a	GBP/USD FWD 20250319	-0.00%	1
425	n/a	AUD/USD FWD 20250319	-0.00%	1
426	LXH5	LME ZINC FUTURE Mar25	-0.00%	117
427	HGH5	COPPER FUTURE Mar25	-0.00%	24
428	KWH5	KC HRW WHEAT FUT Mar25	-0.00%	-266
429	LNH5	LME NICKEL FUTURE Mar25	-0.00%	10
430	SFRM7	3 MONTH SOFR FUT Jun27	-0.00%	-303
431	n/a	CHF/USD FWD 20250319	-0.00%	1
432	SFIM6	ICE 3MTH SONIA FU Jun26	-0.00%	-239
433	UBH5	EURO-BUXL 30Y BND Mar25	-0.00%	-42
434	LMCADP	LME COPPER	-0.00%	2
435	NIH5	NIKKEI 225 (SGX) Mar25	-0.00%	28
436	JBH5	JPN 10Y BOND(OSE) Mar25	-0.00%	22
437	RXH5	EURO-BUND FUTURE Mar25	-0.00%	-330
438	n/a	SEK/USD FWD 20250115	-0.00%	1
439	n/a	EUR/USD FWD 20250319	-0.01%	1
440	n/a	CAD/USD FWD 20250115	-0.01%	1
441	n/a	PLN/USD FWD 20250115	-0.01%	1
442	PEH5	MEXICAN PESO FUT Mar25	-0.01%	124
443	S H5	SOYBEAN FUTURE Mar25	-0.01%	-472
444	MOZ25	ECX EMISSION Dec25	-0.01%	-19
445	n/a	SGD/USD FWD 20250115	-0.01%	1
446	XBG5	GASOLINE RBOB FUT Feb25	-0.01%	-58
447	RXH5	EURO-BUND FUTURE Mar25	-0.01%	53
448	QSG5	Low Su Gasoil G Feb25	-0.01%	-116
449	LAH25	LME PRI ALUM FUTR Mar25	-0.01%	225
450	NGG25	NATURAL GAS FUTR Feb25	-0.01%	-58
451	n/a	EUR/USD FWD 20250115	-0.01%	1
452	n/a	AUD/USD FWD 20250115	-0.01%	1
453	n/a	KRW/USD FWD 20250115	-0.02%	1
454	GCG5	GOLD 100 OZ FUTR Feb25	-0.02%	188
455	n/a	MXN/USD FWD 20250319	-0.02%	1
456	VGH5	EURO STOXX 50 Mar25	-0.02%	293
457	n/a	NOK/USD FWD 20250115	-0.02%	1
458	HOG5	NY Harb ULSD Fut Feb25	-0.03%	-131
459	SMH5	SOYBEAN MEAL FUTR Mar25	-0.03%	-230
460	n/a	BRL/USD FWD 20250115	-0.04%	1
461	n/a	USD/ZAR FWD 20250115	-0.04%	1
462	RTYH5	E-Mini Russ 2000 Mar25	-0.04%	177
463	C H5	CORN FUTURE Mar25	-0.04%	-583
464	n/a	MXN/USD FWD 20250115	-0.05%	1
465	SIH5	SILVER FUTURE Mar25	-0.05%	103
466	n/a	NZD/USD FWD 20250115	-0.05%	1
467	ERM6	3MO EURO EURIBOR Jun26	-0.05%	1,736
468	OEH5	EURO-BOBL FUTURE Mar25	-0.06%	650
469	n/a	GBP/USD FWD 20250115	-0.06%	1
470	DUH5	EURO-SCHATZ FUT Mar25	-0.06%	2,100
471	DMH5	DJIA MINI e-CBOT Mar25	-0.07%	228
472	n/a	CHF/USD FWD 20250115	-0.07%	1
473	GXH5	DAX INDEX FUTURE Mar25	-0.09%	125
474	LPH25	LME COPPER FUTURE Mar25	-0.09%	129
475	n/a	JPY/USD FWD 20250115	-0.11%	1
476	NQH5	NASDAQ 100 E-MINI Mar25	-0.16%	177
477	ESH5	S&P500 EMINI FUT Mar25	-0.17%	358

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Cash	59.08%
Stocks	32.70%
Other	8.28%
Not Classified	0.00%
Bond	-0.06%

Sector Breakdown

Sector	% Weight
Other	98.64%
Communication Services	0.79%
Information Technology	0.32%
Consumer Discretionary	0.11%
Financials	0.10%
Energy	0.04%

Country Breakdown

Sector	% Weight
United States	93.66%
Other	4.85%
United Kingdom	0.97%
Germany	0.33%
Hong Kong	0.11%
France	0.04%
Italy	0.02%
Brazil	0.01%
Singapore	0.01%