RCRYX Holdings List

As of Jan 31, 2025

No.	Symbol	Name	% Weight	Shares
1	FNCL 6.5 1.12	Federal National Mortgage Association 6.5%	1.90%	700,000
2	FNCL 6 2.12	Federal National Mortgage Association 6%	1.87%	700,000
3	FNCL 5.5 2.12	Federal National Mortgage Association 5.5%	1.84%	700,000
4	FNCL 5 2.12	Federal National Mortgage Association 5%	1.80%	700,000
5	n/a	Citi Future Usd Segregated Cash At Broker	1.65%	618,710
6	FNCL 6 1.12	Federal National Mortgage Association 6%	1.34%	500,000
7	FNCL 5.5 1.12	Federal National Mortgage Association 5.5%	1.32%	500,000
8	n/a	Swap Vm Jpm Usd	1.26%	471,861
9	USACUT 9.75 05.15.29 144A	U S Acute Care Solutions LLC 9.75%	1.14%	419,000
10	BPLN V6.125 PERP	BP Capital Markets PLC 6.125%	1.13%	430,000
11	MAGLLC 4.875 05.01.29 144A	LCM Investments Holdings II LLC 4.875%	1.08%	435,000
12	PLYIM 5.375 11.01.26 144a	SCIL IV LLC / SCIL USA Holdings LLC 5.375%	1.04%	400,000
13	BX 2024-SLCT E	BX COMMERCIAL MORTGAGE TRUST 2024-SLCT 7.83704%	1.04%	390,000
14	F 3.625 06.17.31	Ford Motor Credit Company LLC 3.625%	0.99%	429,000
15	CRVNA 2024-P4 D	CARVANA AUTO RECEIVABLES TRUST 2024-P4 5.6%	0.98%	370,000
16	ADAHEA 5.125 03.01.30 144A	Adapthealth Llc 5.125%	0.95%	395,000
17	AVOL 5.15 01.15.30 144A	Avolon Holdings Funding Ltd. 5.15%	0.91%	350,000
18	n/a	VERUS SECURITIZATION TRUST 2023-8 8.12597%	0.90%	330,000
19	OMI 6.625 04.01.30 144A	Owens & Minor Inc 6.625%	0.87%	350,000
20	CLW 4.75 08.15.28 144A	Clearwater Paper Corporation 4.75%	0.87%	344,000
21	BID 7.375 10.15.27 144A	Sotheby's Inc 7.375%	0.86%	325,000
22	GALCLD 8.75 09.01.27 144A	Global Aircraft Leasing Co Ltd 8.75%	0.84%	310,000
23	PRIHEA 9.375 09.01.29 144A	Prime Healthcare Services Inc 9.375%	0.84%	325,000
24	G2SF 6.5 1.12	Government National Mortgage Association 6.5%	0.81%	300,000
25	G2SF 6 1.12	Government National Mortgage Association 6%	0.81%	300,000
26	UNIT 10.5 02.15.28 144A	Uniti Group LP/Uniti Fiber Holdings Inc/Uniti Group Finance 2019 Inc/CSL Ca	0.79%	278,000
27	KANGRP 5.5 10.31.26 144A	Summer BC Bidco B LLC 5.5%	0.79%	301,000
28	ILOGIC 9 08.01.29 144A	Acuris Finance US Inc / Acuris Finance S.a r.l. 9%	0.78%	305,000
29	VYX 5 10.01.28 144A	NCR Voyix Corporation 5%	0.78%	303,000
30	VST 7.75 10.15.31 144A	Vistra Operations Co LLC 7.75%	0.77%	275,000
31	CDE 5.125 02.15.29 144A	Coeur Mining Inc 5.125%	0.74%	291,000
32	TKOCN 8.25 05.01.30 144A	Taseko Mines Limited 8.25%	0.74%	272,000
33	M 6.125 03.15.32 144A	Macys Retail Holdings LLC 6.125%	0.74%	295,000
34	n/a	Swap Collateral Jpm Usd	0.72%	271,644
35	LIGTTO F 03.31.26 A	Lightning Re Ltd. Series 2023-1 4.335%	0.72%	250,000
36	KENGAR 4.875 09.15.28 144A	Ken Garff Automotive Llc 4.875%	0.71%	278,000
37	n/a	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.75%	0.71%	280,000
38	LVLT 10.5 05.15.30 144A	Level 3 Financing, Inc. 10.5%	0.71%	244,000
39	NSANY 2.75 03.09.28 144A	Nissan Motor Acceptance Co LLC 2.75%	0.70%	290,000
40	BLKCQP 7.5 12.15.33	CQP Holdco LP & Bip-V Chinook Holdco LLC 7.5%	0.70%	250,000
41	GGAMFI 8 06.15.28 144A	Ggam Finance Ltd. 8%	0.70%	250,000
42	n/a	Catahoula II Re Pte Ltd 11.24%	0.70%	250,000
43	STACR 2019-FTR3 B2	Federal Home Loan Mortgage Corp. 9.64851%	0.69%	240,000
44	CAS 2022-R09 2B1	CONNECTICUT AVENUE SECURITIES TRUST 2022-R09 11.31011%	0.68%	230,000
45	FLOREL F 02.25.25 A	Floodsmart Re Ltd 4.335%	0.68%	250,000
46	n/a	Freddie Mac Seasoned Credit Risk Transfer Trust Series 2017-2 4.75%	0.68%	264,306
47	BONZRE F 12.19.27 C	Bonanza Re Ltd. 10.35372%	0.67%	250,000
48	FOURLK F 01.07.28 A	Four Lakes Re Limited 9.86412%	0.67%	250,000
49	HERBIE F 01.08.29 A	Herbie RE Ltd 11.56541%	0.67%	250,000
50	FUCHSI F 04.06.28 A	London Bridge 2 PCC Ltd. 9.32682%	0.67%	250,000
51	CRASHC 8.75 02.15.29 144A	Champions Financing Inc. 8.75%	0.65%	250,000
52	ENR 4.75 06.15.28 144A	Energizer Holdings Inc 4.75%	0.64%	253,000
53	CCL 6 05.01.29 144A	Carnival Corporation 6%	0.64%	240,000
54	KW 4.75 02.01.30	Kennedy Wilson Inc 4.75%	0.64%	270,000
55	MXCN 6.25 03.15.32 144A	Methanex US Operations Inc. 6.25%	0.63%	240,000
56	SSW 5.5 08.01.29 144A	Seaspan Corporation 5.5%	0.63%	253,000
57	PROFUN 9.75 09.15.29 144A	Provident Funding Associates LP / PFG Finance Corp 9.75%	0.63%	230,000
58	GEL 7.875 05.15.32	Genesis Energy LP & Genesis Energy Finance Corp. 7.875%	0.63%	240,000
59	n/a	MORGAN STANLEY RESIDENTIAL MORTGAGE LOAN TRUST 2023-NQM1 7.45214%	0.62%	240,000
60	BTECN 7.375 03.15.32 144A	Baytex Energy Corp. 7.375%	0.62%	238,000
61	ALLY V5.543 01.17.31	Ally Financial Inc. 5.543%	0.62%	235,000
62	GWCN 6 06.01.29 144A	Garda World Security Corporation 6%	0.61%	243,000
63	ARCLO 2021-FL4 A	ARBOR REALTY COMMERCIAL REAL ESTATE NOTES 2021-FL4 LTD. 5.86157%	0.61%	227,851
64	SHLFDI 9.625 04.15.29 144A	Shelf Drilling Holdings Ltd. 9.625%	0.61%	270,000
65	n/a	Constellium SE 3.75%	0.60%	250,000
66	TLWLN 10.25 05.15.26 144A	Tullow Oil PLC 10.25%	0.60%	260,000
67	BCO 4.625 10.15.27 144A	Brinks Company 4.625%	0.60%	232,000
68	DAC 8.5 03.01.28 144A	Danaos Corp. 8.5%	0.60%	219,000
69	ZIGGO 5 01.15.32 144a	VZ Secured Financing BV 5%	0.59%	250,000
70	UWMLLC 5.75 06.15.27 144A	United Wholesale Mortgage LLC 5.75%	0.59%	223,000
71	OI 7.25 05.15.31 144A	Owens Brockway Glass Container Inc. 7.25%	0.58%	225,000
72	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2022-R05 11.56879%	0.58%	200,000
73	VEROS 2024-1 C	VEROS AUTO RECEIVABLES TRUST 2024-1 7.57%	0.58%	210,000
74	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2022-R02 12.21879%	0.58%	200,000
75	TEVA 7.875 09.15.29	Teva Pharmaceutical Finance Netherlands III B.V. 7.875%	0.57%	200,000
76	GWCN 4.625 02.15.27 144A	Garda World Security Corporation 4.625%	0.56%	218,000
77	CPN 4.625 02.01.29 144A	Calpine Corporation 4.625%	0.56%	222,000
78	RWNYNY 7.25 10.01.29 144A	Genting New York LLC / Genny Cap Inc. 7.25%	0.55%	200,000
79	TNL 6.625 07.31.26 144A	Travel Plus Leisure Co 6.625%	0.54%	202,000
80	n/a	Federal Home Loan Mortgage Corp. 13.03327%	0.54%	170,000
81	MPEL 7.625 04.17.32 144A	Melco Resorts Finance Limited 7.625%	0.54%	200,000
82	EAT 8.25 07.15.30 144A	Brinker International, Inc. 8.25%	0.53%	190,000
83	n/a	Freddie Mac Stacr Remic Trust 10.01879%	0.53%	175,000
84	NLSN 9.29 04.15.29 144A	Neptune BidCo US Inc. 9.29%	0.53%	215,000
85	BELRON 5.75 10.15.29 144a	Belron U.K Finance PLC 5.75%	0.53%	200,000
86	STENOR 7.375 06.01.31 144A	Sotera Health Holdings LLC 7.375%	0.53%	195,000
87	PEMEX 6.7 02.16.32	Petroleos Mexicanos 6.7%	0.52%	226,000
88	n/a	Freddie Mac Stacr Remic Trust 9.56879%	0.52%	175,000
89	KOS 7.75 05.01.27 144A	Kosmos Energy Ltd 7.75%	0.52%	200,000
90	UWMLLC 5.5 04.15.29 144A	United Wholesale Mortgage LLC 5.5%	0.52%	201,000
91	BLKCQP 5.5 06.15.31	CQP Holdco LP & Bip-V Chinook Holdco LLC 5.5%	0.51%	202,000
92	MPW 3.5 03.15.31	MPT Operating Partnership LP / MPT Finance Corporation 3.5%	0.50%	300,000
93	BORRNO 10.375 11.15.30 144a	Borr Ihc Ltd. 10.375%	0.50%	190,291
94	n/a	CONNECTICUT AVENUE SECURITIES TRUST 2024-R01 8.56879%	0.50%	180,000
95	SEE 5 04.15.29 144A	Sealed Air Corp. 5%	0.50%	195,000
96	CWENA 3.75 02.15.31 144A	Clearway Energy Operating LLC 3.75%	0.50%	215,000
97	WIN 8.25 10.01.31 144A	Windstream Services LLC / Windstream Escrow Finance Corp. 8.25%	0.50%	180,000
98	HGVLLC 6.625 01.15.32 144A	Hilton Grand Vacations Borrower LLC/ Hilton Grand Vacations Borrower Inc. 6	0.49%	185,000
99	MHO 3.95 02.15.30	M/I Homes Inc. 3.95%	0.49%	205,000
100	PRKCM 2023-AFC4 M1	PRKCM 2023-AFC4 TRUST 7.98358%	0.49%	180,000
101	ISATLN 9 09.15.29 144A	Connect Finco SARL/Connect US Finco LLC 9%	0.49%	200,000
102	OGN 5.125 04.30.31 144A	Organon & Co 5.125%	0.48%	200,000
103	AEP 5.2 01.15.35	Public Service Company of Oklahoma 5.2%	0.48%	185,000
104	AMEPIP 10.25 10.15.28 144A	Ameritex Holdco Inter LLC 10.25%	0.48%	168,000
105	SPB 3.875 03.15.31 144A	Spectrum Brands, Inc. 3.875%	0.48%	208,000
106	n/a	MFA 2024-NQM3 TRUST 7.614%	0.48%	180,000
107	NCX 4.25 05.15.29 144A	NOVA Chemicals Corp. 4.25%	0.47%	195,000
108	ARLP 8.625 06.15.29 144A	Alliance Resource Operating Partners LP/Alliance Resource Finance Corp 8.62	0.47%	167,000
109	CAR 8.25 01.15.30 144A	Avis Budget Car Rental LLC/Avis Budget Finance Inc. 8.25%	0.47%	170,000
110	IMGCN 5.75 10.15.28 144A	IAMGOLD Corp 5.75%	0.47%	180,000
111	ET V7.125 PERP G	Energy Transfer LP 7.125%	0.46%	172,000
112	LHOME 2024-RTL1 A1	LHOME MORTGAGE TRUST 2024-RTL1 7.017%	0.46%	170,000
113	CMC 3.875 02.15.31	Commercial Metals Company 3.875%	0.46%	194,000
114	CE 6.95 11.15.33	Celanese US Holdings Llc 6.95%	0.46%	165,000
115	STACR 2021-HQA4 M1	Freddie Mac Stacr Remic Trust 5.51879%	0.45%	170,632
116	FREMOR 9.25 02.01.29 144A	Freedom Mortgage Holdings LLC 9.25%	0.45%	165,000
117	FLXJET 8.875 12.15.29 144A	OneSky Flight LLC 8.875%	0.45%	170,000
118	HGVLLC 5 06.01.29 144A	Hilton Grand Vacations Borrower Escrow LLC/ Hilton Grand Vacations Borrower	0.45%	180,000
119	MF1 2024-FL15 A	MF1 2024-FL15 LLC 6.06321%	0.45%	168,386
120	OI 4.75 02.15.30 144A	OI European Group B.V. 4.75%	0.45%	189,000
121	WILDFI 7.5 10.15.29 144A	WildFire Intermediate Holdings LLC 7.5%	0.44%	173,000
122	HILCRP 6.25 04.15.32 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 6.25%	0.44%	179,000
123	CAS 2024-R04 1A1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R04 5.56879%	0.44%	164,020
124	DKL 7.125 06.01.28 144A	Delek Logistics Partners Lp 7.125%	0.43%	164,000
125	VERUS 2024-3 M1	VERUS SECURITIZATION TRUST 2024-3 6.887%	0.43%	160,000
126	CNO 4.875 12.10.27 144A	Cno Global Funding 4.875%	0.42%	160,000
127	MF1 2021-FL7 A	MF1 2021-FL7 LTD 5.56969%	0.42%	159,795
128	ALLY V6.184 07.26.35	Ally Financial Inc. 6.184%	0.42%	160,000
129	SGI 4 04.15.29 144A	Tempur Sealy International Inc 4%	0.42%	170,000
130	GTN 10.5 07.15.29 144A	Gray Media Inc. 10.5%	0.41%	155,000
131	MGM 6.5 04.15.32	MGM Resorts International 6.5%	0.41%	155,000
132	TRS 4.125 04.15.29 144A	Trimas Corporation 4.125%	0.40%	164,000
133	CHTR 4.75 02.01.32 144A	CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.75%	0.40%	170,000
134	AEROMX 8.625 11.15.31 144A	Grupo Aeromexico S. A. B. De C. V. 8.625%	0.38%	145,000
135	LEEREN 4.25 07.01.29 144A	Leeward Renewable Energy Operations LLC 4.25%	0.37%	153,000
136	n/a	KB Home 4%	0.37%	157,000
137	USAC 7.125 03.15.29 144A	USA Compression Partners LP / USA Compression Finance Corp 7.125%	0.37%	135,000
138	SUMMPL 8.625 10.31.29 144A	Summit Midstream Holdings, LLC / Summit Midstream Finance Corp. 8.625%	0.36%	130,000
139	MCHP 5.05 02.15.30	Microchip Technology Incorporated 5.05%	0.36%	135,000
140	VCC 2024-6 A	VELOCITY COMMERCIAL CAPITAL LOAN TRUST 2024-6 5.81%	0.34%	129,943
141	CNR 6.125 01.15.29 144A	Cornerstone Building Brands Inc 6.125%	0.33%	157,000
142	FREMOR 9.125 05.15.31 144A	Freedom Mortgage Holdings LLC 9.125%	0.33%	120,000
143	EQMSRM 8 03.15.33 144A	Equipmentshare Com Inc. 8%	0.32%	120,000
144	n/a	Eur/Usd Fwd 20250123 Inyhsbcn	0.32%	115,000
145	RCL 5.5 04.01.28 144A	Royal Caribbean Group 5.5%	0.32%	120,000
146	n/a	Usd/Eur Fwd 20250123 Sbosus3n	0.32%	119,080
147	LIGPLL 7.25 08.15.32 144A	Lightning Power LLC 7.25%	0.32%	115,000
148	SPR 9.375 11.30.29 144A	Spirit AeroSystems Inc 9.375%	0.31%	110,000
149	NEFINA 8 04.15.30 144A	Noble Finance II LLC. 8%	0.31%	115,000
150	DKL 8.625 03.15.29 144A	Delek Logistics Partners Lp 8.625%	0.30%	110,000
151	MIWIDO 5.5 02.01.30 144A	MIWD Holdco II LLC & MIWD Finance Corp. 5.5%	0.30%	118,000
152	CHTR 4.75 03.01.30 144A	CCO Holdings, LLC/ CCO Holdings Capital Corp. 4.75%	0.29%	121,000
153	RCL 6 02.01.33 144A	Royal Caribbean Group 6%	0.29%	110,000
154	BHG 2023-B B	BHG SECURITIZATION TRUST 2023-B 7.45%	0.29%	105,000
155	RIG 8.75 02.15.30 144A	Transocean Inc. 8.75%	0.27%	97,750
156	FNCI 5.5 1.12	Federal National Mortgage Association 5.5%	0.27%	100,000
157	VSTA 2024-CES3 A2	VISTA POINT SECURITIZATION TRUST 2024-CES3 5.995%	0.27%	100,000
158	VSTA 2024-CES3 A3	VISTA POINT SECURITIZATION TRUST 2024-CES3 6.194%	0.27%	100,000
159	SHEARE 9.625 09.15.32 144A	Fiesta Purchaser Inc. 9.625%	0.27%	95,000
160	SEE 7.25 02.15.31 144A	Sealed Air Corp. / Sealed Air Corp. US 7.25%	0.26%	95,000
161	KRAOIG 7.625 08.15.29 144A	Kraken Oil & Gas Partners LLC 7.625%	0.26%	100,000
162	CNR 8.75 08.01.28 144A	Cornerstone Building Brands Inc 8.75%	0.25%	98,000
163	RIG 6.8 03.15.38	Transocean Inc. 6.8%	0.24%	110,000
164	TPR 5.5 03.11.35	Tapestry Inc 5.5%	0.23%	90,000
165	CAS 2024-R06 1A1	CONNECTICUT AVENUE SECURITIES TRUST 2024-R06 5.71879%	0.23%	86,620
166	MATV 8 10.01.29 144A	Mativ Holdings Inc 8%	0.23%	90,000
167	DGCXX	Dreyfus Government Cash Management Fund	0.23%	85,333
168	HILCRP 6 04.15.30 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 6%	0.23%	90,000
169	EQMSRM 8.625 05.15.32 144A	Equipmentshare Com Inc. 8.625%	0.21%	75,000
170	MIWIDO 6.75 04.01.32 144A	MITER Brands Acquisition Holdco Inc & PGT Innovations LLC. 6.75%	0.20%	75,000
171	STACR 2024-DNA2 A1	Freddie Mac Stacr Remic Trust 5.81879%	0.20%	74,629
172	B 6.75 02.01.32 144A	Goat Holdco LLC 6.75%	0.20%	75,000
173	CWENA 3.75 01.15.32 144A	Clearway Energy Operating LLC 3.75%	0.19%	85,000
174	RIG 8.5 05.15.31 144A	Transocean Inc. 8.5%	0.18%	70,000
175	RIG 8.25 05.15.29 144A	Transocean Inc. 8.25%	0.18%	70,000
176	NCX 7 12.01.31 144A	NOVA Chemicals Corp. 7%	0.17%	65,000
177	CFG V6.645 04.25.35	Citizens Financial Group Inc 6.645%	0.15%	55,000
178	SOBOCN V7.5 03.01.55 144A	South Bow Canadian Infrastructure Holdings Ltd. 7.5%	0.15%	55,000
179	AAL 3.95 07.11.30 B	AMERICAN AIRLINES PASS THROUGH TRUST 3.95%	0.14%	57,400
180	FREMOR 12.25 10.01.30 144A	Freedom Mortgage Corporation 12.25%	0.13%	45,000
181	ALPGEN 6.75 10.15.32 144A	Alpha Generation LLC 6.75%	0.13%	50,000
182	AJG 4.85 12.15.29	Gallagher Aj &Co 4.85%	0.12%	45,000
183	VST 6.95 10.15.33 144A	Vistra Operations Co LLC 6.95%	0.12%	41,000
184	HILCRP 7.25 02.15.35 144A	Hilcorp Energy I L.P/Hilcorp Finance Co 7.25%	0.11%	45,000
185	RIG 8.375 02.01.28 144A	Transocean Titan Financing Ltd. 8.375%	0.11%	40,000
186	SHEARE 7.875 03.01.31 144A	Fiesta Purchaser Inc. 7.875%	0.10%	35,000
187	CHH 5.85 08.01.34	Choice Hotels International, Inc. 5.85%	0.09%	35,000
188	VST 4.375 05.01.29 144A	Vistra Operations Co LLC 4.375%	0.09%	35,000
189	NDOI	Endo Inc	0.06%	950
190	SEE 6.5 07.15.32 144A	Sealed Air Corp. / Sealed Air Corp. US 6.5%	0.05%	20,000
191	BCO 6.5 06.15.29 144A	Brinks Company 6.5%	0.03%	10,000
192	n/a	Avation Plc Wts 01jan59	0.01%	7,525
193	n/a	Euro	0.00%	806
194	n/a	Harambee Re 2018, 12/31/21	0.00%	1,500,000
195	n/a	Viribus Re 2018, 12/31/21	0.00%	250,000
196	n/a	Viribus Re 2019, 12/31/22	0.00%	106,153
197	ENDP 7.5 04.01.27 REGS	Par Pharmaceutical Inc 7.5%	0.00%	185,000
198	n/a	2 Year Treasury Note Future Mar 25	-0.01%	15
199	n/a	US Treasury Bond Future Mar 25	-0.02%	3
200	n/a	10 Year Treasury Note Future Mar 25	-0.03%	7
201	n/a	Ultra US Treasury Bond Future Mar 25	-0.06%	3
202	n/a	Ultra 10 Year US Treasury Note Future Mar 25	-0.17%	26
203	n/a	5 Year Treasury Note Future Mar 25	-0.21%	89
204	n/a	Eur/Usd Fwd 20250123 Sbosus3n	-0.30%	110,000
205	n/a	Usd/Eur Fwd 20250123 Inyhsbcn	-0.32%	121,618
206	n/a	Ice - Cdx-Nahys43 12/20/2029 Jpm	-1.19%	5,840,000
207	n/a	Us Dollar	-1.22%	456,056

As of Jan 31, 2025

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Asset Class	% Weight
Bond	95.92%
Not Classified	2.54%
Cash	1.54%

Sector	% Weight
United States	95.44%
Other	2.99%
Norway	1.57%