CAAA Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Dec 26	15.51%	37
2	n/a	5 Year Treasury Note Future Dec 26	6.66%	31
3	n/a	10 Year Treasury Note Future Dec 26	3.93%	18
4	n/a	Ultra 10 Year US Treasury Note Future Dec 26	2.88%	13
5	BX.2025-ARIA A	BX TRUST 2025-ARIA 5.03106%	1.30%	650,000
6	BX.2025-DELC A	BX TRUST 2025-DELC 5.47465%	1.23%	600,000
7	THE.2023-MIC A	2023-MIC TRUST/THE 8.4366%	1.13%	530,000
8	SWCH.2025-DATA A	Swch Commercial Mortgage Trust 2025-Data 5.36755%	1.12%	555,000
9	BSTN.2025-1C A	BSTN COML MTG TR 2025-1C 5.36898%	1.11%	551,000
10	CENT.2025-CITY A	CENT TRUST 2025-CITY 4.91999%	1.10%	550,000
11	HGMT.2025-HGLR A	Houston Galleria Mall Trust 2025-HGLR 5.46185%	1.07%	530,000
12	CHI.2025-SFT A	CHI COMMERCIAL MORTGAGE TRUST 2025- 5.48216%	1.05%	520,000
13	BBCMS.2018-TALL A	BBCMS Mortgage Trust 2020-C6 4.84401%	1.03%	543,000
14	MISXX	Morgan Stanley Instl Lqudty Trs Instl	1.03%	501,525
15	B.0 10.29.26	United States Treasury Bills 0%	1.03%	500,000
16	JPMCC.2025-PHNY A	J P MORGAN CHASE COMMERCIAL MORTGAG 5.56865%	1.02%	500,000
17	B.0 11.05.26	United States Treasury Bills 0%	1.02%	500,000
18	TEXAS.2025-TWR A	Texas Commercial Mortgage Trust 2025-Twr 5.21778%	1.02%	500,000
19	NY.2025-299P A	NY 2025-299P A 5.66371%	1.02%	500,000
20	BANK.2020-BN25 A5	Bank 2020-Bnk25 2.649%	1.01%	542,000
21	BANK.2020-BN29 ASB	BANK 2020-BNK29 1.805%	1.00%	523,967
22	GGP.2026-2PAK A	GGP TRUST 2026-2PAK 5.83237%	1.00%	498,158
23	INT.2025-PLAZA A	INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA 4.87883%	0.99%	500,000
24	BBCMS.2020-C8 A5	BBCMS Mortgage Trust 2020-C6 2.04%	0.99%	550,000
25	VRTX.2025-HQ A	VRTX TRUST 2025-HQ 4.92624%	0.98%	500,000

Showing 25 of 118 holdings

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As of Oct 22, 2026