| 1 |
US TREASURY N/B |
— |
220,000,000 |
$218.86M |
7.71% |
| 2 |
US TREASURY N/B |
— |
210,000,000 |
$198.66M |
7.00% |
| 3 |
US TREASURY N/B |
— |
100,000,000 |
$99.20M |
3.49% |
| 4 |
US TREASURY N/B |
— |
96,350,000 |
$93.47M |
3.29% |
| 5 |
US TREASURY N/B |
— |
100,000,000 |
$87.18M |
3.07% |
| 6 |
U.S. Treasury Bills |
B |
50,000,000 |
$48.83M |
1.72% |
| 7 |
Octagon Investment Partners 20-R Ltd., Series 2019-4A, Class A1RR |
— |
27,500,000 |
$27.53M |
0.97% |
| 8 |
Sound Point CLO XXIII, Series 2019-2A, Class AR |
SNDPT |
25,000,000 |
$25.02M |
0.88% |
| 9 |
OHA Credit Funding 16-R Ltd., Series 2023-16RA, Class A1 |
OAKC |
25,000,000 |
$24.99M |
0.88% |
| 10 |
PRPM Trust, Series 2025-NQM2, Class A1 |
— |
22,603,510 |
$22.72M |
0.80% |
| 11 |
OCP CLO Ltd., Series 2017-14A, Class A1R |
OCP |
20,000,000 |
$20.02M |
0.71% |
| 12 |
Magnetite Xlii Ltd |
— |
20,000,000 |
$20.01M |
0.71% |
| 13 |
Sound Point CLO XXVI Ltd., Series 2020-1A, Class AR |
SNDPT |
20,000,000 |
$20.01M |
0.70% |
| 14 |
Trimaran CAVU 2021-3, Ltd. |
— |
20,000,000 |
$20.01M |
0.70% |
| 15 |
GCAT Trust, Series 2025-NQM1, Class A1 |
— |
17,953,743 |
$17.99M |
0.63% |
| 16 |
MSILF-GOVT-INS |
MVRXX |
17,046,155 |
$17.05M |
0.60% |
| 17 |
JPMORGAN US GOVERNMENT MONEY MARKET FUND OPEN-END FUND USD |
MGMXX |
17,046,155 |
$17.05M |
0.60% |
| 18 |
FIRST AMERICAN GOVERNMENT OBLIGATIONS FUND - CLASS U |
FGUXX |
17,046,155 |
$17.05M |
0.60% |
| 19 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-1/8% 04/15/2027 |
TII |
15,321,068 |
$15.24M |
0.54% |
| 20 |
CSMC 2022-NQM1 TRUST CSMC 2022 NQM1 A1 144A |
CSMC |
14,294,516 |
$12.96M |
0.46% |
| 21 |
SoFi Consumer Loan Program Trust 2026-1 |
— |
12,675,626 |
$12.67M |
0.45% |
| 22 |
MF1 MULTIFAMILY HOUSING MORTGA MF1 2022 FL8 AS 144A |
MF1 |
12,550,000 |
$12.56M |
0.44% |
| 23 |
STACR 2025-HQA1 A1 |
STACR |
12,238,500 |
$12.24M |
0.43% |
| 24 |
Jimmy John's Funding, LLC, Series 2017-1A, Class A2II |
— |
10,953,750 |
$10.90M |
0.38% |
| 25 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 2-3/8% 01/15/27 |
TII |
10,483,460 |
$10.67M |
0.38% |
| 26 |
Verus Securitization Trust, Series 2021-7, Class A1 |
VERUS |
11,443,363 |
$10.51M |
0.37% |
| 27 |
CFIP CLO 2017-1 Ltd |
— |
10,350,000 |
$10.36M |
0.36% |
| 28 |
Fannie Mae REMICS |
— |
10,173,170 |
$10.08M |
0.35% |
| 29 |
Sound Point CLO 40 Ltd |
— |
10,000,000 |
$10.01M |
0.35% |
| 30 |
CBAM Ltd., Series 2017-1A, Class AR2 |
— |
10,000,000 |
$10.01M |
0.35% |
| 31 |
Carlyle US CLO Ltd., Series 2022-2A, Class A1R |
— |
10,000,000 |
$10.01M |
0.35% |
| 32 |
MP CLO VIII Ltd |
MP8 |
10,000,000 |
$10.01M |
0.35% |
| 33 |
Battalion CLO XX Ltd. |
— |
10,000,000 |
$10.00M |
0.35% |
| 34 |
Wellesley Park CLO Ltd |
— |
10,000,000 |
$10.00M |
0.35% |
| 35 |
Wellington Management CLO 4 Ltd., Series 2025-4A, Class A |
— |
10,000,000 |
$9.98M |
0.35% |
| 36 |
Freddie Mac REMICS |
— |
10,000,000 |
$9.97M |
0.35% |
| 37 |
SoFi Consumer Loan Program Trust, Series 2025-1, Class B |
— |
9,700,000 |
$9.79M |
0.34% |
| 38 |
ONSLOW BAY FINANCIAL LLC OBX 2024 NQM16 A1 144A |
OBX |
9,687,036 |
$9.73M |
0.34% |
| 39 |
Merrill Lynch Mortgage Investors Trust Series 2006-RM2 |
— |
33,230,212 |
$9.61M |
0.34% |
| 40 |
AVANT LOANS FUNDING TRUST 2025-REV1 AVNT 2025-REV1 A |
— |
9,500,000 |
$9.52M |
0.34% |
| 41 |
CARMX 2026-1 A3 |
— |
9,500,000 |
$9.47M |
0.33% |
| 42 |
JP Morgan Alternative Loan Trust 2005-S1 |
— |
32,242,818 |
$9.12M |
0.32% |
| 43 |
OCP CLO Ltd., Series 2020-18A, Class A1R2 |
OCP |
9,000,000 |
$9.01M |
0.32% |
| 44 |
TSET 2024-1A A2 |
TSET |
8,667,127 |
$8.67M |
0.31% |
| 45 |
HORZN 2019-2 A |
— |
8,735,808 |
$8.56M |
0.30% |
| 46 |
AVANT CREDIT CARD MASTER TRUST 2025-1 SER 2025-1A CL A REGD 144A P/P 4.89000000 |
— |
8,500,000 |
$8.44M |
0.30% |
| 47 |
AmeriCredit Automobile Receivables Trust 2026-1 |
— |
8,000,000 |
$8.00M |
0.28% |
| 48 |
Carvana Auto Receivables Trust, Series 2024-P3, Class A4 |
CRVNA |
8,000,000 |
$7.99M |
0.28% |
| 49 |
KREF Ltd., Series 2021-FL2, Class B |
— |
7,942,000 |
$7.95M |
0.28% |
| 50 |
AMERICAN TOWER |
— |
7,871,000 |
$7.94M |
0.28% |