AVIG Holdings List

As of Jul 18, 2024

No.	Symbol	Name	% Weight	Shares
1	FNCL 4 8.11	FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	2.22%	17,750,000
2	FNCL 3 8.11	FNMA TBA 30 YR 3 SINGLE FAMILY MORTGAGE	2.21%	19,000,000
3	n/a	SPJG0MI60 CDS USD R F 1.00000 SPJG0MI60_FEE CCPCDX	2.06%	15,000,000
4	G2SF 4 8.11	GNMA II TBA 30 YR 4 JUMBOS	2.02%	16,000,000
5	FNCL 5 8.11	FNMA TBA 30 YR 5 SINGLE FAMILY MORTGAGE	1.91%	14,500,000
6	T 1.5 11.30.24	US TREASURY N/B 11/24 1.5	1.87%	14,050,000
7	T 2.25 12.31.24	US TREASURY N/B 12/24 2.25	1.70%	12,800,000
8	B 0 08.22.24	TREASURY BILL 08/24 0.00000	1.61%	12,000,000
9	T 1.5 02.15.25	US TREASURY N/B 02/25 1.5	1.38%	10,500,000
10	B 0 08.08.24	TREASURY BILL 08/24 0.00000	1.35%	10,050,000
11	T 2.875 05.15.43	US TREASURY N/B 05/43 2.875	1.35%	12,650,000
12	G2SF 5.5 8.11	GNMA II TBA 30 YR 5.5 JUMBOS	1.35%	10,000,000
13	B 0 08.27.24	TREASURY BILL 08/24 0.00000	1.34%	10,000,000
14	T 4.5 11.30.24	US TREASURY N/B 11/24 4.5	1.30%	9,650,000
15	T 2.75 08.15.42	US TREASURY N/B 08/42 2.75	1.28%	12,150,000
16	T 0.625 10.15.24	US TREASURY N/B 10/24 0.625	1.27%	9,550,000
17	T 2.125 11.30.24	US TREASURY N/B 11/24 2.125	1.21%	9,100,000
18	B 0 07.25.24	TREASURY BILL 07/24 0.00000	1.21%	9,000,000
19	T 3.625 08.15.43	US TREASURY N/B 08/43 3.625	1.21%	10,150,000
20	FNCL 5.5 8.11	FNMA TBA 30 YR 5.5 SINGLE FAMILY MORTGAGE	1.21%	9,000,000
21	T 3.125 02.15.43	US TREASURY N/B 02/43 3.125	1.20%	10,790,000
22	B 0 08.01.24	TREASURY BILL 08/24 0.00000	1.11%	8,250,000
23	B 0 08.06.24	TREASURY BILL 08/24 0.00000	1.07%	8,000,000
24	G2SF 5 8.11	GNMA II TBA 30 YR 5 JUMBOS	1.06%	8,000,000
25	T 0.75 11.15.24	US TREASURY N/B 11/24 0.75	1.06%	7,950,000
26	T 2 02.15.25	US TREASURY N/B 02/25 2	1.03%	7,800,000
27	FNCI 3 8.11	FNMA TBA 15 YR 3 SINGLE FAMILY MORTGAGE	1.01%	8,000,000
28	T 2 11.15.41	US TREASURY N/B 11/41 2	0.97%	10,236,000
29	T 2.25 05.15.41	US TREASURY N/B 05/41 2.25	0.95%	9,600,000
30	G2SF 6 9.11	GNMA II TBA 30 YR 6 JUMBOS	0.95%	7,000,000
31	T 4.125 08.31.30	US TREASURY N/B 08/30 4.125	0.94%	7,000,000
32	FNCI 4.5 8.11	FNMA TBA 15 YR 4.5 SINGLE FAMILY MORTGAGE	0.93%	7,000,000
33	T 1.375 01.31.25	US TREASURY N/B 01/25 1.375	0.92%	7,000,000
34	FNCL 4 9.11	FNMA TBA 30 YR 4 SINGLE FAMILY MORTGAGE	0.88%	7,000,000
35	T 2.75 08.15.32	US TREASURY N/B 08/32 2.75	0.83%	6,850,000
36	T 0.375 09.15.24	US TREASURY N/B 09/24 0.375	0.82%	6,150,000
37	B 0 09.10.24	TREASURY BILL 09/24 0.00000	0.80%	6,000,000
38	T 1.875 02.15.41	US TREASURY N/B 02/41 1.875	0.79%	8,424,000
39	USU24	US LONG BOND(CBT) SEP24 XCBT 20240919	0.73%	4,500,000
40	FNCI 4 8.11	FNMA TBA 15 YR 4 SINGLE FAMILY MORTGAGE	0.72%	5,500,000
41	T 0.375 08.15.24	US TREASURY N/B 08/24 0.375	0.70%	5,215,200
42	FNCI 2 8.12	FNMA TBA 15 YR 2 SINGLE FAMILY MORTGAGE	0.66%	5,500,000
43	B 0 09.03.24	TREASURY BILL 09/24 0.00000	0.64%	4,750,000
44	T 1.125 08.15.40	US TREASURY N/B 08/40 1.125	0.62%	7,350,000
45	G2SF 5.5 9.11	GNMA II TBA 30 YR 5.5 JUMBOS	0.60%	4,500,000
46	T 0.625 05.15.30	US TREASURY N/B 05/30 0.625	0.60%	5,400,000
47	G2SF 5 9.11	GNMA II TBA 30 YR 5 JUMBOS	0.60%	4,500,000
48	CNRCN 6.25 08.01.34	CANADIAN NATL RAILWAY SR UNSECURED 08/34 6.25	0.55%	3,726,000
49	HON 5.7 03.15.37	HONEYWELL INTERNATIONAL SR UNSECURED 03/37 5.7	0.52%	3,615,000
50	BMY 5.2 02.22.34	BRISTOL MYERS SQUIBB CO SR UNSECURED 02/34 5.2	0.52%	3,775,000

As of Jul 18, 2024

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