| 1 |
Uniform Mortgage-Backed Security, TBA |
FNMA |
67,200,000 |
$67.91M |
19.92% |
| 2 |
MSILF-GOVT-INS |
MVRXX |
14,971,381 |
$14.97M |
4.39% |
| 3 |
Government National Mortgage Association |
— |
9,878,722 |
$10.39M |
3.05% |
| 4 |
RMF Buyout Issuance Trust, Series 2020-HB1, Class M5 |
— |
9,404,324 |
$7.54M |
2.21% |
| 5 |
MEXICO UNITED MEXICAN STATES 7.75% 11/23/2034 |
M_BONOS_341123 |
113,540,000 |
$5.77M |
1.69% |
| 6 |
Government National Mortgage Association |
— |
4,950,640 |
$5.19M |
1.52% |
| 7 |
Government National Mortgage Association |
— |
4,937,726 |
$5.16M |
1.51% |
| 8 |
Government National Mortgage Association |
— |
4,950,572 |
$5.00M |
1.47% |
| 9 |
PERU REPUBLIC OF 6.85% 08/12/2035 144A REGS |
12AGO2035 |
15,476,000 |
$4.86M |
1.42% |
| 10 |
PERU REPUBLIC OF 6.15% 08/12/2032 |
SB12AGO32 |
13,476,000 |
$4.24M |
1.24% |
| 11 |
Freddie Mac REMICS |
— |
3,865,246 |
$4.03M |
1.18% |
| 12 |
Egypt Government Bond |
— |
179,674,000 |
$3.89M |
1.14% |
| 13 |
SOUTH AFRICA REPUBLIC OF 8.875% 02/28/2035 |
SQWK |
63,931,235 |
$3.70M |
1.08% |
| 14 |
Government National Mortgage Association |
— |
2,963,617 |
$3.11M |
0.91% |
| 15 |
MEXICO UNITED MEXICAN STATES 8.5% 11/18/2038 |
— |
59,741,500 |
$3.07M |
0.90% |
| 16 |
Government National Mortgage Association |
— |
2,945,311 |
$3.01M |
0.88% |
| 17 |
PNMSR 2024-GT1 A |
— |
2,960,000 |
$2.99M |
0.88% |
| 18 |
FMC GMSR Issuer Trust, Series 2022-GT1, Class B |
— |
2,960,000 |
$2.97M |
0.87% |
| 19 |
CSMC Trust, Series 2021-BPNY, Class A |
— |
3,069,434 |
$2.93M |
0.86% |
| 20 |
Dominican Republic International Bond |
— |
153,300,000 |
$2.88M |
0.84% |
| 21 |
Boston Lending Trust, Series 2022-2, Class M1 |
— |
2,960,000 |
$2.84M |
0.83% |
| 22 |
CFMT LLC, Series 2024-HB14, Class M5 |
— |
2,960,000 |
$2.70M |
0.79% |
| 23 |
TURKIYE GOVERNMENT BOND 27.700000% 09/27/2034 |
— |
121,316,408 |
$2.67M |
0.78% |
| 24 |
U.S. Treasury Bills |
B |
2,600,000 |
$2.60M |
0.76% |
| 25 |
RMF Buyout Issuance Trust, Series 2022-HB1, Class M4 |
— |
2,960,000 |
$2.58M |
0.76% |
| 26 |
JAPAN GOVT 30-YR |
— |
453,650,000 |
$2.56M |
0.75% |
| 27 |
Government National Mortgage Association |
— |
2,424,305 |
$2.55M |
0.75% |
| 28 |
South Africa, Parliament of |
SAGB |
47,768,000 |
$2.47M |
0.72% |
| 29 |
FEDERAL REP OF ETHIOPIA 6.625000% 12/11/2024 |
— |
2,300,000 |
$2.44M |
0.72% |
| 30 |
SURINM 8 1/2 11/06/35 |
SURINM |
2,362,000 |
$2.44M |
0.71% |
| 31 |
Champs Trust, Series 2024-1, Class A |
— |
2,221,798 |
$2.30M |
0.68% |
| 32 |
RMF Buyout Issuance Trust, Series 2021-HB1, Class M6 |
— |
2,529,175 |
$2.30M |
0.67% |
| 33 |
RMF Buyout Issuance Trust, Series 2020-HB1, Class M2 |
— |
2,590,000 |
$2.26M |
0.66% |
| 34 |
Champs Trust, Series 2025-1, Class A |
— |
2,139,532 |
$2.24M |
0.66% |
| 35 |
FMC GMSR Issuer Trust, Series 2022-GT2, Class A |
— |
2,220,000 |
$2.23M |
0.66% |
| 36 |
Republic of Albania |
— |
1,850,000 |
$2.20M |
0.64% |
| 37 |
G2SF 5 11/25 |
— |
2,200,000 |
$2.19M |
0.64% |
| 38 |
NZES 2024-FNT1 A |
NZES |
2,056,687 |
$2.10M |
0.61% |
| 39 |
NEW ZEALAND GOVERNMENT INFLATION LINKED BOND NZD I/L 3.25% 09-20-50 |
— |
3,425,359 |
$2.07M |
0.61% |
| 40 |
Cascade Funding Mortgage Trust, Series 2025-HB16, Class M4 |
— |
2,220,000 |
$2.07M |
0.61% |
| 41 |
Harvest SBA Loan Trust, Series 2024-1, Class A |
— |
1,995,170 |
$2.01M |
0.59% |
| 42 |
RMF Proprietary Issuance Trust, Series 2022-2, Class M3 |
— |
2,220,000 |
$1.99M |
0.58% |
| 43 |
Saluda Grade Alternative Mortgage Trust, Series 2025-NPL1, Class A1 |
79582BAA |
1,966,605 |
$1.98M |
0.58% |
| 44 |
Champs Trust, Series 2024-2, Class A |
— |
1,866,420 |
$1.95M |
0.57% |
| 45 |
FORD MOTOR CRED |
— |
1,810,000 |
$1.94M |
0.57% |
| 46 |
Mortgage Funding plc, Series 2008-1, Class B1 |
— |
1,480,000 |
$1.93M |
0.57% |
| 47 |
RMF Buyout Issuance Trust, Series 2021-HB1, Class M5 |
74969TAF |
2,000,000 |
$1.92M |
0.56% |
| 48 |
RPTOR 2019-1 A |
RPTOR |
2,092,934 |
$1.90M |
0.56% |
| 49 |
Saluda Grade Alternative Mortgage Trust, Series 2020-SEQ1, Class M1 |
— |
1,850,000 |
$1.90M |
0.56% |
| 50 |
SG Commercial Mortgage Securities Trust, Series 2019-PREZ, Class E |
— |
2,220,000 |
$1.89M |
0.55% |