| 1 |
FNCL 6 6/24 |
— |
5,600,000 |
$5.70M |
9.83% |
| 2 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
3,200,000 |
$3.21M |
5.54% |
| 3 |
PIMCO SHORT ASSET PORTFOLIO MUTUAL FUND |
— |
230,409 |
$2.26M |
3.90% |
| 4 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
2,000,000 |
$1.97M |
3.40% |
| 5 |
HAT Holdings I LLC / HAT Holdings II LLC |
— |
1,200,000 |
$1.20M |
2.06% |
| 6 |
WELLS FARGO CO |
— |
1,200,000 |
$1.19M |
2.05% |
| 7 |
Global Net Lease Operating Partnership LP Global Net Lease Inc |
GNL |
1,200,000 |
$1.16M |
2.01% |
| 8 |
LLOYDS F 02/10/30 |
— |
1,100,000 |
$1.09M |
1.89% |
| 9 |
FNMA POOL BZ5550 FN 12/32 FIXED 4.3 |
FN |
1,100,000 |
$1.09M |
1.88% |
| 10 |
FNR 2025-18 FM |
FNMA |
1,070,322 |
$1.07M |
1.85% |
| 11 |
FREDDIE MAC REMICS SER 5513 CL MF V/R 5.01180000 |
FHR |
1,010,958 |
$1.02M |
1.75% |
| 12 |
SAUDI INTERNATIONAL BOND SR UNSECURED REGS 01/28 5.125 |
— |
1,000,000 |
$1.01M |
1.74% |
| 13 |
MIZUHO FINANCIAL GROUP SR UNSECURED 05/31 VAR |
— |
1,000,000 |
$1.00M |
1.73% |
| 14 |
CAN IMPERIAL BK |
— |
1,000,000 |
$1.00M |
1.72% |
| 15 |
BMW US CAP. LLC FRN |
BMW |
1,000,000 |
$1.00M |
1.72% |
| 16 |
NYO Commercial Mortgage Trust, Series 2021-1290, Class A |
NYO |
1,000,000 |
$998.47K |
1.72% |
| 17 |
LETRA TESOURO NACIONAL BILLS 07/26 0.00000 |
— |
5,300,000 |
$990.90K |
1.71% |
| 18 |
BWAY Mortgage Trust, Series 2021-1450, Class A |
BWAY |
1,000,000 |
$984.23K |
1.70% |
| 19 |
GS Mortgage-Backed Securities Trust, Series 2021-GR2, Class A9 |
— |
1,048,769 |
$980.38K |
1.69% |
| 20 |
SOUTH AFRICAN T BILLS BILLS 01/27 0.00000 |
— |
17,200,000 |
$963.19K |
1.66% |
| 21 |
FOXCONN FAR EAST LTD COMPANY GUAR 08/28 1.875 |
— |
1,000,000 |
$923.12K |
1.59% |
| 22 |
HNDA F 03/08/27 MTN |
HNDA |
900,000 |
$900.23K |
1.55% |
| 23 |
CITADEL LP SR UNSECURED 144A 01/27 4.875 |
— |
900,000 |
$899.41K |
1.55% |
| 24 |
APAAU 4.25 07/15/27 REGS |
APAAU |
900,000 |
$898.06K |
1.55% |
| 25 |
Fannie Mae REMICS |
— |
900,000 |
$895.67K |
1.54% |
| 26 |
FREDDIE MAC FHR 5648 CF |
— |
900,000 |
$895.44K |
1.54% |
| 27 |
GOLDMAN SACHS GP |
— |
900,000 |
$887.79K |
1.53% |
| 28 |
FREDDIE MAC FHR 5115 EM |
— |
971,821 |
$866.94K |
1.49% |
| 29 |
LETRA TESOURO NACIONAL BILLS 10/26 0.00000 |
— |
4,700,000 |
$850.04K |
1.47% |
| 30 |
PIMCO PRV SHORT TERM FLT III MUTUAL FUND |
— |
83,694 |
$815.09K |
1.41% |
| 31 |
BARCLAYS PLC |
— |
800,000 |
$807.66K |
1.39% |
| 32 |
ATHENE GLOBAL FUNDING SECURED 144A 01/27 VAR |
— |
800,000 |
$799.97K |
1.38% |
| 33 |
VICI PROPERTIES / NOTE REGD 144A P/P 4.25000000 |
VICI |
800,000 |
$797.95K |
1.38% |
| 34 |
F&G GLOBAL FUNDING REGD 144A P/P 4.50000000 |
— |
800,000 |
$783.97K |
1.35% |
| 35 |
FORD MOTOR CRED |
— |
700,000 |
$704.03K |
1.21% |
| 36 |
CITIGROUP MORTGAGE LOAN TRUST CMLTI 2021 INV3 A11 144A |
— |
751,697 |
$702.60K |
1.21% |
| 37 |
AMMC CLO 27 Ltd., Series 2022-27A, Class A1R |
— |
700,000 |
$700.04K |
1.21% |
| 38 |
FREDDIE MAC REMICS SER 5548 CL AF V/R 5.07180000 |
— |
633,389 |
$639.21K |
1.10% |
| 39 |
FREDDIE MAC REMICS SER 5549 CL FA V/R 5.12419000 |
— |
601,677 |
$607.97K |
1.05% |
| 40 |
Eagle Funding LuxCo S.a.r.l. |
— |
600,000 |
$603.90K |
1.04% |
| 41 |
EVRG 4.7 03/13/28 |
EVRG |
600,000 |
$603.09K |
1.04% |
| 42 |
EVGRN 2025-1A A |
EVGRN |
600,000 |
$602.00K |
1.04% |
| 43 |
GWOLF 2019-1A A1R2 |
GWOLF |
600,000 |
$600.77K |
1.04% |
| 44 |
KKR FINANCIAL CLO LTD KKR 16 A1R3 144A |
— |
600,000 |
$600.61K |
1.04% |
| 45 |
BlueMountain CLO XXXII Ltd |
— |
600,000 |
$600.25K |
1.04% |
| 46 |
LVS 3.5 08/18/26 |
LVS26 |
600,000 |
$598.05K |
1.03% |
| 47 |
MV CREDIT EURO CLO MVCLO 3A AR 144A |
— |
500,000 |
$577.92K |
1.00% |
| 48 |
HARVEST CLO HARVT 16A AR3 144A |
— |
500,000 |
$577.55K |
1.00% |
| 49 |
FIRST FRANKLIN MTG LOAN ASSET FFML 2006 FF5 2A3 |
— |
570,687 |
$564.98K |
0.97% |
| 50 |
FANNIE MAE FNR 2025 24 FB |
— |
556,456 |
$559.11K |
0.96% |