TSX:PLDI Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	RFR USD SOFR/3.75000 12/18/24-2Y LCH Receive	35.10%	153,500,000
2	n/a	RFR USD SOFR/4.45000 06/06/23-3Y LCH Receive	34.35%	151,200,000
3	n/a	5 Year Treasury Note Future Mar 25	21.11%	874
4	n/a	RFR USD SOFR/3.87000 06/06/23-7Y LCH Receive	15.89%	69,300,000
5	FNCL.6 2.12	Federal National Mortgage Association 6%	14.10%	61,800,000
6	FNCL.6.5 2.12	Federal National Mortgage Association 6.5%	11.92%	51,400,000
7	FNCL.5 2.12	Federal National Mortgage Association 5%	9.83%	44,875,000
8	n/a	EUROPEAN MONETARY UNION EURO Purchased	8.59%	35,865,000
9	n/a	BRITISH POUND STERLING Purchased	8.51%	29,527,795
10	n/a	10 Year Treasury Note Future Mar 25	7.68%	311
11	n/a	U S TIPS REPO	7.16%	31,500,000
12	n/a	U S TREASURY REPO	6.88%	30,300,000
13	n/a	CANADIAN PROVINCE REPO	6.32%	40,000,000
14	n/a	CANADIAN DOLLAR Purchased	6.25%	39,576,687
15	FNCL.5.5 2.12	Federal National Mortgage Association 5.5%	5.62%	25,075,000
16	TPMF.2024-GR6X A1	Towd Point Mortgage Funding 2024-Granite 6 PLC 5.72872%	5.01%	17,563,866
17	FNCL.4 2.12	Federal National Mortgage Association 4%	4.28%	20,600,000
18	n/a	RFR USD SOFR/2.00000 12/21/22-7Y CME Receive	4.09%	16,490,000
19	n/a	CANADIAN DOLLAR Purchased	3.81%	23,455,972
20	n/a	IRS EUR 2.50000 03/19/25-5Y LCH Receive	3.53%	15,000,000
21	n/a	RFR USD SOFR/3.75000 06/20/24-5Y LCH Receive	3.38%	14,700,000
22	n/a	RFR USD SOFR/3.00000 06/21/23-7Y LCH Receive	3.37%	14,110,000
23	n/a	CDX HY43 5Y ICE	2.94%	12,000,000
24	FN.MA5248	Federal National Mortgage Association 6.5%	2.85%	12,270,572
25	n/a	RFR USD SOFR/1.00000 06/15/22-5Y LCH Receive	2.65%	10,880,000
26	TII.0.375 07.15.25	United States Treasury Notes 0.375%	2.45%	10,867,019
27	FNCL.3.5 2.12	Federal National Mortgage Association 3.5%	2.33%	11,600,000
28	QSMAR3	Low Sulphur Gas Oil Futures Mar25	2.08%	79
29	TII.1.875 07.15.34	United States Treasury Notes 1.875%	1.93%	8,752,026
30	n/a	RFR USD SOFR/3.75000 12/18/24-5Y CME Receive	1.88%	8,180,000
31	n/a	RFR USD SOFR/3.75000 06/20/24-5Y CME Receive	1.86%	8,100,000
32	n/a	IRS EUR 0.83000 12/09/42-10Y LCH Receive	1.85%	7,500,000
33	n/a	RFR USD SOFR/2.30000 01/17/24-2Y LCH Receive	1.85%	8,000,000
34	FNCL.3 2.12	Federal National Mortgage Association 3%	1.77%	9,200,000
35	FNCL.7 1.12	Federal National Mortgage Association 7%	1.72%	7,300,000
36	n/a	RFR USD SOFR/3.75000 12/18/24-5Y LCH Receive	1.70%	7,470,000
37	n/a	RFR USD SOFR/3.50000 12/18/24-30Y LCH Receive	1.59%	6,500,000
38	n/a	CANADIAN DOLLAR Purchased	1.58%	10,006,233
39	n/a	CANADIAN PROVINCE REPO	1.58%	10,000,000
40	n/a	RFR USD SOFR/3.75000 06/20/24-10Y LCH Receive	1.55%	6,670,000
41	n/a	RFR USD SOFR/3.75000 12/18/24-7Y LCH Receive	1.55%	6,700,000
42	n/a	RFR USD SOFR/1.75000 06/15/22-10Y LCH Receive	1.55%	5,930,000
43	FR.SD8366	Federal Home Loan Mortgage Corp. 5%	1.50%	6,815,294
44	n/a	RFR USD SOFR/2.35000 01/17/24-1Y CME Receive	1.41%	6,200,000
45	n/a	RFR USD SOFR/3.83000 03/03/25-4Y* LCH Receive	1.39%	6,080,000
46	n/a	RFR USD SOFR/3.71000 03/03/25-7Y* LCH Receive	1.34%	5,800,000
47	n/a	RFRF USD SF+26.161/0.75 06/16/21-10Y LCH Receive	1.34%	4,900,000
48	n/a	RFRF USD SF+26.161/0.7* 9/16/23-8Y* CME Receive	1.27%	4,654,000
49	FNCL.4.5 3.12	Federal National Mortgage Association 4.5%	1.24%	5,800,000
50	n/a	IRS AUD 4.00000 09/18/24-5Y LCH Receive	1.18%	8,400,000
51	HEAT.2005-1 M6	Home Equity Asset Trust 5.69822%	1.16%	5,292,548
52	CSF.2021-1 A	Canada Square Funding 2021-1 PLC 5.65449%	1.15%	4,042,132
53	n/a	RFR USD SOFR/3.27500 12/21/22-10Y LCH Receive	1.14%	5,000,000
54	PAID.2024-10 A	PAGAYA AI DEBT GRANTOR TRUST 2024-10 5.183%	1.07%	4,700,000
55	n/a	RFR USD SOFR/3.75000 06/20/24-7Y CME Receive	1.02%	4,400,000
56	n/a	RFRF USD SF+26.161/1.75 12/15/21-10Y LCH Receive	1.00%	3,800,000
57	JERNF.1 A	Jeronimo Funding DAC 4.022%	0.98%	4,200,000
58	BLUME.2021-2X A	Bluemountain Eur 2021-2 Clo Designated Activity Company 4.184%	0.98%	4,173,000
59	JTWN.2021-16A AR	JAMESTOWN CLO XVI LTD 5.58273%	0.98%	4,300,000
60	n/a	RFR USD SOFR/3.28000 12/21/22-10Y CME Receive	0.96%	4,000,000
61	n/a	CASH COLLATERAL LCH GSC USD	0.93%	4,079,000
62	AIMCO.2015-AA AR3	Aimco Clo Series 2015-A / Llc 5.89745%	0.91%	4,000,000
63	CARR.2005-NC1 M4	Carrington Mortgage Loan Trust 5.62322%	0.90%	4,261,742
64	n/a	RFR USD SOFR/2.00000 12/21/22-10Y CME Receive	0.87%	3,350,000
65	TII.1.375 07.15.33	United States Treasury Notes 1.375%	0.84%	3,949,530
66	TII.0.125 07.15.31	United States Treasury Notes 0.125%	0.83%	4,157,422
67	CSMC.2020-FACT C	CSMC 2020-FACT 7.61248%	0.82%	3,776,000
68	BSMF.2007-AR5 2A1	Bear Stearns Mortgage Funding Trust 2007-Ar5 4.63322%	0.82%	3,925,516
69	TQUAY.1 A	Temple Quay No.1 PLC. 6.29556%	0.81%	2,840,348
70	DPF.2023-1 A	Dutch Property Finance 2023-1 B.V. 3.972%	0.79%	3,324,704
71	n/a	RFR USD SOFR/3.00000 06/21/23-10Y CME Receive	0.77%	3,140,000
72	n/a	Ultra US Treasury Bond Future Mar 25	0.76%	28
73	EFMT.2022-4 A1	EFMT 2022-4 5.9%	0.75%	3,306,918
74	n/a	IRS EUR 2.25000 03/19/25-30Y LCH Receive	0.75%	3,250,000
75	MERRI.2024-1X A	Merrion Square Residential 2024-1 DAC 3.901%	0.73%	3,107,269
76	n/a	BRAZILIAN REAL-NDF Purchased	0.72%	21,380,325
77	n/a	RFR USD SOFR/3.75000 06/20/24-12Y LCH Receive	0.70%	3,100,000
78	AWPT.2021-14A A1	Elevation Clo 2021-14 Ltd/ Elevation Clo 2021-14 Llc 6.07901%	0.68%	3,000,000
79	n/a	RFR USD SOFR/3.36000 12/21/22-7Y CME Receive	0.68%	2,900,000
80	NMRR.2018-1R 2A1	NOMURA RESECURITIZATION TRUST 5.35322%	0.66%	3,082,273
81	n/a	CASH COLLATERAL ISDA CBK USD	0.65%	2,864,000
82	T.2.375 03.31.29	United States Treasury Notes 2.375%	0.65%	3,100,000
83	WARW.3A B	Warwick Finance Residential Mortgages Number Three Plc 6.35264%	0.65%	2,261,000
84	n/a	CASH COLLATERAL ISDA GLM USD	0.64%	2,829,000
85	CDW.2.67 12.01.26	CDW LLC / CDW Finance Corp 2.67%	0.64%	2,940,000
86	n/a	CASH COLLATERAL ISDA IND USD	0.61%	2,690,000
87	ISRAEL.5 10.30.26 EMTN	Israel (State Of) 5%	0.61%	2,500,000
88	SMB.2024-C A1B	SMB PRIVATE EDUCATION LOAN TRUST 2024-C 5.69824%	0.60%	2,615,477
89	ROLLS.5.75 10.15.27 144a	Rolls-Royce PLC 5.75%	0.59%	2,550,000
90	n/a	AUSTRALIAN DOLLARS Purchased	0.59%	3,982,000
91	n/a	BRAZILIAN REAL-NDF Purchased	0.59%	16,700,000
92	n/a	RFR USD SOFR/3.25000 06/21/23-5Y LCH Receive	0.58%	2,502,600
93	NCMS.2018-285M C	Natixis Commercial Mortgage Securities Trust Series 2018-285M 3.7904%	0.58%	2,980,000
94	DBGS.2021-W52 C	DBGS 2021-W52 MORTGAGE TRUST 6.81198%	0.57%	3,030,000
95	n/a	BRAZILIAN REAL-NDF Purchased	0.57%	15,000,000
96	PCG.5.45 06.15.27	Pacific Gas and Electric Company 5.45%	0.56%	2,445,000
97	ACE.2004-HE2 M1	ACE Securities Corp Home Equity Loan Trust 5.48822%	0.56%	2,559,504
98	BLTN.0 10.01.25 LTN	Secretaria Do Tesouro Nacional 0%	0.55%	16,700
99	n/a	RFRF USD SF+26.161/0.500 06/16/21-5Y LCH Receive	0.55%	2,300,000
100	n/a	CDX EM36 ICE	0.54%	2,392,000
101	n/a	JAPANESE YEN Purchased	0.54%	389,833,536
102	G2SF.4.5 2.12	Government National Mortgage Association 4.5%	0.54%	2,500,000
103	n/a	CASH COLLATERAL CME GSC USD	0.54%	2,358,000
104	TII.0.625 07.15.32	United States Treasury Notes 0.625%	0.53%	2,607,408
105	G2SF.5 2.12	Government National Mortgage Association 5%	0.53%	2,400,000
106	n/a	RFR USD SOFR/1.75000 06/15/22-30Y CME Receive	0.53%	1,700,000
107	BLTN.0 07.01.25 LTN	Secretaria Do Tesouro Nacional 0%	0.52%	15,000
108	BPCEGP.V6.612 10.19.27 REGS	BPCE SA 6.612%	0.51%	2,200,000
109	CQS.2021-1A AR	CQS US CLO 2021-1 LTD 5.8174%	0.50%	2,200,000
110	TRYSL.2022-1A A	Trysail Clo 2022-1 Ltd / Trysail Clo FRN 7.2674%	0.50%	2,200,000
111	ARBR.7X AR	Arbour CLO VII Designated Activity Company 4.126%	0.49%	2,100,000
112	FMACB.2024-4 A1	Firstmac Mortgage Funding Trust No.4 Series 2024-4 5.412%	0.49%	3,482,775
113	IMSA.2006-4 A2C	Impac Secured Assets Corp Mortgage Pass-Through Certificates Series 2007-2	0.49%	2,530,361
114	n/a	HUNGARIAN FORINT Purchased	0.48%	831,999,837
115	FHLT.2006-A 2A3	Fremont Home Loan Trust 2006-A 4.77322%	0.48%	3,414,720
116	n/a	RFR USD SOFR/3.74000 03/03/25-4Y* LCH Receive	0.48%	2,100,000
117	n/a	PERUVIAN SOL-NDF Purchased	0.48%	7,914,877
118	MNB.0 01.02.25 14D	National Bank of Hungary 0%	0.48%	832,000,000
119	T.0.625 11.30.27	United States Treasury Notes 0.625%	0.47%	2,300,000
120	PSTET.2024-3X A	Palmer Square European Loan Funding 2024-3 Designated Activity Co. 3.68992%	0.47%	2,000,000
121	BA.6.259 05.01.27	The Boeing Company 6.259%	0.47%	2,000,000
122	F.2.7 08.10.26	Ford Motor Credit Company LLC 2.7%	0.46%	2,100,000
123	n/a	RFR USD SOFR/3.62200 03/03/25-28Y* CME Receive	0.46%	1,900,000
124	SCCU.2024-1A A3	SCCU AUTO RECEIVABLES TRUST 2024-1 5.11%	0.46%	2,000,000
125	HALST.2024-C A2B	HYUNDAI AUTO LEASE SECURITIZATION TRUST 2024-C 5.09757%	0.46%	2,000,000
126	PFP.2024-11 A	PFP 2024-11 LTD 6.31491%	0.45%	1,951,241
127	n/a	State Street Uninvested Cash - Usd	0.44%	1,957,784
128	n/a	RFR USD SOFR/3.5815* 03/01/24-7Y* LCH Receive	0.44%	1,900,000
129	n/a	RFR USD SOFR/3.79000 03/03/25-7Y* LCH Receive	0.44%	1,900,000
130	TPMT.2022-4 A1	TOWD POINT MORTGAGE TRUST 2022-4 3.75%	0.44%	2,049,593
131	AVGO.5.05 07.12.27	Broadcom Inc 5.05%	0.44%	1,900,000
132	ARES.2013-2A AR3	Ares XXVII CLO Ltd. 2013-27 5.70254%	0.43%	1,900,000
133	F.4.271 01.09.27	Ford Motor Credit Company LLC 4.271%	0.43%	1,940,000
134	HST.5.7 07.01.34	Host Hotels & Resorts, L.P. 5.7%	0.43%	1,900,000
135	PSTET.2023-3X AR	Palmer Square European Loan Funding 2023-3 Designated Activity Co 3.88081%	0.42%	1,800,000
136	n/a	RFR USD SOFR/3.50000 12/20/23-7Y LCH Receive	0.42%	1,790,000
137	n/a	RFRF USD SF+26.161/1.2* 9/17/23-7Y* CME Receive	0.42%	1,600,000
138	ICLR.5.849 05.08.29	ICON Investments Six DAC 5.849%	0.42%	1,800,000
139	KINBN.2022-RPL1A A	Kinbane 2022-RPL 1 Designated Activity Company 3.696%	0.42%	1,776,554
140	CHILE.3.875 07.09.31	Chile (Republic Of) 3.875%	0.41%	1,700,000
141	PRET.2021-RN1 A1	PRET LLC 4.9917%	0.40%	1,744,874
142	G2SF.3 2.12	Government National Mortgage Association 3%	0.39%	2,000,000
143	WFCM.2019-JWDR C	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.0376%	0.39%	1,800,000
144	NSANY.2 03.09.26 144A	Nissan Motor Acceptance Co LLC 2%	0.39%	1,800,000
145	n/a	RFR USD SOFR/3.75000 12/20/23-5Y LCH Receive	0.38%	1,670,000
146	n/a	TURKISH LIRA Purchased	0.38%	61,561,877
147	BAYNGR.6.5 11.21.33 144A	Bayer US Finance LLC 6.5%	0.38%	1,640,000
148	CSMC.2021-RPL4 A1	CSMC Trust 4.09968%	0.38%	1,657,536
149	LFT.2024-1A A	LENDMARK FUNDING TRUST 2024-1 5.53%	0.37%	1,600,000
150	ALLEG.2019-2A A1AR	ALLEGRO CLO XI LTD 5.8674%	0.36%	1,600,000
151	MCLO.2019-1A AAR2	Marathon Clo Xiii Ltd / Marathon Clo Xii 5.8559%	0.36%	1,596,891
152	NWG.V5.076 01.27.30	NatWest Group PLC 5.076%	0.36%	1,600,000
153	ROMANI.5.25 05.30.32 REGS	Romania (Republic Of) 5.25%	0.36%	1,560,000
154	n/a	RFR USD SOFR/1.75000 06/15/22-10Y CME Receive	0.36%	1,373,000
155	LCCM.2021-FL3 A	LCCM 2021-FL3 TRUST 5.96157%	0.36%	1,562,118
156	BAC.V3.824 01.20.28 MTN	Bank of America Corp. 3.824%	0.36%	1,600,000
157	BEVLUX.1 01.16.30	Bevco Lux S.a r.l. 1%	0.36%	1,700,000
158	SANTAN.4.379 04.12.28	Banco Santander, S.A. 4.379%	0.35%	1,600,000
159	n/a	RFRF USD SF+26.161/1.00 9/16/23-7Y* CME Receive	0.35%	1,327,000
160	n/a	IRS AUD 4.50000 09/20/23-10Y LCH Receive	0.35%	2,500,000
161	SMB.2022-B A1B	SMB PRIVATE EDUCATION LOAN TRUST 2022-B 6.04757%	0.35%	1,524,490
162	NWIDE.V6.557 10.18.27 144A	Nationwide Building Society 6.557%	0.35%	1,500,000
163	BAC.V3.419 12.20.28	Bank of America Corp. 3.419%	0.35%	1,600,000
164	n/a	TAIWANESE DOLLAR-NDF Purchased	0.35%	48,971,002
165	CMLST.2024-1X A	Cumulus Static CLO 2024-1 DAC 4.223%	0.35%	1,472,676
166	n/a	RFR USD SOFR/3.68900 03/01/24-7Y* LCH Receive	0.35%	1,500,000
167	MSAC.2005-NC1 M4	Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 5.47322%	0.34%	1,505,388
168	STRA.2024-1A B	Stratton Mortgage Funding 2024-1 PLC 6.45076%	0.34%	1,200,000
169	n/a	CASH COLLATERAL FUT GSC USD	0.34%	1,500,000
170	SAIL.2004-7 A8	Structured Asset Investment Loan Trust 2006-Bnc3 5.65322%	0.34%	1,485,305
171	RABOBK.V4.655 08.22.28 144A	Cooperatieve Rabobank U.A. 4.655%	0.34%	1,500,000
172	HSBC.V4.041 03.13.28	HSBC Holdings PLC 4.041%	0.33%	1,500,000
173	CGMS.2015-4A A1RR	Carlyle Global Mkt Strategies Clo 20 FRN 5.8374%	0.33%	1,459,411
174	UBS.V6.327 12.22.27 REGS	UBS Group AG 6.327%	0.33%	1,400,000
175	BBVASM.5.381 03.13.29	Banco Bilbao Vizcaya Argentaria SA 5.381%	0.32%	1,400,000
176	n/a	AMSURG 1L LAST OUT TL TSFR3M	0.32%	1,378,043
177	MDPK.2018-29A AR	MADISON PARK FUNDING XXIX LTD 5.81235%	0.32%	1,386,873
178	SANTAN.4.25 04.11.27	Banco Santander, S.A. 4.25%	0.31%	1,400,000
179	GLPI.4 01.15.31	GLP Capital L.P. and GLP Financing II, Inc. 4%	0.31%	1,500,000
180	VICI.4.95 02.15.30	VICI Properties LP 4.95%	0.31%	1,400,000
181	n/a	RFR GBP SONIO/0.75000 09/21/22-30Y LCH Receive	0.31%	700,000
182	n/a	TURKISH LIRA Purchased	0.31%	49,532,526
183	RALI.2007-QS6 A6	Rali Series 2007-Qs6 Trust 6.25%	0.31%	1,641,459
184	n/a	RFRF USD SF+26.161/1.2* 06/16/21-30Y LCH Receive	0.30%	900,000
185	n/a	RFR USD SOFR/1.75000 06/15/22-7Y CME Receive	0.30%	1,224,120
186	n/a	RFR USD SOFR/3.59507 03/01/24-7Y* LCH Receive	0.30%	1,300,000
187	n/a	RFR USD SOFR/3.60089 03/01/24-7Y* LCH Receive	0.30%	1,300,000
188	n/a	RFR USD SOFR/3.60243 03/01/24-7Y* LCH Receive	0.30%	1,300,000
189	SOCGEN.V6.447 01.12.27 144A	Societe Generale S.A. 6.447%	0.30%	1,300,000
190	G2.MA8149	Government National Mortgage Association 3.5%	0.30%	1,454,648
191	SURF.2006-BC5 A2E	Specialty Underwriting And Residential Finance Trust Series 2006-AB2 4.8732	0.29%	2,323,378
192	TII.1.75 01.15.34	United States Treasury Notes 1.75%	0.29%	1,334,970
193	PRET.2021-NPL3 A1	PRET LLC 4.8677%	0.29%	1,273,035
194	GOST.2024-1A A1	GOLUB CAPITAL PARTNERS STATIC 2024-1 LTD 5.8474%	0.28%	1,247,533
195	PEMEX.6.7 02.16.32	Petroleos Mexicanos 6.7%	0.28%	1,420,000
196	n/a	SOUTH AFRICAN RAND Purchased	0.28%	22,137,152
197	n/a	RFR USD SOFR/3.54666 03/01/24-7Y* LCH Receive	0.28%	1,200,000
198	ARGENT.4.125 07.09.35	Argentina (Republic Of) 4.125%	0.28%	1,844,000
199	n/a	RFR USD SOFR/3.30000 12/02/24-4Y* CME Receive	0.28%	1,190,000
200	n/a	RFR GBP SONIO/0.75000 09/21/22-10Y LCH Receive	0.28%	800,000
201	TII.0.125 04.15.25	United States Treasury Notes 0.125%	0.27%	1,207,395
202	PAID.2023-5 B	PAGAYA AI DEBT TRUST 2023-5 7.625%	0.27%	1,191,820
203	n/a	RFR USD SOFR/3.55016 03/01/24-7Y* LCH Receive	0.26%	1,100,000
204	n/a	RFR USD SOFR/3.57226 03/01/24-7Y* LCH Receive	0.26%	1,100,000
205	IMBLN.5.25 02.15.31 EMTN	Imperial Brands Finance Netherlands B.V. 5.25%	0.26%	1,000,000
206	n/a	RFR USD SOFR/3.60080 03/01/24-7Y* LCH Receive	0.26%	1,100,000
207	n/a	RFR USD SOFR/3.60240 03/01/24-7Y* LCH Receive	0.26%	1,100,000
208	n/a	RFR USD SOFR/3.6062* 03/01/24-7Y* LCH Receive	0.26%	1,100,000
209	n/a	RFR USD SOFR/3.62330 03/01/24-7Y* LCH Receive	0.26%	1,100,000
210	n/a	RFR USD SOFR/3.69100 03/01/24-7Y* LCH Receive	0.25%	1,100,000
211	n/a	RFR USD SOFR/2.00000 12/21/22-5Y CME Receive	0.25%	1,050,000
212	MS.V5.123 02.01.29	Morgan Stanley 5.123%	0.25%	1,100,000
213	n/a	TURKISH LIRA Purchased	0.25%	37,671,267
214	MSAC.2006-WMC1 M1	Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 5.02322%	0.25%	1,300,000
215	n/a	RFR USD SOFR/4.25000 03/20/24-7Y CME Receive	0.25%	1,090,000
216	TSQ.2018-20TS B	20 Times Sq Tr 2018 3.0999%	0.24%	1,200,000
217	TSET.2024-1A A1	TESLA SUSTAINABLE ENERGY TRUST 2024-1 4.83%	0.24%	1,062,807
218	RPM.2022-1A A	RESEARCH-DRIVEN PAGAYA MOTOR TRUST V 5.32%	0.24%	1,060,245
219	MORTI.2023-1 A	Mortimer BTL 2023-1 PLC 5.87264%	0.24%	839,045
220	DB.V6.819 11.20.29	Deutsche Bank AG New York Branch 6.819%	0.24%	1,000,000
221	MSAC.2004-HE7 M1	Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 5.35322%	0.24%	1,039,349
222	NWG.F 11.15.28	NatWest Group PLC 5.88582%	0.23%	1,000,000
223	PCG.4.55 07.01.30	Pacific Gas and Electric Company 4.55%	0.23%	1,046,500
224	MSAC.2004-NC4 M1	Morgan Stanley ABS Capital I Inc. Trust 2004-NC1 5.26322%	0.23%	1,005,428
225	BSABS.2006-SD2 M3	Bear Stearns Sec 5.65322%	0.23%	1,000,000
226	APID.2015-23A AR	Apidos Clo XXIII 6.13751%	0.23%	1,000,000
227	RY.F 10.18.27 GMTN	Royal Bank of Canada 5.38563%	0.23%	1,000,000
228	IMBLN.1.75 03.18.33 EMTN	Imperial Brands Finance Netherlands B.V. 1.75%	0.23%	1,133,000
229	UBS.V6.442 08.11.28 144A	UBS Group AG 6.442%	0.22%	950,000
230	PCG.3.25 06.01.31	Pacific Gas and Electric Company 3.25%	0.22%	1,101,000
231	n/a	RFR USD SOFR/4.25000 03/20/24-5Y CME Receive	0.22%	960,000
232	ELAT.2007-1 A1	Ellington Loan Acquisition Trust 2007-1 5.55322%	0.22%	981,436
233	JPMCC.2021-1440 A	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 5.81248%	0.21%	1,000,000
234	MBONO.7 09.03.26 M	Mexico (United Mexican States) 7%	0.21%	200,000
235	n/a	RFR USD SOFR/3.68700 03/01/24-7Y* LCH Receive	0.21%	900,000
236	SUMIBK.5.424 07.09.31	Sumitomo Mitsui Financial Group Inc. 5.424%	0.21%	900,000
237	n/a	INDIAN RUPEE-INR-NDF Purchased	0.21%	78,541,607
238	n/a	SOUTH AFRICA EM SP BOA	0.21%	900,000
239	MONTE.1.875 01.09.26	Banca Monte dei Paschi di Siena S.p.A. 1.875%	0.20%	875,000
240	T.0.625 12.31.27	United States Treasury Notes 0.625%	0.20%	980,000
241	CLNY.2019-IKPR B	CLNY TRUST 6.325%	0.20%	900,000
242	ACE.2004-HE3 M1	ACE Securities Corp Home Equity Loan Trust 5.38322%	0.19%	868,183
243	MONTE.V3.625 11.27.30 EMTn	Banca Monte dei Paschi di Siena S.p.A. 3.625%	0.19%	800,000
244	n/a	BRAZILIAN REAL-NDF Purchased	0.19%	4,870,023
245	DRYD.2017-56X ANV	Dryden 56 Euro Clo 2017 Designated Activity Co. 3.989%	0.19%	796,682
246	n/a	RFR USD SOFR/3.6637* 03/01/24-7Y* LCH Receive	0.19%	800,000
247	n/a	RFR USD SOFR/3.72136 03/01/24-7Y* LCH Receive	0.18%	800,000
248	n/a	RFR USD SOFR/3.7351* 03/01/24-7Y* LCH Receive	0.18%	800,000
249	n/a	RFR USD SOFR/3.73910 03/01/24-7Y* LCH Receive	0.18%	800,000
250	n/a	RFR USD SOFR/3.74901 03/01/24-7Y* LCH Receive	0.18%	800,000
251	PERU.6.15 08.12.32 144A	Peru (Republic Of) 6.15%	0.18%	3,070,000
252	n/a	ZCS BRL 10.09012 07/31/23-01/04/27 CME Receive	0.18%	6,500,000
253	TURKGB.F 05.17.28 4Y	Turkey (Republic of) 52.76%	0.18%	28,600,000
254	n/a	INDIAN RUPEE-INR-NDF Purchased	0.18%	69,013,898
255	n/a	RFR USD SOFR/3.50000 06/21/23-3Y LCH Receive	0.18%	780,000
256	n/a	RFR USD SOFR/1.00000 06/15/22-7Y CME Receive	0.18%	700,000
257	M360.2021-CRE3 A	M360 2021-CRE3 LTD 5.97051%	0.18%	797,351
258	T.0.75 01.31.28	United States Treasury Notes 0.75%	0.17%	850,000
259	n/a	RFR USD SOFR/3.00000 06/21/23-10Y LCH Receive	0.17%	705,000
260	PERU.6.95 08.12.31 REGS	Peru (Republic Of) 6.95%	0.17%	2,700,000
261	CVNA.9 06.01.31 144A	Carvana Co 14%	0.17%	627,170
262	FR.QJ3945	Federal Home Loan Mortgage Corp. 6%	0.17%	744,628
263	LCMLF.1A A	LCM LOAN INCOME FUND I LTD 5.90901%	0.17%	746,879
264	NAA.2004-AR3 M1	Nomura Asset Acceptance Corp Alternative Loan Trust Series 2004-Ap2 5.59322	0.17%	765,001
265	G2SF.4 2.12	Government National Mortgage Association 4%	0.17%	800,000
266	n/a	CASH COLLATERAL ISDA TOR USD	0.16%	720,000
267	n/a	RFR USD SOFR/3.72186 03/01/24-7Y* LCH Receive	0.16%	700,000
268	n/a	RFR USD SOFR/3.72680 03/01/24-7Y* LCH Receive	0.16%	700,000
269	ADLFIN.12.5 12.31.28 1L	Adler Financing S.a r.l. 12.5%	0.16%	658,100
270	PERUGB.7.3 08.12.33	Peru (Republic Of) 7.3%	0.16%	2,500,000
271	FN.DB4485	Federal National Mortgage Association 6%	0.16%	698,095
272	PERUGB.7.6 08.12.39	Peru (Republic Of) 7.6%	0.16%	2,500,000
273	LBTY.2016-225L E	Liberty Street Tst 4.6485%	0.16%	850,000
274	NOHT.2019-HNLA A	New Orleans Hotel Trust 5.43371%	0.16%	700,000
275	LBMLT.2006-WL2 2A4	Long Beach Mortgage Loan Trust 5.05322%	0.16%	766,701
276	NYO.2021-1290 A	NYO COMMERCIAL MORTGAGE TRUST 2021-1290 5.60748%	0.16%	700,000
277	VENLNG.9.875 02.01.32 144A	Venture Global LNG Inc. 9.875%	0.15%	600,000
278	NSANY.4.81 09.17.30 144A	Nissan Motor Co Ltd. 4.81%	0.15%	700,000
279	n/a	MEXICAN NUEVO PESO Purchased	0.15%	13,432,972
280	MSAC.2006-HE6 A2D	M Stanley Abs 06 4.93322%	0.15%	1,887,934
281	NCHET.2003-4 M1	New Century Home Equity Loan Trust 2005-1 5.57822%	0.14%	638,720
282	B.0 01.23.25	United States Treasury Bills 0%	0.14%	631,000
283	MBONO.7.75 05.29.31 M	Mexico (United Mexican States) 7.75%	0.14%	145,000
284	n/a	TURKISH LIRA Purchased	0.14%	22,561,795
285	REACH.2024-1A A	REACH ABS TRUST 2024-1 6.3%	0.14%	616,465
286	BACR.V6.496 09.13.27	Barclays PLC 6.496%	0.14%	600,000
287	MABS.2005-NC1 M1	MASTR Asset Backed Securities Trust 4.93322%	0.14%	648,396
288	n/a	Amsurg Equity	0.14%	13,345
289	AAL.3.7 10.01.26 A	American Airlines, Inc. 3.7%	0.14%	627,398
290	UBS.V6.373 07.15.26 144A	UBS Group AG 6.373%	0.14%	600,000
291	n/a	CASH COLLATERAL TBA BOS USD	0.14%	600,000
292	DISH.5.75 12.01.28 144A	DISH DBS Corporation 5.75%	0.14%	700,000
293	n/a	ZCS BRL 10.10457 07/28/23-01/02/26 CME Receive	0.14%	4,200,000
294	n/a	ZCS BRL 10.05205 08/02/23-01/02/26 CME Receive	0.14%	4,200,000
295	n/a	ZCS BRL 10.08501 08/01/23-01/02/26 CME Receive	0.14%	4,200,000
296	n/a	SOFTBANK VISION FUND II	0.14%	605,982
297	TII.1.5 02.15.53	United States Treasury Bonds 1.5%	0.14%	743,337
298	MF1.2022-FL9 A	MF1 2022-FL9 LLC 6.51635%	0.14%	594,791
299	PIFKSA.4.375 09.10.27	SUCI Second Investment Co. 4.375%	0.13%	600,000
300	CVNA.9 06.01.30 144A	Carvana Co 13%	0.13%	529,065
301	n/a	RFR USD SOFR/3.75000 06/20/24-10Y CME Receive	0.13%	580,000
302	WFC.V2.393 06.02.28 MTN	Wells Fargo & Co. 2.393%	0.13%	600,000
303	n/a	RFR USD SOFR/3.25000 06/21/23-5Y CME Receive	0.13%	550,000
304	n/a	RFR USD SOFR/1.00000 06/15/22-7Y LCH Receive	0.13%	500,000
305	GAZPRU.4.95 02.06.28 REGS	Gaz Capital S.A. 4.95%	0.13%	850,000
306	MUDI.2.75 11.27.31 S	Mexico (United Mexican States) 2.75%	0.12%	129,352
307	n/a	RFR USD SOFR/3.69000 03/03/25-28Y* CME Receive	0.12%	500,000
308	n/a	RFR USD SOFR/3.54542 03/01/24-7Y* LCH Receive	0.12%	500,000
309	SAGB.8.5 01.31.37 2037	South Africa (Republic of) 8.5%	0.12%	11,400,000
310	n/a	RFR USD SOFR/3.6766* 03/01/24-7Y* LCH Receive	0.12%	500,000
311	AG.2024-NLP A	AG TRUST 2024-NLP 6.41273%	0.11%	500,000
312	AAL.3.375 05.01.27	American Airlines, Inc. 3.375%	0.11%	524,688
313	VENLNG.9.5 02.01.29 144A	Venture Global LNG Inc. 9.5%	0.11%	450,000
314	DRYD.2013-29X ARR	Dryden 29 EURO CLO 2013 Designated Activity Company 3.929%	0.11%	480,131
315	PRK.2017-280P A	280 Park Avenue Trust 5.663%	0.11%	500,000
316	n/a	CDX EM40 ICE	0.11%	500,000
317	n/a	TURKISH LIRA Purchased	0.11%	17,455,821
318	SVR.L 05.13.27 7	Syniverse Tl Tsfr3m	0.11%	477,426
319	UPST.2022-3 A	UPSTART SECURITIZATION TRUST 2022-3 5.5%	0.11%	479,293
320	n/a	BRAZILIAN REAL-NDF Purchased	0.11%	n/a
321	n/a	RFR USD SOFR/3.30000 12/02/24-7Y* CME Receive	0.11%	450,000
322	n/a	TURKISH LIRA Purchased	0.11%	17,038,433
323	PAID.2022-6 A3	PAGAYA AI DEBT TRUST 2022-6 7.656%	0.11%	461,967
324	FR.SD8454	Federal Home Loan Mortgage Corp. 6%	0.10%	456,051
325	n/a	JAPANESE YEN Purchased	0.10%	71,254,629
326	n/a	RFR USD SOFR/3.43091 09/03/24-7Y* LCH Receive	0.10%	440,000
327	MUDI.3 12.03.26 S	Mexico (United Mexican States) 3%	0.10%	100,144
328	SAGB.8.875 02.28.35 2035	South Africa (Republic of) 8.875%	0.10%	9,400,000
329	MP14.2018-2A A12R	Marble Point CLO XIV LTD 5.8174%	0.10%	446,597
330	n/a	RFRF USD SF+26.161/1.50 9/15/23-5Y* CME Receive	0.10%	444,000
331	n/a	RFR USD SOFR/3.51453 09/03/24-4Y* LCH Receive	0.10%	430,000
332	VICI.4.5 01.15.28 144A	Vici Properties Inc 4.5%	0.10%	447,000
333	n/a	PERUVIAN SOL-NDF Purchased	0.10%	1,640,451
334	MBONO.7.5 06.03.27 M	Mexico (United Mexican States) 7.5%	0.10%	95,000
335	AHPT.2017-ATRM A	Atrium Hotel Portfolio Tr 2017 5.625%	0.10%	440,723
336	n/a	ZCS BRL 10.04072 08/02/23-01/04/27 CME Receive	0.10%	3,400,000
337	n/a	RFR USD SOFR/3.50000 12/20/23-10Y CME Receive	0.09%	400,000
338	ACE.2006-FM1 A1A	ACE Securities Corp Home Equity Loan Trust 4.75322%	0.09%	1,306,365
339	B.0 01.16.25	United States Treasury Bills 0%	0.09%	417,000
340	NSANY.4.345 09.17.27 144A	Nissan Motor Co Ltd. 4.345%	0.09%	430,000
341	CABKSM.V6.684 09.13.27 144A	Caixabank S.A. 6.684%	0.09%	400,000
342	n/a	RFR USD SOFR/3.7317* 03/01/24-7Y* LCH Receive	0.09%	400,000
343	LLOYDS.V5.462 01.05.28	Lloyds Banking Group PLC 5.462%	0.09%	400,000
344	n/a	TURKISH LIRA Purchased	0.09%	14,657,887
345	SFRFP.L 08.31.28 33	Sfr Tl B14 Tl 1l Tsfr1m	0.09%	497,727
346	n/a	CHINESE - YUAN RENMINBI-NDF Purchased	0.09%	2,898,453
347	BACR.V4.972 05.16.29	Barclays PLC 4.972%	0.09%	400,000
348	n/a	AMSURG 1L FIRST OUT TL TSFR3M	0.09%	396,021
349	LCM.30A AR	Lcm 30 Ltd / Lcm 30 Llc 5.95901%	0.09%	394,709
350	SBATOW.4.831 10.15.29	SBA Tower Trust 4.831%	0.09%	400,000
351	n/a	ZCS BRL 9.99764 08/04/23-01/04/27 CME Receive	0.09%	3,100,000
352	n/a	RFR USD SOFR/3.50000 12/20/23-10Y LCH Receive	0.09%	380,000
353	UBS.V5.959 01.12.34 144A	UBS Group AG 5.959%	0.09%	370,000
354	n/a	RFR GBP SONIO/4.00000 09/18/24-5Y LCH Receive	0.09%	300,000
355	n/a	IRS AUD 4.50000 09/18/24-10Y LCH Receive	0.08%	600,000
356	MBONO.8.5 03.01.29 M	Mexico (United Mexican States) 8.5%	0.08%	81,000
357	WPT.2017-WWP D	Worldwide Plaza Tst 3.59554%	0.08%	2,650,000
358	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.08%	2,661,299
359	B.0 01.30.25	United States Treasury Bills 0%	0.08%	366,000
360	DISH.5.25 12.01.26 144A	DISH DBS Corporation 5.25%	0.08%	400,000
361	CWHL.2007-14 A3	CHL Mortgage Pass-Through Trust 6.25%	0.08%	672,109
362	LBTY.2016-225L C	Liberty Street Tst 4.501%	0.08%	400,000
363	WFCM.2018-1745 A	WELLS FARGO COMMERCIAL MORTGAGE TRUST 3.7487%	0.08%	400,000
364	ADLFIN.6.25 01.14.31	Titanium 2L BondCo S.a r.l. 6.25%	0.08%	985,500
365	VENTGL.3.875 11.01.33 144A	Venture Global Calcasieu Pass LLC 3.875%	0.08%	400,000
366	n/a	RFR USD SOFR/3.50000 12/20/23-7Y CME Receive	0.08%	330,000
367	TII.0.125 07.15.30	United States Treasury Notes 0.125%	0.08%	369,348
368	UNIT.10.5 02.15.28 144A	Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca	0.08%	312,000
369	n/a	State Street Uninvested Cash - Gbp	0.07%	262,594
370	n/a	CASH COLLATERAL TBA MSC USD	0.07%	328,000
371	n/a	RFR USD SOFR/3.51042 09/03/24-4Y* LCH Receive	0.07%	320,000
372	IRICPT.9.25 06.18.29	Iridium Capital Public Limited Company 9.25%	0.07%	300,000
373	DB.V4.125 04.04.30 EMTN	Deutsche Bank AG 4.125%	0.07%	300,000
374	n/a	IRS ZAR 8.42000 07/31/23-5Y CME Receive	0.07%	6,000,000
375	n/a	ZCS BRL 9.87397 08/03/23-01/02/26 CME Receive	0.07%	2,200,000
376	n/a	IRS EUR 2.00000 09/21/22-10Y LCH Receive	0.07%	300,000
377	BLTN.0 01.01.25 LTN	Secretaria Do Tesouro Nacional 0%	0.07%	1,900
378	n/a	RFRF USD SF+26.161/3.00 9/19/23-3Y* CME Receive	0.07%	300,000
379	UBS.V5.428 02.08.30 144A	UBS Group AG 5.428%	0.07%	300,000
380	INTEL.6.5 03.15.30 144A	Intelsat Jackson Holdings SA 6.5%	0.07%	318,000
381	n/a	RFR USD SOFR/3.46382 09/03/24-25Y* CME Receive	0.07%	270,000
382	n/a	CASH COLLATERAL TBA JPS USD	0.07%	290,000
383	BSABS.2004-HE10 M1	Bear Stearns Asset Backed Securities I Trust 2004 Ac5 5.42822%	0.07%	288,159
384	n/a	TURKISH LIRA Purchased	0.06%	9,390,733
385	n/a	State Street Uninvested Cash - Aud	0.06%	449,614
386	n/a	VM CASH CCP LCH GSC USD	0.06%	276,791
387	BA.2.75 02.01.26	The Boeing Company 2.75%	0.06%	280,000
388	PCHLT.2005-2 M4	Peoples Choice Home Loan Securities Trust Series 2005-4 5.39822%	0.06%	293,848
389	n/a	INGENICO TERMINALS TL B	0.06%	400,000
390	OCT21.2014-1A AAR3	Octagon Investment Partners XXI Ltd. 5.77841%	0.06%	267,279
391	HVMLT.2006-12 1A1A	Harborview Mtg Loan Trust 4.89083%	0.06%	334,855
392	n/a	IRS ZAR 8.41000 08/04/23-5Y CME Receive	0.06%	4,600,000
393	n/a	RFR USD SOFR/3.32826 09/03/24-7Y* CME Receive	0.05%	220,000
394	TII.0.25 07.15.29	United States Treasury Notes 0.25%	0.05%	246,808
395	RAMC.2003-2 A	Renaissance Home Equity Loan Trust 5.33322%	0.05%	247,499
396	n/a	IRS ZAR 8.46400 08/02/23-5Y CME Receive	0.05%	4,200,000
397	n/a	IRS ZAR 8.46000 08/02/23-5Y CME Receive	0.05%	4,200,000
398	BACR.V7.437 11.02.33	Barclays PLC 7.437%	0.05%	200,000
399	n/a	IRS ZAR 8.46000 08/01/23-5Y CME Receive	0.05%	4,100,000
400	n/a	ZCS BRL 9.93932 08/07/23-01/02/26 CME Receive	0.05%	1,500,000
401	n/a	IRS ZAR 8.42760 07/31/23-5Y CME Receive	0.05%	4,000,000
402	n/a	IRS ZAR 8.55000 08/03/23-5Y CME Receive	0.05%	4,000,000
403	ARGENT.5 01.09.38	Argentina (Republic Of) 5%	0.05%	300,000
404	DB.V6.72 01.18.29	Deutsche Bank AG New York Branch 6.72%	0.05%	200,000
405	n/a	FORD MOTOR CREDIT COMPANY LLC SNR S* ICE	0.05%	200,000
406	n/a	PERUVIAN SOL-NDF Purchased	0.05%	757,822
407	HITR.2019-2A A1	HILDENE TRUPS SECURITIZATION 2019-2 6.5354%	0.05%	202,395
408	n/a	IRS ZAR 8.40000 08/07/23-5Y CME Receive	0.05%	3,800,000
409	n/a	IRS ZAR 8.36000 08/07/23-5Y CME Receive	0.05%	3,800,000
410	n/a	SOUTH AFRICA EM SP GST	0.05%	200,000
411	OXY.5 08.01.27	Occidental Petroleum Corp. 5%	0.05%	200,000
412	n/a	Cs At1 Claims Us22546dab29	0.05%	1,600,000
413	n/a	ZCS BRL 10.13796 07/28/23-01/04/27 CME Receive	0.05%	1,600,000
414	BACR.V4.837 09.10.28	Barclays PLC 4.837%	0.05%	200,000
415	n/a	PERUVIAN SOL-NDF Purchased	0.04%	733,572
416	n/a	CDX EM41 ICE	0.04%	200,000
417	n/a	CDX EM42 ICE	0.04%	200,000
418	n/a	JAPANESE YEN Purchased	0.04%	35,442,608
419	MBONO.8.5 05.31.29 M	Mexico (United Mexican States) 8.5%	0.04%	41,000
420	ROMANI.5.375 03.22.31 REGS	Romania (Republic Of) 5.375%	0.04%	180,000
421	n/a	State Street Uninvested Cash - Eur	0.04%	179,995
422	SAGB.8 01.31.30 2030	South Africa (Republic of) 8%	0.04%	3,600,000
423	T.0.5 10.31.27	United States Treasury Notes 0.5%	0.04%	200,000
424	MABS.2004-OPT1 M1	MASTR Asset Backed Securities Trust 5.23322%	0.04%	181,707
425	PERU.6.9 08.12.37 144A	Peru (Republic Of) 6.9%	0.04%	660,000
426	ARSI.2004-W10 M1	Argent Securities Inc. Asset Backed Pass Through Certificates Series 2003 W	0.04%	177,538
427	B.0 02.06.25	United States Treasury Bills 0%	0.04%	172,000
428	n/a	RFR USD SOFR/3.75000 12/18/24-10Y LCH Receive	0.04%	170,000
429	SAGB.7 02.28.31 R213	South Africa (Republic of) 7%	0.04%	3,500,000
430	PERUGB.6.15 08.12.32	Peru (Republic Of) 6.15%	0.04%	600,000
431	n/a	MEXICAN NUEVO PESO Purchased	0.04%	3,204,526
432	n/a	ZCS BRL 9.89906 08/03/23-01/02/26 CME Receive	0.04%	1,100,000
433	n/a	RFR USD SOFR/3.36832 09/03/24-25Y* CME Receive	0.04%	140,000
434	ABFC.2005-WF1 M5	Asset Backed Funding Corp 5.39822%	0.03%	152,062
435	n/a	RFR USD SOFR/3.52738 09/03/24-25Y* CME Receive	0.03%	140,000
436	CVSPAS.5.789 01.10.26 144A	CVS Health Corp 5.789%	0.03%	146,367
437	n/a	RFR USD SOFR/3.30000 12/02/24-29Y* CME Receive	0.03%	130,000
438	BALTA.2005-1 M2	Bear Stearns Alt-A Trust 2004-12 5.57822%	0.03%	154,218
439	n/a	Intelsat Sa/Luxembourg	0.03%	4,263
440	GSMS.2015-590M C	GS Mortgage Securities Corp 3.8054%	0.03%	150,000
441	PFRMS.2006-1 2A2	People'S Financial Realty Mortgage Securities 2006-1 4.59322%	0.03%	558,191
442	RUSSIA.5.625 04.04.42 REGS	Russian Federation 5.625%	0.03%	200,000
443	RUSSIA.5.625 04.04.42 144A	Russian Federation 5.625%	0.03%	200,000
444	n/a	PERUVIAN SOL-NDF Purchased	0.03%	502,758
445	n/a	IRS ZAR 8.42600 08/01/23-5Y CME Receive	0.03%	2,400,000
446	PERU.5.4 08.12.34 REGS	Peru (Republic Of) 5.4%	0.03%	500,000
447	n/a	PERUVIAN SOL-NDF Purchased	0.03%	437,661
448	n/a	CANADIAN DOLLAR Purchased	0.03%	163,954
449	CMLTI.2007-OPX1 A5A	Citigroup Mortgage Loan Trust Inc. 7.264%	0.03%	271,041
450	n/a	STIF FUND (JPY) (SSKC)	0.03%	17,739,393
451	SAGB.9 01.31.40 2040	South Africa (Republic of) 9%	0.03%	2,500,000
452	n/a	PERUVIAN SOL-NDF Purchased	0.03%	425,595
453	TII.0.125 01.15.31	United States Treasury Notes 0.125%	0.02%	121,260
454	n/a	IRS ZAR 8.54300 08/04/23-5Y CME Receive	0.02%	2,000,000
455	n/a	IRS ZAR 8.42100 08/04/23-5Y CME Receive	0.02%	2,000,000
456	n/a	IRS ZAR 8.41000 07/31/23-5Y CME Receive	0.02%	2,000,000
457	n/a	CDX HY40 5Y ICE	0.02%	98,000
458	BA.6.388 05.01.31	The Boeing Company 6.388%	0.02%	100,000
459	n/a	IRS ZAR 8.38000 08/04/23-5Y CME Receive	0.02%	1,900,000
460	n/a	IRS ZAR 8.41500 08/04/23-5Y CME Receive	0.02%	1,900,000
461	MUDI.4 08.24.34 S	Mexico (United Mexican States) 4%	0.02%	23,367
462	n/a	COLOMBIA LA SP CBK	0.02%	100,000
463	n/a	COLOMBIA LA SP GST	0.02%	100,000
464	n/a	COLOMBIA LA SP GST	0.02%	100,000
465	T.0.375 09.30.27	United States Treasury Notes 0.375%	0.02%	110,000
466	n/a	PERUVIAN SOL-NDF Purchased	0.02%	374,815
467	NSANY.5.3 09.13.27 144A	Nissan Motor Acceptance Co LLC 5.3%	0.02%	100,000
468	GSAMP.2007-FM1 A2A	GSamp Trust 4.52322%	0.02%	189,929
469	n/a	PERUVIAN SOL-NDF Purchased	0.02%	346,386
470	n/a	TAIWANESE DOLLAR-NDF Purchased	0.02%	2,979,531
471	ARSI.2006-W1 A2C	Argent Securities Inc. Asset Backed Pass Through Certificates Series 2003 W	0.02%	99,660
472	n/a	Cs At1 Claims Xs0989394589	0.02%	700,000
473	n/a	ZCS BRL 10.03683 08/07/23-01/04/27 CME Receive	0.02%	700,000
474	n/a	PERUVIAN SOL-NDF Purchased	0.02%	327,342
475	n/a	IRS ZAR 8.41500 07/31/23-5Y CME Receive	0.02%	1,600,000
476	PERU.6.95 08.12.31 144A	Peru (Republic Of) 6.95%	0.02%	300,000
477	n/a	PERUVIAN SOL-NDF Purchased	0.02%	315,817
478	SFRFP.5.875 02.01.27 REGs	Altice France S.A 5.875%	0.02%	100,000
479	PERU.6.9 08.12.37 REGS	Peru (Republic Of) 6.9%	0.02%	300,000
480	USRENA.L 06.28.28 1	Us Renal Superpriority Tl Tsfr1m	0.02%	83,292
481	CWHL.2005-R1 2A2	CWMBS Inc 6.5%	0.02%	75,427
482	n/a	TURKISH LIRA Purchased	0.02%	2,429,384
483	GSAA.2004-10 M2	GS Mortgage Securities Corp 6.328%	0.02%	76,740
484	MABLN.6.013 12.15.28 B2	Mitchells & Butlers Finance Plc 6.013%	0.02%	55,784
485	n/a	VM CASH FUT FOR GSC GBP	0.02%	55,040
486	n/a	CHINESE - YUAN RENMINBI (CNH) Purchased	0.02%	487,957
487	SARM.2007-3 3A1	Structured Adjustable Rate Mortgage Loan Trust 4.7828%	0.02%	147,342
488	n/a	VM CASH CCP LCH GSC AUD	0.02%	107,967
489	ARGENT.3.5 07.09.41	Argentina (Republic Of) 3.5%	0.01%	102,000
490	n/a	IRS ZAR 8.41000 08/07/23-5Y CME Receive	0.01%	1,100,000
491	BA.2.196 02.04.26	The Boeing Company 2.196%	0.01%	60,000
492	n/a	PERUVIAN SOL-NDF Purchased	0.01%	204,353
493	PAID.2023-6 A	PAGAYA AI DEBT TRUST 2023-6 7.128%	0.01%	53,339
494	n/a	IRS EUR 0.25000 03/18/20-30Y LCH Receive	0.01%	37,000
495	n/a	PERUVIAN SOL-NDF Purchased	0.01%	194,561
496	TURKGB.F 09.06.28	Turkey (Republic of) 50%	0.01%	1,800,000
497	PERUGB.5.4 08.12.34	Peru (Republic Of) 5.4%	0.01%	200,000
498	CMALT.2007-A4 1A5	Citimortgage Alternative Loan Trust 5.75%	0.01%	55,227
499	n/a	VM CASH CCP LCH GSC EUR	0.01%	44,168
500	LBMLT.2004-4 M2	Long Beach Mortgage Loan Trust 5.42822%	0.01%	45,032

As of Dec 31, 2024

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