PCRRX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	TII 0.375 01.15.27	UNITED STATES GOVT - TSY INFL IX N/B 01/27 0.375	7.45%	266,060,408
2	TII 0.125 10.15.26	UNITED STATES GOVT - TSY INFL IX N/B 10/26 0.125	7.25%	258,237,064
3	TII 2.125 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 2.125	7.15%	247,483,375
4	TII 0.125 10.15.25	UNITED STATES GOVT - TSY INFL IX N/B 10/25 0.125	6.07%	212,899,750
5	TII 0.125 07.15.26	UNITED STATES GOVT - TSY INFL IX N/B 07/26 0.125	5.78%	204,950,703
6	TII 0.75 07.15.28	UNITED STATES GOVT - TSY INFL IX N/B 07/28 0.75	4.66%	168,107,947
7	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	4.63%	16,490,905
8	TII 0.875 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 0.875	4.28%	155,142,374
9	TII 0.625 01.15.26	UNITED STATES GOVT - TSY INFL IX N/B 01/26 0.625	4.06%	142,520,407
10	FNCL 6 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6 SINGLE FAMILY MORTGAGE	3.72%	128,300,000
11	TII 1.25 04.15.28	UNITED STATES GOVT - TSY INFL IX N/B 04/28 1.25	3.42%	121,761,523
12	TII 1.625 10.15.27	UNITED STATES GOVT - TSY INFL IX N/B 10/27 1.625	3.31%	115,405,563
13	FNCL 4 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	3.06%	115,789,000
14	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	2.93%	98,067,620
15	TII 1.875 07.15.34	UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.875	2.83%	101,303,193
16	TII 0.125 04.15.26	UNITED STATES GOVT - TSY INFL IX N/B 04/26 0.125	2.79%	98,905,564
17	FNCL 4.5 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	2.56%	94,200,000
18	TII 0.125 07.15.30	UNITED STATES GOVT - TSY INFL IX N/B 07/30 0.125	2.15%	82,673,737
19	TII 2.375 10.15.28	UNITED STATES GOVT - TSY INFL IX N/B 10/28 2.375	2.13%	72,759,654
20	n/a	JAPAN GOVT CPI LINKED BONDS 03/29 0.1	2.04%	10,692,186,750
21	TII 0.125 01.15.31	UNITED STATES GOVT - TSY INFL IX N/B 01/31 0.125	2.00%	77,971,466
22	G2SF 3.5 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS	1.99%	77,100,000
23	TII 0.125 07.15.31	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	1.86%	72,997,565
24	TII 0.375 07.15.27	UNITED STATES GOVT - TSY INFL IX N/B 07/27 0.375	1.80%	64,521,500
25	TII 1.75 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 1.75	1.72%	60,163,819
26	B 0 02.06.25	UNITED STATES GOVT - TREASURY BILL 02/25 0.00000	1.67%	58,197,000
27	n/a	RVPO BANK OF NOVA SCOTIA	1.61%	80,000,000
28	TII 2.5 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.5	1.60%	54,414,323
29	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	1.47%	52,049,520
30	TII 0.5 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.5	1.45%	52,468,520
31	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 04/25 0.00000	1.29%	283,900,000
32	TII 0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	1.27%	44,325,963
33	n/a	REPO BANK OF MONTREAL ZCP	1.20%	60,000,000
34	TII 1.625 10.15.29	UNITED STATES GOVT - TSY INFL IX N/B 10/29 1.625	1.16%	40,729,920
35	FNCL 6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.13%	38,300,000
36	TII 1.375 07.15.33	UNITED STATES GOVT - TSY INFL IX N/B 07/33 1.375	0.92%	33,883,462
37	n/a	REPO BANK AMERICA REPO	0.89%	30,900,000
38	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	0.77%	25,984,584
39	B 0 01.16.25	UNITED STATES GOVT - TREASURY BILL 01/25 0.00000	0.73%	25,334,000
40	n/a	JAPAN GOVT CPI LINKED BONDS 03/28 0.1	0.71%	3,730,732,272
41	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 07/25 0.00000	0.71%	161,600,000
42	FNCL 4.5 1.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	0.68%	25,000,000
43	FNCL 4 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	0.66%	25,000,000
44	TII 0.125 01.15.30	UNITED STATES GOVT - TSY INFL IX N/B 01/30 0.125	0.62%	23,556,672
45	FNCL 5.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	0.62%	21,700,000
46	n/a	DEUTSCHE BANK REPO REPO	0.55%	18,900,000
47	n/a	RFR USD SOFR/2.86500 02/13/24-30Y LCH	0.53%	1
48	TII 1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	0.50%	18,863,016
49	TII 3.875 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 3.875	0.48%	15,651,387
50	B 0 03.20.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.45%	15,717,000
51	TII 0.25 07.15.29	UNITED STATES GOVT - TSY INFL IX N/B 07/29 0.25	0.45%	16,680,789
52	CANRRB 4.25 12.01.26 CPI	CANADA GOVT - CANADIAN GOVERNMENT RRB BONDS 12/26 4.25	0.44%	20,633,648
53	VENTR 2019-38A A1R	VENTURE 38 CLO LTD - VENTURE CDO LTD VENTR 2019 38A A1R 144A	0.43%	14,700,000
54	ARCLO 2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.42%	14,630,334
55	n/a	INF SWAP US IT 1.79375 08/24/20-7Y LCH	0.42%	1
56	n/a	TORONTO DOMINION BANK REPO DUMMY ASSET	0.40%	20,000,000
57	n/a	TORONTO DOMINION BANK REPO DUMMY ASSET	0.40%	20,000,000
58	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	0.31%	10,872,596
59	B 0 01.30.25	UNITED STATES GOVT - TREASURY BILL 01/25 0.00000	0.30%	10,575,000
60	n/a	OCP EURO CLO 2020-4 DAC 20-4A - OCP EURO CLO OCPE 2020 4A AR 144A	0.28%	9,273,817
61	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.00000	0.28%	65,600,000
62	CMLTI 2007-SHL1 M1	CITIGROUP MTGE LOAN TR INC 2007-SHL1 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 SHL1 M1 144A	0.26%	11,000,000
63	n/a	BLUEMOUNTAIN FUJI EUR CLO III DAC 3A - BLUEMOUNTAIN FUJI EUR CLO BLUME 3A A1R 144A	0.25%	8,457,211
64	n/a	RFRF USD SOFR/2.28500 11/15/23-30Y LCH	0.25%	1
65	VENTR 2019-36A A1AR	VENTURE 36 CLO LTD - VENTURE CDO LTD VENTR 2019 36A A1AR 144A	0.25%	8,490,178
66	RASC 2006-KS7 M2	RESIDENTIAL ASSET SECURITIES 2006-KS7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 KS7 M2	0.23%	8,702,899
67	n/a	CENCORA INC 01/25 ZCP	0.22%	7,800,000
68	n/a	CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 17-3A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2017 3A A1R 144A	0.22%	7,438,606
69	n/a	IRS EUR 0.19700 11/08/22-30Y LCH	0.22%	1
70	n/a	CVC CORDATUS LOAN FUND XI DAC 21-1 - CORDATUS CLO PLC CORDA 11A AR 144A	0.22%	7,204,557
71	USH5	US LONG BOND(CBT) MAR25 XCBT 20250320	0.21%	-2,556
72	MASD 2007-1 A	MASTR SPECIALIZED LOAN TRUST 2007-1 - MASTR SPECIALIZED LOAN TRUST MASD 2007 1 A 144A	0.21%	18,202,427
73	n/a	IRS EUR 2.50000 03/19/25-10Y LCH	0.21%	1
74	CMLTI 2007-AMC3 A2B	CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2B	0.21%	8,642,433
75	CMLTI 2006-WFH3 M3	CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	0.21%	7,400,000
76	n/a	HARVEST CLO XVI DAC 16A - HARVEST CLO HARVT 16A ARR 144A	0.21%	6,880,822
77	n/a	CENCORA INC 01/25 ZCP	0.20%	7,100,000
78	n/a	RFRF USD SOFR/2.23650 11/21/23-30Y LCH	0.20%	1
79	CWL 2004-7 MV5	COUNTRYWIDE ASSET-BACKED CERT 2004-7 - COUNTRYWIDE ASSET BACKED CERTI CWL 2004 7 MV5	0.19%	7,501,961
80	LNCR 2022-CRE7 A	LOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	0.19%	6,555,647
81	TII 1.375 02.15.44	UNITED STATES GOVT - TSY INFL IX N/B 02/44 1.375	0.18%	7,693,219
82	n/a	INF SWAP US IT 1.89 08/27/20-7Y LCH	0.18%	1
83	TRTX 2022-FL5 A	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.18%	6,098,047
84	n/a	EURO-GALAXY III CLO BV 13-3A - EURO GALAXY CLO DAC EGLXY 2013 3A ARRR 144A	0.18%	5,933,262
85	SABR 2006-WM3 A3	SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3 - SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	0.17%	18,117,811
86	n/a	KEURIG DR PEPPER INC - KEURIG DR PEPPER	0.17%	5,950,000
87	TII 0.125 04.15.27	UNITED STATES GOVT - TSY INFL IX N/B 04/27 0.125	0.17%	6,037,200
88	n/a	DELL INTERNATIONAL LLC / EMC CORP - DELL INTL LLC 01/25 ZCP	0.17%	5,750,000
89	VMC 2022-FL5 A	VMC FINANCE 2022-FL5 LLC - VMC FINANCE LLC VMC 2022 FL5 A 144A	0.16%	5,542,851
90	RAMC 2007-3 AF1	RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	0.16%	13,266,043
91	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2022-1 DAC 22-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2022 1A A 144A	0.16%	5,218,271
92	n/a	BAIN CAPITAL EURO 2018-2 DAC 18-2A - BAIN CAPITAL EURO CLO BCCE 2018 2A AR 144A	0.15%	5,159,650
93	n/a	ARES EUROPEAN CLO XII BV 12A - ARES EURO CLO ARESE 12A AR 144A	0.15%	5,107,799
94	JPMAC 2006-WMC2 A4	JP MORGAN MORTGAGE ACQUISITION TRUST 2006-WMC2 2006-WMC2 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 WMC2 A4	0.15%	12,082,458
95	n/a	SOLD EUR BOUGHT USD 20250115	0.15%	1
96	n/a	TORO EUROPEAN CLO 6 DAC 6A - TORO EUROPEAN CLO TCLO 6A AR 144A	0.15%	4,888,153
97	n/a	CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	0.14%	4,693,380
98	n/a	CRH AMERICA FINANCE INC - CRH AMERICA FINANCE IN	0.14%	4,850,000
99	DEN14 2016-1A AR2	CRESTLINE DENALI CLO XIV LTD 2016-1A - CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	0.14%	4,736,046
100	n/a	MADISON PARK EURO FUNDING XIII DAC 13A - MADISON PARK EURO FUNDING CADOG 13A AR 144A	0.13%	4,475,315
101	CMLTI 2007-AMC3 A2D	CITIGROUP MORTGAGE LOAN TRUST INC 2007-AMC3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC3 A2D	0.13%	5,393,111
102	GNR 2018-H15 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	0.13%	4,530,526
103	TSYMP 2016-1A AR2	TCI-SYMPHONY CLO LTD 2016-1A - TCI SYMPHONY CLO TSYMP 2016 1A AR2 144A	0.13%	4,446,170
104	n/a	HARVEST CLO XX DAC 20A - HARVEST CLO HARVT 20A AR 144A	0.13%	4,261,904
105	n/a	MAN GLG EURO CLO V DAC 5A - MAN GLG EURO CLO GLGE 5A A1R 144A	0.12%	4,053,105
106	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	0.12%	4,084,720
107	TYH5	US 10YR NOTE (CBT)MAR25 XCBT 20250320	0.12%	-3,502
108	POPLR 2006-A M2	POPULAR ABS MTGE PASS THRU TRUST 2006-A - POPULAR ABS MORTGAGE PASS THRO POPLR 2006 A M2	0.11%	4,140,317
109	TII 0.75 02.15.42	UNITED STATES GOVT - TSY INFL IX N/B 02/42 0.75	0.11%	5,029,164
110	BAC V5.875 PERP FF	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR	0.11%	3,840,000
111	JPMAC 2007-CH5 M2	JP MORGAN MTGE ACQUIS CORP 2007-CH5 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2007 CH5 M2	0.11%	4,500,000
112	n/a	IRS EUR 0.19500 11/04/22-30Y LCH	0.11%	1
113	RXH5	EURO-BUND FUTURE MAR25 XEUR 20250306	0.11%	-1,482
114	n/a	INF SWAP US IT 2.31125 02/24/21-10Y LCH	0.11%	1
115	TII 2.125 02.15.40	UNITED STATES GOVT - TSY INFL IX N/B 02/40 2.125	0.11%	3,943,242
116	n/a	IRS EUR 0.19000 11/04/22-30Y LCH	0.11%	1
117	CITM 2007-1 1M1	CIT MTGE LOAN TRUST 2007-1 - CIT MORTGAGE LOAN TRUST CITM 2007 1 1M1 144A	0.10%	3,508,936
118	TII 1 02.15.46	UNITED STATES GOVT - TSY INFL IX N/B 02/46 1	0.10%	4,662,805
119	n/a	INF SWAP US IT 1.7975 08/25/20-7Y LCH	0.10%	1
120	ARSI 2006-M1 A1	ARGENT SECURITIES INC 2006-M1 - ARGENT SECURITIES INC. ARSI 2006 M1 A1	0.10%	3,972,405
121	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2021-1 DAC 21-1A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2021 1A A 144A	0.10%	3,346,750
122	OZLM 2019-24A A1AR	OZLM XXIV LTD 2019-24A - OZLM LTD OZLM 2019 24A A1AR 144A	0.10%	3,325,921
123	TII 2.125 02.15.41	UNITED STATES GOVT - TSY INFL IX N/B 02/41 2.125	0.09%	3,351,371
124	n/a	CRH AMERICA FINANCE INC - CRH AMERICA FINANCE IN	0.09%	3,100,000
125	n/a	CAIRN CLO X BV 18-10A - CAIRN CLO BV CRNCL 2018 10A AR 144A	0.09%	2,942,442
126	CMLTI 2007-WFH2 M3	CITIGROUP MTGE LOAN TR INC 2007-WFH2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 WFH2 M3	0.09%	3,200,000
127	HASC 2006-WMC1 A3	HSI ASSET SEC CORP TRUST 2006-WMC1 - HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3	0.09%	6,910,070
128	TPMT 2019-HY2 A1	TOWD POINT MORTGAGE TRUST 2019-HY2 - TOWD POINT MORTGAGE TRUST TPMT 2019 HY2 A1 144A	0.09%	2,910,640
129	BAMLL 2021-JACX A	BAMLL COMMERCIAL MORTGAGE SECURITIES TRUST 2021-JACX - BANC OF AMERICA MERRILL LYNCH BAMLL 2021 JACX A 144A	0.09%	3,100,000
130	PPSI 2004-WWF1 M6	PARK PLACE SECURITIES INC 2004-WWF1 - PARK PLACE SECURITIES INC PPSI 2004 WWF1 M6	0.09%	3,099,568
131	n/a	OAK HILL EUROPEAN CREDIT PARTNERS VII DAC 18-7A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2018 7A AR 144A	0.09%	2,849,590
132	ANCHC 2015-6A AR3	ANCHORAGE CAPITAL CLO LTD 2015-6A - ANCHORAGE CAPITAL CLO LTD ANCHC 2015 6A AR3 144A	0.08%	2,900,000
133	NEUB 2019-31A AR	NEUBERGER BERMAN LOAN ADVISERS CLO 31 LTD - NEUBERGER BERMAN CLO LTD NEUB 2019 31A AR 144A	0.08%	2,893,030
134	ICG 2018-2A A	ICG US CLO LTD 2018-2A - ICG US CLO LTD ICG 2018 2A A 144A	0.08%	2,837,434
135	n/a	COMM SWAP TBL/BCOMF1TC BPS	0.08%	1
136	ABFC 2006-OPT2 A2	ASSET BACKED FUNDING CERT 2006-OPT2 - ASSET BACKED FUNDING CERTIFICA ABFC 2006 OPT2 A2	0.08%	3,058,654
137	NGH25	NATURAL GAS FUTR MAR25 XNYM 20250226	0.08%	984
138	n/a	CVC CORDATUS LOAN FUND VII DAC 7A - CORDATUS CLO PLC CORDA 7A ARR 144A	0.08%	2,651,654
139	VENTR 2018-33A A1LR	VENTURE CLO LTD 2018-33A - VENTURE CDO LTD VENTR 2018 33A A1LR 144A	0.08%	2,730,321
140	B 0 03.27.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.07%	2,592,000
141	n/a	HARVEST CLO XII DAC 12A - HARVEST CLO HARVT 12A AR 144A	0.07%	2,450,311
142	OATH5	EURO-OAT FUTURE MAR25 XEUR 20250306	0.07%	-1,148
143	n/a	PENSKE TRUCK LEASING CO LP / P	0.07%	2,550,000
144	n/a	RFR USD SOFR/3.50000 06/20/24-30Y CME	0.07%	1
145	n/a	VARS GOLDLNPM 0.06325225 04/10/26 JPM	0.07%	1
146	n/a	CANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU	0.07%	2,500,000
147	n/a	CANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU	0.07%	2,450,000
148	RAST 2007-A6 2A1	RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6 - RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	0.07%	11,861,305
149	BAFC 2006-J 2A1	BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 2A1	0.07%	2,842,399
150	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 4	0.07%	55,905,476
151	n/a	COMM SWAP TBL/BCOMTR GST	0.07%	1
152	NHEL 2006-5 A2C	NOVASTAR HOME EQUITY LOAN 2006-5 - NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C	0.07%	7,782,450
153	INGIM 2013-1A A1AR	VOYA CLO LTD 2013-1A - VOYA CLO LTD INGIM 2013 1A A1AR 144A	0.07%	2,314,191
154	CWL 2007-1 1A	COUNTRYWIDE ASSET-BACKED CERT 2007-1 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A	0.07%	2,522,332
155	n/a	ADAGIO V CLO DAC V-A - ADAGIO CLO ADAGI V A ARR 144A	0.07%	2,240,263
156	DRSLF 2013-26A AR	DRYDEN XXVI SENIOR LOAN FUND 2013-26A - DRYDEN SENIOR LOAN FUND DRSLF 2013 26A AR 144A	0.07%	2,261,223
157	n/a	CENCORA INC 01/25 ZCP	0.06%	2,210,000
158	LXS 2006-8 3A4	LEHMAN XS TRUST 2006-8 - LEHMAN XS TRUST LXS 2006 8 3A4	0.06%	2,260,245
159	n/a	INF SWAP US IT 2.7675 05/13/21-5Y LCH	0.06%	1
160	MORGN 2018-3A AR	522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A	0.06%	2,125,375
161	CWL 2006-19 2A3	COUNTRYWIDE ASSET-BACKED CERTI 2006-19 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	0.06%	2,250,251
162	n/a	INF SWAP EM NI 2.763 09/15/23-30Y LCH	0.06%	1
163	CIM 2021-R3 A1A	CIM TRUST 2021-R3 - CIM TRUST CIM 2021 R3 A1A 144A	0.06%	2,248,763
164	INGIM 2012-4A A1R3	ING INVESTMENT MANAGEMENT CLO LTD 2012-4A - VOYA CLO LTD INGIM 2012 4A A1R3 144A	0.06%	2,024,155
165	BSST 2022-1700 A	BEAST MORTGAGE TRUST 2022-1700 - BSST MORTGAGE TRUST BSST 2022 1700 A 144A	0.06%	2,200,000
166	JPALT 2006-A7 1A4	JP MORGAN ALTERNATIVE LN TRUST 2006-A7 - J.P. MORGAN ALTERNATIVE LOAN T JPALT 2006 A7 1A4	0.06%	2,128,572
167	n/a	PENSKE TRUCK LEASING CO LP / P 01/25 ZCP	0.06%	1,950,000
168	GSAMP 2007-HE2 A2D	GSAMP TRUST 2007-HE2 - GSAMP TRUST GSAMP 2007 HE2 A2D	0.06%	2,437,030
169	LABMH 2001-B M2	LEHMAN ABS MANUFACTURED HOUSING 2001-B - LEHMAN ABS MANUFACTURED HOUSIN LABMH 2001 B M2	0.06%	2,062,609
170	MVW 2015-9A A1R	MOUNTAIN VIEW CLO LTD 2015-9A - MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A	0.06%	1,902,426
171	SABR 2006-FR3 A3	SEC ASSET BACKED REC LLC 2006-FR3 - SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3	0.05%	3,705,284
172	n/a	SOLD BRL BOUGHT USD 20250702	0.05%	1
173	DRSLF 2019-80A AR	DRYDEN 80 CLO LTD 2019-80A - DRYDEN SENIOR LOAN FUND DRSLF 2019 80A AR 144A	0.05%	1,850,000
174	LCM 17A A1AR	LCM XVII LP 17A - LCM LTD PARTNERSHIP LCM 17A A1AR 144A	0.05%	1,833,904
175	n/a	INF SWAP EM NI 2.68 04/15/23-30Y LCH	0.05%	1
176	POPLR 2007-A A3	POPULAR ABS MTGE PASS THRU TRUST 2007-A - POPULAR ABS MORTGAGE PASS THRO POPLR 2007 A A3	0.05%	1,956,513
177	ATCLO 2019-13A A1NR	ATLAS SENIOR LOAN FUND XIII - ATLAS SENIOR LOAN FUND LTD ATCLO 2019 13A A1NR 144A	0.05%	1,793,483
178	MDPK 2019-35A A1R	MADISON PARK FUNDING XXXV LTD - MADISON PARK FUNDING LTD MDPK 2019 35A A1R 144A	0.05%	1,791,715
179	n/a	DRYDEN 59 EURO CLO 2017 DAC 17-59A - DRYDEN LEVERAGED LOAN CDO DRYD 2017 59A A 144A	0.05%	1,733,936
180	VENTR 2017-27A AR	VENTURE XXVII CLO LTD 2017-27A - VENTURE CDO LTD VENTR 2017 27A AR 144A	0.05%	1,768,363
181	CEDF 2016-5A A1R	CEDAR FUNDING V CLO LTD 2016-5A - CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	0.05%	1,761,627
182	HEAT 2005-8 M2	HOME EQUITY PASS-THRU CERTS 2005-8 - HOME EQUITY ASSET TRUST HEAT 2005 8 M2	0.05%	1,816,968
183	CWALT 2006-OA19 A1	COUNTRYWIDE ALTERNATIVE LN TR 2006-OA19 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA19 A1	0.05%	2,215,036
184	n/a	CONAGRA BRANDS INC	0.05%	1,750,000
185	INDX 2006-AR12 A1	INDYMAC INDX MORTGAGE LOAN TR 2006-AR12 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR12 A1	0.05%	1,946,686
186	MDPK 2017-23A AR	MADISON PARK FUNDING XXIII LTD 2017-23A - MADISON PARK FUNDING LTD MDPK 2017 23A AR 144A	0.05%	1,650,348
187	n/a	COMM SWAP TBL/BCOMF1TC GST	0.05%	1
188	n/a	COMM SWAP TBL/BCOMTR2 BOA	0.05%	1
189	n/a	VARS GOLDLNPM 0.040804 10/16/25 JPM	0.05%	1
190	LCM 29A AR	LCM 29 LTD - LCM LTD PARTNERSHIP LCM 29A AR 144A	0.04%	1,550,942
191	n/a	SOLD JPY BOUGHT USD 20250115	0.04%	1
192	n/a	COMM SWAP TBL/RBCAECT0 RBC	0.04%	1
193	CRBN 2017-1A A1	CARBONE CLO LTD 2017-1A - CARBONE CLO, LTD CRBN 2017 1A A1 144A	0.04%	1,486,019
194	VENTR 2017-29A AR	VENTURE XXIX CLO LTD 2017-29A - VENTURE CDO LTD VENTR 2017 29A AR 144A	0.04%	1,453,029
195	n/a	CONSTELLATION BRANDS INC	0.04%	1,450,000
196	n/a	COCOA FUTURE - IC MAY25 IFEU 20250514	0.04%	26
197	SABR 2007-NC1 A1	SECURITIZED ASSET BACKED RECEIVABLES LLC 2007-NC1 - SECURITIZED ASSET BACKED RECEI SABR 2007 NC1 A1 144A	0.04%	1,531,230
198	n/a	ARES EUROPEAN CLO X BV 10A - ARES EUROPEAN CLO ARESE 10A AR 144A	0.04%	1,338,386
199	GSAMP 2006-SD3 A	GSAMP TRUST 2006-SD3 - GSAMP TRUST GSAMP 2006 SD3 A 144A	0.04%	1,511,581
200	CBAM 2019-10A A1R	CBAM 2018-6 LTD 2019-10A - CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A	0.04%	1,354,967
201	n/a	CANADIAN NATURAL RESOURCES LIMITED - CANADIAN NATURAL RESOU	0.04%	1,350,000
202	SRANC 2018-6A A1R	SARANAC CLO LTD 2018-6A - SARANAC CLO LTD SRANC 2018 6A A1R 144A	0.04%	1,294,181
203	KKR 18 AR	KKR CLO LTD 18 - KKR FINANCIAL CLO LTD KKR 18 AR 144A	0.04%	1,284,818
204	WFHET 2005-2 M9	WELLS FARGO HOME EQUITY TRUST 2005-2 - WELLS FARGO HOME EQUITY TRUST WFHET 2005 2 M9	0.04%	1,296,879
205	BSABS 2007-HE7 2A1	BEAR STEARNS ASSET BACKED SECURITIES TRUST 2007-HE7 - BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE7 2A1	0.04%	1,332,708
206	n/a	AVOCA CLO XIV LTD14A - AVOCA CLO AVOCA 14A A1R 144A	0.04%	1,228,362
207	GALXY 2013-15A ARR	GALAXY XV CLO LTD 2013-15A - GALAXY CLO LTD GALXY 2013 15A ARR 144A	0.04%	1,269,717
208	BSAAT 2007-1 1A1	BEAR STEARNS ALT-A TRUST II 2007-1 - BEAR STEARNS ALT A TRUST II BSAAT 2007 1 1A1	0.04%	2,554,949
209	n/a	COMM SWAP TBL/BCOMTR1 MYC	0.04%	1
210	n/a	JYSKE REALKREDIT A/S COVERED 10/53 2	0.04%	10,267,129
211	INDB 2006-1 A1	INDYMAC INDB MORTGAGE LOAN TR 2006-1 - INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	0.04%	3,796,888
212	CWL 2007-6 1A	COUNTRYWIDE ASSET-BACKED CERT 2007-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A	0.03%	1,336,206
213	ALBT 2007-OA1 A1	ALLIANCE BANCORP TRUST 2007-OA1 - ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	0.03%	1,400,086
214	AHMA 2006-5 A1	AMERICAN HOME MORTGAGE ASSETS 2006-5 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 5 A1	0.03%	4,591,645
215	DRSLF 2018-57A A	DRYDEN 57 CLO LTD 2018-57A - DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A	0.03%	1,187,206
216	n/a	RAD CLO LTD 2019-5A - RAD CLO LTD RAD 2019 5A AR 144A	0.03%	1,185,027
217	BPCRE 2022-FL2 A	BPCRE HOLDER LLC 2022-FL2 - BPCRE HOLDER LLC BPCRE 2022 FL2 A 144A	0.03%	1,172,408
218	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.03%	9,841,017
219	INABS 2007-A 1A	INDYMAC RESIDENTIAL ASSET BACKED 2007-A - INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A	0.03%	1,504,577
220	n/a	COMM SWAP TBL/BCOMTR1 MEI	0.03%	1
221	NCHET 2004-4 M1	NEW CENTURY HOME EQUITY LOAN TR 2004-4 - NEW CENTURY HOME EQUITY LOAN T NCHET 2004 4 M1	0.03%	1,134,519
222	SNDPT 2017-4A A1	SOUND POINT CLO XVIII LTD 2017-4A - SOUND POINT CLO LTD SNDPT 2017 4A A1 144A	0.03%	1,093,876
223	VOYA 2014-4A A1RA	VOYA CLO LTD 2014-4 - VOYA CLO LTD VOYA 2014 4A A1RA 144A	0.03%	1,083,084
224	n/a	COMM SWAP TBL/BCOMTR1 GST	0.03%	1
225	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
226	SMH5	SOYBEAN MEAL FUTR MAR25 XCBT 20250314	0.03%	571
227	n/a	INF SWAP EM NI 2.59 12/15/22-30Y LCH	0.03%	1
228	n/a	COMM SWAP TBL/BCOMTR MEI	0.03%	1
229	MF1 2020-FL4 A	MF1 2020-FL4 LTD - MF1 MULTIFAMILY HOUSING MORTGA MF1 2020 FL4 A 144A	0.03%	1,017,473
230	n/a	INF SWAP EM NI 2.736 10/15/23-30Y LCH	0.03%	1
231	n/a	COMM SWAP TBL/BCOMTR BPS	0.03%	1
232	n/a	OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1RE 144A	0.03%	943,156
233	OCP 2014-7A A1RR	OCP CLO LTD 2014-7A - OCP CLO LTD OCP 2014 7A A1RR 144A	0.03%	972,538
234	TII 0.75 02.15.45	UNITED STATES GOVT - TSY INFL IX N/B 02/45 0.75	0.03%	1,340,500
235	n/a	COMM SWAP TBL/BCOMTR2 GST	0.03%	1
236	GSAMP 2005-HE2 M2	GSAMP TRUST 2005-HE2 - GSAMP TRUST GSAMP 2005 HE2 M2	0.03%	1,017,208
237	n/a	SOLD BRL BOUGHT USD 20250402	0.03%	1
238	n/a	INF SWAP US IT 2.69 06/01/21-5Y LCH	0.03%	1
239	n/a	SOLD BRL BOUGHT USD 20250402	0.03%	1
240	n/a	INF SWAP US IT 2.41875 03/05/21-5Y LCH	0.03%	1
241	SAMI 2006-AR5 4A1	STRUCTURED ASSET MTGE INVEST 2006-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 4A1	0.03%	2,474,718
242	VMW 3.9 08.21.27	VMWARE LLC SR UNSECURED 08/27 3.9	0.03%	900,000
243	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
244	n/a	INF SWAP EM NI 2.7 04/15/23-30Y LCH	0.02%	1
245	n/a	INF SWAP US IT 2.703 05/25/21-5Y LCH	0.02%	1
246	n/a	L3HARRIS TECHNOLOGIES INC (AKA: HARRIS CORP) - L3HARRIS TECHNOLOGIES INC 01/25 ZCP	0.02%	850,000
247	n/a	JABIL INC	0.02%	850,000
248	LCM 26A A1	LCM LTD 26A - LCM LTD PARTNERSHIP LCM 26A A1 144A	0.02%	840,826
249	LXS 2006-7 1A1A	LEHMAN XS TRUST 2006-7 - LEHMAN XS TRUST LXS 2006 7 1A1A	0.02%	981,869
250	n/a	JUBILEE CLO 2016-XVII BV 16-17A - JUBILEE CDO BV JUBIL 2016 17A A2RR 144A	0.02%	800,000
251	n/a	INF SWAP US IT 2.813 05/14/21-5Y LCH	0.02%	1
252	VOYA 2017-1A A1R	VOYA CLO LTD 2017-1A - VOYA CLO LTD VOYA 2017 1A A1R 144A	0.02%	821,374
253	WAMU 2006-AR19 1A	WASHINGTON MUTUAL 2006-AR19 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR19 1A	0.02%	918,222
254	n/a	COMM SWAP TBL/BCOMTR JPM	0.02%	1
255	n/a	COMM SWAP TBL/CB CIXBSTR3 CBK	0.02%	1
256	n/a	RFR JPY MUTK/0.50000 12/15/21-10Y LCH	0.02%	1
257	HASC 2006-OPT3 3A4	HSI ASSET SEC CORP TRUST 2006-OPT3 - HSI ASSET SECURITIZATION CORPO HASC 2006 OPT3 3A4	0.02%	784,997
258	KKR 9 AR2	KKR CLO 9 LTD - KKR FINANCIAL CLO LTD KKR 9 AR2 144A	0.02%	767,486
259	CCH5	COCOA FUTURE MAR25 IFUS 20250314	0.02%	21
260	MP10 2017-1A AR	MARBLE POINT CLO X LTD 2017-1A - MARBLE POINT CLO X LTD MP10 2017 1A AR 144A	0.02%	739,414
261	CSMC 2007-6 A1	CREDIT SUISSE MORTGAGE CAP CERT 2007-6 - CREDIT SUISSE MORTGAGE TRUST CSMC 2007 6 A1	0.02%	1,264,832
262	SAIL 2003-BC2 A2	STRUCTURED ASSET INVEST LN TR 2003-BC2 - STRUCTURED ASSET INVESTMENT LO SAIL 2003 BC2 A2	0.02%	697,045
263	n/a	COM FWD NGUSHHUB F25 3.114 01/31/25 MYC	0.02%	1
264	n/a	COMM SWAP TBL/BCOMF1TC GST	0.02%	1
265	n/a	COM FWD NGUSHHUB F25 3.124 01/31/25 CBK	0.02%	1
266	IMSC 2007-HOA1 A11	INDYMAC IMSC MTGE LN TRUST 2007-HOA1 - INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11	0.02%	1,082,184
267	n/a	COM FWD NGUSHHUB F25 3.186 01/31/25 CBK	0.02%	1
268	CWALT 2007-OA7 A1A	COUNTRYWIDE ALTERNATIVE LOAN TR 2007-OA7 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 OA7 A1A	0.02%	726,791
269	n/a	RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	0.02%	1
270	W H5	WHEAT FUTURE(CBT) MAR25 XCBT 20250314	0.02%	-338
271	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
272	n/a	SOLD JPY BOUGHT USD 20250115	0.02%	1
273	WINDR 2014-1A ARR	WIND RIVER CLO LTD 2014-1A - WIND RIVER CLO LTD WINDR 2014 1A ARR 144A	0.02%	659,498
274	n/a	SOLD CAD BOUGHT USD 20250115	0.02%	1
275	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
276	n/a	COM FWD NGUSHHUB F25 3.374 01/31/25 CBK	0.02%	1
277	CMLTI 2006-HE3 A2D	CITIGROUP MTGE LOAN TR INC 2006-HE3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 HE3 A2D	0.02%	911,682
278	B 0 01.23.25	UNITED STATES GOVT - TREASURY BILL 01/25 0.00000	0.02%	611,000
279	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	0.02%	5,094,292
280	FHAMS 2006-FA8 1A7	FIRST HORIZON ALT MTG SEC 2006-FA8 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7	0.02%	1,583,512
281	n/a	COMM SWAP CMDSKEWLS GST	0.02%	1
282	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
283	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
284	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
285	n/a	ARES EUROPEAN CLO VI BV 2013-6A - ARES EURO CLO ARESE 2013 6A ARR 144A	0.02%	557,939
286	n/a	COMM SWAP TBL/BCOMTR1 GST	0.02%	1
287	n/a	INF SWAP EM NI 2.682 10/15/23-30Y LCH	0.02%	1
288	FN MA4733	FNMA PASS THRU POOLS - FNMA POOL MA4733 FN 09/52 FIXED 4.5	0.02%	593,851
289	ARSI 2006-W4 A2C	ARGENT SECURITIES INC 2006-W4 - ARGENT SECURITIES INC. ARSI 2006 W4 A2C	0.02%	2,334,085
290	RALI 2006-QH1 A1	RESIDENTIAL ACCREDIT LOANS 2006-QH1 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QH1 A1	0.02%	629,425
291	HVMLT 2005-16 3A1A	HARBORVIEW MORTGAGE LOAN TRUST 2005-16 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 16 3A1A	0.02%	905,200
292	n/a	SOLD KRW BOUGHT USD 20250121	0.02%	1
293	RFMSI 2005-SA4 1A21	RESIDENTIAL FUNDING MTGE SEC 2005-SA4 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2005 SA4 1A21	0.02%	823,876
294	n/a	SOLD AUD BOUGHT USD 20250115	0.02%	1
295	RASC 2006-EMX7 A4	RESIDENTIAL ASSET SEC CORP 2006-EMX7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4	0.01%	587,552
296	n/a	COMM SWAP TBL/BCOMTR2 GST	0.01%	1
297	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
298	MLMBS 2007-1 2A1	MERRILL LYNCH MORTGAGE BACKED SEC 2007-1 - MERRILL LYNCH MORTGAGE BACKED MLMBS 2007 1 2A1	0.01%	576,800
299	AVOL 2.528 11.18.27 144A	AVOLON HOLDINGS FUNDING LIMITED - AVOLON HOLDINGS FNDG LTD COMPANY GUAR 144A 11/27 2.528	0.01%	532,000
300	n/a	JYSKE REALKREDIT A/S COVERED 10/53 1.5	0.01%	4,287,392
301	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	4,277,478
302	TII 0.875 02.15.47	UNITED STATES GOVT - TSY INFL IX N/B 02/47 0.875	0.01%	653,840
303	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.01%	400,000
304	CSMC 2015-3R 5A2	CREDIT SUISSE MORTGAGE CAPITAL CERTIFICATES 2015-3R - CREDIT SUISSE MORTGAGE TRUST CSMC 2015 3R 5A2 144A	0.01%	477,970
305	MABS 2006-WMC4 A5	MASTR ASSET BACKED SECUR TR 2006-WMC4 - MASTR ASSET BACKED SECURITIES MABS 2006 WMC4 A5	0.01%	1,438,837
306	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 2	0.01%	4,143,008
307	BCAP 2006-AA2 A1	BCAP LLC TRUST 2006-AA2 - BCAP LLC TRUST BCAP 2006 AA2 A1	0.01%	500,426
308	RAST 2005-A5 A3	RESIDENTIAL ASSET SEC TRUST 2005-A5 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	0.01%	714,112
309	WAMU 2006-AR10 1A1	WASHINGTON MUTUAL 2006-AR10 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR10 1A1	0.01%	525,570
310	NRZT 2019-RPL3 A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2019-RPL3 - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2019 RPL3 A1 144A	0.01%	448,007
311	n/a	SOLD CHF BOUGHT USD 20250115	0.01%	1
312	TII 0.625 02.15.43	UNITED STATES GOVT - TSY INFL IX N/B 02/43 0.625	0.01%	576,652
313	BCAP 2011-RR5 10A6	BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 10A6 144A	0.01%	484,589
314	n/a	UBS GROUP AG SR UNSECURED REGS 01/26 VAR	0.01%	400,000
315	n/a	COMM SWAP TBL/RBCAEC0T RBC	0.01%	1
316	n/a	UBS GROUP AG SR UNSECURED REGS 01/28 VAR	0.01%	400,000
317	n/a	SOLD BRL BOUGHT USD 20251002	0.01%	1
318	GWOLF 2015-1A A1R	GREYWOLF CLO LTD 2015-1A - GREYWOLF CLO LTD GWOLF 2015 1A A1R 144A	0.01%	383,474
319	WAMU 2006-AR15 2A	WASHINGTON MUTUAL 2006-AR15 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR15 2A	0.01%	436,094
320	FHLT 2006-C 1A1	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	0.01%	427,273
321	n/a	RFR JPY MUTK/0.55000 09/14/23-5Y LCH	0.01%	1
322	KCK5	COFFEE 'C' FUTURE MAY25 IFUS 20250519	0.01%	24
323	TII 0.25 02.15.50	UNITED STATES GOVT - TSY INFL IX N/B 02/50 0.25	0.01%	613,905
324	CHASE 2007-A1 11M1	CHASE MORTGAGE FINANCE CORP 2007-A1 - CHASE MORTGAGE FINANCE CORPORA CHASE 2007 A1 11M1	0.01%	392,445
325	CWALT 2005-29CB A4	COUNTRYWIDE ALTERNATIVE LN TR 2005-29CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 29CB A4	0.01%	627,677
326	WAMU 2006-AR17 1A1A	WASHINGTON MUTUAL 2006-AR17 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR17 1A1A	0.01%	409,487
327	OZLM 2014-9A A1A4	OZLM IX LTD 2014-9A - OZLM LTD OZLM 2014 9A A1A4 144A	0.01%	344,190
328	SARM 2005-19XS 1A1	STRUCTURED ARM LOAN TRUST 2005-19XS - STRUCTURED ADJUSTABLE RATE MOR SARM 2005 19XS 1A1	0.01%	363,551
329	NHEL 2005-3 M2	NOVASTAR HOME EQUITY LOAN 2005-3 - NOVASTAR HOME EQUITY LOAN NHEL 2005 3 M2	0.01%	343,705
330	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	3,300,000
331	MSM 2006-15XS A6A	MORGAN STANLEY MORTGAGE TRUST-2006-15XS - MORGAN STANLEY MORTGAGE LOAN T MSM 2006 15XS A6A	0.01%	1,464,867
332	SAMI 2005-AR5 A3	STRUCTURED ASSET MTG INV INC 2005-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR5 A3	0.01%	341,199
333	n/a	COMM SWAP TBL/BCOMTR1 BPS	0.01%	1
334	VOYA 2017-2A A1R	VOYA CLO 2017-2A - VOYA CLO LTD VOYA 2017 2A A1R 144A	0.01%	316,680
335	MP7 2015-1A AR3	MP CLO VII LTD 2015-1A - MP CLO VII, LTD MP7 2015 1A AR3 144A	0.01%	313,665
336	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1	0.01%	354,897
337	n/a	VARS GOLDLNPM 0.042025 10/22/25 JPM	0.01%	1
338	n/a	SOLD BRL BOUGHT USD 20250204	0.01%	1
339	FN FS3519	FNMA PASS THRU POOLS - FNMA POOL FS3519 FN 11/52 FIXED VAR	0.01%	318,658
340	RALI 2005-QO1 A1	RALI SERIES 2005-QO1 TRUST - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QO1 A1	0.01%	405,850
341	MSAC 2007-HE6 A1	MORGAN STANLEY ABS CAPITAL I 2007-HE6 - MORGAN STANLEY CAPITAL INC MSAC 2007 HE6 A1	0.01%	333,520
342	NGV25	NATURAL GAS FUTR OCT25 XNYM 20250926	0.01%	139
343	n/a	OAK HILL EUROPEAN CREDIT PARTNERS IV DESIGNATED ACTIVITY CO 15-4A - OAK HILL EUROPEAN CREDIT PARTN OHECP 2015 4A A1R 144A	0.01%	282,947
344	LUM 2006-6 A1	LUMINENT MORTGAGE TRUST 2006-6 - LUMINENT MORTGAGE TRUST LUM 2006 6 A1	0.01%	322,419
345	GSR 2005-AR7 5A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 5A1	0.01%	340,322
346	JPMCC 2019-FL12 A	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2019-FL12 - JP MORGAN CHASE COMMERCIAL MOR JPMCC 2019 FL12 A 144A	0.01%	285,859
347	n/a	COMM SWAP JMABNIC5 JPM	0.01%	1
348	CO19	BRENT CRUDE FUTR SEP25 IFEU 20250731	0.01%	201
349	RFMSI 2007-S6 1A10	RESIDENTIAL FUNDING MTGE SEC 2007-S6 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A10	0.01%	337,787
350	CLQ5	WTI CRUDE FUTURE AUG25 XNYM 20250722	0.01%	116
351	n/a	SOLD BRL BOUGHT USD 20251002	0.01%	1
352	UBS V6.373 07.15.26 144A	UBS GROUP AG SR UNSECURED 144A 07/26 VAR	0.01%	250,000
353	n/a	INF SWAP EM NI 2.59 03/15/22-30Y LCH	0.01%	1
354	HVMLT 2005-2 2A1A	HARBORVIEW MORTGAGE LOAN TR 2005-2 - HARBORVIEW MORTGAGE LOAN TRUST HVMLT 2005 2 2A1A	0.01%	256,831
355	KCH5	COFFEE 'C' FUTURE MAR25 IFUS 20250319	0.01%	16
356	n/a	SOLD CHF BOUGHT USD 20250115	0.01%	1
357	n/a	JP MORGAN MORTGAGE TRUST 2006-A4 - JP MORGAN MORTGAGE TRUST JPMMT 2006 A4 2A2	0.01%	327,335
358	BSARM 2006-2 3A2	BEAR STEARNS ADJ RATE MTGE TR 2006-2 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2	0.01%	261,463
359	CHASE 2006-A1 4A1	CHASE MORTGAGE FINANCE CORP 2006-A1 - CHASE MORTGAGE FINANCE CORPORA CHASE 2006 A1 4A1	0.01%	281,300
360	CSMC 2007-4R 1A1	CREDIT SUISSE MORTGAGE CAP CERT 2007-4R - CREDIT SUISSE MORTGAGE TRUST CSMC 2007 4R 1A1 144A	0.01%	258,742
361	RAST 2006-A10 A5	RESIDENTIAL ASSET SEC TRUST 2006-A10 - RESIDENTIAL ASSET SECURITIZATI RAST 2006 A10 A5	0.01%	642,856
362	n/a	FANNIE MAE 2007-4 - FANNIE MAE FNR 2007 4 DF	0.01%	222,032
363	n/a	COMM SWAP TBL/RBCAECR1 RBC	0.01%	1
364	n/a	COMM SWAP SPGCINP GST	0.01%	1
365	RALI 2006-QA2 2A1	RESIDENTIAL ACCREDIT LOANS INC 2006-QA2 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2006 QA2 2A1	0.01%	241,485
366	n/a	INF SWAP EM NI 3.0 05/15/22-5Y LCH	0.01%	1
367	n/a	INF SWAP EM NI 2.58 03/15/22-30Y LCH	0.01%	1
368	ERU6	3MO EURO EURIBOR SEP26 IFLL 20260914	0.01%	2,584
369	GSAA 2007-4 A3A	GSAA HOME EQUITY TRUST 2007-4 - GSAA HOME EQUITY TRUST GSAA 2007 4 A3A	0.01%	496,766
370	n/a	RFR JPY MUT+5.89/0.3000 09/20/17-10Y LCH	0.01%	1
371	INDX 2006-AR14 1A3A	INDYMAC INDX MTGE LOAN TRUST 2006-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2006 AR14 1A3A	0.01%	217,278
372	n/a	SOLD AUD BOUGHT USD 20250115	0.01%	1
373	LHJ5	LEAN HOGS FUTURE APR25 XCME 20250414	0.01%	-144
374	CLM5P	CRUDE OIL FUT OPT JUN25P 60 EXP 05/15/2025	0.01%	113
375	ARMT 2005-5 2A1	ADJUSTABLE RATE MORTAGE TRUST 2005-5 - ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 5 2A1	0.01%	210,118
376	CLU5	WTI CRUDE FUTURE SEP25 XNYM 20250820	0.01%	166
377	INDX 2004-AR6 5A1	INDYMAC INDX MTGE LOAN TR 2004-AR6 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2004 AR6 5A1	0.01%	190,250
378	CWHL 2007-HY4 1A1	COUNTRYWIDE HOME LOANS 2007-HY4 - COUNTRYWIDE HOME LOANS CWHL 2007 HY4 1A1	0.01%	201,148
379	PSTAT 2021-4A A1	PALMER SQUARE LOAN FUNDING 2021-4 - PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	0.01%	179,263
380	GCG5	GOLD 100 OZ FUTR FEB25 XCEC 20250226	0.01%	-64
381	CIFC 2017-2A AR	CIFC FUNDING LTD 2017-2A - CIFC FUNDING LTD CIFC 2017 2A AR 144A	0.01%	175,633
382	BALTA 2006-8 3A1	BEAR STEARNS ALT-A TRUST 2006-8 - BEAR STEARNS ALT A TRUST BALTA 2006 8 3A1	0.01%	187,313
383	BOH5	SOYBEAN OIL FUTR MAR25 XCBT 20250314	0.00%	-67
384	AWPT 2017-8A A1R2	ELEVATION CLO LTD 2017-8A - ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	0.00%	168,118
385	CO20	BRENT CRUDE FUTR OCT25 IFEU 20250829	0.00%	88
386	C N5	CORN FUTURE JUL25 XCBT 20250714	0.00%	280
387	LMPBDP 20250319	LME LEAD FUTURE MAR25 XLME 20250317	0.00%	-87
388	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
389	MO10	ECX EMISSION MAR25 NDEX 20250331	0.00%	58
390	SEMT 2007-1 1A1	SEQUOIA MORTGAGE TRUST 2007-1 - SEQUOIA MORTGAGE TRUST SEMT 2007 1 1A1	0.00%	223,035
391	n/a	SOLD CNH BOUGHT USD 20250214	0.00%	1
392	WFMBS 2006-AR4 2A4	WELLS FARGO MTGE BK SEC TR 2006-AR4 - WELLS FARGO MORTGAGE BACKED SE WFMBS 2006 AR4 2A4	0.00%	162,621
393	MSM 2007-7AX 2A3	MORGAN STANLEY MTGE LN TR 2007-7AX - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 7AX 2A3	0.00%	573,938
394	ENZ5	WTI CRUDE FUTURE DEC25 IFEU 20251119	0.00%	-47
395	DBALT 2005-6 2A3	DEUTSCHE ALT-A SEC INC MTGE LO 2005-6 - DEUTSCHE ALT A SECURITIES INC DBALT 2005 6 2A3	0.00%	183,186
396	ATCLO 2018-10A A	ATLAS SENIOR LOAN FUND LTD 2018-10A - ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A	0.00%	149,868
397	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5	0.00%	1,494,301
398	RALI 2005-QA9 NB21	RESIDENTIAL ACCREDIT LOANS INC 2005-QA9 - RESIDENTIAL ACCREDIT LOANS, IN RALI 2005 QA9 NB21	0.00%	390,967
399	n/a	INF SWAP EM NI 2.55 04/15/22-30Y LCH	0.00%	1
400	WAMU 2006-AR9 1A	WASHINGTON MUTUAL 2006-AR9 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR9 1A	0.00%	163,954
401	COJUN3	BRENT CRUDE FUTR JUN25 IFEU 20250430	0.00%	120
402	MANA 2007-A2 A3C	MERRILL LYNCH ALTERNATIVE NT 2007-A2 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 A2 A3C	0.00%	610,061
403	CWALT 2006-OA17 1A1A	COUNTRYWIDE ALT LOAN TRUST 2006-OA17 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	0.00%	167,658
404	BSARM 2005-10 A3	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-10 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 10 A3	0.00%	145,390
405	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
406	CWALT 2005-62 2A1	COUNTRYWIDE ALTERNATIVE LN TR 2005-62 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 62 2A1	0.00%	166,205
407	n/a	SOLD MXN BOUGHT USD 20250319	0.00%	1
408	n/a	SOLD DKK BOUGHT USD 20250115	0.00%	1
409	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
410	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
411	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
412	JPMMT 2008-R2 1A1	JP MORGAN MORTGAGE TRUST 2008-R2 - JP MORGAN MORTGAGE TRUST JPMMT 2008 R2 1A1 144A	0.00%	138,039
413	CWHL 2006-6 A4	COUNTRYWIDE HOME LOANS 2006-6 - COUNTRYWIDE HOME LOANS CWHL 2006 6 A4	0.00%	263,659
414	RFMSI 2003-S9 A1	RESIDENTIAL FUNDING MTG SEC I 2003-S9 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2003 S9 A1	0.00%	120,003
415	SVHE 2006-NLC1 A1	SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A	0.00%	420,378
416	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
417	CWALT 2005-63 3A1	COUNTRYWIDE ALTERNATIVE LN TRUST 2005-63 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 63 3A1	0.00%	125,294
418	n/a	SOLD JPY BOUGHT USD 20250115	0.00%	1
419	INDX 2005-AR14 1A1A	INDYMAC INDX MORTGAGE LOAN TR 2005-AR14 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR14 1A1A	0.00%	156,369
420	LCM5	LIVE CATTLE FUTR JUN25 XCME 20250630	0.00%	41
421	PLJ5	PLATINUM FUTURE APR25 XNYM 20250428	0.00%	-43
422	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
423	BTSH5	SHORT EURO-BTP FU MAR25 XEUR 20250306	0.00%	-908
424	CECLO 2014-21A A1R3	CENT CLO LTD 2014-21A - CENT CLO LP CECLO 2014 21A A1R3 144A	0.00%	109,181
425	CMALT 2007-A6 1A5	CITIMORTGAGE ALTERNATIVE LN TR 2007-A6 - CITIMORTGAGE ALTERNATIVE LOAN CMALT 2007 A6 1A5	0.00%	128,815
426	INDX 2005-AR15 A2	INDYMAC INDX MORTGAGE LOAN TR 2005-AR15 - INDYMAC INDX MORTGAGE LOAN TRU INDX 2005 AR15 A2	0.00%	132,666
427	CMLTI 2005-10 1A2A	CITIGROUP MORTGAGE LOAN TRUST 2005-10 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2005 10 1A2A	0.00%	175,793
428	CLN5	WTI CRUDE FUTURE JUL25 XNYM 20250620	0.00%	94
429	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
430	HOM5	NY HARB ULSD FUT JUN25 XNYM 20250530	0.00%	56
431	LMNIDP 20250319	LME NICKEL FUTURE MAR25 XLME 20250317	0.00%	-36
432	PAH5	PALLADIUM FUTURE MAR25 XNYM 20250327	0.00%	-13
433	MLMI 2005-A5 A9	MERRILL LYNCH MORTGAGE INVS 2005-A5 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2005 A5 A9	0.00%	103,773
434	SARM 2006-1 8A1	STRUCTURED ADJ RATE MTGE LOAN 2006-1 - STRUCTURED ADJUSTABLE RATE MOR SARM 2006 1 8A1	0.00%	186,576
435	MARM 2007-HF1 A1	MASTR ADJ RATE MTGE TRUST 2007-HF1 - MASTR ADJUSTABLE RATE MORTGAGE MARM 2007 HF1 A1	0.00%	238,287
436	XBM5	GASOLINE RBOB FUT JUN25 XNYM 20250530	0.00%	48
437	n/a	BRENT CRUDE FUTR AUG25 IFEU 20250630	0.00%	41
438	LCJ5	LIVE CATTLE FUTR APR25 XCME 20250430	0.00%	81
439	BOAMS 2005-F 2A2	BANK OF AMERICA MTGE SEC 2005-F - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 F 2A2	0.00%	99,720
440	VENTR 2017-26A AR	VENTURE XXVI CLO LTD 2017-26A - VENTURE CDO LTD VENTR 2017 26A AR 144A	0.00%	93,235
441	CWALT 2007-2CB 1A13	COUNTRYWIDE ALTERNATIVE LN TR 2007-2CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 2CB 1A13	0.00%	178,837
442	NGN25	NATURAL GAS FUTR JUL25 XNYM 20250626	0.00%	48
443	MANA 2007-AF1 AV1	MERRILL LYNCH ALTERNATIVE NT 2007-AF1 - MERRILL LYNCH ALTERNATIVE NOTE MANA 2007 AF1 AV1	0.00%	201,990
444	BOAMS 2005-J 2A4	BANK OF AMERICA MTGE SECS-2005-J - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4	0.00%	104,054
445	ARMT 2005-7 4A1	ADJUSTABLE RATE MORTAGE TRUST 2005-7 - ADJUSTABLE RATE MORTGAGE TRUST ARMT 2005 7 4A1	0.00%	92,960
446	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
447	WMALT 2005-7 3CB	WMALT MTGE PASS-THRU CERT 2005-7 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2005 7 3CB	0.00%	102,406
448	HOH5	NY HARB ULSD FUT MAR25 XNYM 20250228	0.00%	32
449	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
450	n/a	SOLD BRL BOUGHT USD 20250402	0.00%	1
451	BALTA 2005-7 22A1	BEAR STEARNS ALT-A TRUST 2005-7 - BEAR STEARNS ALT A TRUST BALTA 2005 7 22A1	0.00%	141,940
452	DUH5	EURO-SCHATZ FUT MAR25 XEUR 20250306	0.00%	-385
453	BAFC 2007-C 1A3	BANC OF AMERICA FUNDING CORP 2007-C - BANC OF AMERICA FUNDING CORPOR BAFC 2007 C 1A3	0.00%	91,029
454	GSR 2005-AR7 4A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 4A1	0.00%	154,882
455	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
456	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
457	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
458	BSARM 2005-12 23A1	BEAR STEARNS ADJUSTABLE RATE MORTGAGE TRUST 2005-12 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2005 12 23A1	0.00%	82,217
459	CIM 2019-INV1 A2	CIM TRUST 2019-INV1 - CIM TRUST CIM 2019 INV1 A2 144A	0.00%	74,615
460	NGJ25	NATURAL GAS FUTR APR25 XNYM 20250327	0.00%	51
461	KWN5	KC HRW WHEAT FUT JUL25 XCBT 20250714	0.00%	-173
462	JPMMT 2005-A8 1A1	JP MORGAN MORTGAGE TRUST 2005-A8 - JP MORGAN MORTGAGE TRUST JPMMT 2005 A8 1A1	0.00%	87,951
463	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
464	CTN5	COTTON NO.2 FUTR JUL25 IFUS 20250709	0.00%	-113
465	CODEC4	BRENT CRUDE FUTR DEC26 IFEU 20261030	0.00%	60
466	WAMU 2007-HY1 3A2	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2	0.00%	77,534
467	AHMA 2006-1 2A1	AMERICAN HOME MORTGAGE ASSETS 2006-1 - AMERICAN HOME MORTGAGE ASSETS AHMA 2006 1 2A1	0.00%	76,817
468	MLMI 2004-A3 2A	MERRILL LYNCH MTGE INVESTORS 2004-A3 - MERRILL LYNCH MORTGAGE INVESTO MLMI 2004 A3 2A	0.00%	73,913
469	SAMI 2006-AR4 2A1	STRUCTURED ASSET MTG INV INC 2005-AR4 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR4 2A1	0.00%	65,910
470	CWALT 2005-26CB A3	COUNTRYWIDE ALTERNATIVE LOAN TRUST 2005-26CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 26CB A3	0.00%	89,353
471	GSR 2005-AR7 2A1	GSR MORTGAGE LOAN TRUST 2005-AR7 - GSR MORTGAGE LOAN TRUST GSR 2005 AR7 2A1	0.00%	65,709
472	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
473	WAMU 2006-AR5 A12A	WASHINGTON MUTUAL 2006-AR5 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR5 A12A	0.00%	68,882
474	CWALT 2007-1T1 1A1	COUNTRYWIDE ALTERNATIVE LN TR 2007-1T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 1T1 1A1	0.00%	178,595
475	TZTF6	TTF NAT GAS F JAN26 NDEX 20251230	0.00%	18
476	CWHL 2008-1 A4	COUNTRYWIDE HOME LOANS 2008-1 - COUNTRYWIDE HOME LOANS CWHL 2008 1 A4	0.00%	62,234
477	WMLT 2005-A 2A1	WACHOVIA MORTGAGE LN TRUST LLC 2005-A - WACHOVIA MORTGAGE LOAN TRUST, WMLT 2005 A 2A1	0.00%	66,975
478	n/a	SOLD BRL BOUGHT USD 20251002	0.00%	1
479	LHG5	LEAN HOGS FUTURE FEB25 XCME 20250214	0.00%	-38
480	n/a	SOLD EUR BOUGHT USD 20250115	0.00%	1
481	BALTA 2004-9 6A1	BEAR STEARNS ALT-A TRUST 2004-9 - BEAR STEARNS ALT A TRUST BALTA 2004 9 6A1	0.00%	62,484
482	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
483	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
484	n/a	SOLD CAD BOUGHT USD 20250115	0.00%	1
485	RFMSI 2007-S6 1A11	RESIDENTIAL FUNDING MTGE SEC 2007-S6 - RESIDENTIAL FUNDING MTG SEC I RFMSI 2007 S6 1A11	0.00%	74,250
486	CWALT 2006-OA6 1A2	COUNTRYWIDE ALTERNATIVE LOAN TR 2006-OA6 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA6 1A2	0.00%	63,292
487	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
488	n/a	RFR JPY MUT+5.89/0.3000 03/20/18-10Y LCH	0.00%	1
489	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
490	NRZT 2018-3A A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A	0.00%	56,660
491	C K5	CORN FUTURE MAY25 XCBT 20250514	0.00%	71
492	n/a	COM FWD EUROBOBCO CAL25 7.8 12/31/25 BPS	0.00%	1
493	XBU5	GASOLINE RBOB FUT SEP25 XNYM 20250829	0.00%	27
494	NDF30	HENRY HB LD1 JAN30 IFED 20291227	0.00%	20
495	BAFC 2006-J 4A1	BANC OF AMERICA FUNDING CORP 2006-J - BANC OF AMERICA FUNDING CORPOR BAFC 2006 J 4A1	0.00%	60,467
496	n/a	COMM SWAP TBL/BCOMTR UAG	0.00%	1
497	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
498	LMAHDP 20250319	LME PRI ALUM FUTR MAR25 XLME 20250317	0.00%	-36
499	BAFC 2005-E 1A1	BANC OF AMERICA FUNDING CORP 2005-E - BANC OF AMERICA FUNDING CORPOR BAFC 2005 E 1A1	0.00%	54,501
500	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1

As of Dec 31, 2024

Showing 50 of 1029

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	55.27%
Other	47.17%
Not Classified	0.11%
Cash	-2.55%

Country Breakdown

Sector	% Weight
United States	71.81%
Other	16.97%
United Kingdom	2.35%
Denmark	2.24%
XS	1.91%
France	1.43%
Italy	0.99%
Japan	0.53%
EZ	0.51%
Germany	0.35%
New Zealand	0.33%
Australia	0.22%
Mexico	0.19%
Canada	0.14%
Netherlands	0.02%
Singapore	0.01%