PYCBX Holdings List

As of Dec 31, 2024

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Mar 25	34.39%	1,483
2	n/a	Ultra US Treasury Bond Future Mar 25	2.80%	209
3	TII 2.125 04.15.29	United States Treasury Notes 2.125%	2.62%	23,124,757
4	n/a	Ultra 10 Year US Treasury Note Future Mar 25	2.07%	165
5	T 2.375 11.15.49	United States Treasury Bonds 2.375%	1.93%	26,859,000
6	PBHXX	The Payden & Rygel Investment Group - Payden Cash Reserves Money Market Fund	1.87%	16,584,839
7	TII 1.375 07.15.33	United States Treasury Notes 1.375%	1.52%	14,394,720
8	n/a	Payden Emerging Markets Corp Bd SI	1.51%	1,532,310
9	T 3 02.15.49	United States Treasury Bonds 3%	1.27%	15,410,000
10	n/a	Usd/Cad Fwd 20250319 00908	1.02%	9,087,821
11	PYILX	Payden Emerging Markets Local Bond SI	0.89%	1,780,083
12	n/a	Usd/Eur Fwd 20250319 00189	0.88%	7,761,489
13	G2 MA7472	Government National Mortgage Association 2.5%	0.79%	8,411,553
14	n/a	Other- Interest Receivable	0.78%	n/a
15	T 2 02.15.50	United States Treasury Bonds 2%	0.73%	11,125,000
16	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.69%	6,536,392
17	T 2.375 05.15.51	United States Treasury Bonds 2.375%	0.67%	9,480,000
18	n/a	Usd/Eur Fwd 20250221 816	0.65%	5,791,461
19	n/a	Fnma Pass-Thru I 2.5%	0.65%	6,955,003
20	FN CB2759	Fnma Pass-Thru I 3%	0.63%	6,557,946
21	FN CB5113	Fnma Pass-Thru I 5.5%	0.59%	5,245,351
22	n/a	Federal National Mortgage Association 2%	0.58%	6,625,714
23	FR RA5276	Federal Home Loan Mortgage Corp. 2.5%	0.57%	6,184,370
24	n/a	Fnma Pass-Thru I 6.5%	0.55%	4,694,230
25	FR RA6823	Federal Home Loan Mortgage Corp. 2%	0.54%	6,061,785
26	n/a	Federal Home Loan Mortgage Corp. 2%	0.54%	6,079,224
27	FR RA7790	Federal Home Loan Mortgage Corp. 5%	0.53%	4,883,260
28	GALXY 2016-22A ARRR	Galaxy Xxii Clo Ltd / Galaxy Xxii C 144A 5.8873%	0.53%	4,700,000
29	n/a	Fnma Pass-Thru I 2.5%	0.53%	5,715,664
30	FN FS0349	Fnma Pass-Thru I 2%	0.53%	5,939,802
31	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.53%	4,707,287
32	FN MA3238	Federal National Mortgage Association 3.5%	0.53%	5,205,239
33	FN FS0287	Fnma Pass-Thru I 2%	0.52%	5,893,020
34	n/a	Fnma Pass-Thru I 2.5%	0.51%	5,550,878
35	CAS 2019-HRP1 B1	CONNECTICUT AVENUE SECURITIES TRUST 13.93327%	0.51%	4,100,000
36	n/a	Euro	0.51%	4,416,245
37	FR SD7537	Federal Home Loan Mortgage Corp. 2%	0.51%	5,710,193
38	REG22 2022-2A AR	Regatta XXI Funding Ltd/ Regatta XXI Funding LLC 0.0001%	0.51%	4,500,000
39	n/a	Fnma Pass-Thru I 3.5%	0.51%	5,049,762
40	n/a	Fnma Pass-Thru I 5%	0.51%	4,622,803
41	n/a	Fnma Pass-Thru I 4.5%	0.50%	4,659,636
42	TVA 5.25 09.15.39	Tennessee Valley Authority 5.25%	0.49%	4,280,000
43	n/a	Federal Home Loan Banks 1.8%	0.49%	6,000,000
44	MF1 2024-FL16 A	MF1 2024-FL16 LLC 5.91621%	0.48%	4,250,000
45	FR SD1035	Federal Home Loan Mortgage Corp. 4%	0.48%	4,625,396
46	FR RA8415	Federal Home Loan Mortgage Corp. 5.5%	0.48%	4,269,382
47	n/a	Federal National Mortgage Association 3%	0.47%	4,787,309
48	n/a	BX COMMERCIAL MORTGAGE TRUST 6.91157%	0.47%	4,125,000
49	CGMS 2012-4A A1R4	Carlyle Global Market Strategies CLO 2012-2, Ltd. 5.75163%	0.45%	4,015,276
50	n/a	AGL CLO 22 LTD 0.0001%	0.45%	4,000,000
51	FN MA4842	Federal National Mortgage Association 5.5%	0.45%	4,002,046
52	n/a	Fnma Pass-Thru I 5%	0.45%	4,087,388
53	GS V4.692 10.23.30	Goldman Sachs Group, Inc. 4.692%	0.44%	4,000,000
54	n/a	BAIN CAPITAL CREDIT CLO LIMITED 5.83626%	0.44%	3,900,000
55	TPDC 2023-1A A2	TIERPOINT ISSUER LLC 6%	0.44%	3,850,000
56	FN MA5040	Federal National Mortgage Association 6%	0.43%	3,809,419
57	EXE 5.7 01.15.35	Expand Energy Corp. 5.7%	0.43%	3,875,000
58	HPE 4.4 09.25.27	Hewlett Packard Enterprise Company 4.4%	0.42%	3,800,000
59	n/a	Palmer Square CLO 2018-2 Ltd 6.1773%	0.42%	3,725,000
60	n/a	Government National Mortgage Association 3%	0.42%	4,300,476
61	FN MA3210	Federal National Mortgage Association 3.5%	0.42%	4,151,174
62	BA 6.858 05.01.54	The Boeing Company 6.858%	0.42%	3,500,000
63	JPM V4.505 10.22.28	JPMorgan Chase & Co. 4.505%	0.42%	3,750,000
64	FR SD2184	Federal Home Loan Mortgage Corp. 6%	0.42%	3,671,290
65	n/a	American Tower Corporation 2.3%	0.41%	4,350,000
66	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.41%	4,392,235
67	n/a	LCM 39 Ltd / LCM 39 LLC 5.9959%	0.41%	3,600,000
68	ORCL 4.2 09.27.29 *	Oracle Corp. 4.2%	0.40%	3,700,000
69	FN FM7418	Fnma Pass-Thru I 2.5%	0.40%	4,297,142
70	n/a	Perusahaan Penerbit Surat Berharga Syariah Indonesia III 5.2%	0.40%	3,600,000
71	T 4.25 11.15.34	United States Treasury Notes 4.25%	0.40%	3,640,000
72	MSSCRK 8.25 09.01.31 144A	Moss Creek Resources Holdings Inc 8.25%	0.40%	3,590,000
73	n/a	Dryden 72 CLO Ltd / LLC 5.62346%	0.40%	3,525,670
74	PENSKE 5.25 07.01.29 144A	Penske Truck Leasing Co LP / PTL Finance Corp. 5.25%	0.40%	3,500,000
75	FN MA4761	Federal National Mortgage Association 5%	0.39%	3,609,418
76	OKE 4.75 10.15.31	Oneok Inc. 4.75%	0.39%	3,600,000
77	n/a	CALIFORNIA HEALTH FACS FING AUTH REV 2.864%	0.39%	3,900,000
78	n/a	CPPIB Capital Inc 1.95%	0.39%	5,270,000
79	WFRD 8.625 04.30.30 144A	Weatherford International Ltd Bermuda 8.625%	0.39%	3,350,000
80	NXPT 2024-STOR A	NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR 4.31158%	0.39%	3,600,000
81	FN CB3622	Fnma Pass-Thru I 4%	0.39%	3,735,750
82	FN CB2839	Fnma Pass-Thru I 2%	0.38%	4,319,087
83	T 3.625 05.15.53	United States Treasury Bonds 3.625%	0.38%	4,180,000
84	TD 4.994 04.05.29 GMTN	The Toronto-Dominion Bank 4.994%	0.38%	3,400,000
85	FN MA2806	Federal National Mortgage Association 3%	0.38%	3,911,234
86	FR SB8509	Federal Home Loan Mortgage Corp. 2%	0.38%	3,772,882
87	C 5.57 04.30.34 BKNT	Citibank, N.A. 5.57%	0.38%	3,300,000
88	n/a	Abu Dhabi National Energy Co PJSC (TAQA) 4.375%	0.37%	3,450,000
89	FN BV7937	Federal National Mortgage Association 4%	0.37%	3,569,100
90	AVGO 4.35 02.15.30	Broadcom Inc 4.35%	0.37%	3,350,000
91	n/a	Epic Y-Grade Services Lp Term Loan B	0.37%	3,241,875
92	AXP V5.625 07.28.34	American Express Company 5.625%	0.36%	3,150,000
93	WMB 5.3 08.15.28	The Williams Companies, Inc. 5.3%	0.36%	3,150,000
94	SANUSA V5.353 09.06.30	Santander Holdings USA Inc. 5.353%	0.36%	3,200,000
95	CUBE 2 02.15.31	CubeSmart LP 2%	0.35%	3,750,000
96	n/a	Waterbridge Midstream Op Term Loan B	0.35%	3,134,250
97	FN FS3838	Fnma Pass-Thru I 4%	0.35%	3,332,012
98	n/a	ACWA Power Management & Investments One Ltd. 5.95%	0.35%	3,156,672
99	ISPIM V7.778 06.20.54 144A	Intesa Sanpaolo S.p.A. 7.778%	0.35%	2,900,000
100	DTE 5.85 06.01.34	DTE Energy Co. 5.85%	0.35%	3,000,000
101	FN FS4931	Fnma Pass-Thru I 6%	0.35%	3,058,131
102	EQIX 2.5 05.15.31	Equinix, Inc. 2.5%	0.34%	3,550,000
103	UBS V9.25 PERP 144a	UBS Group AG 9.25%	0.34%	2,800,000
104	ET 5.25 04.15.29	Energy Transfer LP 5.25%	0.34%	3,000,000
105	HBAN V6.141 11.18.39	Huntington Bancshares Incorporated 6.141%	0.34%	3,000,000
106	BMO V4.567 09.10.27 f2f	Bank of Montreal 4.567%	0.34%	3,000,000
107	G2 MA3802	Government National Mortgage Association 3%	0.33%	3,349,280
108	VST 3.7 01.30.27 144A	Vistra Operations Co LLC 3.7%	0.33%	3,000,000
109	n/a	Simon Property Group LP 6.25%	0.33%	2,750,000
110	TIEMOD 5.75 12.01.40 144A	Tierra Mojada Luxembourg II S.a r.l. 5.75%	0.33%	3,156,864
111	PTEN 7.15 10.01.33	Patterson-UTI Energy Inc. 7.15%	0.33%	2,750,000
112	F 5.8 03.05.27	Ford Motor Credit Company LLC 5.8%	0.32%	2,850,000
113	INVH 4.15 04.15.32	Invitation Homes Operating Partnership Lp 4.15%	0.32%	3,100,000
114	VENLNG 7 01.15.30 144A	Venture Global LNG Inc. 7%	0.32%	2,800,000
115	G2 MA5265	Government National Mortgage Association 4.5%	0.32%	2,963,851
116	VMW 2.2 08.15.31	VMware LLC 2.2%	0.32%	3,400,000
117	n/a	Usd/Mxn Fwd 20250221 005199	0.32%	2,817,079
118	n/a	Chile (Republic Of) 4.125%	0.32%	2,650,000
119	n/a	Veritiv Operating Co Term Loan B	0.32%	2,793,000
120	n/a	Ineos Us Petrochem Llc Term Loan B	0.32%	2,779,000
121	n/a	Simon Property Group LP 4.75%	0.31%	2,925,000
122	n/a	GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV 2.746%	0.31%	3,285,000
123	ARAMCO 5.875 07.17.64 144A	Saudi Arabian Oil Company 5.875%	0.31%	2,950,000
124	TIHLLC 7.125 06.01.31 144A	Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125%	0.31%	2,670,000
125	STR 2024-1A A2	Store Master Funding LLC 5.7%	0.30%	2,691,000
126	CHTR 4.4 12.01.61	Charter Communications Operating, LLC/Charter Communications Operating Capi	0.30%	4,050,000
127	G2 MA7766	Government National Mortgage Association 2%	0.30%	3,365,707
128	SOAF 7.1 11.19.36 144A	South Africa (Republic of) 7.1%	0.30%	2,750,000
129	CYRUS 2024-2A A2	CYRUSONE DATA CENTERS ISSUER I LLC 4.5%	0.30%	2,800,000
130	SCHW V5.375 PERP G	The Charles Schwab Corporation 5.375%	0.30%	2,675,000
131	n/a	SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV 2.825%	0.30%	3,560,000
132	FN MA4785	Federal National Mortgage Association 5%	0.30%	2,746,670
133	MQGAU V3.763 11.28.28 144A	Macquarie Group Ltd. 3.763%	0.30%	2,750,000
134	FN CB4794	Fnma Pass-Thru I 4.5%	0.30%	2,813,829
135	n/a	Fnma Pass-Thru I 3%	0.30%	3,098,696
136	DUK 5.8 06.15.54	Duke Energy Corp 5.8%	0.30%	2,700,000
137	G2 785219	Government National Mortgage Association 2%	0.30%	3,340,332
138	FN MA4579	Federal National Mortgage Association 3%	0.29%	3,071,138
139	n/a	SYMPHONY CLO XXIV LTD 7.13787%	0.29%	2,600,000
140	MS V4.654 10.18.30	Morgan Stanley 4.654%	0.29%	2,650,000
141	EXR 2.2 10.15.30	Extra Space Storage LP 2.2%	0.29%	3,025,000
142	n/a	Fnma Pass-Thru I 2%	0.29%	3,253,797
143	FABSJV 5.9 01.25.30	Foundry JV Holdco LLC. 5.9%	0.29%	2,500,000
144	n/a	ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 4.89%	0.29%	2,529,778
145	n/a	Emg Utica Midstream Hold Term Loan B	0.28%	2,500,000
146	CA CASGEN 5.6 07.01.2027	CALIFORNIA EARTHQUAKE AUTH REV 5.603%	0.28%	2,495,000
147	WBD 5.141 03.15.52	WarnerMedia Holdings Inc. 5.141%	0.28%	3,375,000
148	n/a	Glencore Funding LLC 3.875%	0.28%	3,475,000
149	n/a	FS KKR Capital Corp 4.25%	0.28%	2,500,000
150	FN BM2007	Federal National Mortgage Association 4%	0.28%	2,692,090
151	EQIX 1.8 07.15.27	Equinix, Inc. 1.8%	0.28%	2,670,000
152	n/a	Rockford Tower CLO 2018-2 LTD/LLC 6.03901%	0.28%	2,472,844
153	n/a	PENNSYLVANIA ECONOMIC DEV FING AUTH REV 6.532%	0.28%	2,300,000
154	ATH V6.625 10.15.54	Athene Holding Ltd 6.625%	0.28%	2,450,000
155	n/a	Hyundai Capital America 1.8%	0.28%	2,700,000
156	CAUTO 2020-1A A3	Cars Db4 LP 3.25%	0.28%	2,721,654
157	MGY 6.875 12.01.32 144A	Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp 6.875%	0.27%	2,450,000
158	FR SD8106	Federal Home Loan Mortgage Corp. 2%	0.27%	3,101,247
159	RRX 6.4 04.15.33	Regal Rexnord Corporation 6.4%	0.27%	2,350,000
160	UBS V6.85 PERP 144A	UBS Group AG 6.85%	0.27%	2,450,000
161	G2 MA8044	Government National Mortgage Association 3.5%	0.27%	2,683,391
162	PEMEX 6.49 01.23.27	Petroleos Mexicanos 6.49%	0.26%	2,420,000
163	NEUB 2020-36A BR2	NEUBERGER BERMAN LOAN ADVISERS CLO 36 LTD 6.4174%	0.26%	2,335,000
164	ALLY V6.848 01.03.30	Ally Financial Inc. 6.848%	0.26%	2,250,000
165	ORCL 6.25 11.09.32	Oracle Corp. 6.25%	0.26%	2,200,000
166	UZBEK 3.9 10.19.31 144A	Uzbekistan (The Republic of) 3.9%	0.26%	2,825,000
167	BFH 9.75 03.15.29 144A	Bread Financial Holdings Inc 9.75%	0.26%	2,150,000
168	AAL 3.15 02.15.32 AA	American Airlines, Inc. 3.15%	0.26%	2,547,231
169	GM 2.35 01.08.31	General Motors Financial Company Inc 2.35%	0.26%	2,750,000
170	PRAA 8.875 01.31.30 144A	PRA Group Inc. 8.875%	0.26%	2,200,000
171	ADVSAL 6.5 11.15.28 144A	Advantage Solutions Finco Llc 6.5%	0.26%	2,400,000
172	ALLY V4.7 PERP B	Ally Financial Inc FXDFR PRF PERPETUAL USD 1000 - Ser B	0.26%	2,450,000
173	IHS 7.875 05.29.30 144A	Ihs Holding Limited 7.875%	0.26%	2,300,000
174	VENLNG 9.5 02.01.29 144A	Venture Global LNG Inc. 9.5%	0.26%	2,050,000
175	n/a	Fnma Pass-Thru I 2.5%	0.26%	2,751,147
176	G2 MA8200	Government National Mortgage Association 4%	0.25%	2,444,704
177	FR ZT1159	Federal Home Loan Mortgage Corp. 3.5%	0.25%	2,492,472
178	FN BP6626	Fnma Pass-Thru I 2%	0.25%	2,862,443
179	BXSL 2.75 09.16.26	Blackstone Secured Lending Fund 2.75%	0.25%	2,330,000
180	FN MA4548	Federal National Mortgage Association 2.5%	0.25%	2,703,963
181	n/a	BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7 5.554%	0.25%	2,214,934
182	ET 5.75 02.15.33	Energy Transfer LP 5.75%	0.25%	2,175,000
183	AHTLN 5.55 05.30.33 144A	Ashtead Capital Inc. 5.55%	0.25%	2,225,000
184	TRTX 2021-FL4 C	TRTX 2021-FL4 ISSUER LTD 6.8963%	0.25%	2,200,000
185	n/a	BX TRUST 2024-CNYN 7.08718%	0.25%	2,173,059
186	CLGIX 2022-1CAN A2	Cologix Canadian Issuer Limited Partnership 4.94%	0.25%	3,225,000
187	PTSMGP 7.75 08.05.31 144A	Sorik Marapi Geothermal Pwr PT 7.75%	0.25%	2,200,000
188	n/a	TUOLUMNE WIND PROJ AUTH CALIF REV 6.918%	0.24%	2,000,000
189	BNS V8 01.27.84	Bank of Nova Scotia 8%	0.24%	2,050,000
190	n/a	Municipal Finance Authority of British Columbia 2.55%	0.24%	3,200,000
191	AJG 5.15 02.15.35	Gallagher Aj &Co 5.15%	0.24%	2,200,000
192	DB V2.311 11.16.27	Deutsche Bank AG New York Branch 2.311%	0.24%	2,250,000
193	n/a	Fnma Pass-Thru I 3%	0.24%	2,481,847
194	BACR V5.829 05.09.27	Barclays PLC 5.829%	0.24%	2,100,000
195	AQNCN 5.365 06.15.26	Algonquin Power & Utilities Corporation 5.365%	0.24%	2,100,000
196	PEMEX 5.95 01.28.31	Petroleos Mexicanos 5.95%	0.24%	2,500,000
197	n/a	COMPTON CALIF CMNTY COLLEGE DIST 3.463%	0.24%	2,565,000
198	DC 2023-DC A	DC COMMERCIAL MORTGAGE TRUST 2023-DC 6.3143%	0.24%	2,050,000
199	MQGAU V3.052 03.03.36 144A	Macquarie Bank Ltd. 3.052%	0.24%	2,450,000
200	MTDR 6.25 04.15.33 144A	Matador Resources Company 6.25%	0.24%	2,150,000
201	OBDC 3.75 07.22.25	Blue Owl Capital Corp. 3.75%	0.23%	2,100,000
202	SANTAN V1.722 09.14.27	Banco Santander, S.A. 1.722%	0.23%	2,200,000
203	PECO 2.625 11.15.31	Phillips Edison Grocery Center Operating Partnership I L P 2.625%	0.23%	2,475,000
204	VST 4.3 07.15.29 144A	Vistra Operations Co LLC 4.3%	0.23%	2,170,000
205	VERUS 2024-9 A1	VERUS SECURITIZATION TRUST 2024-9 5.438%	0.23%	2,050,000
206	KMI 5.3 12.01.34	Kinder Morgan, Inc. 5.3%	0.23%	2,100,000
207	DTRGR 5.4 09.20.28 144A	Daimler Trucks Finance North America LLC 5.4%	0.23%	2,000,000
208	FR ZT0534	Federal Home Loan Mortgage Corp. 3.5%	0.23%	2,243,878
209	FN MA4437	Federal National Mortgage Association 2%	0.23%	2,584,191
210	FN FM4994	Fnma Pass-Thru I 2%	0.23%	2,553,375
211	UBER 4.8 09.15.34	Uber Technologies Inc 4.8%	0.23%	2,100,000
212	n/a	Madison Pk Fdg XLVIII Ltd / Llc 6.87901%	0.23%	2,000,000
213	INVH 4.875 02.01.35	Invitation Homes Operating Partnership Lp 4.875%	0.22%	2,100,000
214	n/a	Fnma Pass-Thru I 3.5%	0.22%	2,179,681
215	PARGUY 5.85 08.21.33 144A	Paraguay (Republic of) 5.85%	0.22%	2,000,000
216	OBX 2024-NQM12 A1	OBX 2024-NQM12 TRUST 5.475%	0.22%	1,955,964
217	n/a	The Ohio National Life Insuran Co. 6.875%	0.22%	2,100,000
218	G2 MA6930	Government National Mortgage Association 2%	0.22%	2,439,858
219	MS V4.431 01.23.30 GMTN	Morgan Stanley 4.431%	0.22%	2,000,000
220	DQE 2.775 01.07.32 144A	Duquesne Light Holdings, Inc. 2.775%	0.22%	2,325,000
221	CAS 2016-C04 1B	Federal National Mortgage Association 4.51928%	0.22%	1,723,621
222	PACLIF 9.25 06.15.39 144A	Pacific Life Insurance Co. 9.25%	0.22%	1,450,000
223	HCA 5.9 06.01.53	HCA Inc. 5.9%	0.22%	2,050,000
224	CAS 2024-R03 2M1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 5.71011%	0.22%	1,904,646
225	HPE 4.85 10.15.31	Hewlett Packard Enterprise Company 4.85%	0.21%	1,950,000
226	n/a	Santander Bank National Association 6.663%	0.21%	1,882,111
227	OBX 2024-NQM14 A1	OBX 2024-NQM14 TRUST 4.944%	0.21%	1,924,288
228	DOMREP 7.05 02.03.31 144A	Dominican Republic 7.05%	0.21%	1,850,000
229	OBX 2024-NQM16 A1	OBX 2024-NQM16 TRUST 5.53%	0.21%	1,900,521
230	n/a	JPMorgan Chase Bank, National Association 28.348%	0.21%	1,753,110
231	n/a	Federal National Mortgage Association 4.51928%	0.21%	1,680,876
232	OHIFLY 13 07.22.29 144A	Ohi Group SA 13%	0.21%	1,850,000
233	n/a	Fnma Pass-Thru I 3%	0.21%	2,144,589
234	MU 5.3 01.15.31	Micron Technology Inc. 5.3%	0.21%	1,825,000
235	AXP V5.282 07.27.29	American Express Company 5.282%	0.21%	1,800,000
236	GTE 9.5 10.15.29 144A	Gran Tierra Energy Inc 9.5%	0.20%	1,950,000
237	ARES 5.6 10.11.54	Ares Management Corporation 5.6%	0.20%	1,900,000
238	BPLN V6.45 PERP	BP Capital Markets PLC 6.45%	0.20%	1,750,000
239	ASBBNK V5.284 06.17.32 144A	ASB Bank Ltd. 5.284%	0.20%	1,800,000
240	WFC V2.393 06.02.28 MTN	Wells Fargo & Co. 2.393%	0.20%	1,900,000
241	GLPI 4 01.15.31	GLP Capital L.P. and GLP Financing II, Inc. 4%	0.20%	1,950,000
242	n/a	Santander Consumer Auto Receivables Trust 2021-C	0.20%	150
243	n/a	Limak Cimento Sanayi Ve Ticare AS 9.75%	0.20%	1,800,000
244	n/a	CALIFORNIA ST 7.55%	0.20%	1,495,000
245	n/a	Fnma Pass-Thru I 3%	0.20%	2,003,196
246	n/a	Frontera Energy Corp. 7.875%	0.20%	2,300,000
247	n/a	BX COMMERCIAL MORTGAGE TRUST 6.31248%	0.20%	1,753,476
248	n/a	Federal National Mortgage Association 3%	0.20%	2,022,915
249	G2 4853	Government National Mortgage Association 4%	0.19%	1,820,411
250	n/a	BX COMMERCIAL MORTGAGE TRUST 2024-XL5 7.08689%	0.19%	1,718,814
251	ARCC 5.95 07.15.29	Ares Capital Corp. 5.95%	0.19%	1,700,000
252	n/a	Exeter Automobile Receivables Trust 2021-1	0.19%	29
253	n/a	OBX 2024-NQM15 TRUST 5.316%	0.19%	1,711,044
254	HII 5.749 01.15.35	Huntington Ingalls Industries, Inc. 5.749%	0.19%	1,700,000
255	CRBG 3.9 04.05.32	Corebridge Financial Inc. 3.9%	0.19%	1,850,000
256	PNW 5.7 08.15.34	Arizona Public Service Company 5.7%	0.19%	1,650,000
257	NATMUT 9.375 08.15.39 144A	Nationwide Mutual Insurance Co. 9.375%	0.19%	1,300,000
258	VERUS 2024-8 A1	VERUS SECURITIZATION TRUST 2024-8 5.364%	0.19%	1,660,793
259	PBFENE 6 02.15.28	PBF Holding Company LLC and PBF Finance Corp. 6%	0.19%	1,695,000
260	GUATEM 6.55 02.06.37 144A	Guatemala (Republic of) 6.55%	0.19%	1,675,000
261	CENSUD 5.95 05.28.31 144A	Cencosud S.A. 5.95%	0.19%	1,650,000
262	n/a	Bangl Llc Term Loan B	0.18%	1,617,738
263	n/a	Santander Drive Auto Receivables Trust 2023-S1	0.18%	63
264	OKE 5.8 11.01.30	Oneok Inc. 5.8%	0.18%	1,550,000
265	n/a	WEA Finance LLC 4.625%	0.18%	2,035,000
266	OBX 2024-NQM13 A1	OBX 2024-NQM13 TRUST 5.116%	0.18%	1,610,335
267	n/a	6297782 LLC 6.176%	0.18%	1,650,000
268	STACR 2018-HRP2 B2	Federal Home Loan Mortgage Corp. 15.18327%	0.18%	1,300,000
269	n/a	Government National Mortgage Association 3%	0.18%	1,825,383
270	DANBNK V5.705 03.01.30 144A	Danske Bank A/S 5.705%	0.18%	1,550,000
271	CROSS 2024-H8 A1	CROSS 2024-H8 MORTGAGE TRUST 5.549%	0.18%	1,550,000
272	VBTEL 2024-1A F	Vb-S1 Issuer Llc 2016-1 8.871%	0.18%	1,500,000
273	G2 MA3663	Government National Mortgage Association 3.5%	0.17%	1,711,152
274	VARNO 7.5 01.15.28 144A	Var Energi ASA 7.5%	0.17%	1,450,000
275	COF V7.624 10.30.31 .	Capital One Financial Corp. 7.624%	0.17%	1,375,000
276	n/a	Diamondback Energy Inc 4.25%	0.17%	2,000,000
277	OBX 2024-NQM18 A1	OBX 2024-NQM18 TRUST 5.408%	0.17%	1,493,032
278	OBX 2024-NQM17 A1	OBX 2024-NQM17 TRUST 5.61%	0.17%	1,488,397
279	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.17%	1,571,779
280	CRC 8.25 06.15.29 144A	California Resources Corporation 8.25%	0.17%	1,450,000
281	BBVASM 5.25 09.10.29 144A	BBVA Bancomer SA 5.25%	0.17%	1,500,000
282	OXY 6.05 10.01.54	Occidental Petroleum Corporation 6.05%	0.17%	1,550,000
283	AMFAHI 3.833 03.11.51 144A	AmFam Holdings Inc. 3.833%	0.16%	2,400,000
284	PERU 5.375 02.08.35	Peru (Republic Of) 5.375%	0.16%	1,500,000
285	KOS 7.5 03.01.28 144A	Kosmos Energy Ltd 7.5%	0.16%	1,501,000
286	GN 783716	Government National Mortgage Association 3%	0.16%	1,618,389
287	COSHSA 9.375 11.07.29 144A	Newco Holding USD S.a.r.l 9.375%	0.16%	1,400,000
288	n/a	ACRES COMMERCIAL REALTY 2021-FL1 ISSUER LTD 5.6963%	0.16%	1,378,307
289	WES 6.15 04.01.33	Western Midstream Operating LP 6.15%	0.16%	1,350,000
290	CROSS 2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST 5.585%	0.15%	1,325,152
291	OCPMR 7.5 05.02.54 144A	OCP SA 7.5%	0.15%	1,300,000
292	n/a	South Africa (Republic of) 5.875%	0.15%	1,350,000
293	UNM 6 06.15.54	Unum Group 6%	0.15%	1,300,000
294	VERUS 2024-R1 A1	VERUS SECURITIZATION TRUST 2024-R1 5.218%	0.14%	1,278,399
295	n/a	Federal National Mortgage Association 3.5%	0.14%	1,401,464
296	n/a	Fnma Pass-Thru I 3%	0.14%	1,430,113
297	AALLN 5.5 05.02.33 144A	Anglo American Capital PLC 5.5%	0.14%	1,250,000
298	FLAT 2018-1A A	Flatiron Clo 17 Ltd. 5.85906%	0.14%	1,220,806
299	G2 MA7473	Government National Mortgage Association 3%	0.14%	1,406,609
300	n/a	Cppib Ovm Member Us Llc Term Loan B	0.13%	1,162,088
301	UBS V9.25 PERP 144A	UBS Group AG 9.25%	0.13%	1,000,000
302	JABHOL 2.2 11.23.30 144A	JAB Holdings B.V. 2.2%	0.12%	1,337,000
303	FR ZA4718	Federal Home Loan Mortgage Corp. 3%	0.12%	1,251,959
304	SOAF 4.85 09.30.29	South Africa (Republic of) 4.85%	0.12%	1,100,000
305	n/a	Fnma Pass-Thru I 4%	0.11%	1,079,609
306	G2 MA4510	Government National Mortgage Association 3.5%	0.11%	1,102,873
307	FIEMEX 7.25 01.31.41 144A	Banco Actinver SA 7.25%	0.11%	950,000
308	TIAAGL 5.85 04.15.34 144A	Nuveen LLC 5.85%	0.10%	900,000
309	n/a	Fnma Pass-Thru I 2%	0.10%	1,137,782
310	FN MA3057	Federal National Mortgage Association 3.5%	0.09%	914,908
311	FR SD8245	Federal Home Loan Mortgage Corp. 4.5%	0.09%	862,389
312	n/a	JPMorgan Chase Bank, National Association 31.355%	0.09%	744,595
313	n/a	Swap Vm Godman Sachs Usd	0.09%	803,334
314	FN BM2003	Federal National Mortgage Association 4%	0.08%	809,492
315	n/a	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S1 8.32%	0.08%	742,488
316	GEOPAR 5.5 01.17.27 144A	GeoPark Ltd. 5.5%	0.08%	748,000
317	G2 5174	Government National Mortgage Association 4%	0.08%	755,285
318	n/a	Canadian Dollar	0.08%	1,026,948
319	n/a	Palmer Square CLO 2014-1 Ltd. 6.03906%	0.07%	664,299
320	n/a	Paraguay (Republic of) 4.7%	0.07%	640,000
321	BERMUD 3.375 08.20.50 144A	Bermuda (Government of) 3.375%	0.07%	900,000
322	n/a	Federal National Mortgage Association 4.51928%	0.06%	494,912
323	n/a	Federal Home Loan Mortgage Corp. 2%	0.06%	652,754
324	FN 725423	Federal National Mortgage Association 5.5%	0.06%	493,412
325	FN 254766	Federal National Mortgage Association 5%	0.06%	494,542
326	n/a	Federal National Mortgage Association 5.5%	0.05%	474,925
327	FR SD0857	Federal Home Loan Mortgage Corp. 2.5%	0.05%	505,914
328	n/a	Fnma Pass-Thru I 5%	0.05%	408,208
329	G2 MA2522	Gnma Pass-Thru M Single Family 4%	0.05%	430,914
330	FN 995203	Federal National Mortgage Association 5%	0.04%	390,748
331	WES 6.35 01.15.29	Western Midstream Operating LP 6.35%	0.04%	350,000
332	SBCLN 2022-A B	Santander Bank National Association 5.281%	0.04%	338,537
333	T 2.5 02.15.46	United States Treasury Bonds 2.5%	0.03%	439,000
334	n/a	Morgan Stanley Cap I Tst 2018-H3 0.79955%	0.03%	12,977,414
335	FN 725027	Federal National Mortgage Association 5%	0.03%	251,394
336	NRZT 2014-3A AFX3	New Resi Mortgage Loan Trust 2014-3 3.75%	0.03%	254,048
337	n/a	Government National Mortgage Association 3%	0.02%	251,139
338	n/a	Esentia Gas Enterprises S de RL de CV 6.375%	0.02%	194,423
339	G2 5233	Government National Mortgage Association 4%	0.02%	179,783
340	n/a	NATIONSTAR MORTGAGE LOAN TRUST 3.75%	0.01%	132,284
341	n/a	JPMorgan Chase Bank, National Association 2.102%	0.00%	31,182
342	n/a	Santander Bank National Association 6.793%	0.00%	14,154
343	SBCLN 2021-1A B	Santander Bank National Association 1.833%	0.00%	1,875
344	n/a	Swap Collateral Gs Usd	0.00%	1,000
345	CA CASPOL 7.5 12.01.2039	CALIFORNIA POLLUTN CTL FING AUTH SOLID WASTE DISP REV 7.5%	0.00%	1,127,512
346	n/a	British Pound Sterling	0.00%	16
347	n/a	Lch - Irs Swap 2.74 08/30/2026 Rec Fix_p_x_0.000000000000_act/360_12_m_2026	0.00%	71,500,000
348	n/a	Lch - Irs Swap 2.74 08/30/2026 Rec Fix_r_f_2.740000000000_act/360_12_m_2026	0.00%	71,500,000
349	n/a	Lch - Irs Swap 2.7375 08/30/2034 Pay Fix_p_x_0.000000000000_act/360_12_m_20	0.00%	15,900,000
350	n/a	Lch - Irs Swap 2.7375 08/30/2034 Pay Fix_r_f_2.737500000000_act/360_12_m_20	0.00%	15,900,000
351	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix_r 2.936000 Act/360 2034062	0.00%	15,985,000
352	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix_p 0.000000 Act/360 2034062	0.00%	15,985,000
353	n/a	Lch - Irs Swap 02/27/2027 3.333_p 0.000000 Act/360 20270227	0.00%	67,700,000
354	n/a	Lch - Irs Swap 02/27/2027 3.333_r 3.333000 Act/360 20270227	0.00%	67,700,000
355	n/a	Lch - Irs Swap 02/27/2035 3.2815_r 3.281500 Act/360 20350227	0.00%	15,600,000
356	n/a	Lch - Irs Swap 02/27/2035 3.2815_p 0.000000 Act/360 20350227	0.00%	15,600,000
357	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix_p 0.000000 Act/360 2026062	0.00%	71,425,000
358	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix_r 2.830000 Act/360 2026062	0.00%	71,425,000
359	n/a	Bond- Unsettled Sales	-0.00%	n/a
360	n/a	Lch - Irs Swap 02/27/2027 3.333 Swcoir	-0.10%	67,700,000
361	n/a	Lch - Irs Swap 02/27/2035 3.2815 Swcoir	-0.11%	15,600,000
362	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix Swcoir	-0.15%	71,425,000
363	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix Swcoir	-0.16%	15,985,000
364	n/a	Lch - Irs Swap 2.74 08/30/2026 Rec Fix_c_swcoir	-0.18%	71,500,000
365	n/a	Lch - Irs Swap 2.7375 08/30/2034 Pay Fix	-0.19%	15,900,000
366	n/a	Bond- Unsettled Purchases	-0.28%	n/a
367	n/a	Mxn/Usd Fwd 20250221 005199	-0.32%	58,795,255
368	n/a	Us Dollar	-0.46%	4,050,360
369	n/a	Eur/Usd Fwd 20250221 816	-0.63%	5,460,781
370	n/a	Eur/Usd Fwd 20250319 00189	-0.80%	6,930,136
371	n/a	Cad/Usd Fwd 20250319 00908	-0.96%	12,220,000
372	n/a	10 Year Treasury Note Future Mar 25	-3.83%	312
373	n/a	5 Year Treasury Note Future Mar 25	-6.12%	510
374	n/a	Cash Offset- Futures	-29.31%	n/a

As of Dec 31, 2024

Showing 50 of 374

Subscribe to see the full list

Asset Allocation

Asset Class	% Weight
Bond	126.97%
Not Classified	0.58%
Cash	-27.55%

Country Breakdown

Sector	% Weight
United States	58.54%
Other	38.26%
XS	1.57%
Canada	0.60%
South Africa	0.57%
Mexico	0.16%
Norway	0.15%
Israel	0.15%