| 1 |
GNMA TBA |
G2SF |
16,500,000 |
$13.98M |
5.10% |
| 2 |
US TREASURY N/B |
— |
13,500,000 |
$13.54M |
4.94% |
| 3 |
G2SF 5 3/25 |
— |
10,810,000 |
$10.85M |
3.96% |
| 4 |
Government National Mortgage Association, TBA |
G2SF |
11,995,000 |
$10.59M |
3.86% |
| 5 |
GNII II 5.5% 03/01/2056 #TBA |
— |
7,080,000 |
$7.17M |
2.62% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
— |
8,000,000 |
$6.93M |
2.53% |
| 7 |
Federal Home Loan Mortgage Corp. |
— |
5,450,102 |
$5.61M |
2.05% |
| 8 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,944,000 |
$4.47M |
1.63% |
| 9 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
4,500,000 |
$4.24M |
1.55% |
| 10 |
ONSLOW BAY FINANCIAL LLC OBX 2022 NQM7 A1 144A |
OBX |
4,233,771 |
$4.23M |
1.54% |
| 11 |
BMARK 2023-V3 AS |
— |
4,000,000 |
$4.23M |
1.54% |
| 12 |
BANK 2017-BNK5 AS |
— |
4,302,000 |
$4.23M |
1.54% |
| 13 |
Benchmark Mortgage Trust, Series 2022-B37, Class AS |
— |
4,000,000 |
$4.17M |
1.52% |
| 14 |
TierPoint Issuer LLC, Series 2025-1A, Class A2 |
— |
4,000,000 |
$4.09M |
1.49% |
| 15 |
Invesco Government & Agency Portfolio, Institutional Class |
— |
4,032,050 |
$4.03M |
1.47% |
| 16 |
AMSR Trust, Series 2023-SFR2, Class C |
— |
4,000,000 |
$3.93M |
1.44% |
| 17 |
Bank, Series 2018-BN14, Class E |
— |
5,750,000 |
$3.93M |
1.44% |
| 18 |
Credit Suisse Mortgage Capital Trust, Series 2022-ATH2, Class M1 |
— |
4,000,000 |
$3.86M |
1.41% |
| 19 |
UST BILLS 0% 05/14/2026 |
— |
3,751,000 |
$3.72M |
1.36% |
| 20 |
FHLG 30YR 6% 06/01/2053#SD3200 |
— |
3,568,958 |
$3.69M |
1.34% |
| 21 |
WFCM 2017-RC1 D |
WFCM |
4,000,000 |
$3.68M |
1.34% |
| 22 |
Federal National Mortgage Association |
— |
3,448,593 |
$3.60M |
1.31% |
| 23 |
FN FS4932 |
— |
3,322,098 |
$3.44M |
1.25% |
| 24 |
BBCMS 2023-C22 AS |
— |
3,000,000 |
$3.41M |
1.24% |
| 25 |
SG Residential Mortgage Trust, Series 2022-1, Class M1 |
— |
4,000,000 |
$3.37M |
1.23% |
| 26 |
Residential Mortgage Loan Trust, Series 2019-3, Class B1 |
— |
3,276,000 |
$3.26M |
1.19% |
| 27 |
ZAXBYS FUNDING LLC ZAXBY 2021 1A A2 144A |
ZAXBY |
3,285,199 |
$3.15M |
1.15% |
| 28 |
Avis Budget Rental Car Funding AESOP LLC, Series 2023-4A, Class C |
— |
3,000,000 |
$3.15M |
1.15% |
| 29 |
Qdoba Funding LLC, Series 2023-1A, Class A2 |
— |
2,992,500 |
$3.13M |
1.14% |
| 30 |
FREDDIE MAC STACR REMIC TRUST 2023-DNA1 STACR 2023-DNA1 M1B |
— |
3,000,000 |
$3.11M |
1.13% |
| 31 |
STACR 22-DNA3 M1B SOFR30A+290 04/25/2042 144A |
STACR |
3,000,000 |
$3.06M |
1.12% |
| 32 |
US TREASURY N/B |
— |
3,000,000 |
$3.01M |
1.10% |
| 33 |
Citigroup Commercial Mortgage Trust, Series 2018-C5, Class AS |
— |
3,000,000 |
$2.99M |
1.09% |
| 34 |
Benchmark Mortgage Trust, Series 2021-B28, Class AS |
— |
3,200,000 |
$2.83M |
1.03% |
| 35 |
Ellington Financial Mortgage Trust, Series 2022-3, Class A1 |
EFMT |
2,782,965 |
$2.78M |
1.01% |
| 36 |
GCAT Trust, Series 2023-NQM2, Class M1 |
— |
2,781,000 |
$2.77M |
1.01% |
| 37 |
Invesco Treasury Portfolio, Institutional Class |
— |
2,688,034 |
$2.69M |
0.98% |
| 38 |
QTS Data Centers - BX 2025-VOLT C |
05619PAE |
2,610,000 |
$2.62M |
0.96% |
| 39 |
Textainer Marine Containers VII Ltd., Series 2021-2A, Class B |
— |
2,760,000 |
$2.60M |
0.95% |
| 40 |
WFCM 2017-C38 AS |
— |
2,647,358 |
$2.60M |
0.95% |
| 41 |
Subway Funding LLC, Series 2024-1A, Class A2I |
— |
2,530,962 |
$2.60M |
0.95% |
| 42 |
Fannie Mae Connecticut Avenue Securities, Series 2023-R07, Class 2M2 |
CAS |
2,500,000 |
$2.59M |
0.94% |
| 43 |
HPEFS Equipment Trust, Series 2024-1A, Class D |
— |
2,500,000 |
$2.53M |
0.92% |
| 44 |
Stack Infrastructure Issuer, LLC, Series 2023-3A, Class A2 |
— |
2,500,000 |
$2.52M |
0.92% |
| 45 |
WLAKE 2026-1A C |
— |
2,500,000 |
$2.52M |
0.92% |
| 46 |
MLANE 2024-B A |
MLANE |
2,500,000 |
$2.51M |
0.92% |
| 47 |
Rad CLO 18 Ltd., Series 2023-18A, Class BR |
— |
2,500,000 |
$2.51M |
0.91% |
| 48 |
Fannie Mae Connecticut Avenue Securities |
— |
2,500,000 |
$2.51M |
0.91% |
| 49 |
STACR 2022-DNA6 M1B 144A FRN 09-25-42 |
STACR |
2,250,000 |
$2.34M |
0.85% |
| 50 |
Flagstar Mortgage Trust, Series 2018-6RR, Class B2 |
— |
2,316,558 |
$2.32M |
0.85% |