CAAA Holdings List

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Dec 26	14.89%	35
2	n/a	5 Year Treasury Note Future Dec 26	6.27%	29
3	n/a	10 Year Treasury Note Future Dec 26	3.71%	17
4	n/a	Ultra 10 Year US Treasury Note Future Dec 26	2.86%	13
5	BX.2025-ARIA A	BX TRUST 2025-ARIA 5.19876%	1.32%	650,000
6	BX.2025-DELC A	BX TRUST 2025-DELC 5.36676%	1.26%	600,000
7	SWCH.2025-DATA A	Swch Commercial Mortgage Trust 2025-Data 5.25966%	1.15%	555,000
8	THE.2023-MIC A	2023-MIC TRUST/THE 8.73151%	1.14%	530,000
9	BSTN.2025-1C A	BSTN COML MTG TR 2025-1C 5.54795%	1.12%	551,000
10	CENT.2025-CITY A	CENT TRUST 2025-CITY 5.09093%	1.12%	550,000
11	MISXX	Morgan Stanley Instl Lqudty Trs Instl	1.08%	514,641
12	CHI.2025-SFT A	CHI COMMERCIAL MORTGAGE TRUST 2025- 5.6649%	1.07%	520,000
13	HGMT.2025-HGLR A	Houston Galleria Mall Trust 2025-HGLR 5.64391%	1.07%	530,000
14	BBCMS.2018-TALL A	BBCMS Mortgage Trust 2020-C6 4.73601%	1.06%	543,000
15	TEXAS.2025-TWR A	Texas Commercial Mortgage Trust 2025-Twr 5.10989%	1.05%	500,000
16	JPMCC.2025-PHNY A	J P MORGAN CHASE COMMERCIAL MORTGAG 5.46076%	1.05%	500,000
17	BANK.2020-BN29 ASB	BANK 2020-BNK29 1.805%	1.04%	534,992
18	n/a	Bank 2020-Bnk25 2.649%	1.03%	542,000
19	NY.2025-299P A	NY 2025-299P A 5.8525%	1.02%	500,000
20	INT.2025-PLAZA A	INT COMMERCIAL MORTGAGE TRUST 2025-PLAZA 5.04146%	1.01%	500,000
21	GGP.2026-2PAK A	GGP TRUST 2026-2PAK 6.02678%	1.01%	498,588
22	n/a	VRTX TRUST 2025-HQ 5.09045%	1.00%	500,000
23	BBCMS.2020-C8 A5	BBCMS Mortgage Trust 2020-C6 2.04%	1.00%	550,000
24	CONE.2026-DFW3 A	CONE COMMERCIAL MORTGAGE TRUST 2026-DFW3 5.75063%	1.00%	500,000
25	SKY1.2025-LINE A	SKY1 TR 2025-LINE 6.40531%	0.93%	445,295

Showing 25 of 118 holdings

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As of Oct 4, 2026