Payden Core Bond Fund Investor Class (PYCBX)

PYCBX Holdings List

As of Jan 31, 2025

Filter results

No.	Symbol	Name	% Weight	Shares
1	n/a	2 Year Treasury Note Future Mar 25	34.40%	1,483
2	n/a	Ultra US Treasury Bond Future Mar 25	3.26%	242
3	TII 2.125 04.15.29	United States Treasury Notes 2.125%	2.65%	23,114,106
4	n/a	Ultra 10 Year US Treasury Note Future Mar 25	2.08%	165
5	T 2.375 11.15.49	United States Treasury Bonds 2.375%	1.95%	26,859,000
6	TII 1.375 07.15.33	United States Treasury Notes 1.375%	1.55%	14,387,934
7	n/a	Payden Emerging Markets Corp Bd SI	1.52%	1,532,310
8	n/a	Usd/Cad Fwd 20250319 00908	1.03%	9,087,821
9	n/a	Payden Emerging Markets Local Bond SI	0.90%	1,780,083
10	n/a	Usd/Eur Fwd 20250319 00189	0.88%	7,761,489
11	G2 MA7472	Government National Mortgage Association 2.5%	0.79%	8,342,124
12	n/a	Other- Interest Receivable	0.74%	n/a
13	T 2 02.15.50	United States Treasury Bonds 2%	0.74%	11,125,000
14	n/a	Federal Home Loan Mortgage Corp. 4.5%	0.69%	6,487,879
15	T 2.375 05.15.51	United States Treasury Bonds 2.375%	0.68%	9,480,000
16	T 3 02.15.49	United States Treasury Bonds 3%	0.67%	8,130,000
17	n/a	Usd/Eur Fwd 20250221 816	0.65%	5,791,461
18	FN FM9195	Fnma Pass-Thru I 2.5%	0.64%	6,914,104
19	FN CB2759	Fnma Pass-Thru I 3%	0.62%	6,481,532
20	FN CB5113	Fnma Pass-Thru I 5.5%	0.58%	5,208,388
21	FN MA4413	Federal National Mortgage Association 2%	0.58%	6,591,840
22	FR RA5276	Federal Home Loan Mortgage Corp. 2.5%	0.57%	6,148,267
23	FN MA3238	Federal National Mortgage Association 3.5%	0.54%	5,363,899
24	FN CB8021	Fnma Pass-Thru I 6.5%	0.54%	4,582,815
25	FR RA6823	Federal Home Loan Mortgage Corp. 2%	0.54%	6,014,359
26	n/a	Federal Home Loan Mortgage Corp. 2%	0.53%	6,019,301
27	n/a	Galaxy Xxii Clo Ltd / Galaxy Xxii C 144A 5.54758%	0.53%	4,700,000
28	FR RA7790	Federal Home Loan Mortgage Corp. 5%	0.53%	4,827,746
29	FN FS0439	Fnma Pass-Thru I 2.5%	0.53%	5,687,452
30	FN FS0349	Fnma Pass-Thru I 2%	0.53%	5,917,135
31	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.53%	4,681,221
32	FN FS0287	Fnma Pass-Thru I 2%	0.52%	5,864,438
33	n/a	Euro	0.51%	4,417,404
34	FN CB2542	Fnma Pass-Thru I 2.5%	0.51%	5,513,355
35	CAS 2019-HRP1 B1	CONNECTICUT AVENUE SECURITIES TRUST 13.71546%	0.51%	4,100,000
36	n/a	Regatta XXI Funding Ltd/ Regatta XXI Funding LLC 5.54317%	0.51%	4,500,000
37	FN MA5040	Federal National Mortgage Association 6%	0.51%	4,449,222
38	FR SD7537	Federal Home Loan Mortgage Corp. 2%	0.51%	5,674,384
39	n/a	Fnma Pass-Thru I 5%	0.50%	4,597,895
40	n/a	Fnma Pass-Thru I 3.5%	0.50%	4,997,671
41	VERUS 2025-1 A1	VERUS SECURITIZATION TRUST 2025-1 5.62%	0.50%	4,450,000
42	TVA 5.25 09.15.39	Tennessee Valley Authority 5.25%	0.50%	4,280,000
43	n/a	Fnma Pass-Thru I 4.5%	0.49%	4,638,922
44	n/a	Federal Home Loan Banks 1.8%	0.49%	6,000,000
45	MF1 2024-FL16 A	MF1 2024-FL16 LLC 5.83972%	0.48%	4,250,000
46	FN FS8791	Fnma Pass-Thru I 6%	0.48%	4,192,278
47	n/a	Federal Home Loan Mortgage Corp. 5.5%	0.48%	4,244,671
48	FN BC8998	Federal National Mortgage Association 3%	0.46%	4,748,623
49	BX 2021-VOLT F	BX COMMERCIAL MORTGAGE TRUST 6.82072%	0.46%	4,125,000
50	n/a	COLT 2025-1 MORTGAGE LOAN TRUST 5.699%	0.45%	4,000,000
51	AGL 2022-22A A1R	AGL CLO 22 LTD 5.48317%	0.45%	4,000,000
52	FN MA4842	Federal National Mortgage Association 5.5%	0.44%	3,967,336
53	n/a	Fnma Pass-Thru I 5%	0.44%	4,050,823
54	GS V4.692 10.23.30	Goldman Sachs Group, Inc. 4.692%	0.44%	4,000,000
55	BCC 2020-3A A1RR	BAIN CAPITAL CREDIT CLO 2020-3 LTD 5.50034%	0.44%	3,900,000
56	TPDC 2023-1A A2	TIERPOINT ISSUER LLC 6%	0.44%	3,850,000
57	EXE 5.7 01.15.35	Expand Energy Corp. 5.7%	0.43%	3,875,000
58	BA 6.858 05.01.54	The Boeing Company 6.858%	0.43%	3,500,000
59	HPE 4.4 09.25.27	Hewlett Packard Enterprise Co. 4.4%	0.42%	3,800,000
60	n/a	Palmer Square CLO 2018-2 Ltd 5.83758%	0.42%	3,725,000
61	G2 MA8648	Government National Mortgage Association 5.5%	0.42%	3,760,053
62	JPM V4.505 10.22.28	JPMorgan Chase & Co. 4.505%	0.42%	3,750,000
63	G2 MA7706	Government National Mortgage Association 3%	0.42%	4,264,520
64	FN MA3210	Federal National Mortgage Association 3.5%	0.42%	4,117,538
65	FR SD2184	Federal Home Loan Mortgage Corp. 6%	0.41%	3,621,474
66	AMT 2.3 09.15.31	American Tower Corporation 2.3%	0.41%	4,350,000
67	LCM 39A A1R	LCM 39 Ltd / LCM 39 LLC 5.64198%	0.41%	3,600,000
68	ORCL 4.2 09.27.29 *	Oracle Corp. 4.2%	0.40%	3,700,000
69	n/a	Federal Home Loan Mortgage Corp. 2.5%	0.40%	4,342,635
70	MSSCRK 8.25 09.01.31 144A	Moss Creek Resources Holdings Inc 8.25%	0.40%	3,590,000
71	n/a	Perusahaan Penerbit Surat Berharga Syariah Indonesia III 5.2%	0.40%	3,600,000
72	FN FM7418	Fnma Pass-Thru I 2.5%	0.40%	4,258,358
73	DRSLF 2019-72A ARR	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	OKE 4.75 10.15.31	Oneok Inc. 4.75%	0.39%	3,600,000
76	WFRD 8.625 04.30.30 144A	Weatherford International Ltd Bermuda 8.625%	0.39%	3,350,000
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	FN MA4761	Federal National Mortgage Association 5%	0.39%	3,577,144
80	NXPT 2024-STOR A	NXPT COMMERCIAL MORTGAGE TRUST 2024-STOR 4.31158%	0.39%	3,600,000
81	CGMS 2012-4A A1R4	Carlyle Global Market Strategies CLO 2012-2, Ltd. 5.41009%	0.39%	3,417,059
82	T 3.625 05.15.53	United States Treasury Bonds 3.625%	0.39%	4,180,000
83	TD 4.994 04.05.29 GMTN	The Toronto-Dominion Bank 4.994%	0.38%	3,400,000
84	FN CB3622	Fnma Pass-Thru I 4%	0.38%	3,699,115
85	FN CB2839	Fnma Pass-Thru I 2%	0.38%	4,285,141
86	FN MA2806	Federal National Mortgage Association 3%	0.38%	3,886,151
87	C 5.57 04.30.34 BKNT	Citibank, N.A. 5.57%	0.38%	3,300,000
88	FR SB8509	Federal Home Loan Mortgage Corp. 2%	0.38%	3,728,335
89	TAQAUH 4.375 10.09.31 144A	Abu Dhabi National Energy Co PJSC (TAQA) 4.375%	0.37%	3,450,000
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%	3,233,750
92	FN BV7937	Federal National Mortgage Association 4%	0.37%	3,543,289
93	WMB 5.3 08.15.28	Williams Companies Inc. (The) 5.3%	0.36%	3,150,000
94	AXP V5.625 07.28.34	American Express Company 5.625%	0.36%	3,150,000
95	SANUSA V5.353 09.06.30	Santander Holdings USA Inc. 5.353%	0.36%	3,200,000
96	ISPIM V7.778 06.20.54 144A	Intesa Sanpaolo S.p.A. 7.778%	0.36%	2,900,000
97	n/a	Payden Cash Reserves Money Market	0.36%	3,161,896
98	n/a	Waterbridge Midstream Op Term Loan B	0.36%	3,142,125
99	CUBE 2 02.15.31	CubeSmart LP 2%	0.35%	3,750,000
100	INTLWT 5.95 12.15.39 144A	ACWA Power Management & Investments One Ltd. 5.95%	0.35%	3,156,672
101	FN FS3838	Fnma Pass-Thru I 4%	0.35%	3,297,604
102	n/a	Fnma Pass-Thru I 6%	0.35%	3,046,979
103	DTE 5.85 06.01.34	DTE Energy Co. 5.85%	0.35%	3,000,000
104	UBS V9.25 PERP 144a	UBS Group AG 9.25%	0.35%	2,800,000
105	EQIX 2.5 05.15.31	Equinix, Inc. 2.5%	0.34%	3,550,000
106	G2 MA5265	Government National Mortgage Association 4.5%	0.34%	3,175,644
107	ET 5.25 04.15.29	Energy Transfer LP 5.25%	0.34%	3,000,000
108	HBAN V6.141 11.18.39	Huntington Bancshares Incorporated 6.141%	0.34%	3,000,000
109	BMO V4.567 09.10.27 f2f	Bank of Montreal 4.567%	0.34%	3,000,000
110	OBX 2025-NQM1 A1	OBX 2025-NQM1 TRUST 5.547%	0.33%	2,960,172
111	G2 MA3802	Government National Mortgage Association 3%	0.33%	3,322,377
112	TIEMOD 5.75 12.01.40 144A	Tierra Mojada Luxembourg II S.a r.l. 5.75%	0.33%	3,156,864
113	VST 3.7 01.30.27 144A	Vistra Operations Co LLC 3.7%	0.33%	3,000,000
114	SPG 6.25 01.15.34	Simon Property Group LP 6.25%	0.33%	2,750,000
115	FN BP6626	Fnma Pass-Thru I 2%	0.33%	3,689,118
116	PTEN 7.15 10.01.33	Patterson-UTI Energy Inc. 7.15%	0.32%	2,750,000
117	F 5.8 03.05.27	Ford Motor Credit Company LLC 5.8%	0.32%	2,850,000
118	INVH 4.15 04.15.32	Invitation Homes Operating Partnership Lp 4.15%	0.32%	3,100,000
119	VENLNG 7 01.15.30 144A	Venture Global LNG Inc. 7%	0.32%	2,800,000
120	VMW 2.2 08.15.31	VMware LLC 2.2%	0.32%	3,400,000
121	n/a	Usd/Mxn Fwd 20250221 005199	0.32%	2,817,079
122	CHILE 4.125 07.05.34	Chile (Republic Of) 4.125%	0.32%	2,650,000
123	n/a	Veritiv Operating Co Term Loan B	0.31%	2,786,000
124	CA GLDGEN 2.75 06.01.2034	GOLDEN ST TOB SECURITIZATION CORP CALIF TOB SETTLEMENT REV 2.746%	0.31%	3,285,000
125	n/a	Ineos Us Petrochem Llc Term Loan B	0.31%	2,779,000
126	SPG 4.75 09.26.34	Simon Property Group LP 4.75%	0.31%	2,925,000
127	ARAMCO 5.875 07.17.64 144A	Saudi Arabian Oil Company 5.875%	0.31%	2,950,000
128	TIHLLC 7.125 06.01.31 144A	Truist Insurance Holdings LLC & Panther Co-Issuer Inc. 7.125%	0.31%	2,670,000
129	n/a	Store Master Funding LLC 5.7%	0.31%	2,689,875
130	CHTR 4.4 12.01.61	Charter Communications Operating, LLC/Charter Communications Operating Capi	0.31%	4,050,000
131	n/a	SAN FRANCISCO CALIF CITY & CNTY PUB UTILS COMMN WTR REV 2.825%	0.30%	3,560,000
132	CYRUS 2024-2A A2	CYRUSONE DATA CENTERS ISSUER I LLC 4.5%	0.30%	2,800,000
133	SOAF 7.1 11.19.36 144A	South Africa (Republic of) 7.1%	0.30%	2,750,000
134	G2 MA7766	Government National Mortgage Association 2%	0.30%	3,343,685
135	SCHW V5.375 PERP G	The Charles Schwab Corporation 5.375%	0.30%	2,675,000
136	MQGAU V3.763 11.28.28 144A	Macquarie Group Ltd. 3.763%	0.30%	2,750,000
137	FN BP6345	Fnma Pass-Thru I 3%	0.30%	3,091,234
138	FN MA4785	Federal National Mortgage Association 5%	0.30%	2,718,935
139	n/a	Fnma Pass-Thru I 4.5%	0.30%	2,798,487
140	DUK 5.8 06.15.54	Duke Energy Corp 5.8%	0.30%	2,700,000
141	n/a	SYMPHONY CLO XXIV LTD 6.80195%	0.29%	2,600,000
142	FN MA4579	Federal National Mortgage Association 3%	0.29%	3,051,157
143	MS V4.654 10.18.30	Morgan Stanley 4.654%	0.29%	2,650,000
144	EXR 2.2 10.15.30	Extra Space Storage LP 2.2%	0.29%	3,025,000
145	G2 785219	Government National Mortgage Association 2%	0.29%	3,304,274
146	WTI 10.75 02.01.29 144A	W & T Offshore Inc. 10.75%	0.29%	2,575,000
147	FABSJV 5.9 01.25.30	Foundry JV Holdco LLC. 5.9%	0.29%	2,500,000
148	n/a	Fnma Pass-Thru I 2%	0.29%	3,223,570
149	WBD 5.141 03.15.52	WarnerMedia Holdings Inc. 5.141%	0.28%	3,375,000
150	n/a	Emg Utica Midstream Hold Term Loan B	0.28%	2,500,000
151	CA CASGEN 5.6 07.01.2027	CALIFORNIA EARTHQUAKE AUTH REV 5.603%	0.28%	2,495,000
152	FSK 4.25 02.14.25 144A	FS KKR Capital Corp 4.25%	0.28%	2,500,000
153	GLENLN 3.875 04.27.51 144A	Glencore Funding LLC 3.875%	0.28%	3,475,000
154	EQIX 1.8 07.15.27	Equinix, Inc. 1.8%	0.28%	2,670,000
155	FN BM2007	Federal National Mortgage Association 4%	0.28%	2,676,150
156	PA PASDEV 6.53 06.15.2039	PENNSYLVANIA ECONOMIC DEV FING AUTH REV 6.532%	0.28%	2,300,000
157	HYNMTR 1.8 01.10.28 144A	Hyundai Capital America 1.8%	0.28%	2,700,000
158	UBS V6.85 PERP 144A	UBS Group AG 6.85%	0.28%	2,450,000
159	MGY 6.875 12.01.32 144A	Magnolia Oil & Gas Operating LLC / Magnolia Oil & Gas Finance Corp 6.875%	0.28%	2,450,000
160	ATH V6.625 10.15.54	Athene Holding Ltd 6.625%	0.28%	2,450,000
161	CAUTO 2020-1A A3	Cars Db4 LP 3.25%	0.28%	2,720,436
162	RRX 6.4 04.15.33	Regal Rexnord Corporation 6.4%	0.27%	2,350,000
163	FR SD8106	Federal Home Loan Mortgage Corp. 2%	0.27%	3,084,095
164	G2 MA8044	Government National Mortgage Association 3.5%	0.27%	2,663,104
165	ALLY V4.7 PERP B	Ally Financial Inc FXDFR PRF PERPETUAL USD 1000 - Ser B	0.27%	2,450,000
166	ALLY V6.848 01.03.30	Ally Financial Inc. 6.848%	0.27%	2,250,000
167	UZBEK 3.9 10.19.31 144A	Uzbekistan (The Republic of) 3.9%	0.26%	2,825,000
168	AAL 3.15 02.15.32 AA	American Airlines, Inc. 3.15%	0.26%	2,547,231
169	n/a	NEUBERGER BERMAN LOAN ADVISERS CLO 36 LTD 6.09317%	0.26%	2,335,000
170	PEMEX 6.49 01.23.27	Petroleos Mexicanos 6.49%	0.26%	2,420,000
171	ORCL 6.25 11.09.32	Oracle Corp. 6.25%	0.26%	2,200,000
172	BFH 9.75 03.15.29 144A	Bread Financial Holdings Inc 9.75%	0.26%	2,150,000
173	OMFIT 2022-2A A	ONEMAIN FINANCIAL ISSUANCE TRUST 2022-2 4.89%	0.26%	2,313,916
174	GM 2.35 01.08.31	General Motors Financial Company Inc 2.35%	0.26%	2,750,000
175	PRAA 8.875 01.31.30 144A	PRA Group Inc. 8.875%	0.26%	2,200,000
176	VENLNG 9.5 02.01.29 144A	Venture Global LNG Inc. 9.5%	0.26%	2,050,000
177	IHS 7.875 05.29.30 144A	Ihs Holding Limited 7.875%	0.26%	2,300,000
178	ADVSAL 6.5 11.15.28 144A	Advantage Solutions Finco Llc 6.5%	0.26%	2,400,000
179	n/a	Fnma Pass-Thru I 2.5%	0.25%	2,744,818
180	BXSL 2.75 09.16.26	Blackstone Secured Lending Fund 2.75%	0.25%	2,330,000
181	G2 MA8200	Government National Mortgage Association 4%	0.25%	2,425,696
182	n/a	Federal Home Loan Mortgage Corp. 3.5%	0.25%	2,469,463
183	BRAVO 2024-NQM7 A1	BRAVO RESIDENTIAL FUNDING TRUST 2024-NQM7 5.554%	0.25%	2,212,037
184	ET 5.75 02.15.33	Energy Transfer LP 5.75%	0.25%	2,175,000
185	AHTLN 5.55 05.30.33 144A	Ashtead Capital Inc. 5.55%	0.25%	2,225,000
186	FN MA4548	Federal National Mortgage Association 2.5%	0.25%	2,688,394
187	n/a	TRTX 2021-FL4 ISSUER LTD 6.81553%	0.25%	2,200,000
188	CLGIX 2022-1CAN A2	Cologix Canadian Issuer Limited Partnership 4.94%	0.24%	3,225,000
189	PTSMGP 7.75 08.05.31 144A	Sorik Marapi Geothermal Pwr PT 7.75%	0.24%	2,200,000
190	n/a	TUOLUMNE WIND PROJ AUTH CALIF REV 6.918%	0.24%	2,000,000
191	MU 5.8 01.15.35	Micron Technology Inc. 5.8%	0.24%	2,150,000
192	BCMFA 2.55 10.09.29	Municipal Finance Authority of British Columbia 2.55%	0.24%	3,200,000
193	n/a	COMPTON CALIF CMNTY COLLEGE DIST 3.463%	0.24%	2,565,000
194	DB V2.311 11.16.27	Deutsche Bank AG New York Branch 2.311%	0.24%	2,250,000
195	AJG 5.15 02.15.35	Gallagher Aj &Co 5.15%	0.24%	2,200,000
196	BNS V8 01.27.84	Bank of Nova Scotia 8%	0.24%	2,050,000
197	BX 2024-CNYN D	BX TRUST 2024-CNYN 6.99633%	0.24%	2,113,207
198	n/a	Fnma Pass-Thru I 3%	0.24%	2,476,942
199	BACR V5.829 05.09.27	Barclays PLC 5.829%	0.24%	2,100,000
200	MTDR 6.25 04.15.33 144A	Matador Resources Company 6.25%	0.24%	2,150,000
201	MQGAU V3.052 03.03.36 144A	Macquarie Bank Ltd. 3.052%	0.24%	2,450,000
202	AQNCN 5.365 06.15.26	Algonquin Power & Utilities Corporation 5.365%	0.24%	2,100,000
203	DC 2023-DC A	DC COMMERCIAL MORTGAGE TRUST 2023-DC 6.3143%	0.24%	2,050,000
204	PEMEX 5.95 01.28.31	Petroleos Mexicanos 5.95%	0.24%	2,500,000
205	SANTAN V1.722 09.14.27	Banco Santander, S.A. 1.722%	0.24%	2,200,000
206	OBDC 3.75 07.22.25	Blue Owl Capital Corp. 3.75%	0.24%	2,100,000
207	PECO 2.625 11.15.31	Phillips Edison Grocery Center Operating Partnership I L P 2.625%	0.24%	2,475,000
208	VST 4.3 07.15.29 144A	Vistra Operations Co LLC 4.3%	0.23%	2,170,000
209	ROCKT 2018-2A A	Rockford Tower CLO 2018-2 LTD/LLC 5.71478%	0.23%	2,046,281
210	KMI 5.3 12.01.34	Kinder Morgan, Inc. 5.3%	0.23%	2,100,000
211	VERUS 2024-9 A1	VERUS SECURITIZATION TRUST 2024-9 5.438%	0.23%	2,033,291
212	DTRGR 5.4 09.20.28 144A	Daimler Trucks Finance North America LLC 5.4%	0.23%	2,000,000
213	FR ZT0534	Federal Home Loan Mortgage Corp. 3.5%	0.23%	2,224,492
214	UBER 4.8 09.15.34	Uber Technologies Inc 4.8%	0.23%	2,100,000
215	MDPK 2021-48A C	Madison Pk Fdg XLVIII Ltd / Llc 6.55478%	0.23%	2,000,000
216	n/a	Fnma Pass-Thru I 2%	0.22%	2,530,877
217	INVH 4.875 02.01.35	Invitation Homes Operating Partnership Lp 4.875%	0.22%	2,100,000
218	PARGUY 5.85 08.21.33 144A	Paraguay (Republic of) 5.85%	0.22%	2,000,000
219	n/a	Fnma Pass-Thru I 3.5%	0.22%	2,166,200
220	HCA 5.9 06.01.53	HCA Inc. 5.9%	0.22%	2,050,000
221	MS V4.431 01.23.30 GMTN	Morgan Stanley 4.431%	0.22%	2,000,000
222	DQE 2.775 01.07.32 144A	Duquesne Light Holdings, Inc. 2.775%	0.22%	2,325,000
223	G2 MA6930	Government National Mortgage Association 2%	0.22%	2,423,656
224	PACLIF 9.25 06.15.39 144A	Pacific Life Insurance Co. 9.25%	0.22%	1,450,000
225	OBX 2024-NQM12 A1	OBX 2024-NQM12 TRUST 5.475%	0.22%	1,927,157
226	HPE 4.85 10.15.31	Hewlett Packard Enterprise Co. 4.85%	0.22%	1,950,000
227	CAS 2016-C04 1B	Federal National Mortgage Association 4.32223%	0.22%	1,722,694
228	OHNAT 6.875 06.15.42 144A	The Ohio National Life Insuran Co. 6.875%	0.22%	2,100,000
229	DOMREP 7.05 02.03.31 144A	Dominican Republic 7.05%	0.22%	1,850,000
230	OHIFLY 13 07.22.29 144A	Ohi Group SA 13%	0.22%	1,850,000
231	KTGLLC 8.5 02.15.30 144A	Kimmeridge Texas Gas LLC 8.5%	0.22%	1,900,000
232	OBX 2024-NQM14 A1	OBX 2024-NQM14 TRUST 4.944%	0.21%	1,893,721
233	FECCN 7.875 06.21.28 144A	Frontera Energy Corp. 7.875%	0.21%	2,300,000
234	OBX 2024-NQM16 A1	OBX 2024-NQM16 TRUST 5.53%	0.21%	1,862,989
235	CAS 2016-C02 1B	Federal National Mortgage Association 4.32223%	0.21%	1,679,525
236	CAS 2024-R03 2M1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R03 5.49932%	0.21%	1,837,486
237	SBCLN 2023-B D	Santander Bank National Association 6.663%	0.21%	1,809,094
238	AXP V5.282 07.27.29	American Express Company 5.282%	0.21%	1,800,000
239	MU 5.3 01.15.31	Micron Technology Inc. 5.3%	0.21%	1,825,000
240	n/a	Fnma Pass-Thru I 3%	0.21%	2,136,072
241	GTE 9.5 10.15.29 144A	Gran Tierra Energy Inc 9.5%	0.21%	1,950,000
242	ARES 5.6 10.11.54	Ares Management Corporation 5.6%	0.20%	1,900,000
243	LIMAK 9.75 07.25.29 144A	Limak Cimento Sanayi Ve Ticare AS 9.75%	0.20%	1,800,000
244	ASBBNK V5.284 06.17.32 144A	ASB Bank Ltd. 5.284%	0.20%	1,800,000
245	GLPI 4 01.15.31	GLP Capital L.P. and GLP Financing II, Inc. 4%	0.20%	1,950,000
246	WFC V2.393 06.02.28 MTN	Wells Fargo & Co. 2.393%	0.20%	1,900,000
247	BPLN V6.45 PERP	BP Capital Markets PLC 6.45%	0.20%	1,750,000
248	T 4.5 11.15.54	United States Treasury Bonds 4.5%	0.20%	1,850,000
249	CA CAS 7.55 04.01.2039	CALIFORNIA ST 7.55%	0.20%	1,495,000
250	BX 2021-SOAR E	BX COMMERCIAL MORTGAGE TRUST 6.22148%	0.20%	1,753,476
251	n/a	Fnma Pass-Thru I 3%	0.20%	1,986,524
252	n/a	Santander Consumer Auto Receivables Trust 2021-C	0.20%	150
253	n/a	Federal National Mortgage Association 3%	0.20%	1,993,538
254	ARCC 5.95 07.15.29	Ares Capital Corp. 5.95%	0.19%	1,700,000
255	BX 2024-XL5 D	BX COMMERCIAL MORTGAGE TRUST 2024-XL5 6.99604%	0.19%	1,718,814
256	CACLN 2021-1 R	JPMorgan Chase Bank, National Association 28.348%	0.19%	1,593,545
257	G2 4853	Government National Mortgage Association 4%	0.19%	1,805,088
258	HII 5.749 01.15.35	Huntington Ingalls Industries, Inc. 5.749%	0.19%	1,700,000
259	CRBG 3.9 04.05.32	Corebridge Financial Inc. 3.9%	0.19%	1,850,000
260	n/a	OBX 2024-NQM15 TRUST 5.316%	0.19%	1,690,368
261	PNW 5.7 08.15.34	Arizona Public Service Company 5.7%	0.19%	1,650,000
262	n/a	Exeter Automobile Receivables Trust 2021-1	0.19%	29
263	CENSUD 5.95 05.28.31 144A	Cencosud S.A. 5.95%	0.19%	1,650,000
264	PBFENE 6 02.15.28	PBF Holding Company LLC and PBF Finance Corp. 6%	0.19%	1,695,000
265	NATMUT 9.375 08.15.39 144A	Nationwide Mutual Insurance Co. 9.375%	0.19%	1,300,000
266	GUATEM 6.55 02.06.37 144A	Guatemala (Republic of) 6.55%	0.19%	1,675,000
267	VERUS 2024-8 A1	VERUS SECURITIZATION TRUST 2024-8 5.364%	0.19%	1,650,240
268	n/a	Bangl Llc Term Loan B	0.18%	1,617,738
269	URWFP 4.625 09.20.48 144A	WEA Finance LLC 4.625%	0.18%	2,035,000
270	OKE 5.8 11.01.30	Oneok Inc. 5.8%	0.18%	1,550,000
271	n/a	Santander Drive Auto Receivables Trust 2023-S1	0.18%	63
272	STACR 2018-HRP2 B2	Federal Home Loan Mortgage Corp. 14.96546%	0.18%	1,300,000
273	n/a	Government National Mortgage Association 3%	0.18%	1,819,458
274	DANBNK V5.705 03.01.30 144A	Danske Bank A/S 5.705%	0.18%	1,550,000
275	SOBOCN 6.176 10.01.54 144A	6297782 LLC 6.176%	0.18%	1,650,000
276	n/a	Vb-S1 Issuer Llc 2016-1 8.871%	0.18%	1,500,000
277	OBX 2024-NQM13 A1	OBX 2024-NQM13 TRUST 5.116%	0.18%	1,576,376
278	CROSS 2024-H8 A1	CROSS 2024-H8 MORTGAGE TRUST 5.549%	0.17%	1,543,862
279	G2 MA3663	Government National Mortgage Association 3.5%	0.17%	1,696,757
280	VARNO 7.5 01.15.28 144A	Var Energi ASA 7.5%	0.17%	1,450,000
281	COF V7.624 10.30.31 .	Capital One Financial Corp. 7.624%	0.17%	1,375,000
282	FANG 4.25 03.15.52	Diamondback Energy Inc 4.25%	0.17%	2,000,000
283	OBX 2024-NQM17 A1	OBX 2024-NQM17 TRUST 5.61%	0.17%	1,481,873
284	BBVASM 5.25 09.10.29 144A	BBVA Mexico SA 5.25%	0.17%	1,500,000
285	FR RA8647	Federal Home Loan Mortgage Corp. 4.5%	0.17%	1,569,519
286	OBX 2024-NQM18 A1	OBX 2024-NQM18 TRUST 5.408%	0.17%	1,470,231
287	OXY 6.05 10.01.54	Occidental Petroleum Corp. 6.05%	0.16%	1,550,000
288	AMFAHI 3.833 03.11.51 144A	AmFam Holdings Inc. 3.833%	0.16%	2,400,000
289	PERU 5.375 02.08.35	Peru (Republic Of) 5.375%	0.16%	1,500,000
290	KOS 7.5 03.01.28 144A	Kosmos Energy Ltd 7.5%	0.16%	1,501,000
291	COSHSA 9.375 11.07.29 144A	Newco Holding USD S.a.r.l 9.375%	0.16%	1,400,000
292	n/a	Government National Mortgage Association 3%	0.16%	1,608,353
293	TCELLT 7.45 01.24.30 144A	Turkcell Iletisim Hizmetleri AS 7.45%	0.16%	1,400,000
294	BUENAV 6.8 02.04.32 144A	Minas Buenaventura 6.8%	0.16%	1,400,000
295	WES 6.15 04.01.33	Western Midstream Operating LP 6.15%	0.16%	1,350,000
296	ACRES 2021-FL1 A	ACRES COMMERCIAL REALTY 2021-FL1 ISSUER LTD 5.61553%	0.15%	1,321,008
297	OCPMR 7.5 05.02.54 144A	OCP SA 7.5%	0.15%	1,300,000
298	CROSS 2024-H7 A1	CROSS 2024-H7 MORTGAGE TRUST 5.585%	0.15%	1,305,456
299	SOAF 5.875 06.22.30	South Africa (Republic of) 5.875%	0.15%	1,350,000
300	UNM 6 06.15.54	Unum Group 6%	0.15%	1,300,000
301	FN AZ7336	Federal National Mortgage Association 3.5%	0.14%	1,389,097
302	VERUS 2024-R1 A1	VERUS SECURITIZATION TRUST 2024-R1 5.218%	0.14%	1,256,955
303	n/a	Fnma Pass-Thru I 3%	0.14%	1,418,004
304	AALLN 5.5 05.02.33 144A	Anglo American Capital PLC 5.5%	0.14%	1,250,000
305	G2 MA7473	Government National Mortgage Association 3%	0.14%	1,393,508
306	n/a	Cppib Ovm Member Us Llc Term Loan B	0.13%	1,162,088
307	UBS V9.25 PERP 144A	UBS Group AG 9.25%	0.13%	1,000,000
308	JABHOL 2.2 11.23.30 144A	JAB Holdings B.V. 2.2%	0.13%	1,337,000
309	n/a	Federal Home Loan Mortgage Corp. 3%	0.12%	1,238,840
310	SOAF 4.85 09.30.29	South Africa (Republic of) 4.85%	0.12%	1,100,000
311	FN MA4437	Federal National Mortgage Association 2%	0.12%	1,306,286
312	G2 MA4510	Government National Mortgage Association 3.5%	0.11%	1,093,242
313	FIEMEX 7.25 01.31.41 144A	Banco Actinver SA 7.25%	0.10%	950,000
314	TIAAGL 5.85 04.15.34 144A	Nuveen LLC 5.85%	0.10%	900,000
315	n/a	Fnma Pass-Thru I 2%	0.10%	1,127,949
316	FLAT 2018-1A A	Flatiron Clo 17 Ltd. 5.51449%	0.09%	828,036
317	FN MA3057	Federal National Mortgage Association 3.5%	0.09%	908,485
318	FR SD8245	Federal Home Loan Mortgage Corp. 4.5%	0.09%	857,532
319	n/a	Swap Vm Godman Sachs Usd	0.09%	765,415
320	FN BM2003	Federal National Mortgage Association 4%	0.08%	802,388
321	n/a	SANTANDER DRIVE AUTO RECEIVABLES TRUST 2024-S1 8.32%	0.08%	726,457
322	n/a	Canadian Dollar	0.08%	1,040,224
323	G2 5174	Government National Mortgage Association 4%	0.08%	749,121
324	CACLN 2020-2 R	JPMorgan Chase Bank, National Association 31.355%	0.08%	640,666
325	PARGUY 4.7 03.27.27 144A	Paraguay (Republic of) 4.7%	0.07%	640,000
326	BERMUD 3.375 08.20.50 144A	Bermuda (Government of) 3.375%	0.07%	900,000
327	CAS 2016-C05 2B	Federal National Mortgage Association 4.32223%	0.06%	494,679
328	n/a	Federal Home Loan Mortgage Corp. 2%	0.06%	648,106
329	FN 725423	Federal National Mortgage Association 5.5%	0.06%	486,489
330	FN 254766	Federal National Mortgage Association 5%	0.05%	487,754
331	FN 725424	Federal National Mortgage Association 5.5%	0.05%	468,639
332	FR SD0857	Federal Home Loan Mortgage Corp. 2.5%	0.05%	503,043
333	n/a	Fnma Pass-Thru I 5%	0.05%	404,385
334	G2 MA2522	Gnma Pass-Thru M Single Family 4%	0.05%	427,593
335	FN 995203	Federal National Mortgage Association 5%	0.04%	385,171
336	WES 6.35 01.15.29	Western Midstream Operating LP 6.35%	0.04%	350,000
337	T 2.5 02.15.46	United States Treasury Bonds 2.5%	0.03%	439,000
338	MSC 2018-H3 XA	Morgan Stanley Cap I Tst 2018-H3 0.79946%	0.03%	12,962,621
339	SBCLN 2022-A B	Santander Bank National Association 5.281%	0.03%	264,743
340	FN 725027	Federal National Mortgage Association 5%	0.03%	246,584
341	NRZT 2014-3A AFX3	New Resi Mortgage Loan Trust 2014-3 3.75%	0.03%	251,749
342	G2 MA4126	Government National Mortgage Association 3%	0.02%	249,220
343	n/a	Esentia Gas Enterprises S de RL de CV 6.375%	0.02%	194,423
344	G2 5233	Government National Mortgage Association 4%	0.02%	178,069
345	n/a	NATIONSTAR MORTGAGE LOAN TRUST 3.75%	0.01%	130,798
346	n/a	JPMorgan Chase Bank, National Association 2.102%	0.00%	23,114
347	n/a	Swap Collateral Gs Usd	0.00%	1,000
348	CA CASPOL 7.5 12.01.2039	CALIFORNIA POLLUTN CTL FING AUTH SOLID WASTE DISP REV 7.5%	0.00%	1,127,512
349	n/a	British Pound Sterling	0.00%	16
350	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
351	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
352	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
353	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
354	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix_p 0.000000 Act/360 2034062	0.00%	15,985,000
355	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix_r 2.936000 Act/360 2034062	0.00%	15,985,000
356	n/a	Lch - Irs Swap 02/27/2027 3.333_p 0.000000 Act/360 20270227	0.00%	67,700,000
357	n/a	Lch - Irs Swap 02/27/2027 3.333_r 3.333000 Act/360 20270227	0.00%	67,700,000
358	n/a	Lch - Irs Swap 02/27/2035 3.2815_p 0.000000 Act/360 20350227	0.00%	15,600,000
359	n/a	Lch - Irs Swap 02/27/2035 3.2815_r 3.281500 Act/360 20350227	0.00%	15,600,000
360	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix_r 2.830000 Act/360 2026062	0.00%	71,425,000
361	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix_p 0.000000 Act/360 2026062	0.00%	71,425,000
362	n/a	Bond- Unsettled Sales	-0.00%	n/a
363	n/a	Us Dollar	-0.11%	960,376
364	n/a	Lch - Irs Swap 02/27/2027 3.333 Swcoir	-0.11%	67,700,000
365	n/a	Lch - Irs Swap 02/27/2035 3.2815 Swcoir	-0.12%	15,600,000
366	n/a	Irs Lch Sofr - Usd 2.830000 28-Jun-2026 - Recfix Swcoir	-0.15%	71,425,000
367	n/a	Irs Lch Sofr - Usd 2.936000 28-Jun-2034 - Payfix Swcoir	-0.16%	15,985,000
368	n/a	Lch - Irs Swap 2.74 08/30/2026 Rec Fix_c_swcoir	-0.17%	71,500,000
369	n/a	Lch - Irs Swap 2.7375 08/30/2034 Pay Fix	-0.19%	15,900,000
370	n/a	Mxn/Usd Fwd 20250221 005199	-0.32%	58,795,255
371	n/a	Bond- Unsettled Purchases	-0.51%	n/a
372	n/a	Eur/Usd Fwd 20250221 816	-0.64%	5,460,781
373	n/a	Eur/Usd Fwd 20250319 00189	-0.81%	6,930,136
374	n/a	Cad/Usd Fwd 20250319 00908	-0.95%	12,220,000
375	n/a	10 Year Treasury Note Future Mar 25	-3.84%	312
376	n/a	5 Year Treasury Note Future Mar 25	-6.12%	510
377	n/a	Cash Offset- Futures	-29.78%	n/a

As of Jan 31, 2025

Showing 50 of 377

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%