| 1 |
JPMorgan Prime Money Market Fund, IM Shares |
— |
101,010,217 |
$101.05M |
7.84% |
| 2 |
GNII II 5.5% 03/01/2056 #TBA |
— |
42,340,000 |
$42.88M |
3.33% |
| 3 |
G2SF 5 3/25 |
— |
36,877,000 |
$37.00M |
2.87% |
| 4 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION |
G2 |
32,612,126 |
$31.65M |
2.45% |
| 5 |
MEXICO UNITED MEXICAN STATES 8.5% 02/28/2030 |
— |
252,100,000 |
$14.98M |
1.16% |
| 6 |
FNMA UMBS, 30 Year |
— |
11,767,316 |
$12.11M |
0.94% |
| 7 |
FNMA UMBS, 30 Year |
FHLMC |
9,555,534 |
$9.29M |
0.72% |
| 8 |
South Africa, Parliament of |
R2040 |
139,012,000 |
$9.08M |
0.70% |
| 9 |
AERCAP IRELAND |
— |
8,235,000 |
$7.70M |
0.60% |
| 10 |
MEXICAN BONOS MXN 7.75% 05-29-31 |
MBONO |
129,670,000 |
$7.43M |
0.58% |
| 11 |
JAPAN GOVT 40-YR |
— |
1,233,550,000 |
$7.31M |
0.57% |
| 12 |
MEXICAN BONOS MXN 8.0% 05-24-35 |
— |
120,760,000 |
$6.71M |
0.52% |
| 13 |
FHLMC, REMIC, Series 5616, Class GB |
— |
6,468,790 |
$6.48M |
0.50% |
| 14 |
Fannie Mae Connecticut Avenue Securities |
CAS |
5,825,723 |
$6.12M |
0.47% |
| 15 |
A10 Revolving Asset Financing I LLC, Series 2012-RAF1, Class B |
— |
6,000,000 |
$6.00M |
0.47% |
| 16 |
GNMA, Series 2025-211, Class CP |
— |
5,846,347 |
$5.96M |
0.46% |
| 17 |
Republic of Indonesia, The Government of, The |
— |
96,778,000,000 |
$5.90M |
0.46% |
| 18 |
TITULOS DE TESORERIA 11.750000% 01/24/2035 |
— |
24,496,400,000 |
$5.81M |
0.45% |
| 19 |
CAIXABANK SA 3.625%/VAR 09/19/2032 REGS |
— |
4,700,000 |
$5.66M |
0.44% |
| 20 |
CZECH REPUBLIC GOVERNMENT BOND CZK 3.5% 05-30-35 |
— |
119,190,000 |
$5.49M |
0.43% |
| 21 |
Urzad Rady Ministrow |
IZ0836 |
20,313,321 |
$5.34M |
0.41% |
| 22 |
Presidencia da Republica |
NTNFF31 |
28,000,000 |
$4.97M |
0.39% |
| 23 |
JERSEY CENTRAL PWR + LT SR UNSECURED 144A 03/32 2.75 |
FE |
5,248,000 |
$4.80M |
0.37% |
| 24 |
INTESA SANPAOLO SPA 6.625% 06/20/2033 144A |
— |
3,845,000 |
$4.29M |
0.33% |
| 25 |
EMERA US FIN. LP 2.639% |
EMACN |
4,626,000 |
$4.24M |
0.33% |
| 26 |
MORGAN STANLEY |
— |
4,130,000 |
$4.22M |
0.33% |
| 27 |
TURKIYE GOVERNMENT BOND TRY 36.0% 08-12-26 |
— |
180,966,527 |
$4.17M |
0.32% |
| 28 |
PMT Loan Trust, Series 2026-INV2, Class A2 |
— |
4,070,000 |
$4.12M |
0.32% |
| 29 |
PMT Loan Trust, Series 2025-J1, Class A1 |
— |
4,018,623 |
$4.09M |
0.32% |
| 30 |
American Credit Acceptance Receivables Trust, Series 2025-1, Class D |
ACAR |
3,914,000 |
$3.99M |
0.31% |
| 31 |
Voya CLO Ltd., Series 2022-1A, Class BR |
— |
3,830,000 |
$3.83M |
0.30% |
| 32 |
GNMA, Series 2025-213, Class PA |
— |
3,801,165 |
$3.83M |
0.30% |
| 33 |
MULTIFAMILY CONNECTICUT AVENUE SECUR SER 2020-01 CL M10 V/R REGD 144A P/P 7.93628000 |
— |
3,713,733 |
$3.77M |
0.29% |
| 34 |
Avolon Holdings Funding Ltd. |
— |
3,565,000 |
$3.71M |
0.29% |
| 35 |
TITULOS DE TESORERIA 13.250000% 02/09/2033 |
TFIT11090233 |
14,326,300,000 |
$3.70M |
0.29% |
| 36 |
GNMA II, 30 Year |
— |
3,509,942 |
$3.60M |
0.28% |
| 37 |
MKS INC SR UNSECURED 06/30 1.25 |
MKSI |
2,050,000 |
$3.57M |
0.28% |
| 38 |
Freddie Mac REMICS |
— |
3,453,111 |
$3.47M |
0.27% |
| 39 |
BX Trust, Series 2022-LBA6, Class A |
— |
3,400,000 |
$3.40M |
0.26% |
| 40 |
GNMA |
— |
3,360,000 |
$3.34M |
0.26% |
| 41 |
COLUMBIA PIPE OC |
— |
3,055,000 |
$3.31M |
0.26% |
| 42 |
Palmer Square CLO Ltd., Series 2021-2A, Class BR |
— |
3,300,000 |
$3.31M |
0.26% |
| 43 |
OCP Aegis CLO Ltd., Series 2025-41A, Class B1 |
— |
3,300,000 |
$3.30M |
0.26% |
| 44 |
AFFRM 2024-B A 144A 4.62% 09-15-29 |
AFFRM |
3,290,000 |
$3.30M |
0.26% |
| 45 |
GLOBAL PAY INC |
— |
3,310,000 |
$3.29M |
0.26% |
| 46 |
Enbridge Inc., Series NC5 |
— |
3,034,000 |
$3.27M |
0.25% |
| 47 |
CITIGROUP INC |
— |
3,220,000 |
$3.20M |
0.25% |
| 48 |
GNR2026 4.5% 6/16/2057 |
— |
3,176,798 |
$3.17M |
0.25% |
| 49 |
GS Mortgage-Backed Securities Trust, Series 2025-PJ9, Class A1 |
— |
3,121,425 |
$3.17M |
0.25% |
| 50 |
GNMA |
— |
3,040,000 |
$3.16M |
0.25% |