| 1 |
US TREASURY N/B |
— |
130,110,000 |
$129.42M |
2.84% |
| 2 |
State Street Navigator Securities Lending Government Money Market Portfolio |
— |
120,020,668 |
$120.02M |
2.63% |
| 3 |
US TREASURY N/B |
— |
68,985,000 |
$69.30M |
1.52% |
| 4 |
US TREASURY N/B |
— |
66,440,000 |
$52.37M |
1.15% |
| 5 |
U.S. Treasury Inflation-Protected Notes 1.75%, Due 01/15/2034 |
TII |
46,369,883 |
$46.47M |
1.02% |
| 6 |
Government National Mortgage Association |
GNR |
51,441,000 |
$44.55M |
0.98% |
| 7 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0-3/4% 02/15/2042 |
TII |
55,548,874 |
$43.35M |
0.95% |
| 8 |
US TREASURY N/B |
— |
40,821,500 |
$39.91M |
0.87% |
| 9 |
US TREASURY N/B |
— |
43,900,000 |
$38.68M |
0.85% |
| 10 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
37,705,000 |
$37.70M |
0.83% |
| 11 |
US TREASURY N/B |
— |
34,305,000 |
$33.59M |
0.74% |
| 12 |
US TREASURY N/B |
— |
32,290,000 |
$29.53M |
0.65% |
| 13 |
FREDDIE MAC POOL UMBS P#RQ0076 5.50000000 |
FR |
29,056,894 |
$29.47M |
0.65% |
| 14 |
US TREASURY N/B |
— |
41,290,000 |
$29.16M |
0.64% |
| 15 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 1-3/8% 02/15/2044 |
TII |
34,286,424 |
$28.75M |
0.63% |
| 16 |
VZMT 2024-6 A1A |
— |
26,441,000 |
$26.59M |
0.58% |
| 17 |
ONEMAIN FINL ISSUANCE TR 2019-2 3.14% 10/14/2036 144A |
OMFIT |
26,200,000 |
$25.85M |
0.57% |
| 18 |
Toyota Auto Receivables Owner Trust, Series 2026-A, Class A2A |
— |
25,555,000 |
$25.56M |
0.56% |
| 19 |
CROSSCOUNTRY INTER REGD 144A P/P 6.75000000 |
CROSIN |
24,110,000 |
$24.31M |
0.53% |
| 20 |
Republic of Cameroon International Bonds |
— |
23,385,000 |
$22.66M |
0.50% |
| 21 |
TBA GNMA 30 YR 5.50000000 |
GNR |
21,995,000 |
$22.24M |
0.49% |
| 22 |
US TREASURY N/B |
— |
24,640,000 |
$22.09M |
0.48% |
| 23 |
REPUBLIC OF GABO |
— |
25,660,000 |
$21.84M |
0.48% |
| 24 |
AZURGY 8 1/8 01/23/30 |
AZURGY |
21,345,000 |
$21.60M |
0.47% |
| 25 |
US TREASURY N/B |
— |
21,440,000 |
$21.56M |
0.47% |
| 26 |
Fannie Mae Connecticut Avenue Securities |
CAS |
19,510,000 |
$21.16M |
0.46% |
| 27 |
TROX 4.625 03/15/29 144A |
TROX |
27,115,000 |
$20.84M |
0.46% |
| 28 |
MMAF EQUIPMENT FINANCE LLC 2023 A |
— |
19,826,861 |
$20.07M |
0.44% |
| 29 |
U.S. TREASURY INFLATION-PROTECTED SECURITIES 0.25% 02/15/2050 |
TII |
33,533,370 |
$19.28M |
0.42% |
| 30 |
Fannie Mae Connecticut Avenue Securities |
FNMA |
18,047,172 |
$19.23M |
0.42% |
| 31 |
Uniform Mortgage-Backed Security, TBA |
— |
18,785,000 |
$19.20M |
0.42% |
| 32 |
BREAD FINL. HLDGS. IN F2V |
BFH |
18,280,000 |
$18.76M |
0.41% |
| 33 |
CELANESE US HOLDINGS LLC SR UNSEC 7.375% 02-15-34 |
CE/34 |
18,360,000 |
$18.68M |
0.41% |
| 34 |
GDZ Elektrik Dagitim AS |
— |
18,578,000 |
$18.58M |
0.41% |
| 35 |
US TREASURY N/B |
— |
20,300,000 |
$18.53M |
0.41% |
| 36 |
LFS TOPCO LLC SR UNSECURED 144A 07/30 8.75 |
LENDMK |
18,214,000 |
$18.30M |
0.40% |
| 37 |
ENGPRO 8 05/27/30 |
— |
14,073,000 |
$17.72M |
0.39% |
| 38 |
Samhallsbyggnadsbolaget I Norden Holding AB |
— |
18,155,000 |
$17.60M |
0.39% |
| 39 |
FNMA Connecticut Avenue Securities Trust, Series 2021-R01, Class 1B2 |
CAS |
16,785,000 |
$17.31M |
0.38% |
| 40 |
EASTERN EUROPEAN ELECTRIC CO BV 144A 6.500000% 05/15/2030 |
— |
13,605,000 |
$16.95M |
0.37% |
| 41 |
US TREASURY N/B |
— |
18,435,000 |
$16.58M |
0.36% |
| 42 |
HUDSON PACIFIC |
— |
17,925,000 |
$16.43M |
0.36% |
| 43 |
STACR 2020-HQA2 B2 144A FRN 03-25-50 |
— |
13,320,000 |
$16.10M |
0.35% |
| 44 |
X-CALIBER FUNDING LLC XCAL 2025 VFN1 A 144A |
XCALFD |
15,835,000 |
$15.84M |
0.35% |
| 45 |
STONEBRIAR ABF LLC SR UNSECURED 144A 12/30 8.125 |
STONEB |
15,185,000 |
$15.77M |
0.35% |
| 46 |
STACR 2020-DNA5 B2 144A FRN 10-25-50 |
— |
11,315,000 |
$15.73M |
0.34% |
| 47 |
Fannie Mae Connecticut Avenue Securities |
CAS |
13,852,350 |
$15.72M |
0.34% |
| 48 |
AFRICELL HOLDING LTD REGD 144A P/P 10.50000000 |
AFRCEL |
15,640,000 |
$15.64M |
0.34% |
| 49 |
FNCL 3 2/26 |
— |
17,500,000 |
$15.51M |
0.34% |
| 50 |
US TREASURY N/B |
— |
17,955,000 |
$15.50M |
0.34% |