ABNYX Holdings List

As of Mar 31, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future June 25	39.54%	1,322
2	TII.0.125 07.15.30	United States Treasury Notes 0.125%	31.29%	232,902,219
3	TII.1.375 07.15.33	United States Treasury Notes 1.375%	11.12%	79,372,557
4	n/a	IRS #517005 PAY FIXED 3.2625 3.263% 13/05/2027 Receive	8.86%	61,010,000
5	TII.1.875 07.15.34	United States Treasury Notes 1.875%	8.32%	57,312,779
6	TII.0.25 07.15.29	United States Treasury Notes 0.25%	7.25%	52,764,858
7	TII.0.125 07.15.26	United States Treasury Notes 0.125%	6.75%	47,242,742
8	n/a	IRS #518805 PAY FIXED 1.3940 1.394% 21/05/2031 Receive	6.69%	40,300,000
9	TII.1.75 01.15.34	United States Treasury Notes 1.75%	4.70%	32,770,336
10	n/a	CDX-NAIGS44V1-5Y-809105 1% 20/06/2030	4.70%	32,150,000
11	n/a	IRS #517242 PAY FIXED 2.7700 2.77% 08/07/2027 Receive	4.39%	29,760,000
12	n/a	IRS #517241 PAY FIXED 2.7775 2.778% 08/07/2027 Receive	4.39%	29,760,000
13	n/a	IRS #521364 PAY FIXED 2.5830 2.583% 15/04/2026 Receive	4.01%	27,630,000
14	n/a	IRS #521992 PAY FIXED 2.4295 2.43% 15/04/2026 Receive	3.97%	27,280,000
15	TII.0.375 07.15.27	United States Treasury Notes 0.375%	3.47%	24,457,396
16	n/a	IRS #518821 PAY FIXED 0.3450 .345% 05/06/2027 Receive	3.33%	20,920,000
17	TII.0.125 07.15.31	United States Treasury Notes 0.125%	1.56%	11,810,895
18	n/a	IRS #518815 PAY FIXED 2.2350 2.235% 04/04/2027 Receive	1.07%	7,030,000
19	TII.0.375 01.15.27	United States Treasury Notes 0.375%	0.98%	6,882,241
20	n/a	IRS #518817 PAY FIXED 1.9850 1.985% 04/06/2029 Receive	0.84%	5,395,000
21	n/a	IRS #518813 PAY FIXED 1.1700 1.17% 04/10/2026 Receive	0.82%	5,400,000
22	n/a	IRS #522343 PAY FIXED 2.5300 2.53% 15/04/2026 Receive	0.72%	4,940,000
23	FN.BU1349	Fnma Pass-Thru I 3%	0.71%	5,672,579
24	n/a	EUR FWD VS USD 0% 09/05/2025 Purchased	0.56%	3,716,762
25	STACR.2022-DNA5 M1B	Freddie Mac Stacr Remic Trust 8.8537%	0.56%	3,680,636
26	n/a	IRS #518819 PAY FIXED 1.3000 1.3% 27/09/2029 Receive	0.51%	3,170,000
27	TII.0.625 07.15.32	United States Treasury Notes 0.625%	0.42%	3,157,805
28	CAS.2022-R01 1M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R01 6.2537%	0.42%	2,898,843
29	STACR.2022-DNA2 M1B	Freddie Mac Stacr Remic Trust 6.7537%	0.36%	2,467,886
30	STACR.2021-DNA6 M2	Freddie Mac Stacr Remic Trust 5.8537%	0.36%	2,506,848
31	CAS.2022-R03 1M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R03 7.8537%	0.34%	2,282,827
32	n/a	IRS #518809 PAY FIXED 1.9700 1.97% 04/08/2025 Receive	0.31%	2,106,000
33	STACR.2022-DNA4 M1B	Freddie Mac Stacr Remic Trust 7.7037%	0.31%	2,051,355
34	HON.4.125 11.02.34	Honeywell International Inc. 4.125%	0.30%	1,853,000
35	SHINE.2021-1A A	Diamond Issuer Llc 2.305%	0.29%	2,151,875
36	NBLY.2023-1A A2	NEIGHBORLY ISSUER LLC 7.308%	0.28%	1,925,700
37	n/a	5 Year Treasury Note Future June 25	0.28%	18
38	HOG.3.05 02.14.27 144A	Harley-Davidson Financial Services Inc. 3.05%	0.27%	1,942,000
39	STACR.2021-HQA4 M2	Freddie Mac Stacr Remic Trust 6.7037%	0.26%	1,765,360
40	LGENSO.5.375 04.02.30 144A	LG Energy Solution Ltd. 5.375%	0.24%	1,712,000
41	LOBEL.2025-1 A	LOBEL AUTOMOBILE RECEIVABLES TRUST 2025-1 5.06%	0.24%	1,701,000
42	BMIR.2021-3A A2	BELLEMEADE RE 2021-3 LTD 5.3537%	0.24%	1,699,430
43	n/a	IRS #518811 PAY FIXED 2.4100 2.41% 10/11/2035 Receive	0.24%	1,490,000
44	MLANE.2024-B A	MISSION LANE CREDIT CARD MASTER TRUST 5.88%	0.24%	1,624,000
45	UACST.2025-1 A	UNITED AUTO CREDIT SECURITIZATION T 4.8%	0.23%	1,632,000
46	CLR.2.875 04.01.32 144A	Continental Resources, Inc. 2.875%	0.22%	1,803,000
47	HSBC.V7.399 11.13.34	HSBC Holdings PLC 7.399%	0.22%	1,352,000
48	NBLY.2022-1A A2	NEIGHBORLY ISSUER LLC 3.695%	0.22%	1,615,050
49	OCTL.2021-2A B	Odebrecht Finance Ltd 2.02%	0.21%	1,508,000
50	TAST.2025-1A A	TRICOLOR AUTO SECURITIZATION TRUST 4.94%	0.20%	1,424,000
51	LBZZ.2025-1A A2	LENDBUZZ SECURITIZATION TRUST 2025-1 5.1%	0.20%	1,419,000
52	n/a	GSF 2021-1 ISSUER LLC 3.9716%	0.20%	1,421,000
53	BBCMS.2020-BID A	BBCMS MORTGAGE TRUST 6.5765%	0.20%	1,383,000
54	PAID.2025-1 A	PAGAYA AI DEBT GRANTOR TRUST 2025-1 4.9388%	0.20%	1,371,712
55	WFC.V3.35 03.02.33 MTN	Wells Fargo & Co. 3.35%	0.19%	1,506,000
56	AUTHB.2021-1 A2	AB ISSUER LLC 3.734%	0.19%	1,423,960
57	SCHW.V4 PERP I	The Charles Schwab Corporation 4%	0.19%	1,366,000
58	AESOP.2023-3A A	Avis Budget Rental Car Funding AESOP LLC 5.44%	0.19%	1,294,000
59	MLANE.2025-A A	MISSION LANE CREDIT CARD MASTER TRUST 5.8%	0.19%	1,308,000
60	BHG.2022-A D	BHG SECURITIZATION TRUST 2022-A 3.56%	0.19%	1,350,000
61	BMIR.2022-2 M1A	BELLEMEADE RE 2022-2 LTD 8.3537%	0.18%	1,249,303
62	SHBASS.V4.75 PERP .	Svenska Handelsbanken AB 4.75%	0.18%	1,400,000
63	CAS.2021-R02 2M2	CONNECTICUT AVENUE SECURITIES TRUST 6.3537%	0.18%	1,221,326
64	ECOPET.8.625 01.19.29	Ecopetrol S.A. 8.625%	0.18%	1,134,000
65	n/a	IRS #518807 PAY FIXED 2.0000 2% 09/06/2025 Receive	0.17%	1,160,000
66	CRVNA.2021-P4 D	CARVANA AUTO RECEIVABLES TRUST 2021-P4 2.61%	0.16%	1,206,000
67	n/a	IRS #518803 PAY FIXED 1.4510 1.451% 08/11/2026 Receive	0.16%	1,080,000
68	n/a	IRS #518804 PAY FIXED 1.4700 1.47% 09/11/2026 Receive	0.16%	1,080,000
69	STACR.2022-DNA3 M1B	Freddie Mac Stacr Remic Trust 7.2537%	0.16%	1,068,552
70	OPTN.2025-1 A	OPORTUN FDG TR 2025-1 4.96%	0.16%	1,082,000
71	MS.V0.406 10.29.27	Morgan Stanley 0.406%	0.15%	1,030,000
72	UCGIM.V2.569 09.22.26 144A	UniCredit S.p.A. 2.569%	0.15%	1,071,000
73	UBS.V6.373 07.15.26 144A	UBS Group AG 6.373%	0.15%	1,025,000
74	RSG.4.75 07.15.30	Republic Services, Inc. 4.75%	0.15%	1,022,000
75	BMW.4.65 03.19.27 144A	BMW US Capital, LLC 4.65%	0.15%	1,022,000
76	HNDA.4.8 03.05.30	American Honda Finance Corporation 4.8%	0.15%	1,021,000
77	VW.5.05 03.27.28 144A	Volkswagen Group of America Finance LLC 5.05%	0.15%	1,022,000
78	TAISEM.3.875 04.22.27	Tsmc Arizona Corp. 3.875%	0.15%	1,009,000
79	LLOYDS.V7.5 PERP	Lloyds Banking Group PLC 7.5%	0.15%	1,010,000
80	GM.5.75 02.08.31	General Motors Financial Company Inc 5.75%	0.15%	999,000
81	COF.V6.377 06.08.34	Capital One Financial Corp. 6.377%	0.14%	949,000
82	AXP.V5.098 02.16.28	American Express Company 5.098%	0.14%	987,000
83	CABKSM.V6.037 06.15.35 144A	Caixabank S.A. 6.037%	0.14%	955,000
84	DEXT.2023-1 A2	DEXT ABS 2023-1 LLC 5.99%	0.14%	993,406
85	BREX.2024-1 A1	BREX COMMERCIAL CHARGE CARD MASTER TRUST 6.05%	0.14%	987,000
86	CFELEC.4.688 05.15.29 144A	Comision Federal de Electricidad 4.688%	0.14%	1,016,000
87	RAIZBZ.6.7 02.25.37 144A	Raizen Fuels Finance SA 6.7%	0.14%	975,000
88	WM.4.5 03.15.28	Waste Management, Inc. 4.5%	0.14%	971,000
89	CA.UNVHGR 3.07 05.15.2051	UNIVERSITY CALIF REVS 3.071%	0.14%	1,465,000
90	FORDR.2021-1 D	FORD CREDIT AUTO OWNER TRUST 2.31%	0.14%	1,000,000
91	OLHSNL.2.51 05.15.31 2021	Ochsner LSU Health System North Louisiana 2.51%	0.14%	1,190,000
92	IMBLN.5.875 07.01.34 144A	Imperial Brands Finance Plc 5.875%	0.13%	914,000
93	CAT.4.45 10.16.26	Caterpillar Financial Services Corp. 4.45%	0.13%	911,000
94	VARNO.7.5 01.15.28 144A	Var Energi ASA 7.5%	0.13%	867,000
95	DUK.2.617 07.01.41 A-2	Duke Energy Carolinas Nc Storm Funding LLC 2.617%	0.13%	1,183,000
96	DISH.5.75 12.01.28 144A	DISH DBS Corporation 5.75%	0.13%	1,067,000
97	WBD.3.755 03.15.27	WarnerMedia Holdings Inc. 3.755%	0.13%	939,000
98	ACMAT.2024-2A A	ACM AUTO TRUST 2024-2 6.06%	0.13%	912,902
99	ROSW.4.203 09.09.29 144A	Roche Holdings, Inc. 4.203%	0.13%	914,000
100	STACR.2024-DNA1 M1	Freddie Mac Stacr Remic Trust 5.7037%	0.13%	905,419
101	C.V4.542 09.19.30	Citigroup Inc. 4.542%	0.13%	917,000
102	MAR.5.35 03.15.35	Marriott International, Inc. 5.35%	0.13%	910,000
103	CNP.5.05 03.01.35	Centerpoint Energy Houston Electric LLC 5.05%	0.13%	892,000
104	BX.2019-IMC E	BX TRUST 6.5183%	0.13%	895,177
105	DVN.5.2 09.15.34	Devon Energy Corporation 5.2%	0.13%	911,000
106	CRVNA.2024-P4 A2	CARVANA AUTO RECEIVABLES TRUST 2024-P4 4.62%	0.12%	857,000
107	SANTAN.6.921 08.08.33	Banco Santander, S.A. 6.921%	0.12%	800,000
108	DOMREP.4.875 09.23.32 144A	Dominican Republic 4.875%	0.12%	922,000
109	ORCL.5.5 08.03.35	Oracle Corp. 5.5%	0.12%	825,000
110	GLPI.3.25 01.15.32	GLP Capital L.P. and GLP Financing II, Inc. 3.25%	0.12%	949,000
111	SOCGEN.V5.519 01.19.28 144A	Societe Generale S.A. 5.519%	0.12%	812,000
112	HERTZ.2022-1A C	HERTZ VEHICLE FINANCING III LLC 2.63%	0.12%	830,000
113	CLR.5.75 01.15.31 144A	Continental Resources, Inc. 5.75%	0.12%	796,000
114	GCAR.2024-3A A2	GLS AUTO RECEIVABLES ISSUER TRUST 2024-3 5.35%	0.11%	787,569
115	VARNO.8 11.15.32 144A	Var Energi ASA 8%	0.11%	680,000
116	CAS.2023-R02 1M1	CONNECTICUT AVENUE SECURITIES TRUST 2023-R02 6.6537%	0.11%	765,486
117	VST.V7 PERP 144A	Vistra Corp 7%	0.11%	751,000
118	GS.V4.125 PERP V	Goldman Sachs Group, Inc. 4.125%	0.11%	775,000
119	n/a	IRS #518823 PAY FIXED 2.0000 2% 12/07/2027 Receive	0.11%	715,000
120	EQFY.2024-1A A	EQUIFY ABS 2024-1 LLC 5.43%	0.10%	727,201
121	CHLMPC.5.58 10.20.35 144A	Chile Electricity Luxembourg Mpc II S.a.r.l. 5.58%	0.10%	699,000
122	NRG.7.467 07.31.28	Alexander Funding Trust II 7.467%	0.10%	656,000
123	GIS.4.875 01.30.30	General Mills, Inc. 4.875%	0.10%	686,000
124	ACAFP.V6.251 01.10.35 144A	Credit Agricole S.A. 6.251%	0.10%	677,000
125	NSLT.2021-DA B	NELNET STUDENT LOAN TRUST 2.9%	0.10%	793,000
126	HSBC.V8.113 11.03.33	HSBC Holdings PLC 8.113%	0.10%	591,000
127	BMIR.2022-1 M1B	BELLEMEADE RE 2022-1 LTD 6.5037%	0.10%	686,748
128	DELL.5.5 04.01.35	Dell International L.L.C. and EMC Corporation 5.5%	0.10%	689,000
129	ECLCI.3.4 01.28.30 REGS	Engie Energia Chile SA 3.4%	0.10%	751,000
130	OPTN.2024-3 A	OPORTUN FUNDING TR 2024-3 5.26%	0.09%	657,178
131	PFG.5.1 01.25.29 144A	Principal Life Global Funding II 5.1%	0.09%	639,000
132	CARGIL.5.125 10.11.32 144A	Cargill Inc. 5.125%	0.09%	632,000
133	NSLT.2021-CA B	NELNET STUDENT LOAN TRUST 2.53%	0.09%	757,855
134	MA.4.55 01.15.35	MasterCard Incorporated 4.55%	0.09%	656,000
135	SDART.2024-4 A2	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-4 5.41%	0.09%	638,259
136	n/a	IRS #518826 PAY FIXED 3.5000 3.5% 06/03/2042 Receive	0.09%	595,000
137	ALLY.V6.992 06.13.29	Ally Financial Inc. 6.992%	0.09%	575,000
138	UBS.V4.194 04.01.31 144A	UBS Group AG 4.194%	0.09%	614,000
139	BALLY.2024-27A A1A	BALLYROCK CLO 27 LTD 5.6318%	0.09%	580,298
140	GLENLN.6.5 10.06.33 144A	Glencore Funding LLC 6.5%	0.09%	543,000
141	CAS.2022-R04 1M2	CONNECTICUT AVENUE SECURITIES TRUST 2022-R04 7.4537%	0.08%	573,097
142	AEP.V6.95 12.15.54	American Electric Power Co, Inc. 6.95%	0.08%	565,000
143	LBZZ.2023-2A A2	Lendbuzz Securitization Tr 2023-2 7.09%	0.08%	573,910
144	SUMIBK.5.316 07.09.29	Sumitomo Mitsui Financial Group Inc. 5.316%	0.08%	564,000
145	PRXNA.3.257 01.19.27 144A	Prosus NV 3.257%	0.08%	593,000
146	OGN.2.875 04.30.28 REGS	Organon & Co 2.875%	0.08%	550,000
147	BACR.V5.335 09.10.35	Barclays PLC 5.335%	0.08%	569,000
148	ZIGGO.2.875 01.15.29 REGS	VZ Vendor Financing II BV 2.875%	0.08%	561,000
149	AXON.6.125 03.15.30 144A	Axon Enterprise Inc 6.125%	0.08%	535,000
150	PRXNA.4.027 08.03.50 REGS	Prosus NV 4.027%	0.08%	775,000
151	TESLA.2024-A A3	TESLA AUTO LEASE TRUST 2024-A 5.3%	0.07%	517,000
152	SANUK.V4.858 09.11.30	Santander UK Group Holdings PLC 4.858%	0.07%	517,000
153	NMC.CLO-3A A	NEW MOUNTAIN CLO 3 LTD 5.7111%	0.07%	500,000
154	HYNMTR.6.1 09.21.28 144A	Hyundai Capital America 6.1%	0.07%	486,000
155	SANUSA.V5.741 03.20.31	Santander Holdings USA Inc. 5.741%	0.07%	496,000
156	DRSLF.2022-98A D	DRYDEN 98 CLO LTD 7.3695%	0.07%	500,000
157	FCAT.2024-3 A	FLAGSHIP CREDIT AUTO TRUST 2024-3 4.88%	0.07%	495,061
158	WFCM.2016-NXS6 C	Wells Fargo Coml T 4.5405%	0.07%	525,000
159	F.6.125 03.08.34	Ford Motor Credit Company LLC 6.125%	0.07%	511,000
160	TD.5.298 01.30.32	The Toronto-Dominion Bank 5.298%	0.07%	479,000
161	ISRELE.4.25 08.14.28 GMTN	Israel Electric Corporation Ltd. 4.25%	0.07%	503,000
162	EDF.V9.125 PERP 144A	Electricite de France SA 9.125%	0.07%	415,000
163	OCP.2024-34A A1	OCP CLO 2024-34 LTD 5.6161%	0.07%	455,634
164	MCO.5 08.05.34	Moodys Corp. 5%	0.07%	472,000
165	n/a	GSF 2021-1 ISSUER LLC 3.7615%	0.07%	478,796
166	C.V4.15 PERP Y	Citigroup Inc. 4.15%	0.07%	480,000
167	WYNMAC.5.625 08.26.28 144A	Wynn Macau Ltd. 5.625%	0.07%	483,000
168	QUIKHO.6.375 03.01.32 144A	Quikrete Holdings Inc 6.375%	0.07%	460,000
169	CPS.2021-C D	CPS Auto Receivables Trust 2021-C 1.69%	0.06%	456,049
170	AMT.5.2 02.15.29	American Tower Corporation 5.2%	0.06%	432,000
171	F.3.25 02.12.32	Ford Motor Company 3.25%	0.06%	532,000
172	BA.3.25 02.01.28	The Boeing Company 3.25%	0.06%	454,000
173	CAJUN.2021-1 A2	Cajun Global Llc / Cajun Funding Corp / Cajun Restaurants Llc / Cajun Realt	0.06%	450,080
174	RPM.2024-1A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST 2024-1 7.09%	0.06%	429,277
175	PAID.2024-3 A	PAGAYA AI DEBT TRUST 2024-3 6.258%	0.06%	420,358
176	DANBNK.V4.613 10.02.30 144A	Danske Bank A/S 4.613%	0.06%	419,000
177	BNP.V4.625 PERP REGS	BNP Paribas SA 4.625%	0.06%	489,000
178	KALLPA.5.875 01.30.32 144A	Kallpa Generacion S.A. 5.875%	0.06%	407,000
179	ISPIM.7.2 11.28.33 144A	Intesa Sanpaolo S.p.A. 7.2%	0.06%	357,000
180	ATH.5.62 05.08.26 144A	Athene Global Funding 5.62%	0.06%	387,000
181	CASL.2021-C B	COLLEGE AVENUE STUDENT LOANS 2021-C LLC 2.72%	0.06%	442,797
182	FIEMEX.7.25 01.31.41 144A	Banco Actinver SA 7.25%	0.06%	395,712
183	HLT.5.875 04.01.29 144A	Hilton Domestic Operating Co Inc. 5.875%	0.06%	383,000
184	AXON.6.25 03.15.33 144A	Axon Enterprise Inc 6.25%	0.06%	389,000
185	PAID.2024-5 A	PAGAYA AI DEBT GRANTOR TRUST 2024-5 6.278%	0.06%	389,457
186	GLPI.4 01.15.31	GLP Capital L.P. and GLP Financing II, Inc. 4%	0.06%	414,000
187	ISRAEL.5.375 02.19.30 5Y	Israel (State Of) 5.375%	0.06%	380,000
188	STANLN.V0 PERP 144A	Standard Chartered PLC 6.0513%	0.06%	400,000
189	AEGEBZ.6.75 05.20.29 REGS	Aegea Finance S.a r.l. 6.75%	0.05%	374,000
190	HPE.4.4 09.25.27	Hewlett Packard Enterprise Co. 4.4%	0.05%	373,000
191	NCMS.2019-MILE A	Natixis Coml Mtg Secs Tr 2019-1776 5.901%	0.05%	391,372
192	RPM.2022-3A A	RESEARCH-DRIVEN PAGAYA MOTOR ASSET TRUST VII 5.38%	0.05%	363,652
193	PAID.2024-2 A	PAGAYA AI DEBT TRUST 2024-2 6.319%	0.05%	359,849
194	BRASKM.8 10.15.34 144A	Braskem Netherlands Finance B V 8%	0.05%	364,000
195	MVWOT.2021-2A B	MVWOT 2021-2 LLC 1.83%	0.05%	378,425
196	MIZUHO.V5.376 05.26.30	Mizuho Financial Group Inc. 5.376%	0.05%	344,000
197	AVGO.5.05 07.12.27	Broadcom Inc 5.05%	0.05%	346,000
198	GCI.2021-1 A	GCI FUNDING I LLC 2.38%	0.05%	386,080
199	VTRS.2.7 06.22.30	Viatris Inc 2.7%	0.05%	395,000
200	DELL.5.3 04.01.32	Dell International L.L.C. and EMC Corporation 5.3%	0.05%	340,000
201	DFS.V5.974 08.09.28 BKNT	Discover Bank 5.974%	0.05%	327,000
202	BACR.V5.674 03.12.28	Barclays PLC 5.674%	0.05%	329,000
203	STANLN.V5.545 01.21.29 144A	Standard Chartered PLC 5.545%	0.05%	314,000
204	SYF.V5.45 03.06.31	Synchrony Financial 5.45%	0.05%	321,000
205	CENSUD.5.95 05.28.31 144A	Cencosud S.A. 5.95%	0.05%	308,000
206	TD.V5.146 09.10.34	The Toronto-Dominion Bank 5.146%	0.05%	317,000
207	OXY.6.625 09.01.30	Occidental Petroleum Corp. 6.625%	0.04%	296,000
208	WFCM.2016-LC25 C	Wells Fargo Commercial Mortgage Trust 2012-Lc5 4.4726%	0.04%	330,000
209	BKIR.V5.601 03.20.30 144A	Bank of Ireland Group PLC 5.601%	0.04%	301,000
210	AES.4.375 05.31.30 144A	AES Panama Generation Holdings S R L 4.375%	0.04%	339,444
211	VST.6.95 10.15.33 144A	Vistra Operations Co LLC 6.95%	0.04%	272,000
212	OXY.5.375 01.01.32	Occidental Petroleum Corp. 5.375%	0.04%	297,000
213	CHLMPC.5.672 10.20.35 144A	Chile Electricity Luxembourg Mpc II S.a.r.l. 5.672%	0.04%	287,000
214	AXIS.2022-2A A2	AMUR EQUIPMENT FINANCE RECEIVABLES XI LLC 5.3%	0.04%	285,174
215	OXY.5.2 08.01.29	Occidental Petroleum Corp. 5.2%	0.04%	283,000
216	ATH.1.985 08.19.28 144A	Athene Global Funding 1.985%	0.04%	308,000
217	GIS.4.7 01.30.27	General Mills, Inc. 4.7%	0.04%	278,000
218	TAST.2024-2A A	TRICOLOR AUTO SECURITIZATION TRUST 2024-2 6.36%	0.04%	273,707
219	CAS.2015-C04 1M2	Federal National Mortgage Association 10.1682%	0.04%	260,153
220	DB.V5.373 01.10.29 .	Deutsche Bank AG New York Branch 5.373%	0.04%	258,000
221	DB.V4.999 09.11.30	Deutsche Bank AG New York Branch 4.999%	0.04%	261,000
222	HYNMTR.5.25 01.08.27 144A	Hyundai Capital America 5.25%	0.04%	252,000
223	ECLCI.6.375 04.17.34 144A	Engie Energia Chile SA 6.375%	0.04%	240,000
224	LADAR.2022-1A A	LAD AUTO RECEIVABLES TRUST 2022-1 5.21%	0.04%	252,082
225	ACGCAP.4.875 10.01.25 144A	Aviation Capital Group LLC 4.875%	0.04%	246,000
226	LIMAMT.5.875 07.05.34 REGS	Lima Metro Line 2 Finance Limited 5.875%	0.04%	243,425
227	DB.V7.146 07.13.27	Deutsche Bank AG New York Branch 7.146%	0.03%	233,000
228	FHR.4981 HS	Federal Home Loan Mortgage Corp. 1.6318%	0.03%	2,175,816
229	NWG.V3.032 11.28.35	NatWest Group PLC 3.032%	0.03%	270,000
230	SUMITR.4.45 09.10.27 144A	Sumitomo Mitsui Trust Bank Ltd. 4.45%	0.03%	236,000
231	BBVASM.V7.883 11.15.34	Banco Bilbao Vizcaya Argentaria SA 7.883%	0.03%	200,000
232	SANUK.V5.694 04.15.31	Santander UK Group Holdings PLC 5.694%	0.03%	223,000
233	STACR.2021-DNA5 M2	Freddie Mac Stacr Remic Trust 6.0037%	0.03%	228,080
234	ENAPAN.4 05.19.48 144A	ENA Master Trust 4%	0.03%	303,000
235	OCENSA.4 07.14.27 144A	Oleoducto Central SA 4%	0.03%	229,000
236	GLOPAR.4.875 01.22.30 REGS	Globo Comunicacao E Participacoes SA 4.875%	0.03%	232,000
237	GLENLN.4.907 04.01.28 144A	Glencore Funding LLC 4.907%	0.03%	206,000
238	AFFRM.2024-X1 A	AFFIRM ASSET SECURITIZATION TRUST 2024-X1 6.27%	0.03%	205,425
239	SANTAN.6.35 03.14.34	Banco Santander, S.A. 6.35%	0.03%	200,000
240	BBVASM.5.381 03.13.29	Banco Bilbao Vizcaya Argentaria SA 5.381%	0.03%	200,000
241	COLOM.3.125 04.15.31	Colombia (Republic Of) 3.125%	0.03%	248,000
242	CRVNA.2021-N4 D	CARVANA AUTO RECEIVABLES TRUST 2021-N4 2.3%	0.03%	208,412
243	ACGCAP.4.75 04.14.27 144A	Aviation Capital Group LLC 4.75%	0.03%	202,000
244	UCGIM.V1.982 06.03.27 144A	UniCredit S.p.A. 1.982%	0.03%	204,000
245	UCGIM.V1.982 06.03.27 144A	UniCredit S.p.A. 1.982%	0.03%	204,000
246	NMEF.2022-B A2	NMEF FUNDING 2022-B LLC 6.07%	0.03%	192,741
247	n/a	HFX FUNDING ISSUER LLC 3.6218%	0.03%	191,046
248	PRXNA.3.68 01.21.30 REGS	Prosus NV 3.68%	0.03%	205,000
249	BX.2019-IMC D	BX TRUST 6.2683%	0.03%	185,485
250	LIMAMT.4.35 04.05.36 144A	Lima Metro Line 2 Finance Limited 4.35%	0.03%	194,533
251	MFT.2024-1A A	MARLETTE FUNDING TRUST 2024-1 5.95%	0.03%	177,889
252	PCG.5.55 05.15.29	Pacific Gas and Electric Company 5.55%	0.02%	151,000
253	HYNMTR.5.275 06.24.27 144A	Hyundai Capital America 5.275%	0.02%	151,000
254	FHR.3955 SD	Federal Home Loan Mortgage Corp. 2.1408%	0.02%	1,370,473
255	AVGO.4.15 02.15.28	Broadcom Inc 4.15%	0.02%	138,000
256	ARIVO.2024-1A A	ARIVO ACCEPTANCE AUTO LOAN RECEIVABLES TRUST 2024-1 6.46%	0.02%	134,000
257	CPS.2022-A C	CPS AUTO RECEIVABLES TRUST 2022-A 2.17%	0.02%	132,590
258	FNR.2017-97 LS	Federal National Mortgage Association 1.7318%	0.02%	1,043,070
259	VOLCAN.8.75 01.24.30 144A	Volcan Compania Minera S.A.A. 8.75%	0.02%	126,000
260	CHASE.2019-CL1 M3	JPMorgan Chase Bank, National Association 6.5411%	0.02%	118,896
261	FHR.4954 SL	Federal Home Loan Mortgage Corp. 1.5818%	0.02%	1,057,666
262	GLENLN.5.338 04.04.27 144A	Glencore Funding LLC 5.338%	0.02%	111,000
263	ALK.5.021 10.20.29 144A	AS Mileage Plan IP Ltd. 5.021%	0.02%	114,000
264	ATH.2.717 01.07.29 144A	Athene Global Funding 2.717%	0.02%	117,000
265	FHR.4693 SL	FEDERAL HOME LN MTG CORP MULTICLASS MTG PARTN CTFS GTD 1.6908%	0.02%	891,086
266	ACMAT.2024-1A A	ACM AUTO TRUST 2024-1 7.71%	0.02%	104,228
267	CRVNA.2021-N3 C	CARVANA AUTO RECEIVABLES TRUST 1.02%	0.01%	96,036
268	GLENLN.5.186 04.01.30 144A	Glencore Funding LLC 5.186%	0.01%	89,000
269	GNR.2017-134 MS	Government National Mortgage Association 1.7669%	0.01%	649,068
270	C.V6.02 01.24.36	Citigroup Inc. 6.02%	0.01%	85,000
271	SBCLN.2022-A B	Santander Bank National Association 5.281%	0.01%	85,379
272	MSCR.2021-MN1 M1	Federal Home Loan Mortgage Corp. 6.3537%	0.01%	82,422
273	CNP.4.95 04.01.33	Centerpoint Energy Houston Electric LLC 4.95%	0.01%	79,000
274	FNR.2017-62 AS	Federal National Mortgage Association 1.6818%	0.01%	727,729
275	GNR.2017-122 SA	Government National Mortgage Association 1.7669%	0.01%	573,186
276	FNR.2016-77 DS	Federal National Mortgage Association 1.5318%	0.01%	665,948
277	MAR.5.5 04.15.37	Marriott International, Inc. 5.5%	0.01%	64,000
278	FNR.2014-78 SE	Federal National Mortgage Association 1.6318%	0.01%	593,687
279	ATH.2.55 11.19.30 144A	Athene Global Funding 2.55%	0.01%	65,000
280	OWLEF.2021-1A B	ATALAYA EQUIPMENT LEASING TRUST 2021-1 2.08%	0.01%	51,832
281	STACR.2015-HQA2 M3	Federal Home Loan Mortgage Corp. 9.2682%	0.01%	49,812
282	ATH.5.583 01.09.29 144A	Athene Global Funding 5.583%	0.01%	49,000
283	CAT.4.8 01.08.30	Caterpillar Financial Services Corp. 4.8%	0.01%	45,000
284	C.V7.625 PERP AA	Citigroup Inc. 7.625%	0.01%	43,000
285	TRGOLP.6.125 03.01.26 144A	Brookfield Corp. 6.125%	0.01%	42,000
286	n/a	GSF 2021-1 ISSUER LLC 3.9792%	0.01%	40,000
287	UACST.2024-1 A	UNITED AUTO CREDIT SECURITIZATION TRUST 2024-1 6.17%	0.00%	30,526
288	LBUBS.2006-C6 AJ	LB-UBS Commercial Mortgage Trust 5.452%	0.00%	77,787
289	ATH.5.526 07.11.31 144A	Athene Global Funding 5.526%	0.00%	22,000
290	FHF.2021-2A A	FHF TRUST 2021-2 0.83%	0.00%	20,171
291	MAR.5.1 04.15.32	Marriott International, Inc. 5.1%	0.00%	20,000
292	MSBAM.2015-C25 XA	Morgan Stanley Bank Of America Merrill Lynch Trust 1.1317%	0.00%	7,057,491
293	SANUSA.V5.473 03.20.29	Santander Holdings USA Inc. 5.473%	0.00%	14,000
294	GSMS.2011-GC5 D	GS Mortgage Securities Trust 2011-GC5 5.2954%	0.00%	18,714
295	AFFRM.2021-Z2 A	AFFIRM ASSET SECURITIZATION TRUST 1.17%	0.00%	7,579
296	ACGCAP.4.125 08.01.25 144A	Aviation Capital Group LLC 4.125%	0.00%	7,000
297	DEXT.2021-1 B	DEXT ABS 2021-1 LLC 1.76%	0.00%	499
298	JPMBB.2014-C22 XA	Jpmbb Commercial Mortgage Securities Trust 2013-C12 0.5494%	0.00%	1,345,421
299	VOSASA.10.5 01.28.18 144A	Virgolino de Oliveira Finance SA 10.5%	0.00%	650,452
300	n/a	DO NOT USE :911996106:Broker C %	-0.03%	178,493
301	n/a	IRS #518826 PAY FIXED 3.5000 3.5% 06/03/2042 Pay	-0.09%	595,000
302	n/a	IRS #518823 PAY FIXED 2.0000 2% 12/07/2027 Pay	-0.10%	715,000
303	n/a	IRS #518803 PAY FIXED 1.4510 1.451% 08/11/2026 Pay	-0.15%	1,080,000
304	n/a	IRS #518804 PAY FIXED 1.4700 1.47% 09/11/2026 Pay	-0.15%	1,080,000
305	n/a	IRS #518807 PAY FIXED 2.0000 2% 09/06/2025 Pay	-0.17%	1,160,000
306	n/a	IRS #518811 PAY FIXED 2.4100 2.41% 10/11/2035 Pay	-0.21%	1,490,000
307	n/a	U.S. $ CASH BALANCE 0%	-0.28%	1,964,596
308	n/a	IRS #518809 PAY FIXED 1.9700 1.97% 04/08/2025 Pay	-0.30%	2,106,000
309	n/a	IRS #518819 PAY FIXED 1.3000 1.3% 27/09/2029 Pay	-0.45%	3,170,000
310	n/a	EUR FWD VS USD 0% 09/05/2025 Sold	-0.56%	3,716,762
311	n/a	IRS #522343 PAY FIXED 2.5300 2.53% 15/04/2026 Pay	-0.71%	4,940,000
312	n/a	IRS #518817 PAY FIXED 1.9850 1.985% 04/06/2029 Pay	-0.77%	5,395,000
313	n/a	IRS #518813 PAY FIXED 1.1700 1.17% 04/10/2026 Pay	-0.77%	5,400,000
314	n/a	Ultra US Treasury Bond Future June 25	-0.95%	54
315	n/a	IRS #518815 PAY FIXED 2.2350 2.235% 04/04/2027 Pay	-1.01%	7,030,000
316	n/a	REVERSE REPO SELL 4.48% 31/12/2050 91282CHP9	-2.18%	15,131,250
317	n/a	ITRAXX-AUSTRALIAS43V1-5Y-80910 1% 20/06/2030	-2.22%	32,150,000
318	n/a	IRS #518821 PAY FIXED 0.3450 .345% 05/06/2027 Pay	-3.00%	20,920,000
319	n/a	Ultra 10 Year US Treasury Note Future June 25	-3.78%	230
320	n/a	IRS #521992 PAY FIXED 2.4295 2.43% 15/04/2026 Pay	-3.91%	27,280,000
321	n/a	IRS #521364 PAY FIXED 2.5830 2.583% 15/04/2026 Pay	-3.97%	27,630,000
322	n/a	IRS #517241 PAY FIXED 2.7775 2.778% 08/07/2027 Pay	-4.27%	29,760,000
323	n/a	IRS #517242 PAY FIXED 2.7700 2.77% 08/07/2027 Pay	-4.27%	29,760,000
324	n/a	IRS #518805 PAY FIXED 1.3940 1.394% 21/05/2031 Pay	-5.78%	40,300,000
325	n/a	IRS #517005 PAY FIXED 3.2625 3.263% 13/05/2027 Pay	-8.76%	61,010,000
326	n/a	Cash Offset	-37.30%	259,907,205

As of Mar 31, 2025

Showing 50 of 326

Subscribe to see the full list

Asset Class	% Weight
Bond	98.41%
Cash	1.05%
Not Classified	0.54%