| 1 |
MSILF-GOVT-INS |
MVRXX |
37,637,071 |
$37.64M |
11.81% |
| 2 |
Class G Note |
GMATBK |
7,887,504 |
$7.93M |
2.49% |
| 3 |
FARM 2022-1 Mortgage Trust |
— |
9,937,918 |
$7.91M |
2.48% |
| 4 |
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI3 |
3137G1DF |
9,222,076 |
$7.20M |
2.26% |
| 5 |
Freddie Mac STACR Securitized Participation Interests Trust 2018-SPI2 |
3137G1CW |
9,634,254 |
$7.07M |
2.22% |
| 6 |
FARM 2023-1 Mortgage Trust |
30767YAC |
8,697,154 |
$6.46M |
2.03% |
| 7 |
JPMWM 2020-ATR1 A3 |
JPMWM |
7,171,214 |
$6.28M |
1.97% |
| 8 |
FARM 2025-1 MORTGAGE TRUST FARM 2025 1 B 144A |
FARM |
6,681,423 |
$5.97M |
1.87% |
| 9 |
STACR 2018-SPI4 B |
FHLMC |
7,487,677 |
$5.67M |
1.78% |
| 10 |
Class R1 Notes |
CHAOT |
20,000 |
$4.89M |
1.53% |
| 11 |
FARM 2025-2 MORTGAGE TRUST FARM 2025 2 B 144A |
FARM |
5,455,619 |
$4.80M |
1.51% |
| 12 |
Western Alliance Bank |
95763PNF |
4,529,587 |
$4.47M |
1.40% |
| 13 |
FARM 2024-1 Mortgage Trust |
30335JAE |
4,859,043 |
$4.28M |
1.34% |
| 14 |
Class R1 Note |
CHAOT |
25,000 |
$4.22M |
1.32% |
| 15 |
STACR 2018-SPI1 B |
FHLMC |
5,538,127 |
$4.15M |
1.30% |
| 16 |
Galton Funding Mortgage Trust 2018-2 |
36418GCB |
4,628,754 |
$4.05M |
1.27% |
| 17 |
Class R1 Note |
CHAOT |
23,000 |
$4.01M |
1.26% |
| 18 |
Chase Auto Owner Trust 2024-5 |
CHAOT |
21,000 |
$3.83M |
1.20% |
| 19 |
USCAR 2025-1A R |
USCAR |
15,000 |
$3.77M |
1.18% |
| 20 |
Ally Auto Receivables Trust 2024-1 |
ALLYA |
51,684,421 |
$3.64M |
1.14% |
| 21 |
Ally Bank Auto Credit-Linked Notes, Series 2025-A, Class G |
GMATBK |
3,599,889 |
$3.62M |
1.14% |
| 22 |
Chase Auto Credit Linked Notes Series 2025-1 |
46591HCX |
3,395,638 |
$3.43M |
1.08% |
| 23 |
RMF Buyout Issuance Trust, Series 2021-HB1, Class M5 |
74969TAF |
3,500,000 |
$3.32M |
1.04% |
| 24 |
Freddie Mac Multifamily Structured Pass-Through Certificates |
FHMS |
19,553,038 |
$3.27M |
1.03% |
| 25 |
Flagstar Mortgage Trust 2020-2 |
— |
3,656,720 |
$3.20M |
1.00% |
| 26 |
Galton Funding Mortgage Trust 2018-2 |
36418GCC |
3,847,000 |
$2.99M |
0.94% |
| 27 |
Galton Funding Mortgage Trust 2018-1 |
36417JCA |
3,265,700 |
$2.98M |
0.93% |
| 28 |
FARM Mortgage Trust, Series 2021-1, Class B |
30768WAC |
3,682,819 |
$2.94M |
0.92% |
| 29 |
Ally Bank Auto Credit-Linked Notes, Series 2025-B, Class F |
GMATBK |
2,905,922 |
$2.90M |
0.91% |
| 30 |
GS Mortgage-Backed Securities Corp. Trust 2020-PJ3 |
36258WAR |
3,121,294 |
$2.64M |
0.83% |
| 31 |
Galton Funding Mortgage Trust 2017-1 |
36416UBP |
3,140,080 |
$2.61M |
0.82% |
| 32 |
JPMorgan Chase Bank N.A. - JPMWM |
46591HBQ |
2,301,343 |
$2.47M |
0.78% |
| 33 |
Freddie Mac STACR Debt Notes 2017-HRP1 |
3137G0SM |
2,485,560 |
$2.44M |
0.77% |
| 34 |
Sequoia Mortgage Trust 2017-4 |
81745XCC |
2,452,229 |
$2.35M |
0.74% |
| 35 |
JP MORGAN MORTGAGE TRUST JPMMT 2019 INV3 A3 144A |
46591LAC |
2,590,565 |
$2.35M |
0.74% |
| 36 |
JP Morgan Mortgage Trust 2018-6 |
JPMMT |
2,557,839 |
$2.34M |
0.73% |
| 37 |
Chase Mortgage Finance Corp. |
46591HCC |
2,158,000 |
$2.27M |
0.71% |
| 38 |
GS Mortgage-Backed Securities Corp. Trust 2020-PJ2 |
GSMBS |
2,475,438 |
$2.25M |
0.71% |
| 39 |
Ally Auto Receivables Trust 2023-1 |
02007WAH |
32,508,999 |
$2.22M |
0.70% |
| 40 |
JP Morgan Mortgage Trust 2020-7 |
JPMMT |
2,523,193 |
$2.20M |
0.69% |
| 41 |
Freddie Mac Multifamily Structured Pass-Through Certificates |
— |
232,601,316 |
$2.19M |
0.69% |
| 42 |
Chase Auto Owner Trust 2024-3 |
16144LAH |
8,950 |
$2.17M |
0.68% |
| 43 |
Ally Bank Auto Credit-Linked Notes, Series 2024-A, Class G |
GMATBK |
2,109,621 |
$2.17M |
0.68% |
| 44 |
CIM Trust 2021-J3 |
12565VDE |
2,683,785 |
$2.16M |
0.68% |
| 45 |
OBX 2020-INV1 TRUST 3.5% 12/25/2049 144A |
67113CAE |
2,386,124 |
$2.16M |
0.68% |
| 46 |
JP Morgan Mortgage Trust 2017-1 |
46648CBA |
2,373,243 |
$2.14M |
0.67% |
| 47 |
Galton Funding Mortgage Trust 2018-1 |
36417JCB |
2,535,000 |
$2.11M |
0.66% |
| 48 |
JP MORGAN MORTGAGE TRUST 2018-5 |
46649KAA |
2,310,578 |
$2.09M |
0.66% |
| 49 |
Ally Bank Auto Credit-Linked Notes, Series 2024-B, Class E |
GMATBK |
2,040,937 |
$2.05M |
0.64% |
| 50 |
Galton Funding Mortgage Trust 2018-1 |
36417JCC |
2,715,569 |
$1.93M |
0.61% |