| 1 |
FIXED INC CLEARING CORP.REPO |
— |
72,352,336 |
$72.35M |
21.45% |
| 2 |
U.S. Treasury Bills |
912797NZ |
35,000,000 |
$34.94M |
10.36% |
| 3 |
U.S. Treasury Bills |
912797NZ |
22,500,000 |
$22.46M |
6.66% |
| 4 |
United States Treasury Bill |
912797KS |
3,010,000 |
$3.00M |
0.89% |
| 5 |
U.S. Treasury Bills |
B |
2,800,000 |
$2.75M |
0.82% |
| 6 |
Progress Residential Trust, Series 2021-SFR2, Class D |
PROG |
2,432,000 |
$2.42M |
0.72% |
| 7 |
CLAST 2018-1 C |
CLAST |
4,491,141 |
$2.36M |
0.70% |
| 8 |
FMC GMSR Issuer Trust, Series 2021-GT2, Class B |
— |
2,500,000 |
$2.33M |
0.69% |
| 9 |
AMSR 2021-SFR1 Trust |
— |
2,500,000 |
$2.30M |
0.68% |
| 10 |
New Residential Mortgage Loan Trust, Series 2021-NQ1R, Class M1 |
— |
2,250,000 |
$1.87M |
0.55% |
| 11 |
AMSR Trust, Series 2020-SFR5, Class G |
AMSR |
1,800,000 |
$1.78M |
0.53% |
| 12 |
FMC GMSR Issuer Trust, Series 2021-GT1, Class B |
— |
1,900,000 |
$1.77M |
0.53% |
| 13 |
Imperial Fund Mortgage Trust 2021-NQM3 |
— |
2,000,000 |
$1.48M |
0.44% |
| 14 |
Verus Securitization Trust 2021-7 |
— |
2,000,000 |
$1.48M |
0.44% |
| 15 |
U.S. Treasury Bills |
B |
1,500,000 |
$1.48M |
0.44% |
| 16 |
COLOGIX DATA CENTERS US ISSUER LLC CLGIX 2021-1A C |
— |
1,500,000 |
$1.42M |
0.42% |
| 17 |
United States Treasury Bill |
912797KS |
1,400,000 |
$1.40M |
0.41% |
| 18 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION |
— |
9,123,405 |
$1.35M |
0.40% |
| 19 |
GOVERNMENT NATIONAL MORTGAGE ASSOCIATION GNR 2020-173 MI |
— |
8,810,446 |
$1.31M |
0.39% |
| 20 |
State Street Navigator Securities Lending Government Money Market Portfolio |
— |
1,196,772 |
$1.20M |
0.35% |
| 21 |
Deutsche Mortgage & Asset Receiving Corp |
— |
1,448,237 |
$1.17M |
0.35% |
| 22 |
Government National Mortgage Association |
— |
40,188,242 |
$1.15M |
0.34% |
| 23 |
CSAIL Commercial Mortgage Trust |
CSAIL |
1,130,000 |
$1.07M |
0.32% |
| 24 |
BLUE STREAM ISSUER LLC BSTRM 2023 1A C 144A |
BSTRM |
1,000,000 |
$1.03M |
0.31% |
| 25 |
Federal National Mortgage Association, Inc. |
— |
26,663,806 |
$1.03M |
0.30% |
| 26 |
Willis Engine Structured Trust VI |
— |
1,016,833 |
$1.02M |
0.30% |
| 27 |
Government National Mortgage Association |
— |
14,680,551 |
$1.01M |
0.30% |
| 28 |
SOFI PROFESSIONAL LOAN PROGRAM 2017-F LLC |
— |
133,000 |
$1.00M |
0.30% |
| 29 |
Apidos CLO XXIV |
03762XAD |
1,000,000 |
$1.00M |
0.30% |
| 30 |
Canyon CLO 2021-4, Ltd. |
— |
1,000,000 |
$1.00M |
0.30% |
| 31 |
Canyon Capital CLO, Ltd. |
— |
1,000,000 |
$985.78K |
0.29% |
| 32 |
TREASURY BILL |
— |
1,000,000 |
$985.24K |
0.29% |
| 33 |
Cook Park CLO Ltd |
— |
1,000,000 |
$985.12K |
0.29% |
| 34 |
BCAP LLC 2011-RR11 Trust |
— |
1,639,824 |
$962.64K |
0.29% |
| 35 |
Octagon Investment Partners XVI, Ltd. |
— |
1,000,000 |
$957.24K |
0.28% |
| 36 |
US TREASURY N/B |
— |
1,400,000 |
$945.77K |
0.28% |
| 37 |
ARES CAPITAL COR |
— |
1,014,000 |
$943.36K |
0.28% |
| 38 |
CitiMortgage Alternative Loan Trust Series 2007-A6 |
— |
1,085,993 |
$941.72K |
0.28% |
| 39 |
Dryden 40 Senior Loan Fund |
— |
1,000,000 |
$940.21K |
0.28% |
| 40 |
FAIR ISAAC CORP SR UNSECURED 144A 06/28 4 |
FAIRIC |
974,000 |
$927.82K |
0.28% |
| 41 |
MetroNet Infrastructure Issuer LLC |
— |
887,000 |
$923.41K |
0.27% |
| 42 |
Benchmark 2021-B31 Mortgage Trust |
— |
1,637,000 |
$920.24K |
0.27% |
| 43 |
Allison Transmission, Inc. |
— |
1,024,000 |
$911.47K |
0.27% |
| 44 |
HLT 3.625 02/15/32 144A |
HLT |
1,033,000 |
$906.22K |
0.27% |
| 45 |
Government National Mortgage Association |
— |
5,800,131 |
$890.74K |
0.26% |
| 46 |
Freddie Mac REMICS |
— |
5,901,690 |
$889.70K |
0.26% |
| 47 |
Government National Mortgage Association |
— |
8,163,454 |
$884.91K |
0.26% |
| 48 |
POST HOLDINGS INC SR UNSECURED 144A 09/31 4.5 |
POST |
957,000 |
$867.67K |
0.26% |
| 49 |
WFRBS Commercial Mortgage Trust, Series 2012-C10, Class C |
— |
1,020,000 |
$857.75K |
0.25% |
| 50 |
Government National Mortgage Association |
— |
16,028,747 |
$839.07K |
0.25% |