LWARX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	T 0.625 07.31.26	US TREASURY N/B - United States Treasury Note/Bond	4.16%	12,150,000
2	n/a	CANADIAN IMP BK COMM NY - CANADIAN IMPERIAL BANK OF COMMERCE/NEW YORK NY	2.21%	6,100,000
3	T 4.125 10.31.29	US TREASURY N/B - United States Treasury Note/Bond	2.18%	6,090,000
4	T 4.125 10.31.26	US TREASURY N/B - United States Treasury Note/Bond	1.93%	5,340,000
5	n/a	BNP Paribas New York Branch	1.84%	5,100,000
6	BAC V1.319 06.19.26 MTN	Bank of America Corp	1.54%	4,310,000
7	n/a	CREDIT AGRICOLE CIB N YCD	1.49%	4,100,000
8	MS V2.188 04.28.26	Morgan Stanley	1.38%	3,850,000
9	JPM V2.083 04.22.26	JPMorgan Chase & Co	1.34%	3,730,000
10	WACXX	Legg Mason Partners Inst Trust - Western Asset Premier Institutional Government Reserves Fund	1.28%	3,536,363
11	WFC V2.188 04.30.26	WELLS FARGO & COMPANY - Wells Fargo & Co	1.16%	3,220,000
12	EPD 3.7 02.15.26	Enterprise Products Operating LLC	1.03%	2,860,000
13	DVN 5.85 12.15.25	DEVON ENERGY CORPORATION - Devon Energy Corp	0.91%	2,500,000
14	GNR 2022-H08 FA	Government National Mortgage Association	0.85%	2,354,201
15	WBD 3.638 03.15.25	Warnermedia Holdings Inc	0.77%	2,120,000
16	VZ 4.125 03.16.27	Verizon Communications Inc	0.74%	2,070,000
17	T 4 07.31.29	US TREASURY N/B - United States Treasury Note/Bond	0.74%	2,070,000
18	C V3.106 04.08.26	Citigroup Inc	0.74%	2,040,000
19	PSTAT 2024-1A A1	Palmer Square Loan Funding Ltd - Palmer Square Loan Funding 2024-1 Ltd	0.73%	2,020,000
20	FANG 3.25 12.01.26	Diamondback Energy Inc	0.72%	2,040,000
21	C 4.4 06.10.25	Citigroup Inc	0.72%	1,990,000
22	RTX 5.75 11.08.26	RTX Corp	0.71%	1,920,000
23	SMB 2023-B A1B	SMB Private Education Loan Trust 2023-B	0.69%	1,865,348
24	n/a	Fannie Mae Pool	0.69%	1,930,175
25	SWEDA 3.356 04.04.25 144A	Swedbank AB	0.68%	1,880,000
26	UNH 4.7 04.15.29	UnitedHealth Group Inc	0.67%	1,860,000
27	RY 4.875 01.19.27 GMTN	Royal Bank of Canada	0.67%	1,840,000
28	DGX 4.6 12.15.27	Quest Diagnostics Inc	0.65%	1,810,000
29	n/a	Government National Mortgage Association	0.65%	1,802,656
30	GM 2.75 06.20.25	GENERAL MOTORS FINL CO - General Motors Financial Co Inc	0.62%	1,740,000
31	LVS 2.9 06.25.25	Las Vegas Sands Corp	0.62%	1,730,000
32	DANBNK V6.259 09.22.26 144A	Danske Bank A/S	0.61%	1,660,000
33	CVS 4.3 03.25.28	CVS Health Corp	0.60%	1,700,000
34	TMUS 2.25 02.15.26	T-Mobile USA Inc	0.59%	1,690,000
35	n/a	FANNIE MAE - Federal National Mortgage Association	0.59%	1,640,000
36	SANTAN 2.746 05.28.25	Banco Santander SA	0.57%	1,600,000
37	BANK 2023-BNK45 A5	BANK 2023-BNK45	0.57%	1,590,000
38	VZ 4.78 02.15.35 144A	Verizon Communications Inc	0.55%	1,587,000
39	BANK 2022-BNK39 XA	BANK 2022-BNK39	0.54%	60,398,506
40	EIX 5.65 10.01.28	SOUTHERN CAL EDISON - Southern California Edison Co	0.53%	1,440,000
41	VZMT 2023-2 A	Verizon Master Trust	0.53%	1,470,000
42	NAVSL 2016-6A A3	Navient Student Loan Trust 2016-6	0.53%	1,432,873
43	VERD 2024-1A A2	Verdant Receivables LLC - Verdant Receivables 2024-1 LLC	0.52%	1,430,000
44	SREIT 2021-MFP2 A	SREIT Trust 2021-MFP2	0.52%	1,450,000
45	GNR 2021-H03 FA	Government National Mortgage Association	0.49%	1,384,057
46	AXIS 2024-1A B	AXIS Equipment Finance Receiva - Amur Equipment Finance Receivables XIII LLC	0.49%	1,350,000
47	WES 3.1 02.01.25	Western Midstream Operating LP	0.48%	1,340,000
48	TESLA 2023-B B	Tesla Auto Lease Trust 2023-B	0.48%	1,310,000
49	BDS 2021-FL10 D	BDS Ltd - BDS 2021-FL10 Ltd	0.48%	1,320,000
50	CLR 2.268 11.15.26 144A	Continental Resources Inc/OK	0.48%	1,390,000
51	TEVA 3.15 10.01.26	TEVA PHARMACEUTICALS NE - Teva Pharmaceutical Finance Netherlands III BV	0.48%	1,370,000
52	CRVNA 2021-P4 A4	Carvana Auto Receivables Trust 2021-P4	0.48%	1,360,000
53	NSLT 2021-A A2	Nelnet Student Loan Trust 2021-A	0.47%	1,310,000
54	SO 5.004 02.23.27	Georgia Power Co	0.47%	1,290,000
55	C 4.838 08.06.29	Citibank NA	0.47%	1,300,000
56	PM 4.75 02.12.27	PHILIP MORRIS INTL INC - Philip Morris International Inc	0.46%	1,270,000
57	EQT 3.125 05.15.26 144A	EQT Corp	0.46%	1,300,000
58	CEDF 2016-5A AFRR	Cedar Funding Ltd - Cedar Funding V CLO Ltd	0.44%	1,247,819
59	CNP 5.2 10.01.28	CENTERPOINT ENER HOUSTON - CenterPoint Energy Houston Electric LLC	0.44%	1,190,000
60	HSBC V5.597 05.17.28	HSBC Holdings PLC	0.44%	1,190,000
61	BMW 4.65 08.13.29 144A	BMW US Capital LLC	0.43%	1,220,000
62	PCG 4.95 06.08.25	PACIFIC GAS & ELECTRIC - Pacific Gas and Electric Co	0.43%	1,190,000
63	HUM 5.75 12.01.28	Humana Inc	0.41%	1,120,000
64	Q 0.6 07.23.25	Province of Quebec Canada	0.41%	1,160,000
65	KFW 0.375 07.18.25	KFW - Kreditanstalt fuer Wiederaufbau	0.41%	1,160,000
66	LOW 1.7 09.15.28	Lowe's Cos Inc	0.41%	1,260,000
67	CNH 2022-B A3	CNH Equipment Trust 2022-B	0.41%	1,128,786
68	BMARK 2021-B31 A5	BENCHMARK Mortgage Trust - Benchmark 2021-B31 Mortgage Trust	0.41%	1,320,000
69	HALST 2024-A A2A	Hyundai Auto Lease Securitization Trust 2024-A	0.40%	1,109,873
70	MBGGR 4.75 08.01.27 144A	MERCEDES-BENZ FIN NA - Mercedes-Benz Finance North America LLC	0.39%	1,090,000
71	ROSW 4.79 03.08.29 144A	Roche Holdings Inc	0.39%	1,080,000
72	PXD 1.125 01.15.26	Pioneer Natural Resources Co	0.39%	1,110,000
73	AL 1.875 08.15.26	Air Lease Corp	0.39%	1,120,000
74	BXCMM 2021-1A A	BCRED MML CLO 2021-1 LLC	0.38%	1,050,000
75	WMRK 2022-WMRK A	WMRK Commercial Mortgage Trust 2022-WMRK	0.38%	1,035,000
76	BLACK 2024-1A A1	Black Diamond CLO Ltd - Black Diamond CLO 2024-1 Ltd	0.38%	1,040,000
77	HLNLN 3.125 03.24.25	Haleon UK Capital PLC	0.38%	1,040,000
78	MO 2.35 05.06.25	Altria Group Inc	0.37%	1,040,000
79	WFC V3.908 04.25.26 MTN	WELLS FARGO & COMPANY - Wells Fargo & Co	0.37%	1,030,000
80	ABBV 4.8 03.15.27	AbbVie Inc	0.37%	1,020,000
81	CVS 3 08.15.26	CVS Health Corp	0.37%	1,040,000
82	APID XXXA A2R	Apidos CLO Ltd - Apidos CLO XXX	0.36%	1,000,000
83	FN BT9458	Fannie Mae Pool	0.36%	1,075,169
84	FNMA 0.375 08.25.25	FANNIE MAE - Federal National Mortgage Association	0.36%	1,010,000
85	BX 2021-ARIA G	BX Trust 2021-ARIA	0.35%	990,000
86	GLM 2019-4A ARR	Goldentree Loan Management US Clo 4 Ltd	0.35%	958,158
87	F 3.375 11.13.25	Ford Motor Credit Co LLC	0.35%	970,000
88	FN FS2947	Fannie Mae Pool	0.35%	1,005,693
89	CTRA 3.9 05.15.27	Coterra Energy Inc	0.34%	960,000
90	AESOP 2021-1A C	Avis Budget Rental Car Funding AESOP LLC	0.34%	980,000
91	ORCL 4.5 05.06.28	Oracle Corp	0.34%	940,000
92	OCTR 2022-12A A1R	Ocean Trails CLO XII Ltd	0.33%	920,000
93	GEHC 5.65 11.15.27	GE HEALTHCARE TECH INC - GE HealthCare Technologies Inc	0.33%	900,000
94	RABOBK V1.339 06.24.26 144A	Cooperatieve Rabobank UA	0.33%	930,000
95	SCRT 2019-1 M	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2019-1	0.33%	947,855
96	SCRT 2020-2 M	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2020-2	0.33%	950,000
97	BNS 5.4 06.04.27 GMTN	Bank of Nova Scotia/The	0.32%	870,000
98	UNH 3.7 05.15.27	UnitedHealth Group Inc	0.32%	900,000
99	TD 5.523 07.17.28 MTN	Toronto-Dominion Bank/The	0.31%	850,000
100	CSCHLD 6.5 02.01.29 144A	CSC Holdings LLC	0.31%	1,000,000
101	EFMT 2022-1 A1	Ellington Financial Mortgage Trust 2022-1	0.30%	973,726
102	VOYA 2018-3A A1R2	Voya CLO Ltd - Voya CLO 2018-3 Ltd	0.30%	835,175
103	n/a	Morgan Stanley Capital I Trust - MSC Trust 2021-ILP	0.30%	827,264
104	INTC 3.75 08.05.27	Intel Corp	0.30%	850,000
105	SREIT 2021-PALM A	SREIT Trust 2021-PALM	0.30%	825,000
106	LVS 5.9 06.01.27	Las Vegas Sands Corp	0.30%	810,000
107	ORCL 4.2 09.27.29 *	Oracle Corp	0.30%	850,000
108	LLY 4.5 02.09.29	Eli Lilly & Co	0.30%	820,000
109	CAH 4.7 11.15.26	Cardinal Health Inc	0.29%	810,000
110	AIMCO 2021-14A B	AIMCO CLO 14 LTD	0.29%	800,000
111	ASIA 1.5 01.20.27 GMTN	Asian Development Bank	0.28%	830,000
112	OBX 2022-NQM1 A1	Onslow Bay Financial LLC - OBX 2022-NQM1 Trust	0.28%	884,928
113	n/a	TRP LLC - TRP 2021 LLC	0.28%	831,325
114	MMC 4.55 11.08.27	Marsh & McLennan Cos Inc	0.28%	770,000
115	AVGO 4.15 02.15.28	Broadcom Inc	0.28%	780,000
116	KZTGKZ 4.375 09.26.27 144A	QazaqGaz NC JSC	0.28%	800,000
117	GS V4.482 08.23.28	Goldman Sachs Group Inc/The	0.28%	770,000
118	CPGX 6.055 08.15.26 144A	COLUMBIA PIPELINE HOLDCO - Columbia Pipelines Holding Co LLC	0.28%	750,000
119	MS V4.21 04.20.28	Morgan Stanley	0.27%	770,000
120	BANK 2017-BNK9 ASB	BANK 2017-BNK9	0.27%	771,625
121	IR 5.4 08.14.28	Ingersoll Rand Inc	0.27%	740,000
122	OXY 5 08.01.27	Occidental Petroleum Corp	0.27%	750,000
123	CMPCCI 4.375 04.04.27 144A	Inversiones CMPC SA	0.27%	760,000
124	VMED L 01.31.28 2	Virgin Media Bristol LLC	0.27%	750,000
125	PLNIJ 5.45 05.21.28 144A	Perusahaan Perseroan Persero PT Perusahaan Listrik Negara	0.27%	742,000
126	JPMRR 2009-10 7A2	JP Morgan ReRemic - JP Morgan Resecuritization Trust Series 2009-10	0.27%	1,652,221
127	TFLAT 2016-1A AR3	TCI-Flatiron CLO Ltd - TCI-Flatiron CLO 2016-1 Ltd	0.27%	732,514
128	NAVSL 2022-BA A	Navient Student Loan Trust - Navient Private Education Refi Loan Trust 2022-B	0.26%	760,086
129	GNR 2012-H21 FA	Government National Mortgage Association	0.26%	728,031
130	BK V3.992 06.13.28 MTN	BANK OF NY MELLON CORP - Bank of New York Mellon Corp/The	0.26%	730,000
131	OXY 3.2 08.15.26	Occidental Petroleum Corp	0.26%	730,000
132	MCK 4.25 09.15.29	McKesson Corp	0.25%	720,000
133	TPMT 2019-4 B1B	Towd Point Mortgage Trust 2019-4	0.25%	910,000
134	BNP V5.125 01.13.29 144A	BNP Paribas SA	0.25%	700,000
135	UPBD L 02.17.28 2	UPBOUND GROUP INC	0.25%	691,336
136	n/a	BX Trust - BX Commercial Mortgage Trust 2021-XL2	0.25%	693,000
137	GSTNE 2021-FL3 A	Greystone Commercial Real Esta - Greystone CRE Notes 2021-FL3 Ltd	0.24%	675,938
138	FE 4.55 01.15.30 144A	FirstEnergy Transmission LLC	0.24%	690,000
139	FR ZA2379	Freddie Mac Pool	0.24%	721,474
140	ISRAEL 5.375 03.12.29 5Y	STATE OF ISRAEL - Israel Government International Bond	0.24%	670,000
141	CPGX 6.042 08.15.28 144A	COLUMBIA PIPELINE HOLDCO - Columbia Pipelines Holding Co LLC	0.24%	650,000
142	XOM 3.294 03.19.27	EXXON MOBIL CORPORATION - Exxon Mobil Corp	0.24%	670,000
143	n/a	Fannie Mae Pool	0.24%	706,539
144	ENT 2023-1A A4	Ent Auto Receivables Trust 2023-1	0.24%	640,000
145	KVUE 5.35 03.22.26	Kenvue Inc	0.23%	640,000
146	F 4.95 05.28.27	Ford Motor Credit Co LLC	0.23%	650,000
147	SALTT 2021-1A A	Stonepeak 2021-1 ABS	0.23%	671,747
148	VST 5.05 12.30.26 144A	Vistra Operations Co LLC	0.23%	640,000
149	PRXNA 3.257 01.19.27 144A	Prosus NV	0.23%	670,000
150	BNP 3.375 01.09.25 144A	BNP Paribas SA	0.23%	640,000
151	FMCN 9.375 03.01.29 144A	First Quantum Minerals Ltd	0.23%	590,000
152	SLMA 2005-A A4	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2005-A	0.23%	636,351
153	CAH 5.125 02.15.29	Cardinal Health Inc	0.23%	620,000
154	BATSLN 3.557 08.15.27	BAT Capital Corp	0.22%	640,000
155	FR ZA2396	Freddie Mac Pool	0.22%	666,538
156	EQPTRC 4.25 11.03.26 144A	MEGlobal BV	0.22%	630,000
157	ENGIFP 5.25 04.10.29 144A	Engie SA	0.22%	610,000
158	PARLI 2020-1A AR	Parliament Funding II ltd	0.22%	608,518
159	SRFC 2020-2A A	Sierra Receivables Funding Co - Sierra Timeshare 2020-2 Receivables Funding LLC	0.22%	616,865
160	TAISEM 1.75 10.25.26	TSMC Arizona Corp	0.22%	630,000
161	VOYA 2016-3A A1R2	Voya CLO Ltd - Voya CLO 2016-3 Ltd	0.22%	594,500
162	TRGP 6.5 07.15.27	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.22%	590,000
163	NEE 5.15 06.15.29	Florida Power & Light Co	0.21%	580,000
164	MSC 2018-H4 XA	Morgan Stanley Capital I Trust 2018-H4	0.21%	22,107,599
165	AXP V5.645 04.23.27	American Express Co	0.21%	580,000
166	FR SD3637	Freddie Mac Pool	0.21%	580,773
167	AON 5.15 03.01.29	Aon North America Inc	0.21%	580,000
168	ES 4.65 01.01.29	CONNECTICUT LIGHT & PWR - Connecticut Light and Power Co/The	0.21%	580,000
169	AOMT 2024-10 A1	Angel Oak Mortgage Trust 2024-10	0.21%	577,592
170	CAS 2022-R04 1M2	Fannie Mae - CAS - Connecticut Avenue Securities Trust 2022-R04	0.20%	540,000
171	FN FS5955	Fannie Mae Pool	0.20%	542,534
172	WMB 7.85 02.01.26	TRANSCONT GAS PIPE LINE - Transcontinental Gas Pipe Line Co LLC	0.20%	530,000
173	IMSA 2006-3 A7	Impac Secured Assets Corp. - Impac Secured Assets Trust 2006-3	0.20%	642,571
174	INTNED V4.017 03.28.28	ING Groep NV	0.20%	550,000
175	PETRPE 4.75 06.19.32 144A	Petroleos del Peru SA	0.19%	710,000
176	FN CB4421	Fannie Mae Pool	0.19%	541,300
177	OCTR 2020-10A AR2	Ocean Trails Clo X	0.19%	520,000
178	SOLV 5.45 02.25.27 144A	Solventum Corp	0.19%	510,000
179	SLMA 2006-A A5	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-A	0.18%	528,193
180	BMY 4.9 02.22.27	Bristol-Myers Squibb Co	0.18%	500,000
181	OCTR 2020-9A CR	Ocean Trails CLO IX	0.18%	500,000
182	ACAFP V1.247 01.26.27 144A	Credit Agricole SA	0.18%	520,000
183	HERTZ 2021-2A A	Hertz Vehicle Financing LLC - Hertz Vehicle Financing III LP	0.18%	530,000
184	SLMA 2003-10A A4	SLM Student Loan Trust 2003-10	0.18%	496,593
185	BA 2.196 02.04.26	Boeing Co/The	0.18%	510,000
186	TAOT 2021-B A4	Toyota Auto Receivables Owner - Toyota Auto Receivables 2021-B Owner Trust	0.18%	495,969
187	n/a	MERCEDES-BENZ FIN NA - Mercedes-Benz Finance North America LLC	0.18%	490,000
188	SMB 2021-A C	SMB Private Education Loan Trust 2021-A	0.18%	567,831
189	OKE 5.55 11.01.26	ONEOK Inc	0.18%	480,000
190	GS V3.691 06.05.28	Goldman Sachs Group Inc/The	0.18%	500,000
191	ASUCOR L 07.30.27 21	Asurion LLC	0.18%	484,887
192	HWM 3 01.15.29	Howmet Aerospace Inc	0.18%	520,000
193	NAVSL 2021-1A A1B	Navient Student Loan Trust 2021-1	0.17%	483,820
194	MS V5.656 04.18.30	Morgan Stanley	0.17%	470,000
195	GS V4.387 06.15.27	Goldman Sachs Group Inc/The	0.17%	480,000
196	VALET 2023-2 A2A	Volkswagen Auto Loan Enhanced Trust 2023-2	0.17%	473,834
197	NSCCLF 0.75 12.07.25 144A	NATIONAL SECS CLEARING - National Securities Clearing Corp	0.17%	490,000
198	GS V5.727 04.25.30	Goldman Sachs Group Inc/The	0.17%	460,000
199	SCRT 2018-1 M	Freddie Mac - SCRT - Freddie Mac Seasoned Credit Risk Transfer Trust Series 2018-1	0.17%	485,047
200	KVUE 5.05 03.22.28	Kenvue Inc	0.17%	460,000
201	HYNMTR 5.275 06.24.27 144A	Hyundai Capital America	0.17%	460,000
202	HYNMTR 5.95 09.21.26 144A	Hyundai Capital America	0.17%	450,000
203	CVX 1.995 05.11.27	Chevron Corp	0.16%	480,000
204	MPLX 4.125 03.01.27	MPLX LP	0.16%	460,000
205	ABFC 2003-OPT1 A3	Asset Backed Funding Certifica - ABFC 2003-OPT1 Trust	0.16%	451,929
206	ALLYA 2022-3 A3	Ally Auto Receivables Trust 2022-3	0.16%	444,113
207	SDART 2023-5 A2	Santander Drive Auto Receivables Trust 2023-5	0.16%	442,511
208	EFF 2022-3 A2	Enterprise Fleet Financing LLC - Enterprise Fleet Financing 2022-3 LLC	0.16%	439,616
209	PCG 5.55 05.15.29	PACIFIC GAS & ELECTRIC - Pacific Gas and Electric Co	0.16%	430,000
210	OKE 5.65 11.01.28	ONEOK Inc	0.16%	420,000
211	GLENLN 3.875 10.27.27 144A	Glencore Funding LLC	0.15%	440,000
212	SAVE 8 09.20.25 144A	SPIRIT LOYALTY KY LTD/IP - Spirit Loyalty Cayman Ltd / Spirit IP Cayman Ltd	0.15%	538,000
213	BANK 2022-BNK40 A4	BANK 2022-BNK40	0.15%	470,000
214	SUZANO 5.5 01.17.27	SUZANO INTL FINANCE BV - Suzano International Finance BV	0.15%	410,000
215	UBS V2.193 06.05.26 144A	UBS Group AG	0.15%	410,000
216	COR 4.625 12.15.27	Cencora Inc	0.14%	400,000
217	WM 4.5 03.15.28	Waste Management Inc	0.14%	400,000
218	n/a	Verdelite Static CLO Ltd - Verdelite Static CLO 2024-1 Ltd	0.14%	390,000
219	SANLTD 2.3 03.08.27	Sands China Ltd	0.14%	420,000
220	DG 4.625 11.01.27	Dollar General Corp	0.14%	390,000
221	WBD 3.755 03.15.27	Warnermedia Holdings Inc	0.14%	400,000
222	BNS 2.951 03.11.27	Bank of Nova Scotia/The	0.14%	400,000
223	AAL 8.5 05.15.29 144A	American Airlines Inc	0.14%	360,000
224	SEAILE L 11.06.28 2	SETANTA AIRCRAFT LEASING	0.14%	375,000
225	VENLNG 9.5 02.01.29 144A	Venture Global LNG Inc	0.14%	340,000
226	URI 3.875 02.15.31	United Rentals North America Inc	0.14%	420,000
227	JPMAC 2007-CH2 MV2	JP Morgan Mortgage Acquisition Trust 2007-CH2	0.14%	383,850
228	PETBRA 5.75 02.01.29	Petrobras Global Finance BV	0.13%	370,000
229	NSLT 2021-A APT1	Nelnet Student Loan Trust 2021-A	0.13%	391,517
230	HEAT 2005-6 M5	Home Equity Asset Trust 2005-6	0.13%	380,000
231	GFLCN 6.75 01.15.31 144A	GFL Environmental Inc	0.13%	350,000
232	APG L 01.03.29 8	API GROUP DE INC	0.13%	348,863
233	COPAR 2022-2 A3	Capital One Prime Auto Receivables Trust 2022-2	0.13%	347,545
234	G2 787236	Government National Mortgage A - Ginnie Mae II Pool	0.12%	334,630
235	TEVA 4.75 05.09.27	TEVA PHARMACEUTICAL INDU - Teva Pharmaceutical Finance Netherlands III BV	0.12%	350,000
236	TMUS 4.75 02.01.28	T-Mobile USA Inc	0.12%	340,000
237	n/a	Fannie Mae Pool	0.12%	359,091
238	WBOX 2021-3A A1R	Whitebox CLO III Ltd	0.12%	330,000
239	CHTR L 12.09.30 32	CHARTER COMMUNICATIONS OPER	0.12%	327,180
240	MU 4.185 02.15.27	Micron Technology Inc	0.12%	330,000
241	GD 3.5 04.01.27	General Dynamics Corp	0.12%	330,000
242	GMALT 2023-1 A3	GM Financial Automobile Leasing Trust 2023-1	0.12%	321,935
243	SMB 2021-A A2A1	SMB Private Education Loan Trust 2021-A	0.12%	322,054
244	CP 1.75 12.02.26	Canadian Pacific Railway Co	0.11%	330,000
245	SMB 2021-A A2B	SMB Private Education Loan Trust 2021-A	0.11%	344,654
246	RALI 2007-QS7 1A7	Residential Accredit Loans, In - RALI Series 2007-QS7 Trust	0.11%	410,101
247	BAC V5.933 09.15.27	Bank of America Corp	0.11%	300,000
248	GNR 2013-H02 FD	Government National Mortgage Association	0.11%	305,315
249	ET 5.5 06.01.27 *	Energy Transfer LP	0.11%	300,000
250	ORBIA 1.875 05.11.26 144A	Orbia Advance Corp SAB de CV	0.11%	320,000
251	CCL 10.375 05.01.28 144A	CARNIVAL HLDGS BM LTD - Carnival Holdings Bermuda Ltd	0.11%	280,000
252	UAL 4.625 04.15.29 144A	United Airlines Inc	0.11%	310,000
253	SASC 2002-3 B2	Structured Asset Securities Co - Structured Asset Sec Corp Mort Pass Thr Cert Ser 2002-3	0.10%	263,166
254	BAC V3.419 12.20.28	Bank of America Corp	0.10%	300,000
255	NCLH 8.125 01.15.29 144A	NCL CORPORATION LTD - NCL Corp Ltd	0.10%	270,000
256	SLMA 2006-B A5	SLM Student Loan Trust - SLM Private Credit Student Loan Trust 2006-B	0.10%	291,801
257	WAMU 2006-AR13 2A	WaMu Mortgage Pass-Through Certificates Series 2006-AR13 Trust	0.10%	309,332
258	FN AL3421	Fannie Mae Pool	0.10%	278,848
259	TMUS 3.5 04.15.25	T-Mobile USA Inc	0.10%	280,000
260	SASC 2005-SC1 1A2	Structured Asset Securities Corp Trust 2005-SC1	0.10%	365,888
261	GWOCN 0.904 08.12.25 144A	Great-West Lifeco US Finance 2020 LP	0.10%	280,000
262	BNP V2.219 06.09.26 144A	BNP Paribas SA	0.09%	260,000
263	FANG 5.2 04.18.27	Diamondback Energy Inc	0.09%	250,000
264	MYERS 2018-1A B1	Myers Park CLO Ltd	0.09%	250,000
265	MHC 2021-MHC A	MHC Commercial Mortgage Trust 2021-MHC	0.09%	246,815
266	ACAR 2024-1 A	American Credit Acceptance Receivables Trust 2024-1	0.09%	245,966
267	NRZT 2017-2A B2	New Residential Mortgage Loan Trust 2017-2	0.09%	243,695
268	RCL 5.375 07.15.27 144A	Royal Caribbean Cruises Ltd	0.09%	240,000
269	TYH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US 10YR NOTE (CBT)	0.08%	-170
270	NCLH 8.375 02.01.28 144A	NCL CORPORATION LTD - NCL Corp Ltd	0.08%	210,000
271	STACR 2022-DNA3 M1A	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2022-DNA3	0.08%	215,050
272	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS USD	0.08%	1
273	STWD 2022-FL3 A	Starwood Commercial Mortgage T - STWD 2022-FL3 Ltd	0.08%	213,620
274	n/a	SPIRIT AIRLINES INC	0.08%	208,136
275	FFIN 2021-1A A	Foundation Finance Trust 2021-1	0.07%	219,068
276	UAL 6.5 06.20.27 144A	MILEAGE PLUS HLDINGS LLC - Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd	0.07%	200,000
277	GS V5.283 03.18.27 BKNT	Goldman Sachs Bank USA/New York NY	0.07%	200,000
278	SANTAN V4.175 03.24.28	Banco Santander SA	0.07%	200,000
279	GNR 2010-H20 AF	Government National Mortgage Association	0.07%	189,584
280	n/a	INTERCONTINENTAL EXCHANGE, INC. - CDS CDX.NA.IG.43.V1	0.07%	1
281	RDSALN 2.875 05.10.26	Shell International Finance BV	0.06%	180,000
282	MEDIND 6.25 04.01.29 144A	MEDLINE BORROWER/MEDL CO - Medline Borrower LP/Medline Co-Issuer Inc	0.06%	170,000
283	NSLT 2014-6A A	Nelnet Student Loan Trust 2014-6	0.06%	172,597
284	n/a	Government National Mortgage Association	0.06%	172,091
285	JANEST 7.125 04.30.31 144A	JANE STREET GRP/JSG FIN - Jane Street Group / JSG Finance Inc	0.06%	165,000
286	CGMS 2014-3RA A1A	Carlyle Global Market Strategies CLO 2014-3-R Ltd	0.06%	160,135
287	EQT 5 01.15.29	EQT Corp	0.06%	160,000
288	GNR 2010-H10 FB	Government National Mortgage Association	0.05%	149,085
289	T 1.7 03.25.26	AT&T Inc	0.05%	150,000
290	WBD 6.412 03.15.26	Warnermedia Holdings Inc	0.05%	140,000
291	RCL 5.625 09.30.31 144A	Royal Caribbean Cruises Ltd	0.05%	140,000
292	n/a	Fannie Mae REMICS	0.05%	150,293
293	GNR 2013-H08 BF	Government National Mortgage Association	0.05%	128,369
294	n/a	INTERCONTINENTAL EXCHANGE, INC. - CDS CDX.NA.HY.43.V1	0.04%	1
295	YRICN 4.625 12.15.27	Yamana Gold Inc	0.04%	120,000
296	KMI 4.3 03.01.28	Kinder Morgan Inc	0.04%	120,000
297	STACR 2021-DNA1 M2	Freddie Mac - STACR - Freddie Mac STACR REMIC Trust 2021-DNA1	0.04%	116,571
298	CCG 2021-2 A2	CCG Receivables Trust 2021-2	0.04%	117,717
299	n/a	Government National Mortgage A - Ginnie Mae II Pool	0.04%	113,675
300	HD 2.875 04.15.27	Home Depot Inc/The	0.04%	120,000
301	FN BF0104	Fannie Mae Pool	0.04%	124,165
302	AREIT 2021-CRE5 A	AREIT CRE Trust - AREIT 2021-CRE5 Trust	0.04%	113,051
303	MSBAM 2016-C32 ASB	Morgan Stanley BAML Trust - Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32	0.04%	114,017
304	USB V5.775 06.12.29	US Bancorp	0.04%	110,000
305	FN BF0191	Fannie Mae Pool	0.04%	118,691
306	C V3.887 01.10.28	Citigroup Inc	0.04%	110,000
307	n/a	Government National Mortgage Association	0.04%	112,855
308	n/a	Government National Mortgage Association	0.04%	101,113
309	AVOL 4.25 04.15.26 144A	AVOLON HOLDINGS FNDG LTD - Avolon Holdings Funding Ltd	0.04%	100,000
310	NRZT 2017-4A A1	New Residential Mortgage Loan Trust 2017-4	0.03%	99,614
311	DISH 5.25 12.01.26 144A	DISH DBS Corp	0.03%	100,000
312	n/a	Government National Mortgage A - Ginnie Mae I Pool	0.03%	88,783
313	GNR 2011-H19 FA	Government National Mortgage Association	0.03%	80,996
314	n/a	Government National Mortgage Association	0.03%	84,205
315	n/a	Fannie Mae REMICS	0.03%	76,755
316	FCX 4.125 03.01.28	Freeport-McMoRan Inc	0.02%	70,000
317	n/a	Government National Mortgage Association	0.02%	68,110
318	n/a	Government National Mortgage Association	0.02%	67,941
319	USH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US LONG BOND(CBT)	0.02%	-25
320	SASC 2005-RF3 2A	Structured Asset Securities Corp	0.02%	72,063
321	n/a	Freddie Mac REMICS	0.02%	70,320
322	n/a	Fannie Mae Pool	0.02%	68,578
323	FH 2B1386	Freddie Mac Non Gold Pool	0.02%	60,174
324	TFC V6.047 06.08.27 MTN	Truist Financial Corp	0.02%	60,000
325	GNR 2010-H03 FA	Government National Mortgage Association	0.02%	56,859
326	n/a	Countrywide Home Loans - Reperforming Loan REMIC Trust 2006-R2	0.02%	58,083
327	BALTA 2007-1 1A1	Bear Stearns ALT-A Trust 2007-1	0.02%	66,298
328	SARM 2005-4 1A1	Structured Adjustable Rate Mortgage Loan Trust Series 2005-4	0.02%	64,719
329	SFRZ5	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	0.02%	201
330	CWALT 2005-56 4A1	Countrywide Alternative Loan T - Alternative Loan Trust 2005-56	0.02%	55,592
331	GNR 2011-H06 FA	Government National Mortgage Association	0.02%	48,769
332	NXPI 2.7 05.01.25	NXP BV/NXP FDG/NXP USA - NXP BV / NXP Funding LLC / NXP USA Inc	0.02%	46,000
333	FR ZT1970	Freddie Mac Pool	0.02%	46,933
334	GN BS8439	Government National Mortgage A - Ginnie Mae I Pool	0.02%	50,851
335	GNR 2011-H05 FB	Government National Mortgage Association	0.02%	44,201
336	SEMT 2003-2 A2	Sequoia Mortgage Trust 2003-2	0.02%	44,475
337	GN AB9109	Government National Mortgage A - Ginnie Mae I Pool	0.02%	47,940
338	FHR 2525 AM	Freddie Mac REMICS	0.01%	39,720
339	NYLIFE 0.95 06.24.25 144A	NEW YORK LIFE GLOBAL FDG - New York Life Global Funding	0.01%	40,000
340	n/a	FHLMC Structured Pass Through - Freddie Mac Structured Pass-Through Certificates	0.01%	37,886
341	GN AB9207	Government National Mortgage A - Ginnie Mae I Pool	0.01%	40,929
342	COMM 4.75 09.01.29 144A	CommScope LLC	0.01%	40,000
343	GNR 2012-H23 SA	Government National Mortgage Association	0.01%	35,338
344	GN AB2892	Government National Mortgage A - Ginnie Mae I Pool	0.01%	39,095
345	SARM 2004-2 4A1	Structured Adjustable Rate Mortgage Loan Trust	0.01%	35,370
346	n/a	Government National Mortgage A - Ginnie Mae I Pool	0.01%	31,256
347	WNH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US ULTRA BOND CBT	0.01%	-6
348	n/a	IndyMac INDX Mortgage Loan Trust 2004-AR14	0.01%	42,052
349	G2 892399	Government National Mortgage A - Ginnie Mae II Pool	0.01%	31,296
350	OKE 5.8 11.01.30	ONEOK Inc	0.01%	30,000
351	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS USD	0.01%	1
352	IMM 2007-A A	Impac CMB Trust Series 2007-A	0.01%	32,025
353	GNR 2012-H23 WA	Government National Mortgage Association	0.01%	28,921
354	SMB 2016-C A2A	SMB Private Education Loan Trust 2016-C	0.01%	27,007
355	SFRZ5C96.375	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	0.01%	39
356	GN AB9108	Government National Mortgage A - Ginnie Mae I Pool	0.01%	28,620
357	n/a	Fannie Mae Pool	0.01%	27,531
358	GNR 2011-H07 FA	Government National Mortgage Association	0.01%	24,096
359	MASD 2006-3 A	Mastr Specialized Loan Trust	0.01%	24,859
360	n/a	Government National Mortgage Association	0.01%	23,716
361	MLMI 2003-A2 2M1	Merrill Lynch Mortgage Investors Trust MLMI Series 2003-A2	0.01%	28,618
362	WES 6.35 01.15.29	Western Midstream Operating LP	0.01%	20,000
363	LUM 2006-7 2A2	Luminent Mortgage Trust 2006-7	0.01%	15,209
364	GNR 2011-H03 FA	Government National Mortgage Association	0.01%	17,954
365	n/a	Citigroup Mortgage Loan Trust 2007-AR4	0.01%	17,279
366	G2 784985	Government National Mortgage A - Ginnie Mae II Pool	0.01%	18,988
367	SFRZ4	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	0.01%	-23
368	G2 784825	Government National Mortgage A - Ginnie Mae II Pool	0.01%	17,435
369	WAMU 2005-AR19 A1B2	WaMu Mortgage Pass-Through Certificates Series 2005-AR19 Trust	0.01%	14,975
370	GN 783113	Government National Mortgage A - Ginnie Mae I Pool	0.00%	12,429
371	SAST 2003-3 M1	Saxon Asset Securities Trust 2003-3	0.00%	11,477
372	GNR 2013-H14 FG	Government National Mortgage Association	0.00%	10,563
373	WAMU 2003-AR5 A7	WaMu Mortgage Pass-Through Certificates Series 2003-AR5 Trust	0.00%	10,548
374	MO 6.2 11.01.28	Altria Group Inc	0.00%	10,000
375	SCHW 5.875 08.24.26	Charles Schwab Corp/The	0.00%	10,000
376	ET 5.55 02.15.28	Energy Transfer LP	0.00%	10,000
377	HD 4.875 06.25.27	Home Depot Inc/The	0.00%	10,000
378	AL 5.3 02.01.28	Air Lease Corp	0.00%	10,000
379	EPD 4.6 01.11.27	Enterprise Products Operating LLC	0.00%	10,000
380	TRGP 5 01.15.28	Targa Resources Partners LP / Targa Resources Partners Finance Corp	0.00%	10,000
381	GLENLN 4 03.27.27 144A	Glencore Funding LLC	0.00%	10,000
382	LLY 4.2 08.14.29	Eli Lilly & Co	0.00%	10,000
383	MCD 3.5 03.01.27 MTN	McDonald's Corp	0.00%	10,000
384	MCD 3.5 07.01.27 MTN	McDonald's Corp	0.00%	10,000
385	AAPL 2.9 09.12.27	Apple Inc	0.00%	10,000
386	TXN 2.9 11.03.27	Texas Instruments Inc	0.00%	10,000
387	HD 2.5 04.15.27	Home Depot Inc/The	0.00%	10,000
388	TGT 1.95 01.15.27	Target Corp	0.00%	10,000
389	USB V2.215 01.27.28 mtn	US Bancorp	0.00%	10,000
390	CVS 1.3 08.21.27	CVS Health Corp	0.00%	10,000
391	n/a	Government National Mortgage Association	0.00%	8,761
392	FN 652078	Fannie Mae Pool	0.00%	8,341
393	FN 576922	Fannie Mae Pool	0.00%	7,986
394	n/a	CHEVY CHASE MORTGAGE FUNDING C - Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-4	0.00%	8,026
395	GNR 2010-H02 FA	Government National Mortgage Association	0.00%	6,999
396	WAMU 2005-AR4 A5	WaMu Mortgage Pass-Through Certificates Series 2005-AR4 Trust	0.00%	6,942
397	SFRH5	CHICAGO MERCANTILE EXCHANGE INC. - 3 MONTH SOFR	0.00%	-28
398	CHASE 2007-A1 2A3	Chase Mortgage Finance Corpora - Chase Mortgage Finance Trust Series 2007-A1	0.00%	3,959
399	n/a	Structured Adjustable Rate Mortgage Loan Trust Series 2005-12	0.00%	3,831
400	FN 545778	Fannie Mae Pool	0.00%	3,108
401	SASC 2004-SC1 A	Structured Asset Securities Corp	0.00%	3,710
402	G2 892951	Government National Mortgage A - Ginnie Mae II Pool	0.00%	3,075
403	n/a	Government National Mortgage A - Ginnie Mae I Pool	0.00%	2,791
404	FN 535723	Fannie Mae Pool	0.00%	2,570
405	G2 892950	Government National Mortgage A - Ginnie Mae II Pool	0.00%	2,588
406	FN 535347	Fannie Mae Pool	0.00%	1,971
407	CARR 2.242 02.15.25	Carrier Global Corp	0.00%	2,000
408	FN 593001	Fannie Mae Pool	0.00%	1,858
409	FN 535164	Fannie Mae Pool	0.00%	1,475
410	n/a	Fannie Mae Pool	0.00%	1,298
411	FN 487809	Fannie Mae Pool	0.00%	1,233
412	FN 535158	Fannie Mae Pool	0.00%	1,231
413	RAMP 2004-SL4 A5	Residential Asset Mortgage Pro - RAMP Series 2004-SL4 Trust	0.00%	3,397
414	FN 535880	Fannie Mae Pool	0.00%	888
415	FN 252805	Fannie Mae Pool	0.00%	864
416	CCMFC 2004-3A A2	CHEVY CHASE MORTGAGE FUNDING C - Chevy Chase Funding LLC Mortgage-Backed Certificates Series 2004-3	0.00%	873
417	FN 581806	Fannie Mae Pool	0.00%	711
418	FN 589509	Fannie Mae Pool	0.00%	417
419	FN 569971	Fannie Mae Pool	0.00%	187
420	FN 250836	Fannie Mae Pool	0.00%	174
421	FN 372480	Fannie Mae Pool	0.00%	34
422	n/a	Countrywide Asset-Backed Certificates	0.00%	37
423	FVF5C107.5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	22
424	FVF5C108.25	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	-35
425	FVF5C106.75	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S. TREASURY NOTE	0.00%	-17
426	SFRM5P95.625	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	-0.00%	-39
427	SFRZ5C96.875	CHICAGO MERCANTILE EXCHANGE INC. - THREE-MONTH SOFR	-0.01%	-39
428	TUH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 2 YEAR U.S. TREASURY NOTE	-0.01%	410
429	UXYH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - US 10YR ULTRA	-0.01%	21
430	n/a	CHICAGO MERCANTILE EXCHANGE INC. - IRS USD	-0.01%	1
431	FVH5	BOARD OF TRADE OF THE CITY OF CHICAGO, INC. - 5 YEAR U.S TREASURY NOTE	-0.04%	175

As of Dec 31, 2024

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Asset Class	% Weight
Bond	90.86%
Cash	9.14%