LMECX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 2 1.14	Fannie Mae or Freddie Mac	13.42%	186,200,000
2	FNCL 5.5 1.12	Fannie Mae or Freddie Mac	5.88%	64,300,000
3	MBONO 7.75 11.23.34 M	MEX BONOS DESARR FIX RT - Mexican Bonos	5.38%	1,446,020,000
4	FNCL 3 1.12	Fannie Mae or Freddie Mac	5.22%	66,300,000
5	FNCL 2.5 1.12	Fannie Mae or Freddie Mac	5.12%	67,900,000
6	G2SF 2 1.14	Government National Mortgage A - Ginnie Mae	4.97%	67,000,000
7	MBONO 7.75 11.13.42 M	MEX BONOS DESARR FIX RT - Mexican Bonos	4.53%	1,328,711,500
8	T 4.75 11.15.43	US TREASURY N/B - United States Treasury Note/Bond	2.91%	31,820,000
9	B 0 03.27.25	United States Treasury Bill	2.88%	31,410,000
10	TEVA 4.75 05.09.27	TEVA PHARMACEUTICAL INDU - Teva Pharmaceutical Finance Netherlands III BV	2.29%	25,290,000
11	n/a	INTER-AMERICAN DEVEL BK - Inter-American Development Bank	2.22%	2,038,000,000
12	G2 785657	Government National Mortgage A - Ginnie Mae II Pool	2.19%	28,532,221
13	T 4.25 02.28.31	US TREASURY N/B - United States Treasury Note/Bond	2.11%	23,000,000
14	TII 1.125 01.15.33	TSY INFL IX N/B - United States Treasury Inflation Indexed Bonds	2.04%	23,917,880
15	T 4.25 08.15.54	US TREASURY N/B - United States Treasury Note/Bond	1.94%	22,980,000
16	G2SF 5 1.12	Government National Mortgage A - Ginnie Mae	1.93%	21,500,000
17	G2SF 3.5 1.12	Government National Mortgage A - Ginnie Mae	1.80%	21,700,000
18	n/a	INTERCONTINENTAL EXCHANGE, INC. - CDS CDX.NA.IG.43.V1	1.79%	1
19	BBCMS 2019-C5 A4	Barclays Commercial Mortgage S - Barclays Commercial Mortgage Trust 2019-C5	1.70%	20,110,000
20	T 3.625 09.30.31	US TREASURY N/B - United States Treasury Note/Bond	1.65%	18,710,000
21	MBONO 8 11.07.47 M	MEX BONOS DESARR FIX RT - Mexican Bonos	1.40%	408,490,000
22	BNTNF 10 01.01.33 NTNF	NOTA DO TESOURO NACIONAL - Brazil Notas do Tesouro Nacional Serie F	1.35%	116,857,000
23	WNH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US ULTRA BOND CBT	1.25%	-2,544
24	T 4.25 02.15.54	US TREASURY N/B - United States Treasury Note/Bond	1.23%	14,500,000
25	TYH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US 10YR NOTE (CBT)	1.05%	-7,962
26	n/a	GS Mortgage Securities Corp. - GSMSC Resecuritization Trust 2014-2R	1.00%	11,567,307
27	BMAT 2006-1A M1	Bravo Mortgage Asset Trust	0.98%	11,883,420
28	STACR 2018-HRP1 B2	Freddie Mac - STACR - STACR Trust 2018-HRP1	0.96%	8,462,164
29	n/a	Banc of America Funding Corpor - Banc of America Funding Corp	0.95%	12,413,980
30	CGCMT 2019-C7 A4	Citigroup Commercial Mortgage Trust 2019-C7	0.95%	11,200,000
31	FNCL 6 1.12	Fannie Mae or Freddie Mac	0.93%	10,000,000
32	KNDR 2021-KIND D	KNDR Trust 2021-KIND - KIND Trust 2021-KIND	0.91%	9,918,548
33	CAS 2019-R03 1B1	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2019-R03	0.87%	8,814,061
34	T 4.375 08.15.43	US TREASURY N/B - United States Treasury Note/Bond	0.86%	9,880,000
35	G2SF 5.5 1.12	Government National Mortgage A - Ginnie Mae	0.85%	9,300,000
36	FNCL 6.5 1.12	Fannie Mae or Freddie Mac	0.85%	9,000,000
37	CAS 2021-R01 1B1	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2021-R01	0.85%	8,870,000
38	CSCHLD 4.5 11.15.31 144a	CSC Holdings LLC	0.79%	11,770,000
39	F 7.35 11.04.27	Ford Motor Credit Co LLC	0.77%	7,930,000
40	BNTNF 10 01.01.27 NTNF	NOTA DO TESOURO NACIONAL - Brazil Notas do Tesouro Nacional Serie F	0.75%	55,000,000
41	n/a	J.P. MORGAN SECURITIES LLC - MXN/USD FORWARD	0.73%	1
42	G2 785667	Government National Mortgage A - Ginnie Mae II Pool	0.72%	9,311,296
43	WES 5.3 03.01.48	Western Midstream Operating LP	0.71%	9,040,000
44	BCAP 2014-RR5 1A2	BCAP LLC Trust - BCAP LLC 2014-RR5 Trust	0.71%	8,461,007
45	ELP 2021-ELP D	ELP 2021-ELP - ELP Commercial Mortgage Trust 2021-ELP	0.69%	7,491,280
46	OXY 6.2 03.15.40	Occidental Petroleum Corp	0.67%	7,269,000
47	ET V7.125 PERP G	Energy Transfer LP	0.65%	7,010,000
48	MRCD 2019-PARK A	MRCD Mortgage Trust - MRCD 2019-MARK Mortgage Trust	0.65%	7,980,000
49	n/a	BX Trust - BX Commercial Mortgage Trust 2021-XL2	0.64%	7,000,000
50	n/a	BNY MELLON CASH RESERVE EOD FUND	0.63%	6,777,511
51	URI 4.875 01.15.28	United Rentals North America Inc	0.63%	6,940,000
52	BX 2021-ACNT A	BX Trust - BX Commercial Mortgage Trust 2021-ACNT	0.62%	6,736,288
53	CITM 2007-1 1M1	CIT Mortgage Loan Trust 2007-1	0.62%	6,659,003
54	F 3.625 06.17.31	Ford Motor Credit Co LLC	0.61%	7,610,000
55	BAFC 2014-R2 2A2	Banc of America Funding Corpor - Banc of America Funding 2014-R2 Trust	0.60%	7,295,507
56	F 4 11.13.30	Ford Motor Credit Co LLC	0.57%	6,770,000
57	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS USD	0.55%	1
58	n/a	Bank of America, National Association - USD/EUR FORWARD	0.55%	1
59	BX 2020-VIVA E	BX Trust - BX Commercial Mortgage Trust 2020-VIVA	0.54%	6,847,863
60	n/a	GOVERNMENT OF JAMAICA - Jamaica Government International Bond	0.53%	843,000,000
61	CHTR 4.5 05.01.32	CCO HLDGS LLC/CAP CORP - CCO Holdings LLC / CCO Holdings Capital Corp	0.52%	6,530,000
62	FHLT 2006-B 1A	Fremont Home Loan Trust 2006-B	0.51%	14,085,573
63	T 4.125 08.15.53	US TREASURY N/B - United States Treasury Note/Bond	0.50%	6,003,000
64	IMSA 2006-3 A7	Impac Secured Assets Corp. - Impac Secured Assets Trust 2006-3	0.46%	5,924,411
65	HARFRE L 06.11.31 6	HARBOR FREIGHT TOOLS USA INC	0.46%	4,997,475
66	BX 2021-BXMF A	BX Trust 2021-BXMF	0.44%	4,799,674
67	F 6.1 08.19.32	FORD MOTOR COMPANY - Ford Motor Co	0.44%	4,770,000
68	n/a	BNP PARIBAS SECURITIES CORP. - CHF/USD FORWARD	0.44%	1
69	BAFC 2015-R2 9A2	Banc of America Funding Corpor - Banc of America Funding 2015-R2 Trust	0.43%	5,165,678
70	CSCHLD 6.5 02.01.29 144A	CSC Holdings LLC	0.43%	5,500,000
71	TMUS 3.5 04.15.31	T-Mobile USA Inc	0.42%	4,960,000
72	STACR 2021-DNA3 B1	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2021-DNA3	0.42%	3,980,000
73	n/a	LETRA TESOURO NACIONAL - Brazil Letras do Tesouro Nacional	0.41%	31,461,000
74	ZFFNGR 6.875 04.23.32 144A	ZF NA CAPITAL - ZF North America Capital Inc	0.41%	4,640,000
75	F 3.375 11.13.25	Ford Motor Credit Co LLC	0.41%	4,460,000
76	CAS 2023-R05 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2023-R05	0.40%	4,140,000
77	DAL 4.75 10.20.28 144A	DELTA AIR LINES/SKYMILES - Delta Air Lines Inc / SkyMiles IP Ltd	0.39%	4,310,000
78	CLR 4.375 01.15.28	Continental Resources Inc/OK	0.39%	4,340,000
79	ORBIA 1.875 05.11.26 144A	Orbia Advance Corp SAB de CV	0.39%	4,440,000
80	n/a	Bank of America, National Association - GBP/USD FORWARD	0.39%	1
81	T 4.5 02.15.44	US TREASURY N/B - United States Treasury Note/Bond	0.39%	4,360,000
82	F 7.35 03.06.30	Ford Motor Credit Co LLC	0.38%	3,860,000
83	OXY 6.6 03.15.46	Occidental Petroleum Corp	0.37%	3,970,000
84	FCX 5.45 03.15.43	Freeport-McMoRan Inc	0.36%	4,190,000
85	UAL 4.625 04.15.29 144A	United Airlines Inc	0.36%	4,046,000
86	ECOPET 4.625 11.02.31	Ecopetrol SA	0.36%	4,620,000
87	SAVE 8 09.20.25 144A	SPIRIT LOYALTY KY LTD/IP - Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd	0.35%	4,907,999
88	MO 5.95 02.14.49	Altria Group Inc	0.35%	3,860,000
89	URI 3.75 01.15.32	United Rentals North America Inc	0.34%	4,220,000
90	MILACQ L 10.01.27 1	Gainwell Acquisition Corp	0.34%	3,801,973
91	n/a	Bank of America, National Association - CNH/USD FORWARD	0.34%	1
92	n/a	Republic of Kenya Government International Bond	0.33%	4,570,000
93	n/a	Alterra Mountain Company - ALTERRA MOUNTAIN CO	0.33%	3,562,918
94	n/a	Provincia de Buenos Aires/Government Bonds	0.33%	5,332,213
95	SUZANO 3.75 01.15.31	Suzano Austria GmbH	0.33%	4,030,000
96	n/a	OFFICE CHERIFIEN DES PHO - OCP SA	0.32%	4,630,000
97	WYNMAC 5.625 08.26.28 144A	Wynn Macau Ltd	0.32%	3,630,000
98	VENTGL 3.875 11.01.33 144A	Venture Global Calcasieu Pass LLC	0.32%	4,040,000
99	NCLH 8.125 01.15.29 144A	NCL CORPORATION LTD - NCL Corp Ltd	0.32%	3,290,000
100	TDG 7.125 12.01.31 144A	TransDigm Inc	0.32%	3,380,000
101	RCL 6 02.01.33 144A	Royal Caribbean Cruises Ltd	0.32%	3,410,000
102	n/a	Prosus NV	0.31%	4,040,000
103	LNW L 04.16.29 3	Scientific Games International, Inc. - LIGHT & WONDER INTERNATIONAL INC	0.31%	3,308,627
104	UAL 4.375 04.15.26 144a	United Airlines Inc	0.31%	3,370,000
105	WYNFIN 7.125 02.15.31 144A	Wynn Resorts Finance LLC / Wynn Resorts Capital Corp	0.30%	3,080,000
106	ET V6.5 PERP H	Energy Transfer LP	0.29%	3,170,000
107	UAL 6.5 06.20.27 144A	MILEAGE PLUS HLDINGS LLC - Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd	0.29%	3,065,000
108	JPMBB 2014-C25 C	JPMBB Commercial Mortgage Securities Trust 2014-C25	0.28%	3,940,000
109	THE 2023-MIC A	THE 2023-MIC Trust - 2023-MIC Trust/THE	0.27%	2,740,000
110	KREF 2021-FL2 D	KREF 2021-FL2 Ltd	0.27%	3,130,000
111	EPD 5.55 02.16.55	Enterprise Products Operating LLC	0.27%	2,990,000
112	GRFSM L 11.15.27 4	Grifols Worldwide Operations USA Inc	0.27%	2,876,619
113	RALI 2007-QS7 1A7	Residential Accredit Loans, In - RALI Series 2007-QS7 Trust	0.27%	3,846,390
114	HEAT 2005-6 M5	Home Equity Asset Trust 2005-6	0.26%	2,980,000
115	POWSOL L 05.06.30 8	CLARIOS GLOBAL LP	0.26%	2,812,950
116	EGYPT 7.0529 01.15.32 REGS	ARAB REPUBLIC OF EGYPT - Egypt Government International Bond	0.26%	3,280,000
117	S 8.75 03.15.32	Sprint Capital Corp	0.26%	2,340,000
118	TRIWAT L 03.31.28 1	Triton Water Holdings Inc	0.26%	2,765,983
119	CAS 2022-R01 1B1	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R01	0.26%	2,700,000
120	G2SF 4.5 1.12	Government National Mortgage A - Ginnie Mae	0.25%	2,900,000
121	JAZZ L 05.05.28 3	JAZZ FINANCING LUX SARL	0.25%	2,722,089
122	F 4.95 05.28.27	Ford Motor Credit Co LLC	0.25%	2,750,000
123	HILT 2016-HHV D	Hilton USA Trust 2016-HHV	0.25%	2,800,000
124	STENOR L 05.30.31 3	SOTERA HEALTH HOLDINGS LLC	0.25%	2,683,275
125	CAMLNG 3.302 01.15.35 144A	Cameron LNG LLC	0.25%	3,240,000
126	TMUS 2.625 02.15.29	T-Mobile USA Inc	0.24%	2,890,000
127	VIKCRU 5 02.15.28 144A	VOC Escrow Ltd	0.24%	2,640,000
128	JANEST 7.125 04.30.31 144A	JANE STREET GRP/JSG FIN - Jane Street Group / JSG Finance Inc	0.24%	2,510,000
129	EXE 4.75 02.01.32	Expand Energy Corp	0.23%	2,710,000
130	SEAILE L 11.06.28 2	Setanta Aircraft Leasing DAC - SETANTA AIRCRAFT LEASING	0.23%	2,500,000
131	LNG 4.625 10.15.28	Cheniere Energy Inc	0.23%	2,520,000
132	APG L 01.03.29 8	API GROUP DE INC	0.23%	2,456,733
133	BHCCN 6.25 02.15.29 144A	Bausch Health Cos Inc	0.23%	3,960,000
134	TRGP 4.875 02.01.31	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.22%	2,410,000
135	APA 5.1 09.01.40	Apache Corp	0.21%	2,608,000
136	BNS V4.588 05.04.37	Bank of Nova Scotia/The	0.21%	2,410,000
137	PCIGAM L 05.29.26 3	PCI GAMING AUTHORITY	0.20%	2,196,783
138	CWALT 2007-OA8 1A1	Countrywide Alternative Loan T - Alternative Loan Trust 2007-OA8	0.20%	2,583,258
139	COLOM 4.125 02.22.42	REPUBLIC OF COLOMBIA - Colombia Government International Bond	0.20%	3,430,000
140	CZR L 02.06.31 4	Caesars Entertainment, Inc. - CAESARS ENTERTAIN INC	0.20%	2,138,473
141	MEDIND 6.25 04.01.29 144A	MEDLINE BORROWER/MEDL CO - Medline Borrower LP/Medline Co-Issuer Inc	0.20%	2,110,000
142	BATSLN 7.081 08.02.53	BAT Capital Corp	0.20%	1,939,000
143	BATSLN 3.734 09.25.40	BAT Capital Corp	0.19%	2,740,000
144	DISH 5.25 12.01.26 144A	DISH DBS Corp	0.19%	2,260,000
145	ASPTRE L 09.07.27 3	Asplundh Tree Expert LLC	0.19%	2,052,232
146	T 3.625 05.15.53	US TREASURY N/B - United States Treasury Note/Bond	0.19%	2,500,000
147	MO 5.8 02.14.39	Altria Group Inc	0.19%	2,040,000
148	F 2.9 02.16.28	Ford Motor Credit Co LLC	0.18%	2,130,000
149	GWCN L 02.01.29 6	Garda World Security Corporation - GARDA WORLD SECURITY CORP	0.18%	1,941,946
150	n/a	REPUBLIC OF NIGERIA - Nigeria Government International Bond	0.18%	2,150,000
151	DAL 4.5 10.20.25 144A	DELTA AIR LINES/SKYMILES - Delta Air Lines Inc / SkyMiles IP Ltd	0.18%	1,947,000
152	n/a	SPIRIT AIRLINES INC	0.18%	1,898,752
153	PETBRA 5.5 06.10.51	Petrobras Global Finance BV	0.18%	2,500,000
154	WMB 5.75 06.24.44	WILLIAMS COMPANIES INC - Williams Cos Inc/The	0.18%	1,950,000
155	SVC 8.375 06.15.29	Service Properties Trust	0.17%	1,930,000
156	G2 786335	Government National Mortgage A - Ginnie Mae II Pool	0.17%	1,963,311
157	RRC 8.25 01.15.29	Range Resources Corp	0.17%	1,780,000
158	HCA 3.5 09.01.30	HCA Inc	0.17%	2,010,000
159	BX 2021-21M A	BX Trust - BX Commercial Mortgage Trust 2021-21M	0.17%	1,829,019
160	ARGENT 0.75 07.09.30	REPUBLIC OF ARGENTINA - Argentine Republic Government International Bond	0.17%	2,330,029
161	CQP 3.25 01.31.32	Cheniere Energy Partners LP	0.17%	2,070,000
162	RRC 4.75 02.15.30 144A	Range Resources Corp	0.17%	1,910,000
163	COMM 5 03.15.27 144A	COMMSCOPE TECH LLC - CommScope Technologies LLC	0.17%	2,000,000
164	BNP V5.894 12.05.34 144A	BNP Paribas SA	0.17%	1,740,000
165	BNP V5.125 01.13.29 144A	BNP Paribas SA	0.16%	1,780,000
166	COMM 4.75 09.01.29 144A	CommScope LLC	0.16%	1,980,000
167	TWC 7.3 07.01.38	Time Warner Cable LLC	0.16%	1,680,000
168	UBS 7.5 02.15.28	UBS AG STAMFORD CT - UBS AG/Stamford CT	0.16%	1,580,000
169	DISH 5.125 06.01.29	DISH DBS Corp	0.16%	2,620,000
170	EQT 3.9 10.01.27	EQT Corp	0.15%	1,700,000
171	n/a	BNP PARIBAS SECURITIES CORP. - CAD/USD FORWARD	0.15%	1
172	VIKCRU 7 02.15.29 144a	Viking Cruises Ltd	0.15%	1,600,000
173	HON 5 03.01.35	Honeywell International Inc	0.15%	1,640,000
174	PNC V5.582 06.12.29	PNC Financial Services Group Inc/The	0.15%	1,580,000
175	PARGUY 3.849 06.28.33 144A	REPUBLIC OF PARAGUAY - Paraguay Government International Bond	0.15%	1,850,000
176	IVYCST 6.125 06.15.33 REGS	Ivory Coast Government International Bond	0.15%	1,780,000
177	ANGOL 9.125 11.26.49 REGS	REPUBLIC OF ANGOLA - Angolan Government International Bond	0.15%	1,960,000
178	CHTR 4.75 02.01.32 144A	CCO HLDGS LLC/CAP CORP - CCO Holdings LLC / CCO Holdings Capital Corp	0.14%	1,780,000
179	FCX 4.625 08.01.30	Freeport-McMoRan Inc	0.14%	1,610,000
180	CITSEC L 10.31.31 12	CITADEL SECURITIES LP	0.14%	1,533,634
181	KZOKZ 6.375 10.24.48 144A	KazMunayGas National Co JSC	0.14%	1,640,000
182	ASUCOR L 07.30.27 21	Asurion LLC	0.14%	1,490,375
183	OKE 5.65 11.01.28	ONEOK Inc	0.14%	1,450,000
184	UNSEAM L 05.15.28 3	Allied Universal Holdco LLC	0.14%	1,472,096
185	RTX 4.5 06.01.42	RTX Corp	0.14%	1,710,000
186	EXE 5.375 03.15.30	Expand Energy Corp	0.14%	1,510,000
187	GSAMP 2005-SEA1 M2	GSAMP Trust 2005-SEA1	0.14%	1,359,181
188	n/a	Citibank, National Association - BRL/USD FORWARD	0.13%	1
189	MPEL 7.625 04.17.32 144A	Melco Resorts Finance Ltd	0.13%	1,390,000
190	FMCN 9.375 03.01.29 144A	First Quantum Minerals Ltd	0.13%	1,310,000
191	CPGX 6.036 11.15.33 144A	COLUMBIA PIPELINES OPCO - Columbia Pipelines Operating Co LLC	0.13%	1,350,000
192	VMED 5.5 05.15.29 144A	Virgin Media Secured Finance PLC	0.13%	1,470,000
193	BLURAC 7.25 07.15.32 144A	BLUE RACER MID LLC/FINAN - Blue Racer Midstream LLC / Blue Racer Finance Corp	0.13%	1,330,000
194	SOLV 5.6 03.23.34 144A	Solventum Corp	0.13%	1,360,000
195	LLY 4.7 02.09.34	Eli Lilly & Co	0.12%	1,390,000
196	HLT 6.125 04.01.32 144A	Hilton Domestic Operating Co Inc	0.12%	1,350,000
197	SRILAN 7.55 03.28.30 REGS	REPUBLIC OF SRI LANKA - Sri Lanka Government International Bond	0.12%	2,020,000
198	AON 5.45 03.01.34	Aon North America Inc	0.12%	1,320,000
199	TUH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 2 YEAR U.S. TREASURY NOTE	0.12%	-7,686
200	FABSJV 5.875 01.25.34	Foundry JV Holdco LLC	0.12%	1,330,000
201	BMY 5.2 02.22.34	Bristol-Myers Squibb Co	0.12%	1,300,000
202	MDC 6 01.15.43	MDC Holdings Inc	0.12%	1,300,000
203	UXYH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US 10YR ULTRA	0.12%	-1,192
204	SOLV 5.45 03.13.31 144A	Solventum Corp	0.12%	1,270,000
205	CHTR 6.484 10.23.45	CHARTER COMM OPT LLC/CAP - Charter Communications Operating LLC / Charter Communications Operating Capital	0.12%	1,340,000
206	FOXA 5.476 01.25.39	Fox Corp	0.12%	1,330,000
207	T 4.625 05.15.54	US TREASURY N/B - United States Treasury Note/Bond	0.12%	1,300,000
208	ALTICE 5.75 08.15.29 144a	Altice Financing SA	0.12%	1,720,000
209	SIGLN L 06.07.28 1	BROWN GROUP HOLDING LLC	0.11%	1,228,870
210	GFLCN 6.75 01.15.31 144A	GFL Environmental Inc	0.11%	1,200,000
211	n/a	JPMORGAN CHASE BANK, NATIONAL ASSOCIATION - TRS JPEIFNTR INDEX	0.11%	1
212	META 4.75 08.15.34	Meta Platforms Inc	0.11%	1,240,000
213	T 4.125 10.31.29	US TREASURY N/B - United States Treasury Note/Bond	0.11%	1,200,000
214	BHCCN 5.25 01.30.30 144A	Bausch Health Cos Inc	0.11%	2,160,000
215	VENLNG 7 01.15.30 144A	Venture Global LNG Inc	0.11%	1,160,000
216	OKE 5.55 11.01.26	ONEOK Inc	0.11%	1,130,000
217	TFC V6.047 06.08.27 MTN	Truist Financial Corp	0.11%	1,120,000
218	VALEBZ 7.2 09.15.32	Vale Canada Ltd	0.11%	1,054,000
219	BCAP 2013-RR3 4A2	BCAP LLC Trust - BCAP LLC 2013-RR3 Trust	0.10%	1,135,825
220	KVUE 4.9 03.22.33	Kenvue Inc	0.10%	1,150,000
221	WFC 4.75 12.07.46 MTN	WELLS FARGO & COMPANY - Wells Fargo & Co	0.10%	1,320,000
222	TII 1.875 07.15.34	TSY INFL IX N/B - United States Treasury Inflation Indexed Bonds	0.10%	1,146,829
223	VMED L 01.31.28 2	Virgin Media Bristol LLC	0.10%	1,116,685
224	RRD 9.5 08.01.29 144A	RR Donnelley & Sons Co	0.10%	1,090,000
225	AMWINS L 02.22.28 1	AmWINS Group Inc	0.10%	1,096,863
226	FOXA 6.5 10.13.33	Fox Corp	0.10%	1,030,000
227	FRSEAG L 03.05.29 1	FIRST EAGLE HOLDINGS INC	0.10%	1,081,733
228	UBS V9.016 11.15.33 144A	UBS Group AG	0.10%	890,000
229	QUIKHO L 03.19.29 11	QUIKRETE HOLDINGS INC	0.10%	1,048,032
230	RCICN 5.3 02.15.34	Rogers Communications Inc	0.10%	1,070,000
231	SOLV 5.4 03.01.29 144A	Solventum Corp	0.10%	1,030,000
232	ORCL 3.6 04.01.50	Oracle Corp	0.09%	1,460,000
233	SOLV 5.9 04.30.54 144A	Solventum Corp	0.09%	1,050,000
234	OCPMR 6.75 05.02.34 144A	OFFICE CHERIFIEN DES PHO - OCP SA	0.09%	1,000,000
235	LLY 5.1 02.09.64	Eli Lilly & Co	0.09%	1,100,000
236	USG5P115	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	0.09%	501
237	FOUR 6.75 08.15.32 144A	SHIFT4 PAYMENTS LLC/FIN - Shift4 Payments LLC / Shift4 Payments Finance Sub Inc	0.09%	960,000
238	WCNCN 5 03.01.34	Waste Connections Inc	0.09%	1,000,000
239	UKRAIN 1.75 02.01.36 REGS	Ukraine Government International Bond	0.09%	1,774,740
240	WBD 6.412 03.15.26	Warnermedia Holdings Inc	0.09%	960,000
241	RTX 6 03.15.31	RTX Corp	0.09%	910,000
242	VICI 4.5 01.15.28 144A	VICI PROPERTIES / NOTE - VICI Properties LP / VICI Note Co Inc	0.09%	975,000
243	WBD 5.391 03.15.62	Warnermedia Holdings Inc	0.09%	1,290,000
244	TRUN L 06.24.31 23	TransUnion Intermediate Holdings Inc f/k/a TransUnion Corp - TRANS UNION LLC6/06/2031	0.09%	939,894
245	RGCARE 11 10.15.30 144A	LifePoint Health Inc	0.09%	840,000
246	USB V5.775 06.12.29	US Bancorp	0.08%	880,000
247	DVN 5 06.15.45	DEVON ENERGY CORPORATION - Devon Energy Corp	0.08%	1,060,000
248	KMI 5.55 06.01.45	Kinder Morgan Inc	0.08%	910,000
249	AAL 8.5 05.15.29 144A	American Airlines Inc	0.08%	810,000
250	EPD 6.65 10.15.34 H	Enterprise Products Operating LLC	0.08%	780,000
251	INTC 5.125 02.10.30	Intel Corp	0.08%	850,000
252	KR 5 09.15.34	Kroger Co/The	0.07%	810,000
253	MO 6.2 02.14.59	Altria Group Inc	0.07%	792,000
254	UBS V7.75 PERP 144A	UBS Group AG	0.07%	730,000
255	G2 786340	Government National Mortgage A - Ginnie Mae II Pool	0.07%	766,483
256	TMUS 5.15 04.15.34	T-Mobile USA Inc	0.07%	760,000
257	TBW 2006-3 4A3	TBW Mortgage Backed Pass Throu - TBW Mortgage-Backed Trust Series 2006-3	0.07%	18,941,594
258	BA 5.705 05.01.40	Boeing Co/The	0.07%	780,000
259	DVN 5.875 06.15.28	DEVON ENERGY CORPORATION - Devon Energy Corp	0.07%	720,000
260	DAL L 10.20.27 1	Delta Air Lines Inc - SkyMiles IP Ltd	0.07%	702,785
261	TMUS 3 02.15.41	T-Mobile USA Inc	0.07%	1,000,000
262	ABBV 5.05 03.15.34	AbbVie Inc	0.07%	720,000
263	USG5P113	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	0.06%	736
264	WFC V5.013 04.04.51 MTN	WELLS FARGO & COMPANY - Wells Fargo & Co	0.06%	780,000
265	UKRAIN 1.75 02.01.35 REGS	Ukraine Government International Bond	0.06%	1,242,318
266	BHCCN 8.5 01.31.27 144A	Bausch Health Americas Inc	0.06%	830,000
267	TRGP 6.875 01.15.29	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.06%	660,000
268	n/a	J.P. MORGAN SECURITIES LLC - USD/CNH FORWARD	0.06%	1
269	AL 5.3 02.01.28	Air Lease Corp	0.06%	670,000
270	RABOBK V3.758 04.06.33 144A	Cooperatieve Rabobank UA	0.06%	750,000
271	BAHAMA 6 11.21.28 REGS	COMMONWEALTH OF BAHAMAS - Bahamas Government International Bond	0.06%	690,000
272	LLY 4.6 08.14.34	Eli Lilly & Co	0.06%	680,000
273	RTX 3.03 03.15.52	RTX Corp	0.06%	1,010,000
274	CZR L 02.06.30 3	Caesars Entertainment, Inc. - CAESARS ENTERTAIN INC	0.06%	633,325
275	NXST L 09.18.26 2	Nexstar Media Inc	0.06%	628,411
276	VMED 4.75 07.15.31 144A	Vmed O2 UK Financing I PLC	0.06%	730,000
277	OKE 5.8 11.01.30	ONEOK Inc	0.06%	600,000
278	ASUCOR L 08.21.28 24	Asurion LLC	0.06%	616,086
279	n/a	GOLDMAN SACHS & CO. LLC - NOK/USD FORWARD	0.06%	1
280	ET V6.75 PERP F	Energy Transfer LP	0.06%	600,000
281	BMY 5.1 02.22.31	Bristol-Myers Squibb Co	0.05%	570,000
282	DUFPHE L 04.09.27 1	Deerfield Dakota Holding LLC	0.05%	571,979
283	n/a	REPUBLIC OF GHANA - Ghana Government International Bond	0.05%	789,960
284	TYG5P110	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.05%	354
285	ABBV 4.95 03.15.31	AbbVie Inc	0.05%	520,000
286	BHCCN 9.25 04.01.26 144A	Bausch Health Americas Inc	0.05%	540,000
287	LVS 6 08.15.29	Las Vegas Sands Corp	0.05%	510,000
288	n/a	J.P. MORGAN SECURITIES LLC - JPY/USD FORWARD	0.05%	1
289	T 4.25 11.15.34	US TREASURY N/B - United States Treasury Note/Bond	0.05%	500,000
290	n/a	REPUBLIC OF GHANA - Ghana Government International Bond	0.04%	549,340
291	CHTR 6.55 06.01.34	CHARTER COMM OPT LLC/CAP - Charter Communications Operating LLC / Charter Communications Operating Capital	0.04%	460,000
292	RGCARE 9.875 08.15.30 144A	LifePoint Health Inc	0.04%	430,000
293	JBH5	OSAKA EXCHANGE,INC - JAPAN 10Y BOND(OSE)	0.04%	-140
294	SCHW V6.136 08.24.34	Charles Schwab Corp/The	0.04%	410,000
295	LMT 5.2 02.15.64	Lockheed Martin Corp	0.04%	450,000
296	MU 5.875 02.09.33	Micron Technology Inc	0.04%	400,000
297	TRGP 4 01.15.32	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.04%	440,000
298	TYH5P109	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.04%	335
299	PM 5.25 02.13.34	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.04%	400,000
300	n/a	GOLDMAN SACHS & CO. LLC - BRL/USD FORWARD	0.04%	1
301	BMY 5.55 02.22.54	Bristol-Myers Squibb Co	0.04%	390,000
302	UKRAIN 0 02.01.35 REGS	Ukraine Government International Bond	0.03%	612,285
303	DISH 5.75 12.01.28 144A	DISH DBS Corp	0.03%	420,000
304	T 3.875 08.15.34	US TREASURY N/B - United States Treasury Note/Bond	0.03%	380,000
305	BHCCN 5.5 11.01.25 144A	Bausch Health Cos Inc	0.03%	350,000
306	KMI 7.75 01.15.32 GMTN	Kinder Morgan Inc	0.03%	300,000
307	BMY 5.65 02.22.64	Bristol-Myers Squibb Co	0.03%	330,000
308	UKRAIN 0 02.01.34 REGS	Ukraine Government International Bond	0.03%	724,538
309	UKRAIN 1.75 02.01.34 REGS	Ukraine Government International Bond	0.03%	532,422
310	DMSI 2006-PR1 5AS2	Deutsche Mortgage Securities, - Deutsche Mortgage Securities Inc Mortgage Loan Trust Series 2006-PR1	0.02%	1,882,568
311	FVG5C106.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.02%	740
312	ALIGRP L 07.23.29 1	Ali Group North America Corporation - Ali Group North America Corp	0.02%	257,512
313	USB V5.836 06.12.34	US Bancorp	0.02%	240,000
314	WBD 4.279 03.15.32	Warnermedia Holdings Inc	0.02%	270,000
315	TCKBCN 6 08.15.40	TECK RESOURCES LIMITED - Teck Resources Ltd	0.02%	240,000
316	TYG5C109.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.02%	463
317	LLY 5 02.09.54	Eli Lilly & Co	0.02%	240,000
318	T 3.75 08.31.26	US TREASURY N/B - United States Treasury Note/Bond	0.02%	210,000
319	F 5.125 06.16.25	Ford Motor Credit Co LLC	0.02%	200,000
320	BHCCN 7.25 05.30.29 144A	Bausch Health Cos Inc	0.02%	280,000
321	EQT 5 01.15.29	EQT Corp	0.02%	180,000
322	BRIHEA L 02.21.31 11	PHOENIX GUARANTOR INC	0.02%	171,972
323	HCA 5.5 06.15.47	HCA Inc	0.02%	190,000
324	DVN 5.25 10.15.27	DEVON ENERGY CORPORATION - Devon Energy Corp	0.02%	170,000
325	WMB 7.5 01.15.31 A	WILLIAMS COMPANIES INC - Williams Cos Inc/The	0.02%	152,000
326	PM 5.125 02.13.31	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.01%	160,000
327	SFRH5	CHICAGO MERCANTILE EXCHANGE INC. - 3 MONTH SOFR	0.01%	415
328	FVG5C106.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.01%	520
329	FVG5C106.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.01%	437
330	CPGX 6.544 11.15.53 144A	COLUMBIA PIPELINES OPCO - Columbia Pipelines Operating Co LLC	0.01%	100,000
331	URI 6.125 03.15.34 144A	United Rentals North America Inc	0.01%	100,000
332	RCL 6.25 03.15.32 144A	Royal Caribbean Cruises Ltd	0.01%	90,000
333	n/a	REPUBLIC OF GHANA - Ghana Government International Bond	0.01%	72,640
334	FVG5C107.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.01%	840
335	BLDR 4.25 02.01.32 144A	Builders FirstSource Inc	0.01%	70,000
336	FVG5C107.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	585
337	TYG5C110.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	251
338	n/a	BNP PARIBAS SECURITIES CORP. - EUR CALL VERSUS USD PUT	0.00%	19,685,000
339	TYH5C113	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	335
340	TYG5C111.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	418
341	n/a	J.P. MORGAN SECURITIES LLC - USD/INR FORWARD	0.00%	1
342	CHTR 4.908 07.23.25	CHARTER COMM OPT LLC/CAP - Charter Communications Operating LLC / Charter Communications Operating Capital	0.00%	24,000
343	n/a	REPUBLICA ORIENT URUGUAY - Uruguay Government International Bond	0.00%	1,067,120
344	GNR 2014-157 IO	Government National Mortgage Association	0.00%	2,116,885
345	n/a	Citibank, National Association - USD/CAD FORWARD	0.00%	1
346	HCA 7.5 11.15.95	HCA Inc	0.00%	10,000
347	TDG 6.625 03.01.32 144A	TransDigm Inc	0.00%	10,000
348	KNDR 2021-KIND XCP	KNDR Trust 2021-KIND - KIND Trust 2021-KIND	0.00%	78,050,000
349	FVF5C108	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	-1,218
350	TYF5C111	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	1,070
351	TYF5C110.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	1,659
352	TYF5C109.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	349
353	FVF5C107.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	1,003
354	TYF5P107	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	-1,592
355	TYF5C112	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	-2,107
356	TYF5C110	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	1,186
357	FVF5P105.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	-1,263
358	TYF5P107.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	0.00%	-707
359	FVF5C107.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	712
360	TYG5C112.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	-0.00%	-335
361	n/a	BNP PARIBAS SECURITIES CORP. - MXN/USD FORWARD	-0.00%	1
362	FVG5C108.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	-0.00%	-1,003
363	USG5C120	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	-0.00%	-430
364	TYG5C112	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	-0.01%	-1,004
365	FVG5C107.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	-0.01%	-509
366	FVH5C109.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	-0.01%	-1,424
367	TYH5C114	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	-0.01%	-1,424
368	n/a	J.P. MORGAN SECURITIES LLC - USD/MXN FORWARD	-0.02%	1
369	USG5P112	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	-0.02%	-430
370	TYG5P107.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	-0.02%	-1,062
371	n/a	Citibank, National Association - USD/EUR FORWARD	-0.03%	1
372	FVG5P105.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	-0.03%	-1,468
373	n/a	MORGAN STANLEY & CO. LLC - USD/CAD FORWARD	-0.03%	1
374	TYG5P109.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 10 YEAR U.S. TREASURY NOTE	-0.04%	-335
375	n/a	BNP PARIBAS SECURITIES CORP. - USD/NOK FORWARD	-0.04%	1
376	n/a	GOLDMAN SACHS & CO. LLC - USD/BRL FORWARD	-0.04%	1
377	FVG5P106.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	-0.04%	-1,007
378	n/a	Citibank, National Association - USD/INR FORWARD	-0.04%	1
379	n/a	BNP PARIBAS SECURITIES CORP. - CHF/USD FORWARD	-0.04%	1
380	ADH5	CHICAGO MERCANTILE EXCHANGE INC. - AUDUSD CRNCY	-0.04%	221
381	n/a	GOLDMAN SACHS & CO. LLC - USD/NOK FORWARD	-0.05%	1
382	USH5P111	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - U.S. TREASURY BOND	-0.06%	-736
383	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS MXN	-0.07%	1
384	n/a	Bank of America, National Association - EUR/USD FORWARD	-0.07%	1
385	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS MXN	-0.09%	1
386	n/a	BNP PARIBAS SECURITIES CORP. - CAD/USD FORWARD	-0.09%	1
387	n/a	Citibank, National Association - CAD/USD FORWARD	-0.11%	1
388	n/a	J.P. MORGAN SECURITIES LLC - EUR/USD FORWARD	-0.13%	1
389	n/a	Bank of America, National Association - USD/GBP FORWARD	-0.14%	1
390	SFRZ5	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	-0.16%	7,650
391	n/a	J.P. MORGAN SECURITIES LLC - AUD/USD FORWARD	-0.16%	1
392	n/a	GOLDMAN SACHS & CO. LLC - CHF/USD FORWARD	-0.20%	1
393	G H5	ICE FUTURES EUROPE - LONG GILT	-0.20%	698
394	n/a	J.P. MORGAN SECURITIES LLC - JPY/USD FORWARD	-0.28%	1
395	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS USD	-0.33%	1
396	FVH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S TREASURY NOTE	-0.43%	5,815
397	n/a	INTERCONTINENTAL EXCHANGE, INC. - CDS CDX.NA.HY.43.V1	-0.48%	1
398	n/a	GOLDMAN SACHS & CO. LLC - BRL/USD FORWARD	-0.50%	1
399	G2SF 2 1.14	Government National Mortgage A - Ginnie Mae	-0.87%	-11,800,000
400	USH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US LONG BOND(CBT)	-0.99%	3,339
401	FNCL 2 1.14	Fannie Mae or Freddie Mac	-1.01%	-14,000,000
402	FNCL 3 1.12	Fannie Mae or Freddie Mac	-1.50%	-19,000,000
403	n/a	CITIBANK, NATIONAL ASSOCIATION - IRS BRL	-1.58%	1

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	306.66%
Not Classified	0.91%
Other	-21.73%
Cash	-185.83%

Country Breakdown

Sector	% Weight
Other	79.28%
United States	13.62%
Mexico	2.69%
China	1.58%
Indonesia	1.16%
XA	1.05%
Russian Federation	0.50%
XS	0.07%
Hong Kong	0.05%