GMODX Holdings List

As of Apr 30, 2025

No.	Symbol	Name	% Weight	Shares
1	n/a	Contra Derivatives - Swaps	22.95%	n/a
2	n/a	Contra Derivatives - Swaptions	13.12%	n/a
3	n/a	Repo For R 4.35	11.04%	155,000,475
4	n/a	2 Year Treasury Note Future June 25	10.41%	702
5	TF.0 07.31.26	United States Treasury Notes 4.4475%	7.41%	103,900,000
6	n/a	Cds: (Itraxx.Xo.42.V2 35-100%)	4.55%	47,547,204
7	TF.0 04.30.26	United States Treasury Notes 4.4155%	3.71%	52,000,000
8	TF.0 01.31.26	United States Treasury Notes 4.5105%	3.21%	45,000,000
9	n/a	10 Year Treasury Note Future June 25	2.23%	279
10	FNCL.5.5 5.11	Federal National Mortgage Association 5.5%	2.04%	28,720,000
11	FNCI.5.5 5.11	Federal National Mortgage Association 5.5%	2.00%	27,600,000
12	n/a	Ultra 10 Year US Treasury Note Future June 25	1.99%	243
13	COMM.2018-COR3 A3	Commercial Mortgage Trust 4.228%	1.83%	26,327,712
14	FNCL.6 5.11	Federal National Mortgage Association 6%	1.66%	22,980,000
15	n/a	Cds: (Cmbx.Na.15.Aaa)	1.55%	21,945,000
16	TPAT.2021-SL1 C	TOWD POINT ASSET TRUST 2021-SL1 5.83442%	1.20%	17,741,000
17	SLMA.2008-6 A4	SLM Student Loan Trust 5.72494%	1.17%	16,685,383
18	COMM.2024-277P A	COMM 2024-277P MORTGAGE TRUST 6.338%	1.16%	15,516,000
19	BMARK.2019-B9 A5	BENCHMARK MORTGAGE TRUST 4.0156%	1.11%	16,000,000
20	SLMA.2006-A A5	SLM Private Education Loan Trust 2012-E 4.85089%	1.07%	15,441,449
21	BBCMS.2018-TALL A	BBCMS Mortgage Trust 2020-C6 5.24101%	1.03%	15,387,600
22	HGMT.2025-HGLR A	HOUSTON GALLERIA MALL TRUST 2025-HGLR 5.64391%	1.01%	13,916,000
23	AMXCA.2024-3 A	American Express Credit Account Master Trust 4.65%	0.99%	13,695,000
24	BMAT.2006-1A M1	BRAVO Mortgage Asset Trust 2006-1 5.04109%	0.98%	15,524,185
25	SLMA.2005-A A4	SLM Private Education Loan Trust 2012-E 4.87089%	0.96%	13,668,521
26	GALL.2017-1A A1R	Gallatin Clo Viii 2017-1 Ltd/Gallatin Clo Viii 2017-1 Llc 5.60771%	0.96%	13,452,150
27	BMARK.2022-B34 A5	BENCHMARK 2022-B34 MORTGAGE TRUST 3.786%	0.94%	14,500,000
28	MKT.2020-525M A	MKT 2020-525M MORTGAGE TRUST 2.694%	0.91%	14,600,000
29	GUSTX	GMO U.S. Treasury Fund	0.83%	2,323,242
30	JPMCC.2024-OMNI A	J P MORGAN CHASE COMMERCIAL MORTGAGE SECURITIES TRUST 2024-OMNI 5.99039%	0.82%	11,393,000
31	TAH.2019-SFR1 A	Tricon American Homes 2019-Sfr1 2.75%	0.78%	11,117,952
32	SLCLT.2008-2 A4	SLC Student Loan Trust 5.54469%	0.74%	10,384,151
33	ECMC.2024-1A A	ECMC GROUP STUDENT LOAN TRUST 2024-1 5.50369%	0.73%	10,265,496
34	WMCMS.2007-SL3 J	Washington Mutual Commercial Mortgage Securities Series 2007-Sl3 Trust 7.05	0.72%	11,594,960
35	SLMA.2007-A A4A	SLM Private Credit Student Loan Trust 2007-A 4.80089%	0.72%	10,328,590
36	SLMA.2005-B A4	SLM Private Education Loan Trust 2012-E 4.89089%	0.70%	9,997,560
37	TCN.2024-SFR4 A	TRICON RESIDENTIAL 2024-SFR4 TRUST 4.3%	0.69%	9,988,994
38	BMARK.2019-B15 A5	BENCHMARK MORTGAGE TRUST 2.928%	0.68%	10,395,000
39	NCSLT.2007-1 A4	National Collegiate Student Loan Trust 4.74609%	0.67%	9,622,558
40	WFRBS.2014-C21 C	WF-RBS Commercial Mortgage Trust 4.234%	0.67%	9,814,966
41	LAKEG.2025-1A A	LAKE GEORGE PARK CLO LTD 5.39742%	0.66%	9,239,000
42	SLMA.2008-5 A4	SLM Student Loan Trust 6.32494%	0.65%	9,136,470
43	OBX.2025-NQM7 A1	OBX 2025-NQM7 TRUST 5.56%	0.65%	9,143,000
44	AOMT.2025-5 A1	ANGEL OAK MORTGAGE TRUST 2025-5 5.573%	0.65%	9,143,000
45	BBCMS.2018-CHRS E	BBCMS MORTGAGE TRUST 4.40872%	0.65%	11,037,000
46	TAH.2020-SFR1 A	TRICON AMERICAN HOMES TRUST 1.499%	0.65%	9,307,941
47	n/a	5 Year Treasury Note Future June 25	0.61%	79
48	SLMA.2008-4 A4	SLM Student Loan Trust 6.27494%	0.60%	8,441,207
49	BMARK.2022-B32 A5	BENCHMARK 2022-B32 MORTGAGE TRUST 3.0019%	0.60%	9,604,000
50	BMARK.2020-B19 A5	BENCHMARK MORTGAGE TRUST 1.85%	0.59%	9,635,057
51	IHSFR.2024-SFR1 A	INVITATION HOMES 2024-SFR1 TRUST 4%	0.59%	8,485,464
52	n/a	Fx Usd Vs Eur	0.58%	8,115,874
53	BX.2019-OC11 E	BX TRUST 4.07546%	0.58%	9,000,000
54	ACCSS.2004-2 A4	Access Group Inc 4.96494%	0.58%	8,236,209
55	ROCC.2024-CNTR A	ROCK TRUST 2024-CNTR 5.38834%	0.56%	7,775,000
56	BMARK.2018-B8 A5	BENCHMARK MORTGAGE TRUST 4.2317%	0.54%	7,760,120
57	n/a	Cds: (Cmbx.Na.10.Aaa)	0.54%	7,540,000
58	GRACE.2020-GRCE A	GRACE TRUST 2.347%	0.54%	8,625,000
59	BX.2019-OC11 A	BX TRUST 3.202%	0.53%	8,000,000
60	n/a	State Str Instl Invt Tr Treas Mmkt	0.53%	7,409,260
61	SLMA.2006-B A5	SLM Private Education Loan Trust 2012-E 4.83089%	0.52%	7,421,380
62	BX.2020-VIV4 A	BX COMMERCIAL MORTGAGE TRUST 2020-VIV4 2.843%	0.52%	8,000,000
63	BX.2020-VIVA D	Bx Commercial Mortgage Trust 2018-Bioa 3.66704%	0.52%	8,000,000
64	DBALT.2007-AR2 A1	Deutsche Alt A Securities Mortgage Loan Trust 4.74109%	0.51%	7,887,998
65	HART.2024-A A3	HYUNDAI AUTO RECEIVABLES TRUST 2024-A 4.99%	0.50%	7,000,000
66	NAROT.2023-B A3	NISSAN AUTO LEASE TRUST 2023-B 5.93%	0.50%	7,000,000
67	WMALT.2007-5 A6	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-6 Tr	0.50%	7,754,068
68	BMARK.2020-B20 A5	BENCHMARK MORTGAGE TRUST 2.0341%	0.50%	8,167,000
69	ANCHF.2018-6A A	Anchorage Credit Funding 6 Ltd/LLC 4.3%	0.50%	6,948,916
70	APEXC.2021-2A A1A	MEDALIST PARTNERS CORP FINANCE CLO VII LTD 5.76108%	0.49%	6,982,000
71	CHAOT.2024-4A A3	CHASE AUTO OWNER TRUST 2024-4 4.94%	0.49%	6,847,000
72	VERUS.2025-3 A1	VERUS SECURITIZATION TRUST 2025-3 5.623%	0.48%	6,670,000
73	SLMA.2008-2 A3	SLM Student Loan Trust 5.37494%	0.48%	6,705,619
74	BAYC.2007-4A A1	Bayview Commercial Asset Trust 2006-SP2 5.11609%	0.45%	6,819,845
75	n/a	Deriv Usd Balance With R73215 D_jp	0.44%	6,232,766
76	SLMA.2004-B A4	SLM Private Education Loan Trust 2012-E 4.99089%	0.44%	6,248,590
77	GMCAR.2021-3 A4	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 0.73%	0.44%	6,213,234
78	BMARK.2019-B11 A5	Benchmark 2020-B16 Mortgage Trust 3.5421%	0.44%	6,490,722
79	FKH.2021-SFR3 A	FIRSTKEY HOMES 2021-SFR3 TRUST 2.135%	0.44%	6,362,340
80	ROCKT.2018-1A B	Rockford Tower Clo 2018-1 Ltd/ Llc 6.30353%	0.43%	6,000,000
81	WOART.2024-C A3	WORLD OMNI AUTO RECEIVABLES TRUST 2024-C 4.43%	0.43%	6,030,000
82	GMCAR.2024-1 A3	GM FINANCIAL CONSUMER AUTOMOBILE RECEIVABLES TRUST 2024-1 4.85%	0.43%	6,000,000
83	n/a	Cds: (Cdx.Na.Hy.43 25-35%)	0.43%	5,370,000
84	GSR.2007-OA2 1A1	GSR Mortgage Loan Trust 2007-OA2 3.39037%	0.42%	10,379,063
85	INDX.2006-AR2 1A1A	Indymac Indx Mortgage Loan Trust 2004-Ar14 4.88109%	0.41%	6,609,484
86	BAYC.2006-SP2 A	Bayview Commercial Asset Trust 2006-SP2 4.86109%	0.41%	6,110,186
87	LBSBC.2007-3A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.39%	5,553,639
88	BLUEM.2013-2A BR	Bluemountain CLO 2013-2 Ltd. 6.13399%	0.39%	5,425,000
89	CNF.2001-3 M1	Conseco Finance Home Equity Loan Trust 2000 A 7.15%	0.38%	5,216,419
90	ZAIS.2020-16A A1R2	ZAIS CLO 16 LTD 5.39947%	0.38%	5,368,000
91	CSMC.2022-NQM1 A1	CSMC 2022-NQM1 TRUST 2.265%	0.38%	5,902,750
92	HVMLT.2007-4 2A1	Harborview Mtg Loan Trust 4.65442%	0.37%	5,671,001
93	KSLT.2005-A 2C	Keycorp Student Loan Trust 2003-A 5.86442%	0.37%	5,334,522
94	TAH.2020-SFR2 A	TRICON AMERICAN HOMES TRUST 1.482%	0.36%	5,437,297
95	ZAIS.2019-13A A1AR	Zais Clo 13 Ltd / Zais Clo 13 FRN 5.5561%	0.35%	4,967,955
96	MP14.2018-2A A12R	Marble Point CLO XIV LTD 5.46947%	0.35%	4,880,777
97	CNF.2002-2 M2	Conseco Finance Home Equity Loan Trust 2000 A 9.163%	0.34%	4,768,347
98	BMARK.2022-B33 A5	BENCHMARK 2022-B33 MORTGAGE TRUST 3.4582%	0.34%	5,295,000
99	HY.2025-SPRL A	HUDSON YARDS 2025-SPRL MORTGAGE TRUST 5.64907%	0.34%	4,620,000
100	BSMF.2006-AR1 1A1	Bear Stearns Mortgage Funding Trust 2006-Ar1 4.86109%	0.33%	5,152,484
101	VERUS.2022-5 A1	VERUS SECURITIZATION TRUST 2022-5 3.8%	0.33%	4,822,679
102	SIXST.2019-14A A1R2	SIXTH STREET CLO XIV LTD 5.46711%	0.33%	4,621,000
103	AIMCO.2025-23A A	AIMCO CLO 23 LTD 5.39381%	0.33%	4,621,000
104	BAYC.2007-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.84609%	0.33%	5,035,726
105	BX.2019-OC11 C	BX TRUST 3.856%	0.33%	4,895,000
106	TPAT.2018-SL1 B	Towd Point Asset Trust 2018 5.49109%	0.32%	4,540,317
107	WMCMS.2006-SL1 E	Washington Mutual Commercial Mortgage Securities Series 2006-SL1 Trust 6.52	0.32%	4,550,000
108	BMARK.2021-B27 A5	BENCHMARK MORTGAGE TRUST 2.39%	0.32%	5,266,000
109	FRESB.2020-SB77 X1	FRESB MORTGAGE TRUST 0.98175%	0.32%	141,029,750
110	SLMA.2007-7 A4	SLM Student Loan Trust 4.95494%	0.31%	4,480,411
111	BX.2019-OC11 D	BX TRUST 4.07546%	0.30%	4,570,000
112	VCC.2021-4 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 2.52%	0.30%	4,710,187
113	ROCC.2024-CNTR E	ROCK TRUST 2024-CNTR 8.81906%	0.30%	4,000,000
114	NCSLT.2006-1 A5	National Collegiate Student Loan Trust 4.79109%	0.30%	4,233,191
115	CNF.2002-1 M2	Conseco Finance Home Equity Loan Trust 2000 A 9.546%	0.29%	4,133,135
116	KSLT.2004-A 2D	Keycorp Student Loan Trust 2003-A 6.10372%	0.29%	4,183,460
117	MVW.2013-1A BRR	Mountain View CLO 2013-1 Ltd. 6.17332%	0.29%	4,000,000
118	OAK.2001-B M1	Oakwood Mtg Invest 7.92%	0.28%	3,979,333
119	VERUS.2021-8 A1	VERUS SECURITIZATION TRUST 2021-8 1.824%	0.27%	4,219,942
120	FRESB.2019-SB63 X1	FRESB MORTGAGE TRUST 1.43311%	0.27%	100,006,775
121	AHMA.2006-4 1A12	American Home Mortgage Assets Trust 2005-2 4.65109%	0.27%	7,641,432
122	RAST.2006-A7CB 3A1	Residential Asset Securitization Trust 2006-A15 6.5%	0.27%	15,301,275
123	NSLT.2021-DA AFL	NELNET STUDENT LOAN TRUST 5.12442%	0.26%	3,656,291
124	BAYC.2006-3A A1	Bayview Commercial Asset Trust 2006-SP2 4.81609%	0.26%	3,777,902
125	VALET.2024-1 A3	VOLKSWAGEN AUTO LOAN ENHANCED TRUST 4.63%	0.25%	3,526,000
126	NAVSL.2022-A A	NAVIENT PRIVATE EDUCATION REFI LOAN TRUST 2022-A 2.23%	0.25%	3,929,433
127	NCSLT.2007-2 A4	National Colleg. Stud. 4.73109%	0.24%	3,467,031
128	COLT.2021-RPL1 A1	COLT 2021-RPL1 TRUST 1.6654%	0.24%	3,690,557
129	CSMC.2021-RPL2 A1A	CSMC 2021-RPL2 TRUST 1.11456%	0.24%	3,978,625
130	TMTS.2006-7 2A3	Terwin Mtg Tst 4.98109%	0.24%	7,799,222
131	SMB.2015-B B	Sbm Private Education Loan Trsut 2015-B 3.5%	0.24%	3,341,701
132	SLMA.2004-A A3	SLM Private Education Loan Trust 2012-E 4.96089%	0.23%	3,291,308
133	HCCLT.2019-1 M5	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 5.73%	0.23%	3,500,000
134	SMB.2021-A B	SMB Private Education Loan Trust 2021-A 2.31%	0.23%	3,374,674
135	WOODS.2018-17A A	Northwoods Capital XVII 5.59399%	0.23%	3,221,457
136	HCCLT.2020-1 M4	HARVEST COMMERCIAL CAPITAL LOAN TRUST 5.964%	0.23%	3,230,000
137	GLGU.2018-1A A1R	Ecp Clo 2015-7 Ltd/Llc 5.67108%	0.23%	3,180,845
138	OZLM.2018-18A A	Ozlm Xviii Limited 5.53771%	0.23%	3,161,423
139	LABMH.2001-B M2	Lehman Abs Mfg Hsg 7.17%	0.22%	3,325,064
140	SARM.2005-9 2A2A	Structured Adjustable Rate Mortgage Loan Trust 5.9746%	0.22%	3,900,111
141	ACCSS.2004-2 B	Access Group Inc 5.32494%	0.22%	3,326,313
142	n/a	Cds: (Cdx.Na.Hy.43 15-25%)	0.21%	3,060,000
143	FRESB.2020-SB76 X1	FRESB MORTGAGE TRUST 0.86666%	0.21%	82,824,489
144	MVW.2015-9A A1R	Mountain View CLO IX Ltd. 5.63771%	0.21%	2,951,774
145	COMM.2015-PC1 B	Commercial Mortgage Trust 2015-PC1 4.38984%	0.21%	3,031,837
146	STCR.2016-1A AR	Steele Creek Clo 2016 1 Ltd 5.68089%	0.20%	2,761,911
147	CANYC.2016-1A AR	Canyon CLO 2016-1 Ltd / Canyon CLO 2016-1 LLC 5.58771%	0.20%	2,760,109
148	n/a	Cds: (Cdx.Na.Hy.43 35-100%)	0.19%	2,310,000
149	OAK.1999-E A1	Oakwood Mtg Invest 7.608%	0.19%	6,029,677
150	AMSR.2020-SFR5 A	AMSR 2020-SFR5 TRUST 1.379%	0.19%	2,682,174
151	FMIC.2004-4 M4	Fieldstone Mortgage Investment Trust 2006-2 6.99109%	0.19%	4,171,900
152	SAMI.2007-AR1 1A1	Structured Asset Mortgage Investments II Trust 2007-Ar1 4.76109%	0.19%	2,982,495
153	ANCHC.2021-17A A1R	ANCHORAGE CAPITAL CLO 17 LTD 5.4861%	0.18%	2,588,000
154	SLMA.2006-C C	SLM Private Credit Student Loan Trust 2006-C 4.95089%	0.18%	2,672,291
155	WFRBS.2014-C21 B	WF-RBS Commercial Mortgage Trust 4.213%	0.18%	2,575,616
156	VENTR.2018-32A A1	Venture 32 Clo Ltd. 5.63108%	0.18%	2,464,003
157	OAK.1998-D M1	Oakwood Mtg Invest 7.415%	0.18%	2,474,464
158	BCM.1999-A M1	Bombardier Capital Mortgage Securitization Corp. 6.785%	0.17%	2,473,923
159	SLMA.2010-C A5	SLM Private Education Loan Trust 2014-A 9.18634%	0.17%	2,303,997
160	GMACM.2004-HE3 A3	GMACM Home Equity Loan Trust 2004-He2 4.94109%	0.17%	2,412,317
161	MIDO.2016-6A ARRR	Midocean Credit Clo Vi/Llc 5.49947%	0.17%	2,339,416
162	RAMP.2005-RS1 MII2	Residential Asset Mortgage Products, Inc. 5.64109%	0.16%	2,437,850
163	NSLT.2021-A APT1	NELNET STUDENT LOAN TRUST 2021-A 1.36%	0.16%	2,420,632
164	n/a	Fx Usd Vs Eur	0.16%	1,963,000
165	OZLM.2018-22A A2	Ozlm Ltd 6.0414%	0.16%	2,190,000
166	WFCM.2019-C51 A4	Wells Fargo Commercial Mortgage Trust 2012-Lc5 3.311%	0.15%	2,285,000
167	LBSBC.2007-1A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.15%	2,271,464
168	BAYC.2005-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.90609%	0.15%	2,164,973
169	OAK.2002-C M1	Oakwood Mtg Invest 6.89%	0.15%	2,100,291
170	CWALT.2005-18CB A8	Cwalt Incorporation 5.5%	0.15%	2,085,634
171	HCCLT.2024-1 A	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2024-1 6.5807%	0.14%	1,962,861
172	SLMA.2003-A A3	SLM Private Education Loan Trust 2012-E 4.75%	0.14%	1,989,000
173	CSMC.2007-4 2A1	CSMC Mortgage-Backed Trust Series 2007-4 6%	0.14%	3,673,411
174	GSAA.2006-9 A3	GSAA Home Equity Trust 2004-8 4.76109%	0.14%	10,374,854
175	HEAT.2006-2 M1	Home Equity Asset Trust 5.01109%	0.14%	1,897,343
176	ACE.2005-SD3 M2	ACE Securities Corp Home Equity Loan Trust 6.69109%	0.13%	2,145,176
177	AJAXM.2021-A A1	AJAX MORTGAGE LOAN TRUST 2021-A 1.065%	0.13%	2,118,370
178	FFML.2006-FF12 A1	First Franklin Mortgage Loan Trust 4.54609%	0.13%	2,012,137
179	CMLTI.2006-AR5 2A2A	Citigroup Mortgage Loan Trust Inc. 5.12039%	0.13%	3,293,824
180	OAK.2000-D A4	Oakwood Mtg Invest 7.4%	0.12%	11,752,084
181	n/a	Cash Coll Usd D_jpm	0.12%	1,724,000
182	RFMS2.2006-HI4 A4	Home Loan Trust 2006-HI4 6.22%	0.12%	7,749,626
183	UCFCM.1998-2 M1	UCFC Funding Corp 1998-3 6.726%	0.12%	1,716,513
184	BAMH.1998-1 B2	Bankamerica Manufactured Housing Contract Trust 8%	0.12%	13,743,281
185	BAYC.2007-3 A1	Bayview Commercial Asset Trust 2007-3 4.80109%	0.12%	1,720,257
186	BAYC.2006-2A A2	Bayview Commercial Asset Trust 2006-SP2 4.86109%	0.11%	1,611,963
187	SLMA.2003-C C	SLM Private Education Loan Trust 2012-E 6.16054%	0.11%	5,400,350
188	WMALT.2005-10 4CB3	Washington Mutual Mortgage Securities Corp. 5.04109%	0.11%	1,727,333
189	WITEH.2018-12A A	Whitehorse Xii Ltd / Whitehorse Xii Llc 5.76771%	0.11%	1,488,636
190	NCSLT.2006-4 A4	National Collegiate Student Loan Trust 2006-4 4.75109%	0.11%	1,493,174
191	SHACK.2014-5RA A	Shackleton 2014-V-R Clo Ltd / Llc 5.66028%	0.11%	1,456,012
192	OAK.2001-E A2	Oakwood Mtg Invest 5.05%	0.10%	1,532,754
193	NAVSL.2023-BA A1B	NAVIENT PRIVATE EDUCATION LOAN TRUST 2023-B 6.04471%	0.10%	1,415,990
194	SLMA.2006-BW A5	SLM Private Education Loan Trust 2012-E 4.76089%	0.10%	1,459,639
195	BALTA.2004-11 1M1	Bear Stearns Alt-A Trust 2004-12 5.34109%	0.10%	1,422,612
196	BSABS.2004-AC5 A1	Bear Stearns Asset Backed Securities I Trust 2004 Ac5 5.75%	0.10%	1,495,534
197	WMALT.2005-4 CB3	Washington Mutual Mortgage Securities Corp. 4.89109%	0.10%	1,641,204
198	BALTA.2007-1 1A1	Bear Stearns Alt-A Trust 2004-12 4.76109%	0.10%	1,671,493
199	FRESB.2020-SB74 X1	FRESB MORTGAGE TRUST 0%	0.10%	37,938,331
200	NCSLT.2005-2 A51	National Collegiate Student Loan Trust 4.81109%	0.10%	1,365,961
201	NCFCT.2007-3 A3R4	National Collegiate Commutation Trust 5.292%	0.09%	8,758,011
202	RAST.2005-A8CB A6	Indymac Indx Mortgage Loan Trust 2004-Ar14 5%	0.09%	2,502,293
203	WMALT.2006-8 A5	Washington Mutual Mortgage Pass-Through Certificates Wmalt Series 2006-6 Tr	0.09%	3,908,536
204	GT.1997-6 M1	Conseco Finance Corp. 7.21%	0.09%	1,264,064
205	VCC.2022-1 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2022-1 3.38%	0.09%	1,440,342
206	BAYC.2006-1A A2	Bayview Commercial Asset Trust 2006-SP2 4.98109%	0.09%	1,396,459
207	PROG.2021-SFR10 A	PROGRESS RESIDENTIAL 2021-SFR10 TRUST 2.393%	0.09%	1,333,443
208	GMACM.2007-HE3 2A1	GMACM Home Equity Loan Trust 2007-He3 7%	0.09%	1,232,010
209	VCC.2021-4 M3	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2021-4 3.81%	0.08%	1,360,707
210	SNDPT.2013-3RA A	Sound Point CLO XI Ltd 5.68108%	0.08%	1,159,348
211	NCMCT.2007-4 A3R7	National Collegiate Student Loan Trust 2007-4 5.33467%	0.08%	7,625,000
212	GT.1998-6 M1	Conseco Finance Corp. 6.63%	0.08%	1,129,732
213	OAK.2001-D A4	Oakwood Mtg Invest 6.93%	0.08%	2,561,905
214	HCCLT.2019-1 M4	HARVEST COMMERCIAL CAPITAL LOAN TRUST 2019-1 4.64%	0.08%	1,150,000
215	FFMER.2007-H1 2A1	Merrill Lynch First Franklin Mortgage Loan Trust Series 2007 3 7.44109%	0.07%	1,070,474
216	BAYC.2008-1 A4	Bayview Commercial Asset Trust 2008-1 6.69109%	0.07%	1,027,889
217	RFMS2.2007-HI1 A4	Home Ln Tr 2007-Hi 6.43%	0.07%	8,548,961
218	BAYC.2005-4A A2	Bayview Commercial Asset Trust 2006-SP2 5.02609%	0.07%	1,061,088
219	BAYC.2007-1 A1	Bayview Commercial Asset Trust 2006-SP2 4.77109%	0.07%	1,045,656
220	SLMA.2003-C A3	SLM Private Education Loan Trust 2012-E 4.75%	0.07%	950,000
221	INDA.2006-AR3 1A1	IndyMac INDA Mortgage Loan Trust 4.34454%	0.06%	1,097,447
222	SNDPT.2018-1A A	Sound point clo xix ltd 5.51771%	0.06%	831,307
223	SLMA.2003-A C	SLM Private Education Loan Trust 2012-E 6.16089%	0.06%	1,939,289
224	NCHET.2003-B M1	New Century Home Equity Loan Trust 2005-1 5.41609%	0.06%	791,639
225	n/a	Cds: (Cmbx.Na.7.Aa)	0.05%	868,061
226	ABFC.2005-AQ1 A5	Asset Backed Funding Corp 4.1822%	0.05%	777,400
227	BAYC.2006-2A A1	Bayview Commercial Asset Trust 2006-SP2 4.78609%	0.05%	788,048
228	ACCSS.2005-A B	Access Group Inc 5.34338%	0.05%	733,807
229	OAK.1998-A B1	Oakwood Mtg Invest 7.5%	0.05%	731,233
230	CWHL.2004-HYB6 A2	CWMBS Inc 5.95674%	0.05%	757,291
231	WAMU.2006-AR19 2A	Washington Mutual Mortgage Pass-Through Certificates 5.8246%	0.05%	786,660
232	LXS.2007-15N 2A1	Lehman Xs Trust 4.94109%	0.05%	718,793
233	MSM.2006-2 6A	Morgan Stanley Mortgage Loan Trust 6.5%	0.05%	1,602,381
234	BCM.1999-B A4	Bombardier Capital Mortgage Securitization Corp. 7.3%	0.05%	8,834,023
235	CAFL.2021-1 A	COREVEST AMERICAN FINANCE TRUST 1.569%	0.05%	663,991
236	n/a	Cash Coll Usd Daiw Swap	0.05%	640,000
237	BCAP.2014-RR2 11A3	Bcap Llc Trust 4.79376%	0.04%	642,867
238	SCSLC.2015-A A	SOUTH CAROLINA STUDENT LN CORP 5.94109%	0.04%	618,075
239	CWALT.2006-7CB 1A1	Cwalt Incorporation 5.14109%	0.04%	1,476,606
240	INDA.2007-AR1 1A1	IndyMac INDA Mortgage Loan Trust 4.12436%	0.04%	793,312
241	SMB.2023-B R	SMB PRIVATE EDUCATION LOAN TRUST 2023-B 0%	0.04%	1,000
242	AHM.2006-2 4A	American Home Mortgage Investment Trust 2004-2 4.80109%	0.04%	17,663,707
243	CWALT.2006-28CB A1	Alternative Loan Trust 2006-Hy12 5.14109%	0.04%	1,543,841
244	WAMU.2005-AR10 1A3	Washington Mutual Mortgage Pass-Through Certificates 5.14877%	0.04%	610,584
245	BAYC.2006-1A M1	Bayview Commercial Asset Trust 2006-SP2 5.01109%	0.04%	561,345
246	NCHET.2006-S1 A2B	New Century Home Equity Loan Trust 2005-1 4.84109%	0.03%	20,512,185
247	CARR.2007-RFC1 A3	Carrington Mortgage Loan Trust 4.58109%	0.03%	368,470
248	BSARM.2005-9 A1	Bear Stearns Arm Trust 7.08%	0.02%	374,974
249	NCSLT.2004-2 B	National Collegiate Student Loan Trust 4.98109%	0.02%	312,663
250	STCR.2017-1A A	Steele Creek Clo 2017 1 Ltd 5.76771%	0.02%	308,367
251	NCHET.2006-S1 A2A	New Century Home Equity Loan Trust 2005-1 4.64109%	0.02%	13,487,726
252	OAK.2001-E A3	Oakwood Mtg Invest 5.69%	0.02%	316,571
253	NAA.2005-S3 M1	Nomura Asset Acceptance Corp Alt Ln tr 5.33459%	0.02%	10,725
254	LBSBC.2007-2A M1	Lehman Brothers Small Balance Commercial Mortgage Pass-Through Certificates	0.02%	258,595
255	BCM.2000-A A4	Bombardier Capital Mortgage Securitization Corp. 8.29%	0.02%	2,928,137
256	MASL.2006-1 A	Master 2nd Lien Tr 4.76109%	0.01%	3,505,675
257	NCHET.2006-S1 A1	New Century Home Equity Loan Trust 2005-1 4.78109%	0.01%	7,693,675
258	CWALT.2004-J11 1CB1	Cwalt Incorporation 5.5%	0.01%	132,488
259	SRANC.2014-3A ALR	Saranac CLO III Ltd/ Saranac CLO III LLC 6.45372%	0.01%	106,645
260	BSMF.2007-SL2 1A	Bear Stearns Mortgage Funding Trust 2007 Sl2 4.76109%	0.01%	83,443
261	MRFC.2004-TBC1 A	Mellon Re-Remic Ptc 2004-Tbc1 4.68454%	0.01%	100,340
262	n/a	Sfrz5p 95.625	0.01%	649
263	GSMS.2006-CC1 A	GS Mortgage Securities Corp II 5.332%	0.01%	99,841
264	ACE.2006-ASL1 A	ACE Securities Corp Home Equity Loan Trust 4.72109%	0.00%	748,327
265	NCSLT.2007-4 A3A7	National Collegiate Student Loan Trust 2007-4 7.925%	0.00%	75,000
266	RFMS2.2005-HS1 AI4	Residential Funding Mortgage Securities II Inc. 5.35465%	0.00%	4,328,989
267	JPMRR.2009-10 7A1	JP Morgan Resecuritization Tr Ser 2009-10 6.0537%	0.00%	30,889
268	NCSLT.2007-3 A3A4	Natl Collegiate7-3 7.912%	0.00%	24,944
269	OZLM.2014-7RA SUB	Ozlm VII Limited 0%	0.00%	1,083,456
270	n/a	Deriv Eur Balance With R73215 D_jp	0.00%	204
271	n/a	Trade Date Cash (Eur)	0.00%	40
272	n/a	ARCap 2005-1 Resecuritization Trust 5.55%	0.00%	8,586,000
273	RFMSI.2005-SA4 2A2	Residential Fdg I 6.22884%	0.00%	508
274	n/a	Etd Usd Margin Balance	-0.00%	4,370
275	n/a	Contra Derivatives - Options	-0.00%	n/a
276	n/a	Cds: (Cmbx.Na.6.Aa)	-0.03%	500,009
277	n/a	Us Ultra Bond Cbt	-0.04%	5
278	n/a	Accrued Expenses	-0.07%	1,032,777
279	n/a	Ice: (Itraxx.Xo.43.V1)	-0.13%	1,541,000
280	n/a	Fx Usd Vs Eur	-0.16%	2,241,873
281	n/a	Ice: (Cdx.Na.Hy.44.V1)	-0.16%	2,171,000
282	n/a	Cds: (Cmbx.Na.14.A)	-0.18%	2,682,000
283	n/a	Cds: (Cmbx.Na.7.A)	-0.19%	3,362,022
284	n/a	Cds: (Cmbx.Na.7.As)	-0.21%	2,996,626
285	n/a	Cds: (Cmbx.Na.6.Bbb-)	-0.21%	3,295,382
286	n/a	Cds: (Cmbx.Na.9.Bbb-)	-0.22%	3,790,000
287	n/a	Cds: (Cmbx.Na.14.Bbb-)	-0.30%	5,293,500
288	n/a	Trswap: Jbbb Us Equity	-0.31%	92,000
289	n/a	Cds: (Cmbx.Na.13.Aa)	-0.35%	5,000,000
290	n/a	Cds: (Cmbx.Na.8.A)	-0.36%	5,415,089
291	n/a	Cds: (Cmbx.Na.17.Bbb-)	-0.37%	6,120,000
292	n/a	Cds: (Cmbx.Na.12.Aa)	-0.49%	6,974,000
293	n/a	Fx Usd Vs Eur	-0.58%	7,103,000
294	n/a	Ice: (Itraxx.Eur.43.V1)	-0.59%	7,154,000
295	n/a	Cds: (Cmbx.Na.15.A)	-0.83%	12,560,000
296	n/a	Cds: (Cmbx.Na.15.Bbb-)	-0.87%	15,000,000
297	n/a	Cds: (Cmbx.Na.11.Aa)	-1.26%	17,875,000
298	n/a	Cds: (Cmbx.Na.11.Bbb-)	-1.29%	20,907,000
299	FNCI.2.5 5.12	Federal National Mortgage Association 2.5%	-1.32%	20,000,000
300	n/a	Ice: (Itraxx.Xo.42.V2)	-1.89%	21,747,193
301	n/a	Fswp: Usd 3.810000 31-Aug-2029 Sof	-1.89%	26,000,000
302	n/a	Cdx.Na.Ig.43.V1 5Yr Rtp @ 65.00000	-2.34%	32,755,000
303	n/a	Cdx.Na.Ig.43.V1 5Yr Rtp @ 70.00000	-2.34%	32,755,000
304	n/a	Trade Date Cash (Usd)	-4.06%	57,010,201
305	n/a	Itraxx.Finsr.42.V1 5yr Rtp @ 70.00	-4.23%	52,212,000
306	n/a	Itraxx.Finsr.43.V1 5yr Rtp @ 80.00	-4.24%	52,212,000
307	n/a	Ice: (Itraxx.Finsr.43.V1)	-8.58%	104,425,000
308	n/a	Ice: (Cdx.Na.Ig.44.V1)	-8.67%	119,739,000
309	n/a	Contra Derivatives - Futures	-15.20%	n/a

As of Apr 30, 2025

Showing 50 of 309

Subscribe to see the full list

Asset Class	% Weight
Bond	70.12%
Cash	17.07%
Other	12.81%

Sector	% Weight
Other	58.30%
United States	41.70%