PYLD Holdings List

As of May 15, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	Cdx Ig42 5y Ice	42.76%	353,200,000
2	FNCL 6 7.11	Federal National Mortgage Association 6%	10.57%	88,690,000
3	n/a	Cdx Hy42 5y Ice	9.06%	71,500,000
4	FNCL 5.5 6.11	Federal National Mortgage Association 5.5%	8.03%	68,330,000
5	FNCL 5 7.11	Federal National Mortgage Association 5%	6.89%	59,750,000
6	FNCL 4.5 7.11	Federal National Mortgage Association 4.5%	6.36%	56,600,000
7	TII 1.25 04.15.28	United States Treasury Notes 1.25%	6.20%	54,282,349
8	TII 1.125 01.15.33	United States Treasury Notes 1.125%	3.06%	27,857,689
9	n/a	Cdx Hy41 5y Ice	2.66%	20,988,000
10	n/a	U S Treasury Repo	1.78%	15,000,000
11	T 3.625 05.31.28	United States Treasury Notes 3.625%	1.42%	12,387,600
12	VERUS 2024-INV1 A1	VERUS SECURITIZATION TRUST 2024-INV1 6.116%	1.39%	11,703,649
13	n/a	Invsc 5A A 3Meur + 107 Bps 144A	1.28%	10,000,000
14	n/a	Zcs Brl 11.45591 05/04/23-01/02/26 Cme	1.19%	59,780,000
15	CSMC 2020-RPL4 A1	CSMC 2020-RPL4 2%	1.19%	11,428,894
16	OBX 2024-NQM2 A1	OBX 2024-NQM2 TRUST 5.878%	1.14%	9,626,218
17	VERUS 2023-8 A1	VERUS SECURITIZATION TRUST 2023-8 6.2591%	1.09%	9,200,792
18	n/a	Offset: Cash	1.06%	n/a
19	n/a	5 Year Treasury Note Future June 24	0.94%	7,500,000
20	n/a	Zcs Brl 9.83243 03/13/24-01/04/27 Cme	0.90%	49,600,000
21	n/a	Irs Aud 4.75000 12/20/28-5y Lch	0.89%	11,300,000
22	n/a	Dryd 2020-89a A 3meur+100bp 144a	0.89%	7,000,000
23	FNCL 5.5 7.11	Federal National Mortgage Association 5.5%	0.85%	7,200,000
24	GCAR 2024-2A B	GLS AUTO RECEIVABLES ISSUER TRUST 2024-2 5.77%	0.83%	7,000,000
25	SDART 2023-2 C	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-2 5.47%	0.83%	7,000,000
26	MSAC 2004-NC5 M1	Morgan Stanley ABS Capital I Inc 6.3313%	0.80%	7,093,720
27	n/a	U S Treasury Repo	0.78%	6,600,000
28	ACE 2005-SD3 M2	ACE Securities Corp Home Equity Loan Trust Series 2007-SL2 7.6813%	0.77%	7,700,000
29	n/a	Dryd 2021-91a A 3meur+120 Bp 144a	0.77%	6,000,000
30	BLUME 5A A	BLUME 5A A 3MEUR+91BP	0.77%	6,000,000
31	FNCL 6 6.11	Federal National Mortgage Association 6%	0.76%	6,400,000
32	n/a	Cash Collateral Ice Bpg Usd	0.76%	6,443,000
33	SPAUL 4A ARR1	SPAUL 4A ARR1 144A 3MEUR + 83 BP	0.76%	5,904,824
34	SDART 2023-5 A2	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2023-5 6.31%	0.75%	6,314,906
35	BINOM 2022-INV1 A1	BINOM SECURITIZATION TRUST 2022-INV1 4.441%	0.72%	6,404,405
36	EFF 2024-2 A2	ENTERPRISE FLEET FINANCING 2024-2 LLC 5.74%	0.71%	6,000,000
37	VERUS 2024-4 A1	VERUS SECURITIZATION TRUST 2024-4 6.218%	0.69%	5,800,000
38	CROSS 2024-H3 A1	CROSS 2024-H3 MORTGAGE TRUST 6.272%	0.67%	5,600,000
39	WAMU 2005-AR18 1A2	Wamu Mortgage Pass-Through CTFS TR 5.0189%	0.66%	5,986,569
40	n/a	Hayem 4A Ar 3Meur+104Bps 144A	0.64%	5,000,000
41	n/a	Rfte 2018-1a Ar 3meur + 137bp 144a	0.60%	4,700,000
42	n/a	Tpmf 2024-Gr6a A1 Sonia+92.5 Bps 144a	0.60%	4,000,000
43	SMB 2024-C A1A	SMB PRIVATE EDUCATION LOAN TRUST 2024-C 5.5%	0.59%	5,000,000
44	RCKT 2024-CES2 A1A	RCKT MORTGAGE TRUST 2024-CES2 6.141%	0.59%	4,949,745
45	n/a	Twrbg 2024-2a A Sonia + 88bp 144a	0.58%	3,900,000
46	PRET 2024-RN1 A1	PRET 2024-RN1 LLC 7.1428%	0.58%	4,950,380
47	RALI 2007-QS10 A1	RALI Series Trust 6.5%	0.55%	5,882,841
48	SAST 2006-1 M2	Saxon Asset Securities Trust 5.9263%	0.51%	6,050,000
49	VERUS 2024-3 A1	VERUS SECURITIZATION TRUST 2024-3 6.338%	0.49%	4,100,000
50	SAGB 8 01.31.30 2030	REPUBLIC OF SOUTH AFRICA	0.49%	83,750,000

As of May 15, 2024

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