SCIO Holdings List

As of Mar 27, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	5 Year Treasury Note Future June 25	10.95%	12
2	n/a	10 Year Treasury Note Future June 25	4.68%	5
3	FARM 2024-1 B	FARM 2024-1 MORTGAGE TRUST 5.11222%	4.24%	574,069
4	LHOME 2024-RTL2 A2	LHOME MORTGAGE TRUST 2024-RTL2 8.897%	3.83%	445,000
5	BBCMS 2018-TALL A	BBCMS Mortgage Trust 2020-C6 5.23901%	3.62%	450,000
6	PAID 2024-3 D	PAGAYA AI DEBT TRUST 2024-3 9%	3.18%	371,764
7	MSC 2019-L2 XA	Morgan Stanley 0.99611%	3.09%	11,301,015
8	BANK 2021-BN31 XB	BANK 2021-BNK31 0.86732%	2.76%	7,500,000
9	ISLN 2025-1A B	ISLAND FINANCE TRUST 2025-1 7.95%	2.62%	300,000
10	MCR 2024-TWA E	MCR 2024-TWA MORTGAGE TRUST 8.725%	2.58%	300,000
11	ISLN 2025-1A C	ISLAND FINANCE TRUST 2025-1 10%	2.56%	300,000
12	NYO 2021-1290 D	NYO COMMERCIAL MORTGAGE TRUST 2021-1290 6.97948%	2.55%	310,000
13	VERUS 2021-R2 B2	VERUS SECURITIZATION TRUST 4.255%	2.41%	375,000
14	PRPM 2020-6 A2	PRPM 2020-6 LLC 8.703%	2.36%	278,958
15	LHOME 2024-RTL3 M	LHOME MORTGAGE TRUST 2024-RTL3 10.728%	2.35%	275,000
16	PRPM 2024-3 A2	PRPM 2024-3 LLC 9.557%	2.33%	275,000
17	PRPM 2024-RPL4 M2	PRPM 2024-RPL4 LLC 4%	2.30%	325,000
18	BX 2019-IMC F	BX TRUST 7.2653%	2.28%	275,000
19	VERUS 2021-5 B2	VERUS SECURITIZATION TRUST 3.941%	2.27%	367,000
20	CSAIL 2015-C3 B	CSAIL 2017-C8 Commercial Mortgage Trust 4.11175%	2.27%	285,000
21	EFMT 2019-2 M1	ELLINGTON FINANCIAL MORTGAGE TRUST 2019-2 3.469%	2.26%	289,000
22	WFLD 2014-MONT A	Wfld Mtg Tr 2014-Mont 3.75506%	2.22%	277,769
23	LHOME 2024-RTL2 M	LHOME MORTGAGE TRUST 2024-RTL2 11.581%	2.20%	255,000
24	VERUS 2024-INV2 B2	VERUS SECURITIZATION TRUST 2024-INV2 7.98161%	2.19%	260,000
25	EART 2024-1A E	EXETER AUTOMOBILE RECEIVABLES TRUST 2024-1 7.89%	2.18%	250,000
26	LIFE 2021-BMR G	LIFE 2021-BMR MORTGAGE TRUST 7.38348%	2.17%	262,500
27	BRAVO 2024-NQM6 B1	BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM6 7.302%	2.17%	255,000
28	SHR 2024-LXRY E	SHR TRUST 2024-LXRY 8.76918%	2.13%	250,000
29	FHMS K755 X3	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 5.64398%	2.11%	940,000
30	CAFL 2021-1 A	COREVEST AMERICAN FINANCE TRUST 1.569%	1.93%	235,255
31	n/a	Ultra 10 Year US Treasury Note Future June 25	1.92%	2
32	PAID 2024-5 C	PAGAYA AI DEBT GRANTOR TRUST 2024-5 7.27%	1.88%	217,689
33	BBCMS 2024-5C25 XA	BBCMS MORTGAGE TRUST 2024-5C25 1.1931%	1.76%	4,999,484
34	n/a	2 Year Treasury Note Future June 25	1.75%	1
35	BMARK 2024-V6 XA	BENCHMARK 2024-V6 MORTGAGE TRUST 1.33537%	1.74%	4,440,109
36	PAID 2024-2 C	PAGAYA AI DEBT TRUST 2024-2 7.573%	1.62%	188,367
37	CFCRE 2017-C8 XA	CFCRE 2017-C8 Mortgage Trust 1.46947%	1.52%	7,649,135
38	VERUS 2025-INV1 B1	VERUS SECURITIZATION TRUST 2025-INV1 6.954%	1.26%	150,000
39	MISXX	Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio	1.17%	137,520
40	MCR 2024-TWA F	MCR 2024-TWA MORTGAGE TRUST 10.382%	1.00%	115,000
41	JPMCC 2018-PHH A	J.P. MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 5.576%	0.90%	121,136
42	FHMR 2020-RR07 AX	Federal Home Loan Mortgage Corp. 2.46823%	0.88%	1,500,000
43	GNR 2024-32 IO	Government National Mortgage Association 0.7053%	0.85%	1,944,931
44	FNH 2021-1A A	Fna VI LLC 1.35%	0.36%	45,930
45	BANK 2019-BN24 XA	Bank 2017-Bnk4 0.6326%	0.22%	974,734
46	BANK 2019-BN22 XA	BANK 2019-BNK22 0.57867%	0.21%	1,052,330
47	n/a	Cash	0.08%	9,543
48	n/a	US Treasury Bond Future June 25	-5.88%	6

As of Mar 27, 2025