| 1 |
U.S. Treasury Notes |
— |
109,150,000 |
$109.28M |
8.69% |
| 2 |
REPO DAIWA |
— |
88,001,109 |
$88.00M |
7.00% |
| 3 |
U.S. Treasury Floating Rate Notes |
— |
44,000,000 |
$44.00M |
3.50% |
| 4 |
COMM 2018-COR3 A3 |
— |
26,327,712 |
$26.03M |
2.07% |
| 5 |
Eaton Vance CLO 2014-1R Ltd |
— |
20,239,199 |
$20.24M |
1.61% |
| 6 |
Towd Point Asset Trust 2021-SL1 |
— |
17,741,000 |
$17.53M |
1.39% |
| 7 |
BMARK 2020-B20 A5 |
— |
18,847,000 |
$17.00M |
1.35% |
| 8 |
COMM 2024-277P MORTGAGE TRUST SER 2024-277P CL A REGD 144A P/P 6.33800000 |
COMM |
15,516,000 |
$16.39M |
1.30% |
| 9 |
BMARK 2019-B9 A5 |
— |
16,000,000 |
$15.83M |
1.26% |
| 10 |
BMARK 2022-B34 A5 |
— |
16,535,000 |
$15.68M |
1.25% |
| 11 |
FNCL 6 3/24 |
— |
14,500,000 |
$14.87M |
1.18% |
| 12 |
BBCMS Mortgage Trust, Series 2018-TALL, Class A |
BBCMS |
15,387,600 |
$14.78M |
1.18% |
| 13 |
SLM Student Loan Trust 2008-6 |
— |
14,661,461 |
$14.66M |
1.17% |
| 14 |
SLM STUDENT LOAN TRUST SLMA 2005 A A4 |
SLMA |
14,744,461 |
$14.56M |
1.16% |
| 15 |
Uniform Mortgage-Backed Security, TBA |
— |
13,800,000 |
$14.16M |
1.13% |
| 16 |
American Express Credit Account Master Trust, Series 2024-3, Class A |
AMXCA |
13,695,000 |
$13.88M |
1.10% |
| 17 |
SLM STUDENT LOAN TRUST SLMA 2006 A A5 |
SLMA |
13,717,241 |
$13.47M |
1.07% |
| 18 |
MKT Mortgage Trust, Series 2020-525M, Class A |
MKT |
14,600,000 |
$13.38M |
1.06% |
| 19 |
U.S.Treasury Notes |
— |
13,200,000 |
$13.22M |
1.05% |
| 20 |
BRAVO MORTGAGE ASSET TRUST BMAT 2006 1A M1 144A |
— |
14,094,246 |
$12.95M |
1.03% |
| 21 |
TRICON AMERICAN HOMES TAH 2020 SFR1 A 144A |
— |
12,749,049 |
$12.61M |
1.00% |
| 22 |
BX Trust, Series 2019-OC11, Class A |
BX |
13,000,000 |
$12.49M |
0.99% |
| 23 |
GMO US Treasury Fund |
— |
2,323,242 |
$11.64M |
0.93% |
| 24 |
J.P. MORGAN CHASE COMMERCIAL MORTGAGE SE SER 2024-OMNI CL A V/R REGD 144A P/P 5.79715000 |
JPMCC |
11,393,000 |
$11.58M |
0.92% |
| 25 |
Canyon Capital CLO Ltd., Series 2016-1A, Class AR |
— |
11,229,012 |
$11.24M |
0.89% |
| 26 |
Tricon American Homes Trust, Series 2019-SFR1, Class A |
TAH |
11,080,867 |
$11.06M |
0.88% |
| 27 |
WaMu Commercial Mortgage Securities Trust 2007-SL3 |
— |
11,594,960 |
$10.70M |
0.85% |
| 28 |
BMARK 2022-B32 A5 |
— |
11,556,000 |
$10.56M |
0.84% |
| 29 |
DRYDEN SENIOR LOAN FUND DRSLF 2019 80A ARR 144A |
— |
9,985,038 |
$9.99M |
0.79% |
| 30 |
SMB Private Education Loan Trust, Series 2021-A, Class B |
SMB |
10,182,331 |
$9.97M |
0.79% |
| 31 |
TRICON RESIDENTIAL 2024-SFR4 TRUST TCN 2024-SFR4 A |
TCN |
9,907,707 |
$9.91M |
0.79% |
| 32 |
BMARK 2019-B15 A5 |
— |
10,395,000 |
$9.84M |
0.78% |
| 33 |
BBCMS Mortgage Trust, Series 2018-CHRS, Class E |
— |
11,037,000 |
$9.62M |
0.76% |
| 34 |
BlueMountain CLO 2015-4 Ltd |
— |
9,398,751 |
$9.40M |
0.75% |
| 35 |
BMARK 2020-B19 A5 |
— |
10,380,057 |
$9.38M |
0.75% |
| 36 |
SLC STUDENT LOAN TRUST SLCLT 2008 2 A4 |
— |
9,423,595 |
$9.34M |
0.74% |
| 37 |
WFRBS Commercial Mortgage Trust, Series 2014-C21, Class C |
— |
9,814,966 |
$9.33M |
0.74% |
| 38 |
KeyCorp Student Loan Trust 2006-A |
— |
11,024,863 |
$9.01M |
0.72% |
| 39 |
SLM STUDENT LOAN TRUST SLMA 2005 B A4 |
— |
8,829,153 |
$8.70M |
0.69% |
| 40 |
BX Trust, Series 2019-OC11, Class E |
BX |
9,000,000 |
$8.42M |
0.67% |
| 41 |
Invitation Homes Trust, Series 2024-SFR1, Class A |
IHSFR |
8,478,739 |
$8.42M |
0.67% |
| 42 |
GALLATIN LOAN MANAGEMENT, LLC GALL 2017 1A A1R 144A |
— |
8,296,009 |
$8.30M |
0.66% |
| 43 |
SLM STUDENT LOAN TRUST SLMA 2007 A A4A |
SLMA |
8,274,773 |
$8.22M |
0.65% |
| 44 |
Towd Point Asset Trust 2021-SL1 |
— |
8,432,486 |
$8.20M |
0.65% |
| 45 |
Dryden 40 Senior Loan Fund, Series 2015-40A, Class AR2 |
DRSLF |
8,088,687 |
$8.10M |
0.64% |
| 46 |
Grace Trust, Series 2020-GRCE, Class A |
GRACE |
8,625,000 |
$7.82M |
0.62% |
| 47 |
BX TRUST |
— |
8,000,000 |
$7.52M |
0.60% |
| 48 |
BX COMMERCIAL MORTGAGE TRUST 2020-VIVA SER 2020-VIVA CL D V/R REGD 144A P/P 3.66704200 |
BX |
8,000,000 |
$7.52M |
0.60% |
| 49 |
ANGEL OAK MTG TR 2025-5 5.573% 04/25/2070 144A |
— |
7,367,029 |
$7.45M |
0.59% |
| 50 |
Deutsche Alt-A Securities Mortgage Loan Trust, Series 2007-AR2, Class A1 |
— |
7,264,683 |
$7.02M |
0.56% |