SCFVX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Usd/Eur Fwd 20250304 00187	10.71%	159,399,697
2	n/a	Eur/Usd Fwd 20250204 00187	10.64%	152,724,082
3	n/a	Prudential Govt Money Mkt Fd	10.51%	156,507,179
4	n/a	Usd/Eur Fwd 20250204 00187	8.51%	126,777,129
5	PAAA	PGIM AAA CLO ETF	3.20%	925,000
6	n/a	Usd/Eur Fwd 20250204 955	1.37%	20,435,741
7	n/a	BBCMS MORTGAGE TRUST 2024-5C31 5.609%	1.29%	18,800,000
8	n/a	BMO 2024-5C8 MORTGAGE TRUST 5.6253%	1.29%	18,800,000
9	n/a	BMO 2024-5C4 MORTGAGE TRUST 6.5262%	1.27%	18,000,000
10	BMARK 2024-V11 A3	BENCHMARK 2024-V11 MORTGAGE TRUST 5.909%	1.22%	17,500,000
11	n/a	Aqueduct European CLO 10 DAC 0.0001%	1.05%	15,000,000
12	n/a	Nassau Euro Clo II Designated Activity Company 0.0001%	1.05%	15,000,000
13	n/a	Palmer Square European Clo 2025-1 Designated Activity Co. 0.01%	1.05%	15,000,000
14	n/a	SIGNAL PEAK CLO 11 LTD 5.74317%	1.01%	15,000,000
15	n/a	Lcm 40 Ltd / Lcm 40 FRN 5.67198%	1.01%	15,000,000
16	n/a	TCW CLO 2019-2 LTD 0.0001%	1.01%	15,000,000
17	n/a	NASSAU LTD 5.99265%	1.00%	14,950,000
18	n/a	Avoca CLO XIX Designated Activity Company 0.0001%	0.98%	14,000,000
19	n/a	OFSI BSL XII CLO LTD 0.01%	0.81%	12,050,000
20	n/a	MADISON PARK FUNDING XXXIV LTD 5.67758%	0.78%	11,500,000
21	n/a	Hayfin Emerald Clo Xiv Dac	0.77%	11,000,000
22	n/a	BANK5 2024-5YR12 5.902%	0.75%	10,750,000
23	n/a	Usd/Eur Fwd 20250204 Barcus33	0.74%	11,008,613
24	n/a	GENERATE CLO 4 LTD 5.72317%	0.68%	10,000,000
25	n/a	Signal Peak Clo 9 Ltd / Llc 6.18903%	0.68%	10,000,000
26	n/a	Bain Capital Credit CLO 2022-1 Ltd / LLC 5.61317%	0.67%	10,000,000
27	n/a	BALBOA BAY LOAN FUNDING 2024-2 LTD 5.64571%	0.67%	10,000,000
28	n/a	BARROW HANLEY CLO I LTD 6.03642%	0.67%	10,000,000
29	n/a	BX TRUST 2025-DIME 7.31032%	0.67%	10,000,000
30	n/a	OBX 2025-NQM2 TRUST 5.597%	0.63%	9,400,000
31	SREIT 2021-MFP A	SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 5.15152%	0.62%	9,191,793
32	n/a	Lincoln Sr Partn Tr 1 144A 4.31308%	0.60%	9,000,000
33	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 9.90098%	0.59%	8,000,000
34	n/a	Avis Budget Rental Car Funding AESOP LLC 5.25%	0.56%	8,300,000
35	CARVL 2024-3A A1	CARVAL CLO XI-C LTD 5.96139%	0.56%	8,250,000
36	n/a	Sculptor European CLO VII Designated Activity Company 4.924%	0.56%	8,000,000
37	n/a	RCKT MORTGAGE TRUST 2025-CES1 5.913%	0.55%	8,250,000
38	n/a	ATLAS SENIOR LOAN FUND XXIV LTD 6.19317%	0.54%	8,000,000
39	n/a	OAKTREE CLO 2022-3 LTD 5.68198%	0.54%	8,000,000
40	n/a	Bastille Euro Clo 2020-3 Designated Activity Company 4.295%	0.54%	7,750,000
41	n/a	GOLUB CAPITAL PARTNERS CLO 62(B)-R LTD 5.67198%	0.54%	8,000,000
42	CIM 2025-I1 A1	CIM TRUST 2025-I1 5.655%	0.54%	8,000,000
43	n/a	ROCK TRUST 2024-CNTR 8.81906%	0.53%	7,500,000
44	n/a	GS MORTGAGE SECURITIES CORPORATION TRUST 2024-RVR 5.72256%	0.53%	8,000,000
45	LHOME 2024-RTL4 A1	LHOME MORTGAGE TRUST 2024-RTL4 5.921%	0.52%	7,733,000
46	BBCMS 2020-BID A	BBCMS MORTGAGE TRUST 6.56148%	0.52%	7,660,000
47	STACR 2022-DNA3 M2	Freddie Mac Stacr Remic Trust 8.70098%	0.50%	7,000,000
48	LHOME 2025-RTL1 A1	LHOME MORTGAGE TRUST 2025-RTL1 5.652%	0.50%	7,400,000
49	n/a	MENLO CLO I LTD 5.75018%	0.49%	7,250,000
50	n/a	Freddie Mac Stacr Remic Trust 11.10098%	0.49%	6,500,000
51	n/a	MTN COMMERCIAL MORTGAGE TRUST 2022-LPFL 5.7069%	0.49%	7,250,000
52	n/a	CIFC FUNDING 2018-1 LTD 4.30225%	0.48%	7,170,000
53	n/a	BALLYROCK CLO 14 LTD 5.67317%	0.47%	7,010,776
54	n/a	CQS US CLO 2021-1 LTD 6.04317%	0.47%	7,000,000
55	JPMMT 2025-CES1 A1	JP MORGAN MORTGAGE TRUST 2025-CES1 5.666%	0.47%	7,000,000
56	GDLP 2025-1A A	GOODLEAP HOME IMPROVEMENT SOLUTIONS TRUST 2025-1 5.38%	0.46%	6,900,000
57	n/a	SUNRUN BACCHUS ISSUER 2025-1 LLC 5.99%	0.46%	6,800,000
58	n/a	CIFC Funding 2012-III Ltd. 5.71288%	0.45%	6,700,000
59	n/a	WOODWARD CAPITAL MANAGEMENT 5.83%	0.45%	6,700,000
60	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2022-R07 11.14932%	0.44%	5,800,000
61	n/a	BX TRUST 5.27048%	0.43%	6,446,027
62	n/a	BX TRUST 2024-VLT4 6.44672%	0.43%	6,400,000
63	n/a	JAMESTOWN CLO XV LTD 5.67198%	0.42%	6,250,000
64	n/a	BANK5 2024-5YR9 5.6136%	0.41%	6,000,000
65	n/a	SILVER ROCK CLO I LTD 6.79317%	0.41%	6,000,000
66	n/a	GENESIS SALES FINANCE MASTER TRUST 6.26%	0.38%	5,667,000
67	n/a	ENTERPRISE FLEET FINANCING 2025-1 L 4.65%	0.38%	5,600,000
68	n/a	AlbaCore EURO CLO II Designated Activity Company 4.536%	0.38%	5,400,000
69	BATLN 2022-23A A1R	Battalion Clo XXIII Ltd./Battalion Clo XXIII LLC 5.72198%	0.37%	5,500,000
70	n/a	HUDSON YARDS 2025-SPRL MORTGAGE TRUST 6.3396%	0.37%	5,400,000
71	GSMBS 2024-HE2 A1	GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE2 5.85098%	0.37%	5,446,285
72	n/a	Indigo Credit Management II DAC 5.45407%	0.37%	5,250,000
73	n/a	Carlyle Euro CLO 2017-1 Designated Activity Co. 4.485%	0.36%	5,125,000
74	n/a	Freddie Mac Stacr Remic Trust 5.73548%	0.36%	5,300,000
75	n/a	BFLD TRUST 2024-WRHS 7.99514%	0.35%	5,218,993
76	n/a	Usd/Gbp Fwd 20250304 57918	0.35%	5,215,138
77	COMM 2024-277P A	COMM 2024-277P MORTGAGE TRUST 6.338%	0.35%	5,000,000
78	ANCHE 8A B1R	Anchorage Capital Europe Clo 8 Designated Activity Co. 4.783%	0.35%	5,000,000
79	n/a	Invesco Euro Clo XIV Designated Activity Co. 4.828%	0.35%	5,000,000
80	n/a	Usd/Gbp Fwd 20250204 Mslngb2x	0.35%	5,180,659
81	n/a	Gbp/Usd Fwd 20250204 57918	0.35%	4,177,220
82	n/a	AFFIRM ASSET SECURITIZATION TRUST 2024-X2 6.08%	0.35%	5,200,000
83	n/a	WELLFLEET CLO 2022-2 LTD 7.94317%	0.34%	5,000,000
84	n/a	GREENSKY HOME IMPROVEMENT ISSUER TRUST 2024-1 5.88%	0.34%	5,023,537
85	n/a	GALLATIN CLO XI 2024-1 LTD 6.53266%	0.34%	5,000,000
86	n/a	Palmer Square CLO 2022-3 Ltd. 5.64317%	0.34%	5,000,000
87	n/a	SIGNAL PEAK CLO 7 LTD 5.71317%	0.34%	5,000,000
88	n/a	TRIMARAN CAVU 2022-1 LTD 5.69009%	0.34%	5,000,000
89	n/a	OAKTREE CLO 2024-25 LTD 5.84317%	0.34%	5,000,000
90	n/a	ARES LIII CLO LTD 5.99664%	0.34%	5,000,000
91	n/a	Neuberger Berman Loan Advisers CLO 26, Ltd. 6.04317%	0.34%	5,000,000
92	n/a	Aimco Clo 18 Ltd / Aimco Clo 18 144A FRN 5.65317%	0.34%	5,000,000
93	n/a	KKR CLO 49 LTD 5.67317%	0.34%	5,000,000
94	MCLO 2020-15A A1B	MARATHON CLO 2020-15 LTD 5.97346%	0.34%	5,000,000
95	n/a	BAIN CAPITAL CREDIT CLO 2022-4 LTD 6.05758%	0.34%	5,000,000
96	n/a	BX TRUST 2022-LBA6 5.30624%	0.34%	5,026,000
97	PNMSR 2024-FT1 A	PMT Issuer Trust - Fmsr / PMT Co-Issuer Trust I- Fmsr 7.06064%	0.34%	5,000,000
98	TCW 2019-1A BR	TCW CLO 2019-1 AMR LTD 6.43539%	0.34%	5,000,000
99	n/a	Evergreen Credit Card Trust 5.64%	0.34%	5,000,000
100	n/a	Rockford Tower Clo 2021-3 Ltd / Llc 6.29188%	0.34%	5,000,000
101	n/a	ONE MORTGAGE TRUST 5.12048%	0.33%	5,000,000
102	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE1 5.95098%	0.33%	4,930,286
103	n/a	TCO COMMERCIAL MORTGAGE TRUST 2024-DPM 6.2981%	0.33%	4,920,000
104	n/a	BX TRUST 4.92648%	0.33%	4,920,000
105	n/a	NEW YORK N Y CITY HSG DEV CORP MULTIFAMILY MTG REV 5.458%	0.33%	4,800,000
106	n/a	TOWD POINT MORTGAGE TRUST 2024-CES5 5.601%	0.32%	4,855,000
107	n/a	MADISON PARK FUNDING XXXIX LTD 6.04009%	0.32%	4,750,000
108	n/a	BX COMMERCIAL MORTGAGE TRUST 5.41818%	0.32%	4,760,700
109	PMTCR 2024-2R A	PMT CREDIT RISK TRANSFER TRUST 2024-2R 7.68693%	0.32%	4,632,226
110	n/a	RCKT MORTGAGE TRUST 2024-CES8 5.65904%	0.31%	4,700,000
111	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP 7.24592%	0.31%	4,650,000
112	n/a	EFMT 2024-CES1 5.796%	0.31%	4,685,000
113	n/a	Madison Park Euro Funding XIII DAC 3.535%	0.31%	4,423,288
114	n/a	TRALEE CLO VI LTD 6.23007%	0.30%	4,500,000
115	BANK5 2024-5YR11 A3	BANK5 2024-5YR11 5.893%	0.29%	4,250,000
116	n/a	Eur/Usd Fwd 20250304 Barcus33	0.29%	4,158,144
117	n/a	Albacore Euro Clo Iv Designated Activity Company 4.685%	0.28%	4,000,000
118	n/a	Tikehau CLO IX Designated Activity Company 5.269%	0.28%	4,000,000
119	n/a	TIKEHAU US CLO VI LTD 6.14317%	0.28%	4,100,000
120	n/a	BX TRUST 2024-PAT 6.39624%	0.28%	4,125,000
121	BX 2024-AIRC A	BX COMMERCIAL MORTGAGE TRUST 2024-AIRC 5.99748%	0.28%	4,100,000
122	n/a	ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2025-1 6.1%	0.27%	4,000,000
123	n/a	HAYFIN US XV LTD 6.49984%	0.27%	4,000,000
124	CLVR 2018-1A A1RR	CLOVER CLO 2018-1 LLC 5.82317%	0.27%	4,000,000
125	n/a	Carval Clo VII-C Ltd / LLC 5.73317%	0.27%	4,000,000
126	n/a	ATLAS SENIOR LOAN FUND XV LTD 6.04034%	0.27%	4,000,000
127	n/a	WCORE COMMERICIAL MORTGAGE TRUST 2024-CORE 7.24643%	0.27%	4,000,000
128	WCORE 2024-CORE C	WCORE COMMERICIAL MORTGAGE TRUST 2024-CORE 6.54743%	0.27%	4,000,000
129	n/a	LHOME MORTGAGE TRUST 2024-RTL5 5.323%	0.27%	4,000,000
130	BFLD 2024-VICT B	BFLD 2024-VICT MORTGAGE TRUST 6.89524%	0.26%	3,900,000
131	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2022-R08 9.95098%	0.26%	3,520,301
132	PMTCR 2024-1R A	Pmt Cr Risk Transfer Tr 2024-1 144A FRN 7.85098%	0.25%	3,684,342
133	n/a	TIKEHAU US CLO II LTD 6.20643%	0.25%	3,700,000
134	n/a	Penta Clo 14 DAC 4.644%	0.24%	3,500,000
135	n/a	GS MORTGAGE-BACKED SECURITIES TRUST 2024-HE2 6.35098%	0.24%	3,600,000
136	SPEAK 2018-5A A1R	SIGNAL PEAK CLO 5 LTD 5.85007%	0.24%	3,600,000
137	CIM 2024-R1 A1	CIM TRUST 2024-R1 4.75%	0.24%	3,709,818
138	n/a	Lugo Funding DAC 4.99225%	0.24%	3,535,000
139	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI 7.82678%	0.24%	3,500,000
140	n/a	NGC 2024-I Ltd. 6.39317%	0.24%	3,500,000
141	n/a	Oaktree Clo 2019-4 Ltd/Oaktree Clo 2019-4 Llc 6.21317%	0.24%	3,500,000
142	n/a	PRPM 2024-3 LLC 6.994%	0.23%	3,488,909
143	TPMT 2024-CES3 A1	TOWD POINT MORTGAGE TRUST 2024-CES3 6.29%	0.23%	3,458,124
144	AESOP 2023-4A A	Avis Budget Rental Car Funding AESOP LLC 5.49%	0.23%	3,400,000
145	n/a	Invesco Euro CLO Vi Designated Activity Company 4.435%	0.23%	3,250,000
146	CAS 2022-R03 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 10.60098%	0.22%	3,000,000
147	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-1CHI 6.93211%	0.22%	3,200,000
148	RCKT 2024-CES4 A1A	RCKT MORTGAGE TRUST 2024-CES4 6.147%	0.22%	3,183,825
149	n/a	Monument CLO 1 Designated Activity Co. 8.092%	0.21%	3,000,000
150	n/a	Anchorage Capital CLO 7 Limited 6.34984%	0.21%	3,124,000
151	n/a	Invesco Euro Clo Iii Designated Activity Company 6.465%	0.21%	3,000,000
152	HAYEM 10A B1R	Hayfin Emerald CLO X Designated Activity Company 4.844%	0.21%	3,000,000
153	n/a	LBA TRUST 2024-BOLT 6.89594%	0.21%	3,120,000
154	n/a	Rockford Tower Europe Clo 2019-1 Designated Activity Co. 4.886%	0.21%	3,000,000
155	n/a	Toro European CLO 2 Designated Activity Company 4.523%	0.21%	3,000,000
156	AESOP 2023-8A A	Avis Budget Rental Car Funding AESOP LLC 6.02%	0.21%	3,000,000
157	n/a	BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 6.09888%	0.21%	3,100,000
158	n/a	SREIT TRUST 2021-IND 5.12048%	0.21%	3,100,000
159	n/a	OCEAN TRAILS CLO XV LTD 6.80198%	0.20%	3,000,000
160	n/a	BPR TRUST 6.12148%	0.20%	3,050,000
161	n/a	Jamestown Clo Xviii Ltd / Jamestown FRN 8.05007%	0.20%	3,000,000
162	n/a	Kkr Clo 32 Ltd / Kkr Clo 32 Ll 144A FRN 6.40198%	0.20%	3,000,000
163	BX 2024-AIR2 A	BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 5.7993%	0.20%	3,000,000
164	CATLK 2021-7RA BR	CATHEDRAL LAKE VII LTD 6.15198%	0.20%	3,000,000
165	n/a	Columbia Cent Clo 30 Ltd / Columbia FRN 5.57317%	0.20%	3,000,000
166	n/a	SANTANDER DRIVE AUTO 2025-1 5.43%	0.20%	3,000,000
167	n/a	Elevation Clo 2021-15 Ltd / Elevatio FRN 6.15007%	0.20%	3,000,000
168	n/a	Regatta Xvi Fdg Ltd / Regatta Xvi Fd FRN 6.00198%	0.20%	3,000,000
169	RMRK 2018-2A A1R	ROMARK CLO II LTD 5.44007%	0.20%	2,926,619
170	n/a	RADNOR RE 2024-1 LTD 7.25098%	0.20%	2,900,000
171	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-GRP 6.59685%	0.19%	2,850,000
172	n/a	Usd/Cad Fwd 20250304 955	0.19%	2,785,018
173	ELM 2024-ELM D15	ELM TRUST 2024-ELM 6.89674%	0.19%	2,750,000
174	n/a	Usd/Cad Fwd 20250204 00187	0.19%	2,777,743
175	n/a	TOWD POINT MORTGAGE TRUST 2024-CES4 5.122%	0.19%	2,786,895
176	n/a	Icg Us Clo 2021-3 Ltd / Icg Us Clo 2021-3 Llc 6.04317%	0.18%	2,750,000
177	n/a	Cad/Usd Fwd 20250204 955	0.18%	4,000,000
178	CAPST 2024-1 A	CAPITAL STREET MASTER TRUST 6.13089%	0.18%	2,700,000
179	BX 2021-ARIA C	BX TRUST 6.06648%	0.18%	2,669,000
180	n/a	BX TRUST 6.66498%	0.18%	2,650,000
181	RCKT 2024-CES3 A1A	RCKT MORTGAGE TRUST 2024-CES3 6.591%	0.18%	2,581,371
182	n/a	Barings Euro Clo 2020-1 Designated Activity Company 4.454%	0.17%	2,500,000
183	OMFIT 2023-2A D	ONEMAIN FINANCIAL ISSUANCE TRUST 2023-2 7.52%	0.17%	2,500,000
184	n/a	CVC Cordatus Loan Fund III Designated Activity Company 4.323%	0.17%	2,500,000
185	n/a	BBCMS MORTGAGE TRUST 2024-5C31 2.33936%	0.17%	26,275,000
186	n/a	ELEVATION CLO 2020-11 LTD 6.30198%	0.17%	2,500,000
187	n/a	Trinitas Clo Xxiv Ltd / Trinit FRN 6.60007%	0.17%	2,500,000
188	PRPM 2024-6 A1	PRPM 2024-6 LLC 5.699%	0.17%	2,526,406
189	MIDO 2019-10A A1RR	Midocean Cr Clo X Ltd / Midocean Cr FRN 5.60034%	0.17%	2,500,000
190	n/a	CSMC TRUST 3.3039%	0.17%	2,679,334
191	n/a	CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC 6.95007%	0.16%	2,400,000
192	n/a	Salus (European Loan Conduit No.33) DAC 6.69654%	0.16%	1,961,437
193	n/a	BRAVO RESIDENTIAL FUNDING TRUST 2024-CES2 5.592%	0.16%	2,400,000
194	n/a	PRPM 2024-4 LLC 6.414%	0.16%	2,340,852
195	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 6.40098%	0.16%	2,300,000
196	n/a	UK Logistics 2024-1 Designated Activity Co. 7.2771%	0.15%	1,850,000
197	BX 2021-XL2 D	BX COMMERCIAL MORTGAGE TRUST 5.81718%	0.15%	2,292,500
198	IHSFR 2024-SFR1 C	INVITATION HOMES 2024-SFR1 TRUST 4.25%	0.15%	2,400,000
199	n/a	Barings Euro Clo 2021-1 Designated Activity Company 3.471%	0.15%	2,200,000
200	n/a	Saratoga Investment Corporation CLO 2013-1 Ltd. 5.59317%	0.15%	2,271,770
201	TPMT 2024-CES5 A2	TOWD POINT MORTGAGE TRUST 2024-CES5 5.202%	0.15%	2,289,000
202	GOOD 2024-1GS A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2024-1 6.25%	0.15%	2,192,278
203	PMTCR 2024-3R A	Pmt Cr Risk Transfer Tr 2024=3 FRN 7.45098%	0.15%	2,183,627
204	n/a	OPG TRUST 2021-PORT 4.90548%	0.14%	2,163,230
205	n/a	Harvest CLO XXXII Designated Activity Co. 6.273%	0.14%	2,000,000
206	n/a	Nassau Euro CLO IV DAC 6.694%	0.14%	2,000,000
207	n/a	HPS Loan Management 13-2018 Ltd./HPS Loan Management 13-2018 LLC 5.43198%	0.14%	2,085,628
208	n/a	Barings Euro CLO 2015-1 Designated Activity Company 4.473%	0.14%	2,000,000
209	RCKT 2024-CES9 A1A	WOODWARD CAPITAL MANAGEMENT 5.582%	0.14%	2,078,106
210	n/a	Toro European Clo 8 Designated Activity Company 4.835%	0.14%	2,000,000
211	n/a	Invesco Euro CLO IV Designated Activity Company 4.485%	0.14%	2,000,000
212	n/a	Z CAPITAL CREDIT PARTNERS BSL CLO 2024-1 LTD 7.95758%	0.14%	2,000,000
213	n/a	BPR TRUST 2023-BRK2 8.335%	0.14%	2,000,000
214	n/a	Rockford Tower Europe Clo 2021-1 Designated Activity Company 3.994%	0.14%	2,000,000
215	n/a	Carysfort Park Clo Designated Activity Company 3.891%	0.14%	2,000,000
216	n/a	Cbam 2020-13 Limited / Cbam 2020-13 Llc 8.30198%	0.14%	2,000,000
217	SUNRN 2024-3A A2	SUNRUN VESTA ISSUER 2024-3 LTD 5.88%	0.14%	2,095,239
218	n/a	BELLEMEADE RE 2024-1 LTD 7.55098%	0.14%	2,000,000
219	n/a	NORTHWOODS CAPITAL 22 LTD 6.80857%	0.14%	2,000,000
220	SLVRK 2020-1A A1RR	SILVER ROCK CLO I LTD 5.71317%	0.14%	2,000,000
221	BCC 2022-4A A1R	BAIN CAPITAL CREDIT CLO 2022-4 LTD 5.68758%	0.14%	2,000,000
222	n/a	Anchorage Cap Clo 11 Ltd / Llc 6.24009%	0.14%	2,000,000
223	n/a	SILVER ROCK CLO I LTD 6.14317%	0.14%	2,000,000
224	n/a	TRIMARAN CAVU 2022-1 LTD 6.14009%	0.14%	2,000,000
225	n/a	ISLAND FINANCE TRUST 2025-1 6.54%	0.14%	2,000,000
226	n/a	SIGNAL PEAK CLO 12 LTD 6.09317%	0.14%	2,000,000
227	n/a	Elevation Clo 2021-15 Ltd / Elevatio FRN 6.60007%	0.14%	2,000,000
228	n/a	CANYON CLO 2019-1 LTD 6.10198%	0.14%	2,000,000
229	n/a	Strata Clo Ii Ltd / Strata Clo Ii FRN 6.29317%	0.13%	2,000,000
230	BATLN 2021-17A A1R	Battalion Clo Xvii Ltd/ Llc 5.59317%	0.13%	2,000,000
231	n/a	Regatta Xvi Fdg Ltd / Regatta Xvi Fd FRN 5.50198%	0.13%	2,000,000
232	n/a	Columbia Cent Clo 30 Ltd / Columbia FRN 6.09317%	0.13%	2,000,000
233	WELF 2020-1A A1AR	Wellfleet Clo 2020-1 Ltd / Wellfleet FRN 5.50198%	0.13%	2,000,000
234	n/a	ICG US CLO LTD 6.36919%	0.13%	2,000,000
235	CORDA 7A ARR	CVC Cordatus Loan Fund VII Designated Activity Company 3.516%	0.13%	1,924,588
236	n/a	BX TRUST 5.92048%	0.13%	1,985,503
237	n/a	Kinbane 2024-RPL 2 Designated Activity Co. 5.426%	0.13%	1,900,000
238	n/a	PRPM 2024-5 LLC 5.689%	0.13%	1,967,884
239	n/a	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 7.97148%	0.13%	1,950,000
240	n/a	RCKT MORTGAGE TRUST 2024-CES8 5.9084%	0.13%	1,900,000
241	ELM 2024-ELM D10	ELM TRUST 2024-ELM 6.84668%	0.12%	1,830,000
242	n/a	J P MORGAN MORTGAGE TRUST 2024-HE2 6.0731%	0.12%	1,800,000
243	n/a	BATTALION CLO IX LTD 5.66359%	0.12%	1,794,130
244	CAS 2024-R05 2M2	CONNECTICUT AVENUE SECURITIES TRUST 2024-R05 6.05098%	0.12%	1,750,000
245	n/a	BMO 2024-5C5 MORTGAGE TRUST 2.47682%	0.12%	18,900,000
246	n/a	Ares European CLO X Designated Activity Company 3.565%	0.12%	1,675,530
247	n/a	INVITATION HOMES 2024-SFR1 TRUST 4%	0.11%	1,800,000
248	T 4.25 11.30.26	United States Treasury Notes 4.25%	0.11%	1,700,000
249	n/a	BPR COMMERCIAL MORTGAGE TRUST 2024-PARK 6.38943%	0.11%	1,630,000
250	n/a	Huntington National Bank of Ohio 8.3731%	0.11%	1,602,406
251	n/a	BX COMMERCIAL MORTGAGE TRUST 2024-MDHS 6.34694%	0.11%	1,611,595
252	CGMS 2015-5A A1R3	Carlyle Global Market Strategies CLO 2015-5 Ltd. 5.39317%	0.11%	1,595,788
253	BLUME 5A B	Bluemountain Fuji Eur Clo V Designated Activity Company 4.335%	0.10%	1,500,000
254	CIFCE 3A A	CIFC European Funding Clo III Designated Activity Company 3.835%	0.10%	1,500,000
255	n/a	Icg Euro Clo 2021-1 Designated Activity Company 4.585%	0.10%	1,500,000
256	n/a	Ozlm 2016-Xv 5.51317%	0.10%	1,550,000
257	n/a	Crosthwaite Park CLO dac 4.486%	0.10%	1,500,000
258	n/a	BBCMS MORTGAGE TRUST 2024-5C25 3.13854%	0.10%	14,404,000
259	n/a	NORTHWOODS CAPITAL 22 LTD 9.30857%	0.10%	1,500,000
260	n/a	Elevation Clo 2021-12 Ltd. 8.59317%	0.10%	1,500,000
261	n/a	Elevation Clo 2021-12 Ltd. 6.46317%	0.10%	1,500,000
262	TPMT 2023-CES2 A1A	TOWD POINT MORTGAGE TRUST 2023-CES2 7.294%	0.10%	1,486,140
263	OCTL 2024-RVM1 A	OCTANE RECEIVABLES TRUST 2024-RVM1 5.01%	0.10%	1,500,000
264	n/a	Madison Pk Fdg Xxxiii Ltd / Madison Pk Fdg Xxxiii Llc 5.59198%	0.10%	1,500,000
265	n/a	ONE MORTGAGE TRUST 5.37048%	0.10%	1,500,000
266	n/a	BANK5 2024-5YR8 2.77391%	0.10%	13,643,000
267	n/a	Pure Industrial Issuer Trust Canada 5.80113%	0.09%	2,000,000
268	n/a	Pure Industrial Issuer Trust Canada 6.35113%	0.09%	2,000,000
269	MHC 2021-MHC F	MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 7.02144%	0.09%	1,365,600
270	VENTR 2014-19A ARR	Venture Xix Clo Limited 5.82359%	0.09%	1,360,858
271	n/a	Rockford Tower Europe Clo 2018-1 Designated Activity Company 6.971%	0.09%	1,250,000
272	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 2024-5C1 2.63334%	0.09%	13,169,000
273	n/a	SOUND POINT CLO VII-R 5.62195%	0.09%	1,304,533
274	n/a	BX COMMERCIAL MORTGAGE TRUST 2024-AIR2 6.54824%	0.09%	1,300,000
275	n/a	Palmer Square European Clo 2023-2 DAC 6.7%	0.09%	1,250,000
276	n/a	BARROW HANLEY CLO III LTD 8.44317%	0.09%	1,250,000
277	n/a	BMO 2024-5C3 MORTGAGE TRUST 2.85923%	0.08%	12,604,000
278	DBGS 2018-BIOD F	Dbgs 2018-Biod Mortgage Trust 6.60201%	0.08%	1,231,500
279	n/a	Huntington National Bank of Ohio 9.6231%	0.08%	1,175,104
280	n/a	BPR TRUST 2024-PMDW 5.85%	0.08%	1,200,000
281	n/a	BARROW HANLEY CLO II LTD 7.29317%	0.08%	1,150,000
282	n/a	ILPT COMMERCIAL MORTGAGE TRUST 2022-LPF2 6.55124%	0.08%	1,190,000
283	OMFIT 2022-2A D	ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 6.55%	0.08%	1,180,000
284	n/a	BPR TRUST 2024-PMDW 0.208%	0.08%	149,625,000
285	RMIR 2024-1 M1A	RADNOR RE 2024-1 LTD 6.35098%	0.08%	1,128,087
286	n/a	TOWD POINT MORTGAGE TRUST 2024-CES3 6.811%	0.07%	1,100,000
287	ODART 2022-1A D	ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2022-1 5.9%	0.07%	1,100,000
288	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 6.82148%	0.07%	1,100,000
289	n/a	ANCHORAGE CAPITAL 19 LTD 6.41359%	0.07%	1,075,000
290	n/a	Rockford Tower Europe Clo 2018-1 Designated Activity Company 4.771%	0.07%	1,000,000
291	n/a	Anchorage Capital Europe Clo 6 Designated Activity Company 5.454%	0.07%	1,000,000
292	n/a	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-CAR1 LLC 7.95098%	0.07%	1,022,823
293	n/a	ONEMAIN DIRECT AUTO RECEIVABLES TRUST 2023-1 7.07%	0.07%	1,000,000
294	n/a	Penta CLO 3 Designated Activity Company 4.548%	0.07%	1,000,000
295	n/a	CQS US CLO 2023-3 Ltd / CQS US CLO 2023-3 LLC 8.50007%	0.07%	1,000,000
296	n/a	OFSI BSL CLO XIII LTD 8.79317%	0.07%	1,000,000
297	n/a	Avis Budget Rental Car Funding AESOP LLC 6.85%	0.07%	1,000,000
298	n/a	BAYVIEW OPPURTUNITY MASTER FUND VII TRUST 2024-SN1 6.36%	0.07%	1,000,000
299	n/a	GALLATIN CLO X 2023-1 LTD 7.33701%	0.07%	1,000,000
300	AFFRM 2024-A 1D	AFFIRM ASSET SECURITIZATION TRUST 2024-A 6.89%	0.07%	1,000,000
301	SIXST 2020-16A A1R	Sixth Str Clo Xvi Ltd / Sixth S 144A FRN 6.08317%	0.07%	1,000,000
302	n/a	KATAYMA CLO I LTD 6.29317%	0.07%	1,000,000
303	n/a	AGL CLO 32 LTD 5.67317%	0.07%	1,000,000
304	n/a	TRINITAS CLO XX LTD 6.75317%	0.07%	1,000,000
305	n/a	BELLEMEADE RE 2024-1 LTD 6.50098%	0.07%	1,000,000
306	n/a	Ares Xli Clo Ltd 6.01359%	0.07%	1,000,000
307	n/a	OFSI BSL XII CLO LTD 6.69317%	0.07%	1,000,000
308	n/a	OFSI BSL XII CLO LTD 7.44317%	0.07%	1,000,000
309	n/a	TCW CLO 2019-2 LTD 6.14009%	0.07%	1,000,000
310	WFCM 2021-FCMT E	WELLS FARGO COMMERCIAL MORTGAGE TRUST 8.92148%	0.07%	1,000,000
311	n/a	BENCHMARK 2024-V6 MORTGAGE TRUST 3.26016%	0.07%	8,633,500
312	n/a	HUDSON YARDS 2025-SPRL MORTGAGE TRUST 6.67824%	0.07%	970,000
313	n/a	TOWD POINT MORTGAGE TRUST 2023-CES1 6.75%	0.07%	961,833
314	n/a	ONE MORTGAGE TRUST 5.52048%	0.06%	1,000,000
315	n/a	BX COMMERCIAL MORTGAGE TRUST 2022-AHP 7.34624%	0.06%	1,010,000
316	BBCMS 2018-CHRS B	BBCMS MORTGAGE TRUST 4.2665%	0.06%	1,000,000
317	n/a	BANK5 2023-5YR3 3.31525%	0.06%	9,000,000
318	AFFRM 2024-A 1E	AFFIRM ASSET SECURITIZATION TRUST 2024-A 9.17%	0.06%	900,000
319	BBCMS 2018-CHRS C	BBCMS MORTGAGE TRUST 4.2665%	0.06%	1,000,000
320	GOOD 2023-4C A	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-4 6.48%	0.06%	891,807
321	n/a	Carlyle Global Market Strategies Euro CLO 2014-2 DAC 3.773%	0.06%	846,347
322	ODART 2021-1A C	ONEMAIN DIRECT AUTO RECEIVABLES TRUST 1.42%	0.06%	900,000
323	n/a	BMO 2024-5C8 MORTGAGE TRUST 2.06695%	0.06%	9,929,000
324	BBCMS 2018-CHRS D	BBCMS MORTGAGE TRUST 4.2665%	0.06%	990,000
325	n/a	Bain Capital Euro Clo 2018-1 DESIGNATED ACTIVITY COMPANY 3.484%	0.06%	802,315
326	n/a	ONE MORTGAGE TRUST 5.92048%	0.05%	850,000
327	STACR 2020-DNA6 B1	Federal Home Loan Mortgage Corp. 7.35098%	0.05%	750,000
328	OMIR 2021-2 M1B	OAKTOWN RE VII LTD 7.25098%	0.05%	800,000
329	BANK5 2023-5YR2 XA	BANK5 2023-5YR2 0.53509%	0.05%	49,842,371
330	n/a	VENTURE 49 CLO LTD 6.09317%	0.05%	800,000
331	n/a	Eaton Vance Clo 2013-1 Ltd 5.81359%	0.05%	800,000
332	n/a	BAYVIEW OPPORTUNITY MASTER FUND VII 2024-EDU1, LLC 7.10098%	0.05%	767,519
333	n/a	Hayfin Emerald CLO II DAC 4.685%	0.05%	750,000
334	n/a	Avoca Capital CLO X Designated Activity Company 4.135%	0.05%	750,000
335	n/a	BPR TRUST 6.77148%	0.05%	761,000
336	n/a	Mountain View CLO IX Ltd. 6.34359%	0.05%	750,000
337	MDPK 2021-38A A	MADISON PARK FUNDING XXXVIII LTD 5.68449%	0.05%	750,000
338	n/a	SANTANDER CONSUMER AUTO RECEIVABLES TRUST 3.28%	0.05%	750,000
339	n/a	Cash Collateral Jpm	0.05%	734,000
340	n/a	St. Paul's CLO XI Designated Activity Company 2.5%	0.05%	750,000
341	n/a	J.P.MORGAN MORTGAGE TRUST 2023-HE3 6.4731%	0.05%	705,000
342	n/a	MHC COMMERCIAL MORTGAGE TRUST 2021-MHC 5.22144%	0.05%	709,975
343	AESOP 2024-1A C	Avis Budget Rental Car Funding AESOP LLC 6.48%	0.05%	700,000
344	n/a	Ally Bank Sandy (Utah) 9.892%	0.05%	678,229
345	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 7.92148%	0.05%	690,000
346	n/a	BMO 2023-5C2 MORTGAGE TRUST 2.24398%	0.05%	9,500,000
347	CAS 2022-R04 1B1	CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 9.60098%	0.04%	620,000
348	CAS 2021-R01 1B1	CONNECTICUT AVENUE SECURITIES TRUST 7.45098%	0.04%	650,000
349	n/a	PRPM 2024-RCF6 LLC 4%	0.04%	700,000
350	CAS 2023-R05 1M2	CONNECTICUT AVENUE SECURITIES TRUST 2023-R05 7.44932%	0.04%	600,000
351	B 0 11.28.25	United States Treasury Bills 4.22322%	0.04%	600,000
352	n/a	ONE NEW YORK PLAZA TRUST 2020-1NYP 5.67148%	0.04%	600,000
353	BVABS 2024-CAR1F A	Bayview Opportunity Master 144A 6.971%	0.04%	555,664
354	SUNRN 2024-3A A1	SUNRUN VESTA ISSUER 2024-3 LTD 5.49%	0.04%	563,195
355	n/a	United States Treasury Notes 4.125%	0.04%	550,000
356	T 4.25 12.31.26	United States Treasury Notes 4.25%	0.04%	540,000
357	BMIR 2022-1 M1C	BELLEMEADE RE 2022-1 LTD 8.05098%	0.04%	510,000
358	n/a	Carlyle Euro Clo 2021-2 Designated Activity Company 4.535%	0.03%	500,000
359	n/a	BMO 2024-5C4 MORTGAGE TRUST 2.76927%	0.03%	5,500,000
360	n/a	Jubilee CLO 2016-XVII Designated Activity Company 4.065%	0.03%	500,000
361	n/a	AUXILIOR TERM FUNDING 2023-1 LLC 7.27%	0.03%	500,000
362	n/a	Cash Collateral Held Fcm Jpmorgan Usd	0.03%	510,000
363	n/a	BANK5 2023-5YR4 3.60466%	0.03%	4,500,000
364	n/a	Atlas Static Sr Ln Fd I Ltd / Atlas FRN 6.95198%	0.03%	500,000
365	n/a	Battalion Clo Xii Ltd / Battalion Clo Xi 6.827%	0.03%	500,000
366	n/a	BATTALION CLO X LTD 5.72825%	0.03%	500,000
367	n/a	Cash Collateral Gsisw	0.03%	500,000
368	n/a	ANCHORAGE CAPITAL CLO 17 LTD 5.73359%	0.03%	500,000
369	n/a	MARBLE POINT CLO XXI LTD 5.80449%	0.03%	500,000
370	n/a	Wind River 2016-1K CLO Ltd/LLC 6.06359%	0.03%	500,000
371	n/a	AFFIRM ASSET SECURITIZATION TRUST 2024-B 5.5%	0.03%	500,000
372	CMLTI 2024-RP2 A2	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 4.22575%	0.03%	593,449
373	n/a	LV TR 2024-SHOW 5.27439%	0.03%	500,000
374	n/a	BBCMS MORTGAGE TRUST 2024-C24 1.33105%	0.03%	5,200,000
375	COMM 2024-277P X	COMM 2024-277P MORTGAGE TRUST 0.66102%	0.03%	16,500,000
376	n/a	Santander Bank National Association 5.004%	0.03%	450,154
377	BVFT 2023-1F A	Bayview Fing Tr 2023-1f FRN 8.33293%	0.03%	434,854
378	n/a	GOODLEAP SUSTAINABLE HOME SOLUTIONS TRUST 2023-3 6.5%	0.03%	434,607
379	n/a	Morgan Stanley Bank Of America Merrill Lynch Trust 3.338%	0.03%	420,095
380	n/a	20 Times Sq Tr 2018 3.0999%	0.03%	520,000
381	n/a	BANK 2021-BNK38 1.274%	0.03%	419,547
382	n/a	Cash Collateral Boasw	0.03%	400,000
383	LMAT 2021-SL2 A	LEGACY MORTGAGE ASSET TRUST 2021-SL2 4.875%	0.03%	395,802
384	n/a	LEGACY MORTGAGE ASSET TRUST 7.858%	0.03%	394,316
385	n/a	ONE MORTGAGE TRUST 6.17048%	0.03%	400,000
386	n/a	BPR TRUST 5.57148%	0.02%	355,000
387	RMIR 2023-1 M1A	RADNOR RE 2023-1 LTD 7.05098%	0.02%	349,550
388	n/a	LCM 33 LTD 6.20478%	0.02%	350,000
389	MAD 2015-11MD C	MAD MORTGAGE TRUST 3.5548%	0.02%	350,000
390	TEN 8 11.17.28 REGS	Tenneco Inc. 9.6205%	0.02%	350,000
391	CMLTI 2024-RP2 M1	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 4.22575%	0.02%	398,942
392	n/a	Taurus 2021-1 UK Designated Activity Company 7.32713%	0.02%	248,177
393	EMIR 2023-1 M1A	EAGLE RE 2023-1 LTD 6.35098%	0.02%	304,938
394	n/a	Atlas Senior Loan Fund XI Ltd 5.66168%	0.02%	270,182
395	n/a	Sound Point CLO II Ltd. 5.63168%	0.02%	269,485
396	LRK 2019-A R	Laurel Road Prime Student Ln Trust 2019-A 0%	0.02%	893,402
397	MIDO 2014-3A BR	MidOcean Credit CLO III/MidOcean Credit CLO III LLC 6.35478%	0.02%	250,000
398	T 3.5 09.30.26	United States Treasury Notes 3.5%	0.02%	250,000
399	CMLTI 2024-RP2 M2	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 2.4142%	0.02%	304,204
400	SREIT 2021-MFP F	SREIT COMMERCIAL MORTGAGE TRUST 2021-MFP 7.04562%	0.02%	238,987
401	n/a	Cbam 2018-7 Ltd/Llc 5.65478%	0.02%	237,161
402	n/a	SIERRA TIMESHARE 2023-2 RECEIVABLES FUNDING LLC 9.72%	0.02%	223,107
403	RMIR 2021-2 M1B	RADNOR RE 2021-2 LTD 8.05098%	0.01%	217,227
404	BBCMS 2016-ETC E	Bbcms Tr 2016-Etc 3.6089%	0.01%	250,000
405	B 0 05.01.25	United States Treasury Bills 4.37306%	0.01%	200,000
406	n/a	Taurus 2021-4 Uk Designated Activity Company 6.82713%	0.01%	159,856
407	B 0 09.04.25	United States Treasury Bills 3.97834%	0.01%	200,000
408	n/a	British Pound Sterling	0.01%	157,289
409	n/a	J.P. Morgan Chase Commercial Mortgage Securities Trust 4.6132%	0.01%	600,000
410	n/a	Park Avenue Institutional Advisers CLO 2018-1 LTD / LLC 5.55478%	0.01%	180,013
411	n/a	Allen Media Llc Term Loan B	0.01%	290,469
412	n/a	Collateral J.P. Morgan Securities Llc	0.01%	162,000
413	n/a	Battalion CLO VIII Ltd. 5.62478%	0.01%	159,574
414	TSQ 2018-20TS G	20 Times Sq Tr 2018 3.0999%	0.01%	200,000
415	LDMSR 2018-GT1 A	LOANDEPOT GMSR MASTER TRUST 7.96965%	0.01%	150,000
416	n/a	Deco 2019-Ram Designated Activity Company 6.75362%	0.01%	117,475
417	n/a	GS MORTGAGE SECURITIES CORPORATION TRUST 2021-IP 8.97148%	0.01%	140,000
418	CMLTI 2024-RP2 B1	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0%	0.01%	179,547
419	n/a	Tfs_l 8-3-Al 2.90 16-Mar-2023 Private Placement	0.01%	173,689
420	n/a	Euro	0.01%	121,133
421	n/a	Kkr Clo 18 Ltd/Kkr Clo 18 Llc 5.49478%	0.01%	124,968
422	n/a	Jp Morgan Futures Collateral Eur	0.01%	100,450
423	n/a	Last Mile Logistics Pan Euro Finance Designated Activity Company 4.905%	0.01%	98,186
424	n/a	Heritage Pwr Llc	0.01%	1,852
425	BBCMS 2016-ETC B	Bbcms Tr 2016-Etc 3.189%	0.01%	100,000
426	BBCMS 2016-ETC C	Bbcms Tr 2016-Etc 3.391%	0.01%	100,000
427	n/a	Santander Bank National Association 10.068%	0.01%	87,936
428	TSQ 2018-20TS H	20 Times Sq Tr 2018 3.0999%	0.01%	100,000
429	n/a	FREMF 2019-K735 Mortgage Trust 0.1%	0.00%	90,465,464
430	n/a	Deco 2019-Ram Designated Activity Company 8.35362%	0.00%	54,610
431	n/a	Diamond Sports Grp Llc- Cs	0.00%	3,163
432	n/a	Santander Bank National Association 7.375%	0.00%	49,834
433	n/a	Santander Bank National Association 11.366%	0.00%	46,645
434	n/a	Canadian Dollar	0.00%	65,153
435	CMLTI 2024-RP2 B2	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0%	0.00%	64,822
436	n/a	Federal Home Loan Mortgage Corp. 0.90012%	0.00%	3,372,205
437	n/a	Swap Vm Jpm Usd	0.00%	27,323
438	n/a	CSAIL 2015-C4 Commercial Mortgage Trust 0.25%	0.00%	25,076,000
439	n/a	JPMBB COMMERCIAL MORTGAGE SECURITIES TRUST 3.9342%	0.00%	25,945
440	n/a	Swp: Ois Sofr 4.253000 13-May-2029 Swcoir	0.00%	3,245,000
441	CMLTI 2024-RP2 B4	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0%	0.00%	299,249
442	n/a	WELLS FARGO COMMERCIAL MORTGAGE TRUST 0.40347%	0.00%	6,400,000
443	CMLTI 2024-RP2 B3	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0%	0.00%	164,547
444	n/a	Diamond Sports Net Llc Term Loan Exit	0.00%	20,229
445	n/a	Heritage Power Llc	0.00%	13,783
446	CMLTI 2024-RP2 SA	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0%	0.00%	13,558
447	CMLTI 2024-RP2 X	CITIGROUP MORTGAGE LOAN TRUST 2024-RP2 0.00001%	0.00%	9,314,634
448	n/a	JPMBB Commercial Mortgage Securities Trust 2015-C33 0.35826%	0.00%	1,620,000
449	n/a	Heritage Pwr Llc	0.00%	81
450	n/a	Diamond Sports Grp Llc- Warrants	0.00%	5,916
451	FHMS K052 X1	Federal Home Loan Mortgage Corp. 0.61404%	0.00%	941,288
452	n/a	Heritage Pwr Llc	0.00%	2,132
453	n/a	Cds: (Gs_24-Pc-A Jul 24)	0.00%	14,991,211
454	n/a	Morgan Stanley Bank Of America Merrill Lynch Trust 0.23702%	0.00%	10,000,000
455	n/a	Tfs_18-3	0.00%	1
456	n/a	Swp: Ois Sofr 4.805090 31-Aug-2025_p 0.000000 Act/360 20250831	0.00%	2,135,000
457	n/a	Swp: Ois Sofr 4.805090 31-Aug-2025_r 4.805090 Act/360 20250831	0.00%	2,135,000
458	n/a	Swp: Ois Sofr 4.497000 13-May-2027_p 0.000000 Act/360 20270513	0.00%	5,215,000
459	n/a	Swp: Ois Sofr 4.497000 13-May-2027_r 4.497000 Act/360 20270513	0.00%	5,215,000
460	n/a	Swp: Ois Sofr 4.253000 13-May-2029_r 4.253000 Act/360 20290513	0.00%	3,245,000
461	n/a	Swp: Ois Sofr 4.253000 13-May-2029_p 0.000000 Act/360 20290513	0.00%	3,245,000
462	DUH5	Euro Schatz Future Mar 25	-0.00%	1
463	n/a	Swp: Ois Sofr 4.805090 31-Aug-2025 Swcoir	-0.00%	2,135,000
464	n/a	Ultra US Treasury Bond Future Mar 25	-0.00%	2
465	OEH5	Euro Bobl Future Mar 25	-0.00%	7
466	n/a	Ultra 10 Year US Treasury Note Future Mar 25	-0.00%	16
467	RXH5	Euro Bund Future Mar 25	-0.00%	5
468	n/a	2 Year Treasury Note Future Mar 25	-0.00%	444
469	n/a	US Treasury Bond Future Mar 25	-0.00%	16
470	n/a	Swp: Ois Sofr 4.497000 13-May-2027 Swcoir	-0.00%	5,215,000
471	n/a	10 Year Treasury Note Future Mar 25	-0.01%	89
472	n/a	5 Year Treasury Note Future Mar 25	-0.08%	2,127
473	n/a	Cad/Usd Fwd 20250204 00187	-0.18%	4,000,000
474	n/a	Cad/Usd Fwd 20250304 955	-0.19%	4,000,000
475	n/a	Usd/Cad Fwd 20250204 955	-0.19%	2,781,888
476	n/a	Usd/Eur Fwd 20250304 Barcus33	-0.29%	4,341,184
477	n/a	Gbp/Usd Fwd 20250304 57918	-0.35%	4,177,220
478	n/a	Gbp/Usd Fwd 20250204 Mslngb2x	-0.35%	4,177,220
479	n/a	Usd/Gbp Fwd 20250204 57918	-0.35%	5,215,676
480	n/a	Eur/Usd Fwd 20250204 Barcus33	-0.75%	10,705,204
481	n/a	Us Dollar	-0.86%	12,792,397
482	n/a	Eur/Usd Fwd 20250204 955	-1.38%	19,810,273
483	n/a	Eur/Usd Fwd 20250204 00187	-8.52%	122,208,605
484	n/a	Eur/Usd Fwd 20250304 00187	-10.66%	152,724,082
485	n/a	Usd/Eur Fwd 20250204 00187	-10.69%	159,196,864

As of Jan 31, 2025

Showing 50 of 485

Subscribe to see the full list

Sector	% Weight
United States	70.15%
Other	26.59%
XS	3.24%
Germany	0.02%