| 1 |
US ULTRA BOND CBT Sep25 |
— |
22,800,000 |
$22.80M |
20.61% |
| 2 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
1,696,202 |
$16.52M |
14.93% |
| 3 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
12,800,000 |
$12.61M |
11.40% |
| 4 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
11,400,000 |
$11.61M |
10.49% |
| 5 |
FNCL 6 6/24 |
— |
11,400,000 |
$11.60M |
10.49% |
| 6 |
Uniform Mortgage-Backed Security, TBA |
FNCL |
5,900,000 |
$5.40M |
4.88% |
| 7 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
466,802 |
$4.58M |
4.14% |
| 8 |
Government National Mortgage Association, TBA |
GNR |
4,000,000 |
$4.06M |
3.67% |
| 9 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,900,000 |
$3.91M |
3.54% |
| 10 |
FNCL 3 6/24 |
— |
4,300,000 |
$3.77M |
3.41% |
| 11 |
G2SF 5 5/26 |
— |
3,800,000 |
$3.76M |
3.40% |
| 12 |
US TREASURY N/B |
— |
3,600,000 |
$3.60M |
3.25% |
| 13 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
16,200,000 |
$2.93M |
2.65% |
| 14 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
2,900,000 |
$2.80M |
2.53% |
| 15 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-5/8% 07/15/2032 |
TII |
2,686,344 |
$2.54M |
2.29% |
| 16 |
U.S. Treasury Inflation-Protected Indexed Notes |
TII |
2,124,682 |
$2.14M |
1.93% |
| 17 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1.125% 01/15/2033 |
TII |
1,856,009 |
$1.79M |
1.62% |
| 18 |
SAGB 7 02/28/31 R213 |
SOAF |
29,400,000 |
$1.63M |
1.47% |
| 19 |
RFR USD SOFR/3.50000 12/21/22-30Y CME |
— |
1 |
$1.15M |
1.04% |
| 20 |
PROJECT CASHMERE CLASS A1 144A |
RMBSNC |
1,500,000 |
$1.03M |
0.94% |
| 21 |
RPLDCI 6.581 05/30/49 144A |
RPLDCI |
950,000 |
$977.48K |
0.88% |
| 22 |
BONOS DE TESORERIA SR UNSECURED 144A REGS 08/33 7 |
— |
2,600,000 |
$818.66K |
0.74% |
| 23 |
LAZARD GROUP LLC |
— |
800,000 |
$796.63K |
0.72% |
| 24 |
RESIDENTIAL ASSET SECURITIES C RASC 2006 EMX5 A4 |
— |
865,994 |
$788.68K |
0.71% |
| 25 |
REPUBLIC OF PERU SR UNSECURED 144A 08/32 6.15 |
PERU |
2,600,000 |
$781.35K |
0.71% |
| 26 |
REPUBLIC OF PERU SR UNSECURED REGS 08/31 6.95 |
— |
2,481,000 |
$773.25K |
0.70% |
| 27 |
BARCLAYS PLC |
— |
700,000 |
$704.38K |
0.64% |
| 28 |
TITULOS DE TESORERIA BONDS 01/35 11.75 |
— |
2,823,800,000 |
$700.12K |
0.63% |
| 29 |
TITULOS DE TESORERIA BONDS 01/31 6.5 |
— |
2,553,206,040 |
$666.42K |
0.60% |
| 30 |
SANTANDER UK GRP |
— |
650,000 |
$641.86K |
0.58% |
| 31 |
FWD0Z35T8 COLOMBIA GOVT |
— |
2,570,300,000 |
$636.58K |
0.58% |
| 32 |
UMBS |
— |
580,269 |
$602.81K |
0.54% |
| 33 |
US TREASURY N/B |
— |
600,000 |
$600.53K |
0.54% |
| 34 |
REPUBLIC OF SOUTH AFRICA BONDS 01/30 8 |
— |
10,100,000 |
$590.48K |
0.53% |
| 35 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
3,100,000 |
$579.58K |
0.52% |
| 36 |
TORO EUROPEAN CLO TCLO 3A ARRE 144A |
— |
500,000 |
$577.86K |
0.52% |
| 37 |
CARLYLE GLOBAL MARKET STRATEGI CGMSE 2025 1A A1 144A |
— |
500,000 |
$577.69K |
0.52% |
| 38 |
CORDATUS CLO PLC CORDA 12A ARR 144A |
— |
500,000 |
$577.15K |
0.52% |
| 39 |
JAPAN (20 YEAR ISSUE) BONDS 12/44 2 |
— |
110,000,000 |
$575.84K |
0.52% |
| 40 |
SG MORTGAGE SECURITIES TRUST SGMS 2006 OPT2 A3D |
— |
700,000 |
$567.44K |
0.51% |
| 41 |
FNCL 4 6/24 |
— |
600,000 |
$565.01K |
0.51% |
| 42 |
BPCE SA REGD V/R 144A P/P 6.61200000 |
BPCEGP |
550,000 |
$556.16K |
0.50% |
| 43 |
FWD0JVF55 COLOMBIA GOVT NDF |
— |
2,292,600,000 |
$501.86K |
0.45% |
| 44 |
SHACKLETON CLO LTD SHACK 2019 14A A1RR 144A |
— |
500,000 |
$500.67K |
0.45% |
| 45 |
ROMARK CLO LTD RMRK 2021 4A A1R 144A |
— |
500,000 |
$500.53K |
0.45% |
| 46 |
NORTHWOODS CAPITAL LTD WOODS 2021 25A AR 144A |
— |
500,000 |
$500.43K |
0.45% |
| 47 |
BENEFIT STREET PARTNERS CLO XXII LTD AR2 TSFR3M+115 04/20/2035 144A |
— |
500,000 |
$500.13K |
0.45% |
| 48 |
UBS GROUP |
— |
500,000 |
$500.00K |
0.45% |
| 49 |
ROYAL BK SCOTLND |
— |
500,000 |
$499.98K |
0.45% |
| 50 |
BEAR STEARNS ASSET BACKED SECU BSABS 2007 HE2 2A4 |
— |
492,598 |
$481.80K |
0.44% |