PZRMX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	GC	The Gladstone Companies, Inc.	10.79%	70,863
2	FNCL 4.5 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	10.56%	193,200,000
3	TII 0.125 07.15.31	UNITED STATES GOVT - TSY INFL IX N/B 07/31 0.125	7.90%	154,227,672
4	PLMIX	PIMCO Emerging Markets Currency and Short-Term Investments Fund Institutional Class	6.61%	16,068,937
5	TII 1.875 07.15.34	UNITED STATES GOVT - TSY INFL IX N/B 07/34 1.875	6.19%	109,854,108
6	FR RJ2702	FHLMC PASS THRU POOLS - FED HM LN PC POOL RJ2702 FR 08/54 FIXED 6	5.75%	98,350,879
7	G2SF 3.5 2.12	GNMA PASS THRU POOLS - GNMA II TBA 30 YR 3.5 JUMBOS	4.93%	94,900,000
8	GC	The Gladstone Companies, Inc.	4.75%	31,186
9	TII 0.625 01.15.26	UNITED STATES GOVT - TSY INFL IX N/B 01/26 0.625	3.36%	58,573,124
10	TII 0.125 10.15.26	UNITED STATES GOVT - TSY INFL IX N/B 10/26 0.125	3.32%	58,683,652
11	TII 2.375 01.15.25	UNITED STATES GOVT - TSY INFL IX N/B 01/25 2.375	3.03%	52,113,122
12	n/a	JAPAN GOVT CPI LINKED BONDS 03/29 0.1	2.91%	7,548,585,300
13	TII 0.5 01.15.28	UNITED STATES GOVT - TSY INFL IX N/B 01/28 0.5	2.80%	50,420,968
14	TII 0.625 07.15.32	UNITED STATES GOVT - TSY INFL IX N/B 07/32 0.625	2.75%	52,909,628
15	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/25 1	2.53%	42,028,980
16	TII 0.25 07.15.29	UNITED STATES GOVT - TSY INFL IX N/B 07/29 0.25	2.29%	42,561,495
17	TII 1.375 07.15.33	UNITED STATES GOVT - TSY INFL IX N/B 07/33 1.375	2.28%	41,886,611
18	TII 1.125 01.15.33	UNITED STATES GOVT - TSY INFL IX N/B 01/33 1.125	2.17%	40,481,304
19	TII 0.75 07.15.28	UNITED STATES GOVT - TSY INFL IX N/B 07/28 0.75	2.10%	37,675,898
20	TII 2.375 10.15.28	UNITED STATES GOVT - TSY INFL IX N/B 10/28 2.375	2.01%	34,009,470
21	TII 1.25 04.15.28	UNITED STATES GOVT - TSY INFL IX N/B 04/28 1.25	1.94%	34,202,675
22	FR SD8453	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8453 FR 08/54 FIXED 5.5	1.69%	29,377,642
23	TII 0.125 07.15.26	UNITED STATES GOVT - TSY INFL IX N/B 07/26 0.125	1.69%	29,669,982
24	FNCL 4 3.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.64%	30,934,414
25	TII 0.125 01.15.31	UNITED STATES GOVT - TSY INFL IX N/B 01/31 0.125	1.57%	30,364,005
26	FNCL 6.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 6.5 SINGLE FAMILY MORTGAGE	1.57%	26,400,000
27	GC	The Gladstone Companies, Inc.	1.48%	9,723
28	TII 1.625 10.15.27	UNITED STATES GOVT - TSY INFL IX N/B 10/27 1.625	1.39%	23,976,225
29	TII 0.125 07.15.30	UNITED STATES GOVT - TSY INFL IX N/B 07/30 0.125	1.38%	26,359,564
30	GC	The Gladstone Companies, Inc.	1.37%	8,975
31	TII 1.375 02.15.44	UNITED STATES GOVT - TSY INFL IX N/B 02/44 1.375	1.24%	25,531,194
32	TII 0.875 02.15.47	UNITED STATES GOVT - TSY INFL IX N/B 02/47 0.875	1.21%	28,690,499
33	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 03/26 0.1	1.20%	20,089,933
34	TII 1.75 01.15.34	UNITED STATES GOVT - TSY INFL IX N/B 01/34 1.75	1.17%	21,051,655
35	TII 0.75 02.15.45	UNITED STATES GOVT - TSY INFL IX N/B 02/45 0.75	1.15%	27,292,580
36	TII 0.125 01.15.32	UNITED STATES GOVT - TSY INFL IX N/B 01/32 0.125	1.14%	22,547,250
37	TII 1.625 10.15.29	UNITED STATES GOVT - TSY INFL IX N/B 10/29 1.625	1.12%	19,662,720
38	FNCL 4 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	1.10%	20,755,586
39	TII 1 02.15.46	UNITED STATES GOVT - TSY INFL IX N/B 02/46 1	1.04%	23,793,628
40	GC	The Gladstone Companies, Inc.	0.98%	6,462
41	TII 0.375 07.15.27	UNITED STATES GOVT - TSY INFL IX N/B 07/27 0.375	0.98%	17,524,039
42	n/a	REPO BANK AMERICA REPO	0.88%	15,200,000
43	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 04/25 0.00000	0.86%	93,900,000
44	TII 0.375 01.15.27	UNITED STATES GOVT - TSY INFL IX N/B 01/27 0.375	0.84%	14,871,156
45	TII 2.125 02.15.54	UNITED STATES GOVT - TSY INFL IX N/B 02/54 2.125	0.80%	14,810,976
46	n/a	JAPAN GOVT CPI LINKED BONDS 03/28 0.1	0.79%	2,044,146,240
47	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/31 0.1	0.78%	13,735,290
48	n/a	RFR USD SOFR/2.86500 02/13/24-30Y LCH	0.75%	1
49	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 07/25 0.00000	0.70%	79,500,000
50	TII 0.375 07.15.25	UNITED STATES GOVT - TSY INFL IX N/B 07/25 0.375	0.70%	12,113,101
51	TII 0.125 04.15.26	UNITED STATES GOVT - TSY INFL IX N/B 04/26 0.125	0.70%	12,277,434
52	GC	The Gladstone Companies, Inc.	0.68%	4,437
53	TII 0.125 04.15.27	UNITED STATES GOVT - TSY INFL IX N/B 04/27 0.125	0.65%	11,627,200
54	TII 2.5 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 2.5	0.64%	10,865,221
55	TII 1 02.15.48	UNITED STATES GOVT - TSY INFL IX N/B 02/48 1	0.61%	14,211,448
56	TII 0.75 02.15.42	UNITED STATES GOVT - TSY INFL IX N/B 02/42 0.75	0.58%	12,936,127
57	GC	The Gladstone Companies, Inc.	0.57%	3,754
58	n/a	JYSKE REALKREDIT A/S COVERED REGS 10/50 1.5	0.50%	75,491,802
59	TII 2.125 04.15.29	UNITED STATES GOVT - TSY INFL IX N/B 04/29 2.125	0.44%	7,552,070
60	TII 1 02.15.49	UNITED STATES GOVT - TSY INFL IX N/B 02/49 1	0.42%	9,910,155
61	TII 0.625 02.15.43	UNITED STATES GOVT - TSY INFL IX N/B 02/43 0.625	0.41%	9,583,400
62	n/a	DRYDEN 69 EURO CLO 2018 DAC - DRYDEN LEVERAGED LOAN CDO DRYD 2019 69A AR 144A	0.41%	6,800,000
63	BDS 2022-FL11 ATS	BDS 2022-FL11 LLC - BDS LTD BDS 2022 FL11 ATS 144A	0.40%	6,895,483
64	PLD	Prologis, Inc.	0.40%	64,842
65	EQIX	Equinix, Inc.	0.40%	7,246
66	TII 0.125 01.15.30	UNITED STATES GOVT - TSY INFL IX N/B 01/30 0.125	0.39%	7,361,460
67	TII 2.125 02.15.41	UNITED STATES GOVT - TSY INFL IX N/B 02/41 2.125	0.37%	6,630,670
68	TII 2 01.15.26	UNITED STATES GOVT - TSY INFL IX N/B 01/26 2	0.34%	5,848,011
69	n/a	MADISON PARK EURO FUNDING MDPKE 14A A1R 144A	0.34%	5,592,102
70	n/a	TORO EUROPEAN CLO 7 DAC 7A - TORO EUROPEAN CLO TCLO 7A ARE 144A	0.34%	5,590,797
71	WELL	Welltower Inc.	0.33%	45,350
72	n/a	RAD CLO LTD 2019-5A - RAD CLO LTD RAD 2019 5A AR 144A	0.32%	5,417,266
73	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 3	0.30%	38,512,142
74	TII 2.125 02.15.40	UNITED STATES GOVT - TSY INFL IX N/B 02/40 2.125	0.29%	5,213,842
75	SPG	Simon Property Group, Inc.	0.29%	29,164
76	n/a	IRS EUR 2.50000 03/19/25-10Y LCH	0.28%	1
77	n/a	RFRF USD SOFR/2.28500 11/15/23-30Y LCH	0.28%	1
78	ICG 2021-3A AR	ICG-2021-3A - ICG US CLO LTD ICG 2021 3A AR 144A	0.27%	4,700,000
79	n/a	BRAZIL GOVT - LETRA TESOURO NACIONAL BILLS 10/25 0.00000	0.27%	31,700,000
80	DLR	Digital Realty Trust, Inc.	0.27%	25,907
81	TII 0.25 02.15.50	UNITED STATES GOVT - TSY INFL IX N/B 02/50 0.25	0.25%	7,489,641
82	OCT21 2014-1A AAR3	OCTAGON INVESTMENT PARTNERS XXI LTD 2014-1A - OCTAGON INVESTMENT PARTNERS XX OCT21 2014 1A AAR3 144A	0.23%	3,976,592
83	SURF 2006-AB3 A1	SPECIALTY UNDERWRITING & RESIDENTIAL FINANCE TRUST SERIES 2006-AB3 - SPECIALTY UNDERWRITING + RESID SURF 2006 AB3 A1	0.23%	8,193,083
84	n/a	TORO EUROPEAN CLO 6 DAC 6A - TORO EUROPEAN CLO TCLO 6A AR 144A	0.23%	3,790,812
85	n/a	PALMER SQUARE EUROPEAN LOAN FUNDING 2024-2 DESIGNATED ACTIVITY CO 24-2A - PALMER SQUARE EUROPEAN LOAN FU PSTET 2024 2A A 144A	0.22%	3,700,000
86	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 3	0.22%	28,360,196
87	n/a	RFRF USD SOFR/2.23650 11/21/23-30Y LCH	0.22%	1
88	PSA	Public Storage	0.22%	12,536
89	ARCLO 2022-FL1 A	ARBOR REALTY COLLATERALIZED LOAN OBLIGATION LTD 2022-FL1 - ARBOR REALTY COLLATERALIZED LO ARCLO 2022 FL1 A 144A	0.21%	3,612,428
90	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 1.5	0.21%	31,264,012
91	n/a	PROVIDUS CLO IV DAC 4A - PROVIDUS CLO PRVD 4A AR 144A	0.20%	3,300,000
92	SABR 2006-WM3 A3	SECURITIZED ASSET BACKED RECEIVABLES LLC 2006-WM3 - SECURITIZED ASSET BACKED RECEI SABR 2006 WM3 A3	0.19%	10,099,197
93	TII 0.125 02.15.51	UNITED STATES GOVT - TSY INFL IX N/B 02/51 0.125	0.19%	6,038,001
94	AVB	AvalonBay Communities, Inc.	0.19%	14,952
95	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/30 0	0.19%	3,298,428
96	OSD 2021-23A A	OSD CLO 2021-23A LTD - OSD CLO LTD OSD 2021 23A A 144A	0.18%	3,132,618
97	n/a	IRS EUR 0.19700 11/08/22-30Y LCH	0.17%	1
98	n/a	JYSKE REALKREDIT A/S COVERED 10/53 1.5	0.17%	26,485,537
99	n/a	VOYA EURO CLO II DAC - VOYA EURO CLO VOYE 2A AR 144A	0.17%	2,800,000
100	n/a	ROCKFORD TOWER EUROPE CLO 2018-1A DAC - ROCKFORD TOWER EUROPE CLO RFTE 2018 1A AR 144A	0.16%	2,700,000
101	RASC 2006-KS9 AI4	RESIDENTIAL ASSET SEC CORP 2006-KS9 - RESIDENTIAL ASSET SECURITIES C RASC 2006 KS9 AI4	0.16%	3,062,462
102	O	Realty Income Corporation	0.15%	47,548
103	INVH	Invitation Homes Inc.	0.15%	78,468
104	MF1 2022-FL9 A	MF1 2022-FL9 LLC - MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL9 A 144A	0.14%	2,478,296
105	n/a	CVC CORDATUS LOAN FUND XXI DAC 21A - CORDATUS CLO PLC CORDA 21A A1E 144A	0.14%	2,300,000
106	RAST 2007-A6 2A1	RESIDENTIAL ASSET SECURITIZATION TRUST 2007-A6 - RESIDENTIAL ASSET SECURITIZATI RAST 2007 A6 2A1	0.14%	11,599,273
107	EQR	Equity Residential	0.14%	32,597
108	HEAT 2005-8 M2	HOME EQUITY PASS-THRU CERTS 2005-8 - HOME EQUITY ASSET TRUST HEAT 2005 8 M2	0.14%	2,406,256
109	CMLTI 2006-WFH3 M3	CITIGROUP MORTGAGE LOAN TRUST 2006-WFH3 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2006 WFH3 M3	0.13%	2,300,000
110	n/a	SOLD EUR BOUGHT USD 20250115	0.13%	1
111	USH5	US LONG BOND(CBT) MAR25 XCBT 20250320	0.13%	-897
112	RAMC 2007-3 AF1	RENAISSANCE HOME EQUITY LOAN TR 2007-3 - RENAISSANCE HOME EQUITY LOAN T RAMC 2007 3 AF1	0.12%	5,087,556
113	HASC 2006-WMC1 A3	HSI ASSET SEC CORP TRUST 2006-WMC1 - HSI ASSET SECURITIZATION CORPO HASC 2006 WMC1 A3	0.12%	4,824,011
114	AMH	American Homes 4 Rent	0.12%	55,623
115	CBAM 2019-10A A1R	CBAM 2018-6 LTD 2019-10A - CBAM CLO MANAGEMENT CBAM 2019 10A A1R 144A	0.12%	2,032,451
116	n/a	MEXICO GOVT - MEXICAN UDIBONOS BONDS 08/34 4	0.12%	46,723,198
117	n/a	HAYFIN EMERALD CLO X DAC 10A - HAYFIN EMERALD CLO HAYEM 10A AR 144A	0.11%	1,900,000
118	LNCR 2022-CRE7 A	LOANCORE 2022-CRE7 ISSUER LTD - LOANCORE 2022 CRE7 ISSUER LTD. LNCR 2022 CRE7 A 144A	0.11%	1,922,990
119	WNH5	US ULTRA BOND CBT MAR25 XCBT 20250320	0.11%	-469
120	B 0 02.06.25	UNITED STATES GOVT - TREASURY BILL 02/25 0.00000	0.11%	1,897,000
121	OATH5	EURO-OAT FUTURE MAR25 XEUR 20250306	0.11%	-845
122	n/a	TIKEHAU CLO IV BV 4A - TIKEHAU TIKEH 4A A1 144A	0.11%	1,794,537
123	n/a	BAIN CAPITAL CREDIT CLO LTD 2021-6A - BAIN CAPITAL CREDIT CLO, LIMIT BCC 2021 6A A1R 144A	0.10%	1,800,000
124	ELS	Equity LifeStyle Properties, Inc.	0.10%	26,836
125	FFML 2005-FF12 M2	FIRST FRANKLIN MTG LOAN 2005-FF12 - FIRST FRANKLIN MTG LOAN ASSET FFML 2005 FF12 M2	0.10%	1,855,657
126	FR	First Industrial Realty Trust, Inc.	0.10%	34,162
127	n/a	INF SWAP US IT 2.41875 03/05/21-5Y LCH	0.10%	1
128	TRTX 2022-FL5 A	TPG REAL ESTATE FINANCE ISSUER LTD 2022-FL5 - TPG REAL ESTATE FINANCE TRTX 2022 FL5 A 144A	0.10%	1,645,505
129	n/a	RFR USD SOFR/3.50000 06/20/24-30Y CME	0.10%	1
130	GLPI	Gaming and Leisure Properties, Inc.	0.09%	33,790
131	FHLT 2006-C 2A2	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 2A2	0.09%	4,087,300
132	n/a	IRS EUR 0.19500 11/04/22-30Y LCH	0.09%	1
133	n/a	INF SWAP US IT 2.31375 02/26/21-5Y LCH	0.09%	1
134	MABS 2006-NC1 M1	MASTR ASSET BACKED SEC TR 2006-NC1 - MASTR ASSET BACKED SECURITIES MABS 2006 NC1 M1	0.09%	1,574,167
135	n/a	PROVIDUS CLO II DAC 2A - PROVIDUS CLO PRVD 2A ARR 144A	0.09%	1,500,000
136	n/a	IRS EUR 0.19000 11/04/22-30Y LCH	0.09%	1
137	NRZT 2018-3A A1	NEW RESIDENTIAL MORTGAGE LOAN TRUST 2018-3A - NEW RESIDENTIAL MORTGAGE LOAN NRZT 2018 3A A1 144A	0.09%	1,586,490
138	DOC	Healthpeak Properties, Inc.	0.09%	75,437
139	VICI	VICI Properties Inc.	0.09%	51,832
140	UDR	UDR, Inc.	0.09%	33,804
141	PLMRS 2013-2A A1A3	PALMER SQUARE CLO LTD 2013-2A - PALMER SQUARE CLO LTD PLMRS 2013 2A A1A3 144A	0.08%	1,447,653
142	REG	Regency Centers Corporation	0.08%	19,167
143	FVH5	US 5YR NOTE (CBT) MAR25 XCBT 20250331	0.08%	-2,121
144	EXR	Extra Space Storage Inc.	0.08%	9,076
145	n/a	INF SWAP EM NI 2.763 09/15/23-30Y LCH	0.07%	1
146	n/a	ITALY GOVT - BUONI POLIENNALI DEL TES SR UNSECURED 144A REGS 05/36 1	0.07%	1,225,416
147	n/a	CONTEGO CLO IV DAC 4A - CONTEGO CLO DAC CONTE 4A AR 144A	0.07%	1,193,936
148	SUI	Sun Communities, Inc.	0.07%	9,951
149	C4US 2022-1A AR	CAPITAL FOUR US CLO 2022-1A - CAPITAL FOUR US CLO C4US 2022 1A AR 144A	0.07%	1,200,000
150	CPT	Camden Property Trust	0.07%	10,265
151	RHP	Ryman Hospitality Properties, Inc.	0.07%	11,400
152	SAIL 2005-8 M1	STRUCTURED ASSET INVST LN TR 2005-8 - STRUCTURED ASSET INVESTMENT LO SAIL 2005 8 M1	0.07%	1,192,082
153	SNDPT 2013-3RA A	SOUNDS POINT CLO IV-R LTD 2013-3RA - SOUND POINT CLO LTD SNDPT 2013 3RA A 144A	0.07%	1,137,620
154	RLJ	RLJ Lodging Trust	0.07%	111,553
155	TPMT 2017-6 A1	TOWD POINT MORTGAGE TRUST 2017-6 - TOWD POINT MORTGAGE TRUST TPMT 2017 6 A1 144A	0.07%	1,150,873
156	ESS	Essex Property Trust, Inc.	0.06%	3,884
157	VTR	Ventas, Inc.	0.06%	18,609
158	HST	Host Hotels & Resorts, Inc.	0.06%	61,734
159	SVHE 2006-WF2 M2	SOUNDVIEW HOME EQUITY LOAN TR 2006-WF2 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 WF2 M2	0.06%	1,093,515
160	UBH5	EURO-BUXL 30Y BND MAR25 XEUR 20250306	0.06%	-133
161	OMPT 2017-1MKT A	ONE MARKET PLAZA TRUST 2017-1MKT - ONE MARKET PLAZA TRUST OMPT 2017 1MKT A 144A	0.06%	1,108,820
162	KIM	Kimco Realty Corporation	0.06%	43,328
163	FN FS3519	FNMA PASS THRU POOLS - FNMA POOL FS3519 FN 11/52 FIXED VAR	0.06%	1,068,047
164	CANYC 2020-1A AR2	CANYON CLO 2020-1 LTD - CANYON CAPITAL CLO LTD CANYC 2020 1A AR2 144A	0.06%	1,000,000
165	n/a	INF SWAP US IT 2.7675 05/13/21-5Y LCH	0.06%	1
166	n/a	SOLD JPY BOUGHT USD 20250115	0.06%	1
167	LBMLT 2006-WL3 2A4	LONG BEACH MORTGAGE LOAN TR 2006-WL3 - LONG BEACH MORTGAGE LOAN TRUST LBMLT 2006 WL3 2A4	0.06%	1,096,697
168	n/a	DRYDEN 35 EURO CLO 2014 BV 14-35A - DRYDEN LEVERAGED LOAN CDO DRYD 2014 35A ARR 144A	0.06%	948,158
169	CMDT	PIMCO Commodity Strategy Active Exchange-Traded Fund	0.06%	38,729
170	BABSN 2015-IA AR	BABSON CLO LTD 2015-IA - BABSON CLO LTD BABSN 2015 IA AR 144A	0.06%	968,532
171	n/a	CARLYLE GLOBAL MARKET STRATEGIES EURO CLO 2014-2 LTD 14-2A - CARLYLE GLOBAL MARKET STRATEGI CGMSE 2014 2A AR1 144A	0.06%	923,288
172	OHI	Omega Healthcare Investors, Inc.	0.06%	25,124
173	FNCL 4.5 2.12	UMBS PASS THRU POOLS - FNMA TBA 30 YR 4.5 SINGLE FAMILY MORTGAGE	0.05%	1,000,000
174	SHO	Sunstone Hotel Investors, Inc.	0.05%	78,973
175	n/a	SOLD BRL BOUGHT USD 20250702	0.05%	1
176	n/a	INF SWAP US IT 2.703 05/25/21-5Y LCH	0.05%	1
177	FRT	Federal Realty Investment Trust	0.05%	7,985
178	FHLT 2006-C 2A3	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 2A3	0.05%	2,246,514
179	FN MA4733	FNMA PASS THRU POOLS - FNMA POOL MA4733 FN 09/52 FIXED 4.5	0.05%	938,156
180	CWL 2005-5 M4	COUNTRYWIDE ASSET-BACKED CERT 2005-5 - COUNTRYWIDE ASSET BACKED CERTI CWL 2005 5 M4	0.05%	894,436
181	CQS 2022-2A A1R	CQS US CLO 2022-2A LTD - CQS US CLO LTD CQS 2022 2A A1R 144A	0.05%	880,889
182	MDPK 2018-29A AR	MADISON PARK FUNDING XXIX LTD 2018-29A - MADISON PARK FUNDING LTD MDPK 2018 29A AR 144A	0.05%	866,796
183	GNR 2024-H07 FC	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2024-H07 - GOVERNMENT NATIONAL MORTGAGE A GNR 2024 H07 FC	0.05%	868,201
184	DRH	DiamondRock Hospitality Company	0.05%	96,037
185	EPRT	Essential Properties Realty Trust, Inc.	0.05%	27,593
186	COLD	Americold Realty Trust, Inc.	0.05%	39,639
187	FN MA4700	FNMA PASS THRU POOLS - FNMA POOL MA4700 FN 08/52 FIXED 4	0.05%	925,560
188	AMT	American Tower Corporation	0.05%	4,614
189	GNR 2018-H15 FG	GOVERNMENT NATIONAL MORTGAGE ASSOCIATION 2018-H15 - GOVERNMENT NATIONAL MORTGAGE A GNR 2018 H15 FG	0.05%	846,827
190	DEN14 2016-1A AR2	CRESTLINE DENALI CLO XIV LTD 2016-1A - CRESTLINE DENALI CLO XIV, LTD DEN14 2016 1A AR2 144A	0.05%	835,773
191	REXR	Rexford Industrial Realty, Inc.	0.05%	21,516
192	n/a	ST PAUL'S CLO X DAC 10A - ST PAULS CLO SPAUL 10A AR 144A	0.05%	800,000
193	CWL 2006-19 2A3	COUNTRYWIDE ASSET-BACKED CERTI 2006-19 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 19 2A3	0.05%	868,518
194	LCM 14A AR	LCM XIV LP 14A - LCM LTD PARTNERSHIP LCM 14A AR 144A	0.05%	811,431
195	KKR 11 AR	KKR CLO 11 LTD - KKR FINANCIAL CLO LTD KKR 11 AR 144A	0.05%	789,087
196	OCT18 2018-18A A1A	OCTAGON INVESTMENTS PARTNERS LTD 2018-18A - OCTAGON INVESTMENT PARTNERS LT OCT18 2018 18A A1A 144A	0.05%	777,335
197	MSAC 2006-HE8 A2D	MORGAN STANLEY ABS CAPITAL I 2006-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2D	0.05%	1,781,602
198	AWPT 2017-8A A1R2	ELEVATION CLO LTD 2017-8A - ELEVATION CLO LTD AWPT 2017 8A A1R2 144A	0.04%	753,170
199	n/a	HARVEST CLO XII DAC 12A - HARVEST CLO HARVT 12A AR 144A	0.04%	716,788
200	PSTAT 2021-4A A1	PALMER SQUARE LOAN FUNDING 2021-4 - PALMER SQUARE LOAN FUNDING LTD PSTAT 2021 4A A1 144A	0.04%	739,461
201	SBAC	SBA Communications Corporation	0.04%	3,597
202	n/a	DUNEDIN PARK CLO DAC 1A - DUNEDIN PARK CLO DUNEP 1A AR 144A	0.04%	700,000
203	CWL 2006-21 2A4	COUNTRYWIDE ASSET BACKED CERTS 2006-21 - COUNTRYWIDE ASSET BACKED CERTI CWL 2006 21 2A4	0.04%	785,518
204	n/a	SOLD JPY BOUGHT USD 20250115	0.04%	1
205	FR SD8245	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8245 FR 09/52 FIXED 4.5	0.04%	741,113
206	n/a	INF SWAP EM NI 2.68 04/15/23-30Y LCH	0.04%	1
207	MSAC 2006-HE8 A1	MORGAN STANLEY ABS CAPITAL I 2006-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A1	0.04%	767,551
208	BAC V5.875 PERP FF	BANK OF AMERICA CORPORATION - BANK OF AMERICA CORP JR SUBORDINA 12/99 VAR	0.04%	670,000
209	DRSLF 2018-57A A	DRYDEN 57 CLO LTD 2018-57A - DRYDEN SENIOR LOAN FUND DRSLF 2018 57A A 144A	0.04%	667,803
210	NGH25	NATURAL GAS FUTR MAR25 XNYM 20250226	0.04%	308
211	CEDF 2016-5A A1R	CEDAR FUNDING V CLO LTD 2016-5A - CEDAR FUNDING LTD CEDF 2016 5A A1R 144A	0.04%	660,610
212	CCI	Crown Castle Inc.	0.04%	7,275
213	SABR 2006-HE1 A2C	SECURITIZED ASSET BACKED REC 2006-HE1 - SECURITIZED ASSET BACKED RECEI SABR 2006 HE1 A2C	0.04%	1,888,798
214	MSAC 2006-HE8 A2FP	MORGAN STANLEY ABS CAPITAL I 2006-HE8 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE8 A2FP	0.04%	1,444,758
215	n/a	INF SWAP EM NI 2.736 10/15/23-30Y LCH	0.04%	1
216	n/a	INF SWAP EM NI 2.7 04/15/23-30Y LCH	0.04%	1
217	MAA	Mid-America Apartment Communities, Inc.	0.04%	4,017
218	HR	Healthcare Realty Trust Incorporated	0.04%	36,481
219	INGIM 2013-1A A1AR	VOYA CLO LTD 2013-1A - VOYA CLO LTD INGIM 2013 1A A1AR 144A	0.04%	611,798
220	CMLTI 2004-NCM2 1CB1	CITIGROUP MORTGAGE LOAN TR 2004-NCM2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2004 NCM2 1CB1	0.04%	629,472
221	n/a	TRYSAIL CLO 2022-1A LTD - TRYSAIL CLO LTD TRYSL 2022 1A A 144A	0.03%	600,000
222	ARE	Alexandria Real Estate Equities, Inc.	0.03%	6,122
223	n/a	BAIN CAPITAL EURO CLO 2020-1 DAC 20-1A - BAIN CAPITAL EURO CLO BCCE 2020 1A A 144A	0.03%	572,536
224	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
225	MSAC 2006-HE4 A3	MORGAN STANLEY ABS CAPITAL I 2006-HE4 - MORGAN STANLEY CAPITAL INC MSAC 2006 HE4 A3	0.03%	1,118,689
226	ICG 2018-2A A	ICG US CLO LTD 2018-2A - ICG US CLO LTD ICG 2018 2A A 144A	0.03%	552,910
227	n/a	SOLD KRW BOUGHT USD 20250121	0.03%	1
228	FR SD8409	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8409 FR 03/54 FIXED 6	0.03%	538,472
229	VOYA 2019-2A AR	VOYA CLO 2019-2A LTD - VOYA CLO LTD VOYA 2019 2A AR 144A	0.03%	500,000
230	n/a	RFR JPY MUTK/0.50000 12/15/21-10Y LCH	0.03%	1
231	LNCR 2021-CRE5 A	LOANCORE ISSUER LTD 2021-CRE5 - LOANCORE 2021 CRE5 ISSUER, LTD LNCR 2021 CRE5 A 144A	0.03%	483,841
232	KRC	Kilroy Realty Corporation	0.03%	12,008
233	LINE	Lineage, Inc.	0.03%	8,063
234	n/a	SOLD AUD BOUGHT USD 20250115	0.03%	1
235	B 0 03.06.25	UNITED STATES GOVT - TREASURY BILL 03/25 0.00000	0.03%	469,000
236	CDP	COPT Defense Properties	0.03%	14,983
237	n/a	INF SWAP US IT 2.813 05/14/21-5Y LCH	0.03%	1
238	K	Kellanova	0.03%	5,700
239	LXS 2006-7 1A1A	LEHMAN XS TRUST 2006-7 - LEHMAN XS TRUST LXS 2006 7 1A1A	0.03%	540,740
240	HIW	Highwoods Properties, Inc.	0.03%	14,977
241	SMH5	SOYBEAN MEAL FUTR MAR25 XCBT 20250314	0.03%	245
242	B 0 01.30.25	UNITED STATES GOVT - TREASURY BILL 01/25 0.00000	0.03%	456,000
243	CBAM 2018-5A A	CBAM 2018-5 LTD 5A - CBAM CLO MANAGEMENT CBAM 2018 5A A 144A	0.03%	440,364
244	MVW 2015-9A A1R	MOUNTAIN VIEW CLO LTD 2015-9A - MOUNTAIN VIEW CLO LTD MVW 2015 9A A1R 144A	0.03%	439,021
245	n/a	SOLD CHF BOUGHT USD 20250115	0.03%	1
246	n/a	SOLD JPY BOUGHT USD 20250115	0.03%	1
247	CWALT 2007-4CB 1A35	COUNTRYWIDE ALTERNATIVE LOAN TRUST 2007-4CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 4CB 1A35	0.03%	520,547
248	LXS 2006-8 3A4	LEHMAN XS TRUST 2006-8 - LEHMAN XS TRUST LXS 2006 8 3A4	0.03%	452,049
249	MAR	Marriott International, Inc.	0.02%	1,525
250	CWHL 2007-10 A5	COUNTRYWIDE HOME LOANS 2007-10 - COUNTRYWIDE HOME LOANS CWHL 2007 10 A5	0.02%	943,965
251	PETBRA 7.25 03.17.44	PETROBRAS GLOBAL FINANCE BV - PETROBRAS GLOBAL FINANCE COMPANY GUAR 03/44 7.25	0.02%	424,000
252	SEMT 2007-3 1A1	SEQUOIA MORTGAGE TRUST 2007-3 - SEQUOIA MORTGAGE TRUST SEMT 2007 3 1A1	0.02%	477,036
253	WAMU 2005-AR12 1A4	WASHINGTON MUTUAL 2005-AR12 - WAMU MORTGAGE PASS THROUGH CER WAMU 2005 AR12 1A4	0.02%	458,273
254	HLT	Hilton Worldwide Holdings Inc.	0.02%	1,631
255	COP	ConocoPhillips	0.02%	4,054
256	DRSLF 2018-64A A	DRYDEN CLO LTD 2018-64A - DRYDEN SENIOR LOAN FUND DRSLF 2018 64A A 144A	0.02%	400,183
257	IVT	InvenTrust Properties Corp.	0.02%	13,283
258	FYBR	Frontier Communications Parent, Inc.	0.02%	11,500
259	RASC 2006-EMX7 A4	RESIDENTIAL ASSET SEC CORP 2006-EMX7 - RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX7 A4	0.02%	440,664
260	XBM5	GASOLINE RBOB FUT JUN25 XNYM 20250530	0.02%	169
261	HES	Hess Corporation	0.02%	2,800
262	ALBT 2007-OA1 A1	ALLIANCE BANCORP TRUST 2007-OA1 - ALLIANCE BANCORP TRUST ALBT 2007 OA1 A1	0.02%	434,509
263	PK	Park Hotels & Resorts Inc.	0.02%	26,333
264	BXP	BXP, Inc.	0.02%	4,978
265	LMNIDP 20250115	LME NICKEL FUTURE JAN25 XLME 20250113	0.02%	-49
266	SABR 2006-FR3 A3	SEC ASSET BACKED REC LLC 2006-FR3 - SECURITIZED ASSET BACKED RECEI SABR 2006 FR3 A3	0.02%	703,535
267	n/a	SOLD DKK BOUGHT USD 20250115	0.02%	1
268	LMNIDP 20250319	LME NICKEL FUTURE MAR25 XLME 20250317	0.02%	-34
269	VOYA 2017-2A A1R	VOYA CLO 2017-2A - VOYA CLO LTD VOYA 2017 2A A1R 144A	0.02%	356,265
270	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 144A REGS 10/53 2	0.02%	2,996,642
271	SLG	SL Green Realty Corp.	0.02%	5,198
272	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.02%	3,500,000
273	n/a	INF SWAP EM NI 2.682 10/15/23-30Y LCH	0.02%	1
274	n/a	INF SWAP EM NI 2.59 12/15/22-30Y LCH	0.02%	1
275	ARSI 2006-W4 A2C	ARGENT SECURITIES INC 2006-W4 - ARGENT SECURITIES INC. ARSI 2006 W4 A2C	0.02%	1,419,561
276	CO19	BRENT CRUDE FUTR SEP25 IFEU 20250731	0.02%	262
277	SSTAT 2021-1A A	SYMPHONY STATIC CLO 2021-1A - SYMPHONY STATIC CLO LTD SSTAT 2021 1A A 144A	0.02%	333,446
278	KCK5	COFFEE 'C' FUTURE MAY25 IFUS 20250519	0.02%	16
279	n/a	RFR EUR ESTRON/3.47500 02/26/24-1Y LCH	0.02%	1
280	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
281	n/a	SOLD BRL BOUGHT USD 20250402	0.02%	1
282	DFS	Discover Financial Services	0.02%	1,800
283	BERY	Berry Global Group, Inc.	0.02%	4,800
284	VOYA 2014-4A A1RA	VOYA CLO LTD 2014-4 - VOYA CLO LTD VOYA 2014 4A A1RA 144A	0.02%	303,264
285	CLM5	WTI CRUDE FUTURE JUN25 XNYM 20250520	0.02%	173
286	MO10	ECX EMISSION MAR25 NDEX 20250331	0.02%	38
287	n/a	CVC CORDATUS LOAN FUND III LTD CORDA-A - CORDATUS CLO PLC CORDA 3A A1RR 144A	0.02%	270,112
288	BOAA 2005-11 4A1	BANC OF AMERICA ALT LOAN TRUST 2005-11 - BANC OF AMERICA ALTERNATIVE LO BOAA 2005 11 4A1	0.02%	325,838
289	ANSS	ANSYS, Inc.	0.02%	800
290	MORGN 2018-3A AR	522 FUNDING CLO I LTD 2018-3A - 522 FUNDING CLO LTD MORGN 2018 3A AR 144A	0.02%	265,672
291	X	United States Steel Corporation	0.02%	7,800
292	n/a	PERU GOVT - BONOS DE TESORERIA SR UNSECURED 08/32 6.15	0.02%	1,000,000
293	HCP	HashiCorp, Inc.	0.02%	7,700
294	GC	The Gladstone Companies, Inc.	0.02%	100
295	n/a	SOLD CAD BOUGHT USD 20250115	0.02%	1
296	DUH5	EURO-SCHATZ FUT MAR25 XEUR 20250306	0.02%	-1,096
297	n/a	PIMCO FUNDS - PIMCO PRV SHORT TERM FLT III MUTUAL FUND	0.01%	25,793
298	n/a	RFR JPY MUTK/0.55000 09/14/23-5Y LCH	0.01%	1
299	RAST 2006-R1 A2	RESIDENTIAL ASSET SEC TRUST 2006-R1 - RESIDENTIAL ASSET SECURITIZATI RAST 2006 R1 A2	0.01%	880,644
300	n/a	ARES EUROPEAN CLO VI BV 2013-6A - ARES EURO CLO ARESE 2013 6A ARR 144A	0.01%	233,556
301	n/a	SOLD CHF BOUGHT USD 20250115	0.01%	1
302	BRX	Brixmor Property Group Inc.	0.01%	8,675
303	ATCLO 2018-10A A	ATLAS SENIOR LOAN FUND LTD 2018-10A - ATLAS SENIOR LOAN FUND LTD ATCLO 2018 10A A 144A	0.01%	239,788
304	INDB 2006-1 A1	INDYMAC INDB MORTGAGE LOAN TR 2006-1 - INDYMAC INDB MORTGAGE LOAN TRU INDB 2006 1 A1	0.01%	721,071
305	ALTR	Altair Engineering Inc.	0.01%	2,100
306	DBALT 2007-AB1 A1	DEUTSCHE ALT-A SEC INC MTGE LO 2007-AB1 - DEUTSCHE ALT A SECURITIES INC DBALT 2007 AB1 A1	0.01%	327,943
307	n/a	INTERNATIONAL DISTRIBUTION SERVICES PLC - INTERNATIONAL DISTRIBUTION S COMMON STOCK GBP.01	0.01%	49,490
308	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
309	CGMS 2017-4A A1	CARLYLE US CLO LTD 2017-4 - CARLYLE GLOBAL MARKET STRATEGI CGMS 2017 4A A1 144A	0.01%	217,573
310	AMED	Amedisys, Inc.	0.01%	2,400
311	LCM 25A AR	LCM XXV LTD 25A - LCM LTD PARTNERSHIP LCM 25A AR 144A	0.01%	215,477
312	CWL 2007-1 1A	COUNTRYWIDE ASSET-BACKED CERT 2007-1 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 1 1A	0.01%	231,014
313	CUBE	CubeSmart	0.01%	4,947
314	CGMS 2014-3RA A1A	CARLYLE GLOBAL MARKET STRATEGIES CLO 2014-3R LTD 2014-3RA - CARLYLE GLOBAL MARKET STRATEGI CGMS 2014 3RA A1A 144A	0.01%	210,704
315	IMSC 2007-HOA1 A11	INDYMAC IMSC MTGE LN TRUST 2007-HOA1 - INDYMAC IMSC MORTGAGE LOAN TRU IMSC 2007 HOA1 A11	0.01%	318,972
316	n/a	UBS GROUP AG SR UNSECURED REGS 01/26 VAR	0.01%	200,000
317	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
318	SAMI 2006-AR3 12A1	STRUCTURED ASSET MTG INV INC 2006-AR3 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR3 12A1	0.01%	253,638
319	RAST 2005-A5 A3	RESIDENTIAL ASSET SEC TRUST 2005-A5 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A5 A3	0.01%	325,857
320	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
321	INABS 2007-A 1A	INDYMAC RESIDENTIAL ASSET BACKED 2007-A - INDYMAC RESIDENTIAL ASSET BACK INABS 2007 A 1A	0.01%	265,514
322	CWHL 2007-1 A1	COUNTRYWIDE HOME LOANS 2007-1 - COUNTRYWIDE HOME LOANS CWHL 2007 1 A1	0.01%	459,449
323	ERU6	3MO EURO EURIBOR SEP26 IFLL 20260914	0.01%	2,556
324	BOAA 2006-5 CB17	BANC OF AMERICA ALT LOAN TRUST 2006-5 - BANC OF AMERICA ALTERNATIVE LO BOAA 2006 5 CB17	0.01%	234,260
325	LMNIDP 20250521	LME NICKEL FUTURE MAY25 XLME 20250519	0.01%	-36
326	VMW 3.9 08.21.27	VMWARE LLC SR UNSECURED 08/27 3.9	0.01%	200,000
327	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
328	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.01%	1,728,981
329	DEN12 2016-1A A1R	DENALI CAPITAL CLO XII LTD 2016-1A - DENALI CAPITAL CLO XII LTD DEN12 2016 1A A1R 144A	0.01%	188,026
330	WPC	W. P. Carey Inc.	0.01%	3,419
331	n/a	SOLD AUD BOUGHT USD 20250115	0.01%	1
332	n/a	SOLD BRL BOUGHT USD 20251002	0.01%	1
333	n/a	INF SWAP EM NI 2.965 05/15/22-5Y LCH	0.01%	1
334	WMALT 2006-5 2CB1	WASHING MUTUAL MTGE P/T 2006-5 - WASHINGTON MUTUAL MORTGAGE PAS WMALT 2006 5 2CB1	0.01%	252,098
335	WAMU 2006-AR14 1A4	WASHINGTON MUTUAL 2006-AR14 - WAMU MORTGAGE PASS THROUGH CER WAMU 2006 AR14 1A4	0.01%	205,398
336	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
337	n/a	SOLD BRL BOUGHT USD 20250402	0.01%	1
338	SVHE 2006-OPT2 A4	SOUNDVIEW HOME EQUITY LOAN TR 2006-OPT2 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 OPT2 A4	0.01%	174,636
339	ENZ5	WTI CRUDE FUTURE DEC25 IFEU 20251119	0.01%	-77
340	BCAP 2011-RR5 10A6	BCAP LLC TRUST 2011-RR5 - BCAP LLC TRUST BCAP 2011 RR5 10A6 144A	0.01%	190,374
341	SAMI 2005-AR8 A1A	STRUCTURED ASSET MTG INV INC 2005-AR8 - STRUCTURED ASSET MORTGAGE INVE SAMI 2005 AR8 A1A	0.01%	200,395
342	C N5	CORN FUTURE JUL25 XCBT 20250714	0.01%	281
343	n/a	SOLD CNH BOUGHT USD 20250214	0.01%	1
344	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1	0.01%	1,376,267
345	n/a	GRIFONAS FINANCE NO.1 PLC GRIF-1 - GRIFONAS FINANCE PLC GRIF 1 A REGS	0.01%	152,348
346	ALTM	Arcadium Lithium plc	0.01%	29,300
347	LCM5	LIVE CATTLE FUTR JUN25 XCME 20250630	0.01%	63
348	CMLTI 2007-AMC2 A3A	CITIGROUP MTGE LOAN TR INC 2007-AMC2 - CITIGROUP MORTGAGE LOAN TRUST CMLTI 2007 AMC2 A3A	0.01%	206,939
349	n/a	BOUGHT TRY SOLD USD 20250508	0.01%	1
350	FHLT 2006-C 1A1	FREMONT HOME LOAN TRUST 2006-C - FREMONT HOME LOAN TRUST FHLT 2006 C 1A1	0.01%	163,369
351	CIFC 2017-4A A1R	CIFC FUNDING LTD 2017-4A - CIFC FUNDING LTD CIFC 2017 4A A1R 144A	0.01%	144,446
352	n/a	INF SWAP EM NI 3.0 05/15/22-5Y LCH	0.01%	1
353	CWHL 2007-4 1A1	COUNTRYWIDE HOME LOANS 2007-4 - COUNTRYWIDE HOME LOANS CWHL 2007 4 1A1	0.01%	325,415
354	COJUN3	BRENT CRUDE FUTR JUN25 IFEU 20250430	0.01%	65
355	CWHL 2005-3 1A2	COUNTRYWIDE HOME LOANS 2005-3 - COUNTRYWIDE HOME LOANS CWHL 2005 3 1A2	0.01%	141,071
356	n/a	SOLD BRL BOUGHT USD 20251002	0.01%	1
357	DBALT 2006-AB3 A5B	DEUTSCHE ALT-A SEC INC MTGE LO 2006-AB3 - DEUTSCHE ALT A SECURITIES INC DBALT 2006 AB3 A5B	0.01%	148,014
358	n/a	SOLD DKK BOUGHT USD 20250115	0.01%	1
359	TYH5	US 10YR NOTE (CBT)MAR25 XCBT 20250320	0.01%	646
360	n/a	INF SWAP EM NI 2.59 03/15/22-30Y LCH	0.01%	1
361	SAMI 2006-AR5 1A1	STRUCTURED ASSET MTGE INVEST 2006-AR5 - STRUCTURED ASSET MORTGAGE INVE SAMI 2006 AR5 1A1	0.01%	177,852
362	LMZSDP 20250319	LME ZINC FUTURE MAR25 XLME 20250317	0.01%	-67
363	n/a	UBS GROUP AG SR UNSECURED REGS 03/29 VAR	0.01%	100,000
364	HOM5	NY HARB ULSD FUT JUN25 XNYM 20250530	0.01%	83
365	CLM5P	CRUDE OIL FUT OPT JUN25P 60 EXP 05/15/2025	0.01%	68
366	GSR 2005-8F 3A1	GSR MORTGAGE LOAN TRUST 2005-8F - GSR MORTGAGE LOAN TRUST GSR 2005 8F 3A1	0.01%	312,838
367	n/a	FRANCE GOVT - FRANCE (GOVT OF) BONDS 144A REGS 07/38 0.1	0.01%	118,299
368	CWALT 2006-OA17 1A1A	COUNTRYWIDE ALT LOAN TRUST 2006-OA17 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 OA17 1A1A	0.01%	119,756
369	LMT 2005-3 4A1	LEHMAN MORTGAGE TRUST 2005-3 - LEHMAN MORTGAGE TRUST LMT 2005 3 4A1	0.01%	101,127
370	n/a	JYSKE REALKREDIT A/S COVERED 10/53 2	0.01%	789,779
371	n/a	SOLD MXN BOUGHT USD 20250319	0.01%	1
372	CSAB 2006-1 A6A	CSAB MTGE BACKED PASS-THRU CERTS 2006-1 - CSAB MORTGAGE BACKED TRUST CSAB 2006 1 A6A	0.01%	349,985
373	n/a	NYKREDIT REALKREDIT A/S - NYKREDIT REALKREDIT AS COVERED REGS 10/53 1.5	0.01%	896,581
374	GCJ5	GOLD 100 OZ FUTR APR25 XCEC 20250428	0.01%	-790
375	TUH5	US 2YR NOTE (CBT) MAR25 XCBT 20250331	0.00%	-1,356
376	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
377	n/a	INF SWAP US IT 2.573 08/26/21-7Y LCH	0.00%	1
378	NGN25	NATURAL GAS FUTR JUL25 XNYM 20250626	0.00%	50
379	LMAHDP 20250319	LME PRI ALUM FUTR MAR25 XLME 20250317	0.00%	-47
380	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
381	n/a	INF SWAP EM NI 2.58 03/15/22-30Y LCH	0.00%	1
382	TII 0.875 01.15.29	UNITED STATES GOVT - TSY INFL IX N/B 01/29 0.875	0.00%	81,259
383	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
384	QSJUN3	LOW SU GASOIL G JUN25 IFEU 20250612	0.00%	59
385	CWALT 2005-79CB A5	COUNTRYWIDE ALTERNATIVE LN TR 2005-79CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 79CB A5	0.00%	136,302
386	KWN5	KC HRW WHEAT FUT JUL25 XCBT 20250714	0.00%	-55
387	BSARM 2006-2 3A2	BEAR STEARNS ADJ RATE MTGE TR 2006-2 - BEAR STEARNS ADJUSTABLE RATE M BSARM 2006 2 3A2	0.00%	86,227
388	LMZSDP 20250521	LME ZINC FUTURE MAY25 XLME 20250519	0.00%	-42
389	MABS 2006-HE2 A4	MASTR ASSET BACKED SEC TR 2006-HE2 - MASTR ASSET BACKED SECURITIES MABS 2006 HE2 A4	0.00%	202,465
390	CWALT 2007-5CB 1A4	COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A4	0.00%	132,328
391	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
392	CLZ5	WTI CRUDE FUTURE DEC25 XNYM 20251120	0.00%	77
393	n/a	RESIDENTIAL ASSET SECUR TRUST 2005-A15 - RESIDENTIAL ASSET SECURITIZATI RAST 2005 A15 5A2	0.00%	171,723
394	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
395	C K5	CORN FUTURE MAY25 XCBT 20250514	0.00%	71
396	RAST 2006-A12 A1	RESIDENTIAL ASSET SEC TRUST 2006-A12 - RESIDENTIAL ASSET SECURITIZATI RAST 2006 A12 A1	0.00%	165,942
397	LCJ5	LIVE CATTLE FUTR APR25 XCME 20250430	0.00%	51
398	CWALT 2007-5CB 1A13	COUNTRYWIDE ALTERNATIVE LN TR 2007-5CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2007 5CB 1A13	0.00%	113,426
399	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
400	n/a	SOLD JPY BOUGHT USD 20250115	0.00%	1
401	TII 3.375 04.15.32	UNITED STATES GOVT - TSY INFL IX N/B 04/32 3.375	0.00%	53,352
402	n/a	SOLD CAD BOUGHT USD 20250115	0.00%	1
403	CWL 2007-6 1A	COUNTRYWIDE ASSET-BACKED CERT 2007-6 - COUNTRYWIDE ASSET BACKED CERTI CWL 2007 6 1A	0.00%	61,861
404	GCG5	GOLD 100 OZ FUTR FEB25 XCEC 20250226	0.00%	143
405	n/a	INF SWAP US IT 2.69 06/01/21-5Y LCH	0.00%	1
406	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
407	n/a	CVX US TRS EQUITY FEDL01+0 MYI	0.00%	1
408	LMAHDP 20250521	LME PRI ALUM FUTR MAY25 XLME 20250519	0.00%	-53
409	n/a	SOLD KRW BOUGHT USD 20250122	0.00%	1
410	MSM 2006-12XS A6A	MORGAN STANLEY MORTGAGE TRUST-2006-12XS - MORGAN STANLEY MORTGAGE LOAN T MSM 2006 12XS A6A	0.00%	177,019
411	HOH5	NY HARB ULSD FUT MAR25 XNYM 20250228	0.00%	16
412	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
413	n/a	INF SWAP EM NI 2.55 04/15/22-30Y LCH	0.00%	1
414	CWALT 2006-30T1 1A3	COUNTRYWIDE ALTERNATIVE LN TR 2006-30T1 - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 30T1 1A3	0.00%	60,633
415	NHEL 2006-5 A2C	NOVASTAR HOME EQUITY LOAN 2006-5 - NOVASTAR HOME EQUITY LOAN NHEL 2006 5 A2C	0.00%	145,921
416	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 2	0.00%	398,771
417	CWALT 2006-19CB A4	COUNTRYWIDE ALTERNATIVE LN TR 2006-19CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2006 19CB A4	0.00%	72,825
418	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
419	n/a	NORDEA KREDIT REALKREDITAKTIESELSKAB - NORDEA KREDIT REALKREDIT COVERED 10/53 1.5	0.00%	349,900
420	MALT 2006-2 2A1	MASTR ALT LN TR 2006-2 - MASTR ALTERNATIVE LOANS TRUST MALT 2006 2 2A1	0.00%	413,721
421	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
422	n/a	COP US TRS EQUITY FEDL01+0 BOA	0.00%	1
423	n/a	AMCR US TRS EQUITY FEDL01+0 GST	0.00%	1
424	BOAMS 2005-G 2A1	BANK OF AMERICA MTGE SEC 2005-G - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 G 2A1	0.00%	40,959
425	CCN5	COCOA FUTURE JUL25 IFUS 20250716	0.00%	15
426	ABK 5.1 PERP 144A	AMBAC ASSURANCE CORPORATION - AMBAC ASSURANCE CORP SUBORDINATED 144A 12/99 5.1	0.00%	27,914
427	Z H5	FTSE 100 IDX FUT MAR25 IFLL 20250321	0.00%	49
428	n/a	RFR JPY MUT+5.89/0.4500 03/20/19-10Y LCH	0.00%	1
429	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
430	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
431	NGJ25	NATURAL GAS FUTR APR25 XNYM 20250327	0.00%	39
432	BOAMS 2005-J 2A4	BANK OF AMERICA MTGE SECS-2005-J - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 J 2A4	0.00%	39,640
433	CWL 2005-13 AF4	COUNTRYWIDE ASSET-BACKED CERTS 2005-13 - COUNTRYWIDE ASSET BACKED CERTI CWL 2005 13 AF4	0.00%	38,286
434	NYMT 2006-1 2A3	NEW YORK MORTGAGE TRUST 2006-1 - NEW YORK MORTGAGE TRUST NYMT 2006 1 2A3	0.00%	39,765
435	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
436	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
437	SVHE 2006-NLC1 A1	SOUNDVIEW HOME EQUITY LN TRUST 2006-NLC1 - SOUNDVIEW HOME EQUITY LOAN TRU SVHE 2006 NLC1 A1 144A	0.00%	116,412
438	n/a	SOLD CNH BOUGHT USD 20250115	0.00%	1
439	FR SD8454	FHLMC PASS THRU POOLS - FED HM LN PC POOL SD8454 FR 08/54 FIXED 6	0.00%	31,601
440	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
441	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
442	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
443	BOAMS 2005-E 2A1	BANK OF AMERICA MTG SEC 2005-3 - BANC OF AMERICA MORTGAGE SECUR BOAMS 2005 E 2A1	0.00%	34,623
444	MSM 2007-5AX 2A3	MORGAN STANLEY MORTGAGE LN TR 2007-5AX - MORGAN STANLEY MORTGAGE LOAN T MSM 2007 5AX 2A3	0.00%	146,296
445	n/a	SOLD BRL BOUGHT USD 20250402	0.00%	1
446	n/a	SOLD BRL BOUGHT USD 20251002	0.00%	1
447	n/a	INF SWAP EM NI 3.13 05/15/22-5Y LCH	0.00%	1
448	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
449	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
450	WAMU 2007-HY1 3A2	WAMU MTGE P/T CERT 2007-HY1 - WAMU MORTGAGE PASS THROUGH CER WAMU 2007 HY1 3A2	0.00%	33,229
451	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
452	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
453	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
454	n/a	SOLD ILS BOUGHT USD 20250317	0.00%	1
455	BTSH5	SHORT EURO-BTP FU MAR25 XEUR 20250306	0.00%	-263
456	n/a	SOLD KRW BOUGHT USD 20250108	0.00%	1
457	n/a	BOUGHT TRY SOLD USD 20250210	0.00%	1
458	NGK25	NATURAL GAS FUTR MAY25 XNYM 20250428	0.00%	14
459	n/a	TORO EUROPEAN CLO 5 DAC 5A - TORO EUROPEAN CLO TCLO 5A ANV 144A	0.00%	23,515
460	n/a	SOLD GBP BOUGHT USD 20250115	0.00%	1
461	n/a	SOLD BRL BOUGHT USD 20251002	0.00%	1
462	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
463	JPMAC 2006-CH2 AV5	JP MORGAN MTGE ACQUIS CORP 2006-CH2 - JP MORGAN MORTGAGE ACQUISITION JPMAC 2006 CH2 AV5	0.00%	23,644
464	n/a	SOLD BRL BOUGHT USD 20251002	0.00%	1
465	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
466	n/a	SOLD CNH BOUGHT USD 20250512	0.00%	1
467	n/a	SOLD MXN BOUGHT USD 20250318	0.00%	1
468	MSM 2006-8AR 6A1	MORGAN STANLEY MORTGAGE LN TR-2006-8AR - MORGAN STANLEY MORTGAGE LOAN T MSM 2006 8AR 6A1	0.00%	22,771
469	n/a	SNPS US TRS EQUITY FEDL01+10 BOA	0.00%	1
470	n/a	SOLD CNH BOUGHT USD 20250214	0.00%	1
471	FHAMS 2006-FA8 1A7	FIRST HORIZON ALT MTG SEC 2006-FA8 - FIRST HORIZON ALTERNATIVE MORT FHAMS 2006 FA8 1A7	0.00%	49,554
472	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
473	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
474	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
475	n/a	BOUGHT TRY SOLD USD 20250224	0.00%	1
476	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
477	CWALT 2005-50CB 1A1	COUNTRYWIDE ALTERNATIVE LN TR 2005-50CB - COUNTRYWIDE ALTERNATIVE LOAN T CWALT 2005 50CB 1A1	0.00%	21,652
478	n/a	SOLD MXN BOUGHT USD 20250319	0.00%	1
479	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
480	NDF30	HENRY HB LD1 JAN30 IFED 20291227	0.00%	6
481	n/a	CMBX.NA.AAA.10 SP MYC	0.00%	1
482	LCG5	LIVE CATTLE FUTR FEB25 XCME 20250228	0.00%	13
483	n/a	REALKREDIT DANMARK A/S - REALKREDIT DANMARK COVERED REGS 10/53 2	0.00%	110,297
484	n/a	SOLD MXN BOUGHT USD 20250318	0.00%	1
485	n/a	SOLD TWD BOUGHT USD 20250121	0.00%	1
486	n/a	SOLD TWD BOUGHT USD 20250122	0.00%	1
487	n/a	BOUGHT IDR SOLD USD 20250305	0.00%	1
488	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
489	n/a	SOLD CNH BOUGHT USD 20250214	0.00%	1
490	NDG30	HENRY HB LD1 FEB30 IFED 20300129	0.00%	6
491	n/a	SOLD KRW BOUGHT USD 20250115	0.00%	1
492	n/a	SOLD TWD BOUGHT USD 20250425	0.00%	1
493	n/a	INF SWAP EM NI 2.421 05/15/22-30Y LCH	0.00%	1
494	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
495	MSAC 2006-NC5 A2B	MORGAN STANLEY ABS CAPITAL I 2006-NC5 - MORGAN STANLEY CAPITAL INC MSAC 2006 NC5 A2B	0.00%	16,714
496	n/a	SOLD BRL BOUGHT USD 20250103	0.00%	1
497	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
498	NDZ30	HENRY HB LD1 DEC30 IFED 20301126	0.00%	6
499	n/a	SOLD INR BOUGHT USD 20250117	0.00%	1
500	n/a	SOLD CNH BOUGHT USD 20250512	0.00%	1

As of Dec 31, 2024

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Asset Allocation

Asset Class	% Weight
Bond	60.85%
Cash	16.17%
Stocks	13.44%
Other	9.53%
Not Classified	0.00%

Sector Breakdown

Sector	% Weight
Other	95.88%
Real Estate	3.13%
Health Care	0.44%
Financials	0.18%
Information Technology	0.17%
Communication Services	0.14%
Utilities	0.04%
Consumer Discretionary	0.02%

Country Breakdown

Sector	% Weight
United States	72.49%
Other	12.18%
Denmark	4.22%
France	3.03%
XS	1.86%
Italy	1.64%
United Kingdom	1.49%
Japan	1.03%
EZ	1.00%
Germany	0.75%
Australia	0.20%
Netherlands	0.03%
Singapore	0.02%
Russian Federation	0.02%
Peru	0.02%
Argentina	0.01%
Spain	0.01%