PYLD Holdings List

As of Jun 25, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	Cdx Ig42 5y Ice	39.00%	376,000,000
2	FNCL 6 8.11	Federal National Mortgage Association 6%	11.77%	115,090,000
3	n/a	Cdx Hy42 5y Ice	9.89%	91,500,000
4	FNCL 5.5 8.11	Federal National Mortgage Association 5.5%	8.77%	87,030,000
5	FNCL 4.5 7.11	Federal National Mortgage Association 4.5%	6.11%	63,200,000
6	TII 2.125 04.15.29	United States Treasury Notes 2.125%	5.30%	52,070,770
7	FNCL 5 7.11	Federal National Mortgage Association 5%	4.93%	49,850,000
8	TII 1.75 01.15.34	United States Treasury Notes 1.75%	2.97%	29,867,541
9	FNCL 5 8.11	Federal National Mortgage Association 5%	2.33%	23,600,000
10	n/a	Cdx Hy41 5y Ice	2.27%	20,988,000
11	n/a	5 Year Treasury Note Future Sept 24	1.35%	12,400,000
12	n/a	U S Treasury Repo	1.24%	12,200,000
13	T 3.625 05.31.28	United States Treasury Notes 3.625%	1.23%	12,387,600
14	VERUS 2024-INV1 A1	VERUS SECURITIZATION TRUST 2024-INV1 6.116%	1.17%	11,465,548
15	n/a	Rfr Gbp Sonio/5.00000 03/20/24-5Y Lch	1.12%	8,600,000
16	n/a	Harvt 26A A 3Meur + 94 Bp 144A	1.09%	10,000,000
17	n/a	Invsc 5A A 3Meur + 107 Bps 144A	1.08%	10,000,000
18	n/a	Ultra 10 Year US Treasury Note Future Sept 24	1.06%	9,100,000
19	RCKT 2024-CES4 A1A	RCKT MORTGAGE TRUST 2024-CES4 6.147%	1.02%	9,932,161
20	CSMC 2020-RPL4 A1	CSMC 2020-RPL4 2%	1.00%	11,286,351
21	n/a	Zcs Brl 11.45591 05/04/23-01/02/26 Cme	0.97%	59,780,000
22	OBX 2024-NQM2 A1	OBX 2024-NQM2 TRUST 5.878%	0.94%	9,269,089
23	VERUS 2023-8 A1	VERUS SECURITIZATION TRUST 2023-8 6.2591%	0.89%	8,757,913
24	ACE 2007-HE5 A1	ACE Secs 07-He5 5.8181%	0.80%	30,377,890
25	n/a	Offset: Cash	0.79%	n/a
26	CHASE 2024-RPL3 A1A	Chase Hm Lending Mtg Tr 2024 3.25%	0.77%	8,700,000
27	n/a	Irs Aud 4.75000 12/20/28-5y Lch	0.77%	11,300,000
28	n/a	Dryd 2020-89a A 3meur+100bp 144a	0.76%	7,000,000
29	n/a	Zcs Brl 9.83243 03/13/24-01/04/27 Cme	0.73%	49,600,000
30	GCAR 2024-2A B	GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 5.77%	0.71%	7,000,000
31	SDART 2023-2 C	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 5.47%	0.71%	7,000,000
32	CRMSI 2006-1 M2	Citigroup Res Mtg 6.642%	0.70%	7,347,000
33	MSAC 2004-NC5 M1	Morgan Stanley ABS Capital I Inc 6.3597%	0.68%	6,897,222
34	n/a	U S Treasury Repo	0.67%	6,600,000
35	ACE 2005-SD3 M2	ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 7.7081%	0.67%	7,700,000
36	n/a	Cash Collateral Ice Bpg Usd	0.67%	6,552,000
37	n/a	Dryd 2021-91a A 3meur+120 Bp 144a	0.65%	6,000,000
38	BLUME 5A A	BLUME 5A A 3MEUR+91BP	0.65%	6,000,000
39	SPAUL 4A ARR1	SPAUL 4A ARR1 144A 3MEUR + 83 BP	0.64%	5,904,824
40	CRVNA 2024-N2 B	CARVANA AUTO RECEIVABLES TRUST 2024-N2 5.87%	0.64%	6,250,000
41	n/a	Long-Term Euro BTP Future Sept 24	0.61%	4,800,000
42	BINOM 2022-INV1 A1	BINOM SECURITIZATION TRUST 2022-INV1 4.441%	0.61%	6,262,560
43	VERUS 2024-5 A1	VERUS SECURITIZATION TRUST 2024-5 6.192%	0.59%	5,800,000
44	VERUS 2024-4 A1	VERUS SECURITIZATION TRUST 2024-4 6.218%	0.58%	5,711,823
45	CROSS 2024-H3 A1	CROSS 2024-H3 MORTGAGE TRUST 6.272%	0.57%	5,583,283
46	n/a	Hayem 4A Ar 3Meur+104Bps 144A	0.54%	5,000,000
47	WAMU 2005-AR18 1A2	Wamu Mortgage Pass-Through CTFS TR 5.0142%	0.54%	5,706,144
48	n/a	Tpmf 2024-Gr6a A1 Sonia+92.5 Bps 144a	0.52%	4,000,000
49	n/a	Rfte 2018-1a Ar 3meur + 137bp 144a	0.51%	4,700,000
50	SMB 2024-D A1A	SMB PRIVATE EDUCATION LOAN TRUST 2024-D 5.47%	0.51%	5,000,000

As of Jun 25, 2024

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